德瑞曼型稳定投资策略:年化收益率（8.64%）
本策略基于价值投资理念，结合市值、估值、股息率和价格趋势等多重因子，筛选出A股市场中具备一定规模、估值合理、现金流良好且股息率较高的优质股票，构建每日调仓的投资组合，力求在控制风险的前提下，获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 62.29%
- 年化收益率: 8.64%
- 基准收益率: 12.05%
- 阿尔法: 0.07
- 夏普比率: 0.37
- 最大回撤: 21.82%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 大秦铁路(601006.SH) | 5.321596039604 | 30300 | 1 | 5.33 | 161499 | 254.64/0.158% |
| 2026-04-02 | 洋河股份(002304.SZ) | 51.16534516129 | 3100 | 1 | 51.85 | 160735 | 2122.43/1.338% |
| 2026-04-02 | 雅戈尔(600177.SH) | 7.7023099526066 | 21100 | 1 | 7.67 | 161837 | -681.74/-0.419% |
| 2026-04-02 | 中国外运(601598.SH) | 6.20186 | 26000 | 1 | 6.3 | 163800 | 2551.64/1.582% |
| 2026-04-02 | 凤凰传媒(601928.SH) | 9.8429521472393 | 16300 | 1 | 9.86 | 160718 | 277.88/0.173% |
| 2026-04-02 | 中国移动(600941.SH) | 97.3291875 | 0 | 11 | 93.28 | 0 | -5566.7/-3.575% |
| 2026-04-02 | 贵阳银行(601997.SH) | 5.8617578571429 | 27900 | 11 | 5.79 | 161541 | -2002.04/-1.224% |
| 2026-04-02 | 渝农商行(601077.SH) | 7.0621179039301 | 22900 | 1 | 7.17 | 164193 | 2470.5/1.528% |
| 2026-04-02 | 天地科技(600582.SH) | 6.091827037037 | 0 | 11 | 5.71 | 0 | -8689.33/-5.283% |
| 2026-04-02 | 欧派家居(603833.SH) | 56.276878571429 | 0 | 11 | 55.8 | 0 | -5367.26/-3.406% |
交易详情
| 2026-04-02 | 欧派家居(603833.SH) | 卖 | -2800 | 54.3 | -152040 | ¥197.65 | -5535.26 |
| 2026-04-02 | 首创环保(600008.SH) | 卖 | -51160 | 3.13 | -160130.8 | ¥208.17 | 6361.28 |
| 2026-04-02 | 济川药业(600566.SH) | 卖 | -6000 | 26.62 | -159720 | ¥207.64 | -1607.91 |
| 2026-04-02 | 申能股份(600642.SH) | 卖 | -18300 | 8.92 | -163236 | ¥212.21 | -1696.47 |
| 2026-04-02 | 中国移动(600941.SH) | 卖 | -1600 | 93.83 | -150128 | ¥195.17 | -5598.7 |
| 2026-04-02 | 广汇能源(600256.SH) | 卖 | -24200 | 6.55 | -158510 | ¥206.06 | 35606.29 |
| 2026-04-02 | 天地科技(600582.SH) | 卖 | -27000 | 5.75 | -155250 | ¥201.83 | -9229.33 |
| 2026-04-02 | 凤凰传媒(601928.SH) | 买 | 16300 | 9.84 | 160392 | ¥48.12 | 0 |
| 2026-04-02 | 雅戈尔(600177.SH) | 买 | 21100 | 7.7 | 162470 | ¥48.74 | 0 |
| 2026-04-02 | 中国建筑(601668.SH) | 卖 | -200 | 5.01 | -1002 | ¥6 | -6.3 |
