三低价值精选策略:年化收益率（23.86%）
本策略精选低估值、小市值且换手波动率低的股票，力求在被市场低估的标的中挖掘价值，获取稳健收益。
概要
核心指标
- 累计收益率: 58.59%
- 年化收益率: 23.86%
- 基准收益率: 32.26%
- 阿尔法: 0.15
- 夏普比率: 1.19
- 最大回撤: 10.33%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 银都股份(603277.SH) | 14.564367910448 | 13400 | 2 | 14.21 | 190414 | -4748.53/-2.433% |
| 2026-04-02 | 万泰生物(603392.SH) | 39.891964 | 5000 | 6 | 39.84 | 199200 | -259.82/-0.13% |
| 2026-04-02 | 公牛集团(603195.SH) | 43.744610416667 | 4800 | 14 | 41.86 | 200928 | -9046.13/-4.308% |
| 2026-04-02 | 中信建投(601066.SH) | 22.875844565217 | 9200 | 18 | 21.46 | 197432 | -13025.77/-6.189% |
| 2026-04-02 | 中国人寿(601628.SH) | 43.110362962963 | 5400 | 22 | 36.36 | 196344 | -36451.96/-15.658% |
| 2026-04-02 | 上海银行(601229.SH) | 9.922975879397 | 19900 | 2 | 9.93 | 197607 | 139.78/0.071% |
| 2026-04-02 | 工商银行(601398.SH) | 7.6804505309254 | 25929 | 102 | 7.63 | 197838.27 | -1308.13/-0.657% |
| 2026-04-02 | 农业银行(601288.SH) | 6.7245327746096 | 29582 | 154 | 6.92 | 204707.44 | 5782.31/2.907% |
| 2026-04-01 | 银都股份(603277.SH) | 14.564367910448 | 13400 | 1 | 14.44 | 193496 | -1666.53/-0.854% |
| 2026-04-01 | 中国人保(601319.SH) | 8.0324089068826 | 0 | 5 | 7.49 | 0 | -18831.5/-9.492% |
交易详情
| 2026-04-01 | 中国人保(601319.SH) | 卖 | -24700 | 7.36 | -181792 | ¥236.33 | -16608.5 |
| 2026-04-01 | 中国银行(601988.SH) | 卖 | -36000 | 5.89 | -212040 | ¥275.65 | 16284.19 |
| 2026-04-01 | 工商银行(601398.SH) | 卖 | -1300 | 7.6 | -9880 | ¥14.88 | -104.59 |
| 2026-04-01 | 中国人寿(601628.SH) | 买 | 400 | 36.85 | 14740 | ¥5 | 0 |
| 2026-04-01 | 农业银行(601288.SH) | 卖 | -800 | 6.69 | -5352 | ¥10.35 | -27.63 |
| 2026-04-01 | 中信建投(601066.SH) | 买 | 200 | 21.69 | 4338 | ¥5 | 0 |
| 2026-04-01 | 上海银行(601229.SH) | 买 | 19900 | 9.92 | 197408 | ¥59.22 | 0 |
| 2026-04-01 | 银都股份(603277.SH) | 买 | 13400 | 14.56 | 195104 | ¥58.53 | 0 |
| 2026-03-26 | 美的集团(000333.SZ) | 卖 | -2700 | 74.89 | -202203 | ¥262.86 | -2842.5 |
| 2026-03-26 | 中国国贸(600007.SH) | 卖 | -10000 | 20.23 | -202300 | ¥262.99 | 1539.79 |
