高股息低估值蓝筹策略:年化收益率（11.14%）
本策略精选沪深主板市场上高股息率（>4%）且低市盈率（<15）的蓝筹股，每月最后一个交易日调仓，等权重持有，旨在捕捉价值洼地，获取长期稳健收益和现金分红回报。
概要
核心指标
- 累计收益率: 25.6%
- 年化收益率: 11.14%
- 基准收益率: 31.14%
- 阿尔法: 0.02
- 夏普比率: 0.51
- 最大回撤: 19.78%
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 | 泸州老窖(000568.SZ) | 107.38220909091 | 1100 | 4 | 104.27 | 114697 | -3423.43/-2.898% |
| 2026-04-03 | 古井贡酒(000596.SZ) | 107.0421 | 1200 | 4 | 106.46 | 127752 | -698.52/-0.544% |
| 2026-04-03 | 海尔智家(600690.SH) | 21.606479310345 | 5800 | 4 | 21.15 | 122670 | -2647.58/-2.113% |
| 2026-04-03 | 光大银行(601818.SH) | 3.2412419689119 | 38600 | 26 | 3.19 | 123134 | -1977.94/-1.581% |
| 2026-04-03 | 兴业银行(601166.SH) | 18.359535127055 | 6690 | 40 | 18.69 | 125036.1 | 2210.81/1.8% |
| 2026-04-03 | 招商银行(600036.SH) | 38.574321875 | 3200 | 40 | 39.4 | 126080 | 2642.17/2.14% |
| 2026-04-03 | 格力电器(000651.SZ) | 38.996389990845 | 3277 | 120 | 37.47 | 122789.19 | -5001.98/-3.914% |
| 2026-04-03 | 华夏银行(600015.SH) | 7.4833565320682 | 17685 | 142 | 7.4 | 130869 | -1474.16/-1.114% |
| 2026-04-03 | 浙能电力(600023.SH) | 5.1720062585004 | 23128 | 163 | 5.41 | 125122.48 | 5504.32/4.602% |
| 2026-04-03 | 中远海控(601919.SH) | 14.465583084048 | 8216 | 186 | 15.04 | 123568.64 | 4719.41/3.971% |
交易详情
| 2026-03-31 | 五 粮 液(000858.SZ) | 卖 | -1100 | 105 | -115500 | ¥150.15 | 1197.72 |
| 2026-03-31 | 平安银行(000001.SZ) | 卖 | -11300 | 11 | -124300 | ¥161.59 | 652.57 |
| 2026-03-31 | 成都银行(601838.SH) | 卖 | -7600 | 17.08 | -129808 | ¥168.75 | 6725.57 |
| 2026-03-31 | 招商银行(600036.SH) | 买 | 100 | 39.54 | 3954 | ¥5 | 0 |
| 2026-03-31 | 浙能电力(600023.SH) | 卖 | -700 | 5.46 | -3822 | ¥8.82 | 201.6 |
| 2026-03-31 | 光大银行(601818.SH) | 买 | 600 | 3.25 | 1950 | ¥5 | 0 |
| 2026-03-31 | 海尔智家(600690.SH) | 买 | 5800 | 21.6 | 125280 | ¥37.58 | 0 |
| 2026-03-31 | 古井贡酒(000596.SZ) | 买 | 1200 | 107.01 | 128412 | ¥38.52 | 0 |
| 2026-03-31 | 泸州老窖(000568.SZ) | 买 | 1100 | 107.35 | 118085 | ¥35.43 | 0 |
| 2026-03-31 | 华夏银行(600015.SH) | 卖 | -800 | 7.26 | -5808 | ¥10.81 | -178.69 |
