盈利增长中小市值精选策略:年化收益率（49.68%）
本策略精选盈利快速增长且估值合理的中小市值股票构建投资组合，力求在控制风险的前提下，获取长期超额收益。
概要
核心指标
- 累计收益率: 302.44%
- 年化收益率: 49.68%
- 基准收益率: -16.35%
- 阿尔法: 0.67
- 夏普比率: 1.17
- 最大回撤: 37.69%
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 | 宁波富邦(600768.SH) | 11.979655905512 | 62900 | 14 | 12.95 | 814555 | 61034.64/8.1% |
| 2025-08-06 | 三羊马(001317.SZ) | 46.239467484663 | 16000 | 24 | 49.34 | 789440 | 49608.52/6.705% |
| 2025-08-06 | 华业香料(300886.SZ) | 30.105290404831 | 27200 | 34 | 29.32 | 797504 | -21359.9/-2.608% |
| 2025-08-06 | 屹通新材(300930.SZ) | 27.722037226319 | 22200 | 39 | 36.58 | 812076 | 196646.77/31.953% |
| 2025-08-06 | 泰祥股份(301192.SZ) | 18.361574755904 | 29471 | 69 | 26.7 | 786875.7 | 245741.73/45.412% |
| 2025-08-05 | 宁波富邦(600768.SH) | 11.979655905512 | 62900 | 13 | 12.86 | 808894 | 55373.64/7.349% |
| 2025-08-05 | 三羊马(001317.SZ) | 46.239467484663 | 16000 | 23 | 48.56 | 776960 | 37128.52/5.019% |
| 2025-08-05 | 华业香料(300886.SZ) | 30.105290404831 | 27200 | 33 | 29.3 | 796960 | -21903.9/-2.675% |
| 2025-08-05 | 屹通新材(300930.SZ) | 27.722037226319 | 22200 | 38 | 34.71 | 770562 | 155132.77/25.207% |
| 2025-08-05 | 泰祥股份(301192.SZ) | 18.361574755904 | 29471 | 68 | 27.04 | 796895.84 | 255761.87/47.264% |
交易详情
| 2025-08-01 | 华业香料(300886.SZ) | 买 | 1400 | 28.19 | 39466 | ¥11.84 | 0 |
| 2025-08-01 | 泰祥股份(301192.SZ) | 买 | 400 | 25.88 | 10352 | ¥5 | 0 |
| 2025-08-01 | 宁波富邦(600768.SH) | 卖 | -600 | 12.24 | -7344 | ¥12.34 | 156.21 |
| 2025-08-01 | 屹通新材(300930.SZ) | 卖 | -400 | 34.36 | -13744 | ¥18.74 | 2655.19 |
| 2025-07-25 | 华业香料(300886.SZ) | 卖 | -200 | 31.02 | -6204 | ¥11.2 | 162.25 |
| 2025-07-25 | 三羊马(001317.SZ) | 卖 | -300 | 50.96 | -15288 | ¥20.29 | 1416.16 |
| 2025-07-25 | 屹通新材(300930.SZ) | 卖 | -1400 | 35.17 | -49238 | ¥64.01 | 10427.15 |
| 2025-07-25 | 宁波富邦(600768.SH) | 买 | 1500 | 12.64 | 18960 | ¥5.69 | 0 |
| 2025-07-18 | 智立方(301312.SZ) | 卖 | -16400 | 43.1 | -706840 | ¥918.89 | 39651.9 |
| 2025-07-18 | 泰祥股份(301192.SZ) | 买 | 300 | 25.52 | 7656 | ¥5 | 0 |
