绩优小盘价值精选策略:年化收益率（36.39%）
本策略精选流通市值小、盈利能力较好且估值合理的绩优小盘股，力求在控制风险的前提下，获取小盘股的超额收益。策略综合考虑了股票的盈利能力、估值水平、市值规模等因素，并定期调仓，动态跟踪市场变化。
概要
核心指标
- 累计收益率: 254.65%
- 年化收益率: 36.39%
- 基准收益率: -9.7%
- 阿尔法: 0.44
- 夏普比率: 1.01
- 最大回撤: 44.96%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 通达创智(001368.SZ) | 24.969003424658 | 29200 | 7 | 23.81 | 695252 | -33842.9/-4.642% |
| 2026-04-03 | 康力源(301287.SZ) | 41.52963908046 | 17400 | 7 | 39.68 | 690432 | -32183.72/-4.454% |
| 2026-04-03 | 热威股份(603075.SH) | 23.020279127726 | 32100 | 17 | 21.85 | 701385 | -37565.96/-5.084% |
| 2026-04-03 | 科力装备(301552.SZ) | 38.51419378471 | 18600 | 57 | 36.24 | 674064 | -42300/-5.905% |
| 2026-04-03 | 万得凯(301309.SZ) | 26.375366238434 | 21267 | 317 | 36.91 | 784964.97 | 224040.06/39.941% |
| 2026-04-02 | 通达创智(001368.SZ) | 24.969003424658 | 29200 | 6 | 24.65 | 719780 | -9314.9/-1.278% |
| 2026-04-02 | 康力源(301287.SZ) | 41.52963908046 | 17400 | 6 | 41.25 | 717750 | -4865.72/-0.673% |
| 2026-04-02 | 热威股份(603075.SH) | 23.020279127726 | 32100 | 16 | 22.06 | 708126 | -30824.96/-4.171% |
| 2026-04-02 | 海森药业(001367.SZ) | 24.259745512821 | 0 | 36 | 25.75 | 0 | 52111.94/6.885% |
| 2026-04-02 | 科力装备(301552.SZ) | 38.51419378471 | 18600 | 56 | 37.11 | 690246 | -26118/-3.646% |
交易详情
| 2026-04-02 | 海森药业(001367.SZ) | 卖 | -31200 | 26.08 | -813696 | ¥1057.8 | 56791.94 |
| 2026-04-02 | 康力源(301287.SZ) | 买 | 1300 | 41.73 | 54249 | ¥16.27 | 0 |
| 2026-04-02 | 通达创智(001368.SZ) | 买 | 29100 | 24.96 | 726336 | ¥217.9 | 0 |
| 2026-04-02 | 科力装备(301552.SZ) | 买 | 800 | 37.95 | 30360 | ¥9.11 | 0 |
| 2026-04-02 | 热威股份(603075.SH) | 买 | 100 | 21.94 | 2194 | ¥5 | 0 |
| 2026-03-26 | 锡南科技(301170.SZ) | 卖 | -23600 | 28.44 | -671184 | ¥872.54 | -57786.62 |
| 2026-03-26 | 康力源(301287.SZ) | 买 | 16100 | 41.5 | 668150 | ¥200.45 | 0 |
| 2026-03-26 | 通达创智(001368.SZ) | 买 | 100 | 25.36 | 2536 | ¥5 | 0 |
| 2026-03-19 | 万得凯(301309.SZ) | 卖 | -1700 | 34.14 | -58038 | ¥75.45 | 13199.88 |
| 2026-03-19 | 海森药业(001367.SZ) | 买 | 600 | 23.33 | 13998 | ¥5 | 0 |
