约翰・内夫精选策略:年化收益率（16.95%）
本策略基于价值投资理念，精选低市盈率、低市净率、高股息率，同时兼顾净利润增长和高ROE的股票，旨在挖掘被市场低估且具备成长潜力的优质标的。策略每5天调仓一次，并设置了20%止损和30%止盈来控制风险。
概要
核心指标
- 累计收益率: 32.01%
- 年化收益率: 16.95%
- 基准收益率: 11.67%
- 阿尔法: 0.11
- 夏普比率: 0.76
- 最大回撤: 17.19%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 国电电力(600795.SH) | 4.5815427083333 | 28800 | 2 | 4.6 | 132480 | 531.57/0.403% |
| 2025-08-07 | 中国人保(601319.SH) | 8.5121341614907 | 15700 | 7 | 8.37 | 131409 | -2231.51/-1.67% |
| 2025-08-07 | 北京人力(600861.SH) | 20.952709230769 | 6300 | 9 | 20.43 | 128709 | -3293.07/-2.495% |
| 2025-08-07 | 中国太保(601601.SH) | 37.070508333333 | 3500 | 14 | 37.22 | 130270 | 523.22/0.403% |
| 2025-08-07 | 天山铝业(002532.SZ) | 8.4325287581699 | 0 | 15 | 9.3 | 0 | 11742.31/9.101% |
| 2025-08-07 | 中远海控(601919.SH) | 15.654694736842 | 7600 | 54 | 15.64 | 118864 | -111.68/-0.094% |
| 2025-08-07 | 苏美达(600710.SH) | 10.853571428571 | 1400 | 69 | 10.78 | 15092 | -103/-0.678% |
| 2025-08-06 | 国电电力(600795.SH) | 4.5813738675958 | 28700 | 1 | 4.58 | 131446 | -39.43/-0.03% |
| 2025-08-06 | 中国人保(601319.SH) | 8.5121341614907 | 15800 | 6 | 8.44 | 133352 | -1139.72/-0.847% |
| 2025-08-06 | 北京人力(600861.SH) | 20.952709230769 | 6300 | 8 | 20.86 | 131418 | -584.07/-0.442% |
交易详情
| 2025-08-07 | 天山铝业(002532.SZ) | 卖 | -15300 | 9.33 | -142749 | ¥185.57 | 13731.31 |
| 2025-08-07 | 中远海控(601919.SH) | 卖 | -800 | 15.65 | -12520 | ¥17.52 | 147 |
| 2025-08-07 | 苏美达(600710.SH) | 卖 | -10700 | 10.85 | -116095 | ¥150.92 | -1105.15 |
| 2025-08-07 | 中远海控(601919.SH) | 买 | 7600 | 15.65 | 118940 | ¥35.68 | 0 |
| 2025-08-07 | 中国人保(601319.SH) | 卖 | -100 | 8.44 | -844 | ¥5.84 | -7.21 |
| 2025-08-07 | 国电电力(600795.SH) | 买 | 100 | 4.58 | 458 | ¥5 | 0 |
| 2025-08-07 | 苏美达(600710.SH) | 买 | 1400 | 10.85 | 15190 | ¥5 | 0 |
| 2025-08-06 | 中远海控(601919.SH) | 卖 | -7700 | 15.46 | -119042 | ¥154.75 | 118.33 |
| 2025-08-06 | 苏美达(600710.SH) | 卖 | -1300 | 10.95 | -14235 | ¥19.24 | 34 |
| 2025-08-06 | 中远海控(601919.SH) | 买 | 800 | 15.46 | 12368 | ¥5 | 0 |
