小市值价值精选策略:年化收益率（2.15%）
本策略精选中证1000成分股中，股价合理、估值较低、非创业板、非ST、非次新股，并兼顾筹码集中度，构建小市值价值投资组合，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 4.7%
- 年化收益率: 2.15%
- 基准收益率: 32.26%
- 阿尔法: -0.08
- 夏普比率: 0.14
- 最大回撤: 33.92%
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 | 台华新材(603055.SH) | 9.5428619469027 | 22600 | 2 | 9.03 | 204078 | -11590.68/-5.374% |
| 2026-04-02 | 光峰科技(688007.SH) | 13.794136729392 | 15783 | 2 | 13.47 | 212597.01 | -5115.85/-2.35% |
| 2026-04-02 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 140 | 11.49 | 211416 | 7272.09/3.562% |
| 2026-04-01 | 台华新材(603055.SH) | 9.5428619469027 | 22600 | 1 | 9.37 | 211762 | -3906.68/-1.811% |
| 2026-04-01 | 光峰科技(688007.SH) | 13.794136729392 | 15783 | 1 | 13.72 | 216542.76 | -1170.1/-0.537% |
| 2026-04-01 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 139 | 11.53 | 212152 | 8008.09/3.923% |
| 2026-03-31 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 138 | 11.6 | 213440 | 9296.09/4.554% |
| 2026-03-30 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 137 | 11.78 | 216752 | 12608.09/6.176% |
| 2026-03-27 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 136 | 11.82 | 217488 | 13344.09/6.537% |
| 2026-03-26 | 苏盐井神(603299.SH) | 11.094777832512 | 18400 | 135 | 11.59 | 213256 | 9112.09/4.464% |
交易详情
| 2026-04-01 | 光峰科技(688007.SH) | 买 | 15783 | 13.79 | 217647.57 | ¥65.29 | 0 |
| 2026-04-01 | 台华新材(603055.SH) | 买 | 22600 | 9.54 | 215604 | ¥64.68 | 0 |
| 2026-03-02 | 台华新材(603055.SH) | 卖 | -22700 | 9.61 | -218147 | ¥283.59 | 3611.27 |
| 2026-02-02 | 台华新材(603055.SH) | 买 | 600 | 9.24 | 5544 | ¥5 | 0 |
| 2026-02-02 | 苏盐井神(603299.SH) | 卖 | -1600 | 11.35 | -18160 | ¥23.61 | 408.36 |
| 2026-01-05 | 龙版传媒(605577.SH) | 卖 | -15100 | 13 | -196300 | ¥255.19 | -14279.32 |
| 2026-01-05 | 普门科技(688389.SH) | 卖 | -15409 | 13.05 | -201087.45 | ¥261.41 | -11466.41 |
| 2026-01-05 | 苏盐井神(603299.SH) | 卖 | -300 | 10.39 | -3117 | ¥8.12 | -211.43 |
| 2026-01-05 | 台华新材(603055.SH) | 卖 | -1400 | 9.4 | -13160 | ¥18.16 | -78.98 |
| 2025-12-01 | 龙版传媒(605577.SH) | 买 | 200 | 14.03 | 2806 | ¥5 | 0 |
