德瑞曼型稳定投资策略:年化收益率（6.83%）
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: 41.18%
- 年化收益率: 6.83%
- 基准收益率: 2.91%
- 阿尔法: 0.06
- 夏普比率: 0.28
- 最大回撤: 21.79%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 中国海油(600938.SH) | 26.037809615385 | 5200 | 4 | 26.01 | 135252 | -144.61/-0.107% |
| 2025-08-06 | 隧道股份(600820.SH) | 6.6119830097087 | 20600 | 4 | 6.64 | 136784 | 577.15/0.424% |
| 2025-08-06 | 顾家家居(603816.SH) | 25.31759245283 | 5300 | 4 | 25.92 | 137376 | 3192.76/2.379% |
| 2025-08-06 | 中国外运(601598.SH) | 5.331598828125 | 25600 | 4 | 5.53 | 141568 | 5079.07/3.721% |
| 2025-08-06 | 中煤能源(601898.SH) | 11.793537391304 | 11500 | 4 | 12.45 | 143175 | 7549.32/5.566% |
| 2025-08-06 | 晋控煤业(601001.SH) | 13.063918269231 | 10400 | 4 | 14.5 | 150800 | 14935.25/10.993% |
| 2025-08-06 | 中国神华(601088.SH) | 38.181451428571 | 3500 | 4 | 37.56 | 131460 | -2175.08/-1.628% |
| 2025-08-06 | 中创智领(601717.SH) | 16.20485952381 | 8400 | 4 | 17.39 | 146076 | 9955.18/7.313% |
| 2025-08-06 | 洋河股份(002304.SZ) | 65.099525 | 2000 | 24 | 68.8 | 137600 | 7400.95/5.684% |
| 2025-08-06 | 鄂尔多斯(600295.SH) | 8.4896244582218 | 13538 | 64 | 10.32 | 139712.16 | 24779.62/21.56% |
交易详情
| 2025-08-01 | 中谷物流(603565.SH) | 卖 | -13700 | 9.88 | -135356 | ¥175.96 | 2700.22 |
| 2025-08-01 | 格力电器(000651.SZ) | 卖 | -2800 | 45.72 | -128016 | ¥166.42 | -2307.09 |
| 2025-08-01 | 中粮糖业(600737.SH) | 卖 | -13800 | 9.78 | -134964 | ¥175.45 | 2168.17 |
| 2025-08-01 | 济川药业(600566.SH) | 卖 | -5000 | 26.82 | -134100 | ¥174.33 | 3360.79 |
| 2025-08-01 | 雅戈尔(600177.SH) | 卖 | -18200 | 7.32 | -133224 | ¥173.19 | -2406.68 |
| 2025-08-01 | 海澜之家(600398.SH) | 卖 | -19200 | 6.8 | -130560 | ¥169.73 | -4648.55 |
| 2025-08-01 | 华阳股份(600348.SH) | 卖 | -20592 | 6.84 | -140849.28 | ¥183.1 | 6125.47 |
| 2025-08-01 | 冀中能源(000937.SZ) | 卖 | -22900 | 5.97 | -136713 | ¥177.73 | 875.26 |
| 2025-08-01 | 中创智领(601717.SH) | 买 | 8400 | 16.2 | 136080 | ¥40.82 | 0 |
| 2025-08-01 | 中国神华(601088.SH) | 买 | 3500 | 38.17 | 133595 | ¥40.08 | 0 |
