| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 202025 | 南方上证380交易型开放式指数证券投资基金联接基金 | 南方上证380ETF联接A | 场外基金 |
| 510290 | 上证380交易型开放式指数证券投资基金 | 南方上证380ETF | 场内基金 |
| 007571 | 南方上证380交易型开放式指数证券投资基金联接基金 | 南方上证380ETF联接C | 场外基金 |
| 530380 | 易方达上证380交易型开放式指数证券投资基金 | 易方达上证380ETF | 场内基金 |
| 024949 | 易方达上证380交易型开放式指数证券投资基金联接基金 | 易方达上证380ETF联接A | 场外基金 |
| 024950 | 易方达上证380交易型开放式指数证券投资基金联接基金 | 易方达上证380ETF联接C | 场外基金 |
针对上证380指数，该指数代表上海证券市场中小盘股票，行业分布多样，通常具有中等波动性，需要策略在捕捉收益的同时有效管理风险。当前策略在回测中展现出卓越的夏普比率和较低的波动率，表明其风险调整后收益表现优异，最大回撤控制在较低水平，有助于在下跌市场中保护资产。年化收益率虽非最高，但结合低波动性和稳健的回撤控制，提供了更可靠的长期回报。从操作风格角度，该策略持仓占比较低，意味着交易频率较少，符合中长线投资偏好，减少了频繁交易可能带来的成本和不确定性。其他策略虽然在年化收益率上略有优势，但往往伴随较高的最大回撤和波动率，风险暴露更大，且持仓占比高可能导致更多操作，不适用于追求稳定和低频交易的个人风格。因此，基于指数行业特点、风险收益指标的全面评估以及个人投资倾向，当前策略被认为是最适合操作的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-12 | 5522.6803 | buy | 18.107149892417276 | 100000.00000000001 |
| 2017-01-09 | 5667.0978 | sell | 18.107149892417276 | 102614.98931958817 |
| 2017-04-24 | 5511.9571 | buy | 18.616797529064257 | 102614.98931958819 |
| 2017-06-13 | 5299.0889 | sell | 18.616797529064257 | 98652.06513981184 |
| 2017-07-17 | 5265.0538 | buy | 18.73714284549416 | 98652.06513981182 |
| 2017-07-31 | 5523.108 | sell | 18.73714284549416 | 103487.26354709156 |
| 2017-11-23 | 5529.5564 | buy | 18.715292161065857 | 103487.26354709156 |
| 2017-12-29 | 5657.5204 | sell | 18.715292161065857 | 105882.14719319018 |
| 2018-02-01 | 5373.2101 | buy | 19.705566174155404 | 105882.14719319018 |
| 2018-03-09 | 5627.9733 | sell | 19.705566174155404 | 110902.40028952976 |
| 2018-06-19 | 4799.3694 | buy | 23.10770250140149 | 110902.40028952976 |
| 2018-07-23 | 4868.5392 | sell | 23.10770250140149 | 112500.75545001122 |
| 2018-10-11 | 3983.54 | buy | 28.241402232690326 | 112500.75545001122 |
| 2018-11-12 | 4140.54 | sell | 28.241402232690326 | 116934.6556005436 |
| 2019-05-06 | 4597.39 | buy | 25.435008907346035 | 116934.6556005436 |
| 2019-06-20 | 4653.74 | sell | 25.435008907346035 | 118367.91835247252 |
| 2019-08-06 | 4317.18 | buy | 27.417878882157453 | 118367.91835247252 |
| 2019-08-27 | 4566.13 | sell | 27.417878882157453 | 125193.59930018561 |
| 2020-02-03 | 4441.95 | buy | 28.1843783248766 | 125193.59930018561 |
| 2020-02-21 | 5076.6 | sell | 28.1843783248766 | 143080.81500406857 |
| 2020-09-09 | 5625.2 | buy | 25.435684954147156 | 143080.81500406857 |
| 2020-11-09 | 5789.28 | sell | 25.435684954147156 | 147254.30219134505 |
| 2022-01-25 | 6227.2 | buy | 23.646952433091126 | 147254.30219134505 |
| 2022-03-01 | 6379.5 | sell | 23.646952433091126 | 150855.73304690485 |
| 2022-03-08 | 5871.44 | buy | 25.69314053228933 | 150855.73304690485 |
| 2022-05-20 | 5664.01 | sell | 25.69314053228933 | 145526.20490629209 |
| 2022-12-19 | 5585.95 | buy | 26.052185376935363 | 145526.20490629209 |
| 2023-01-16 | 5831.64 | sell | 26.052185376935363 | 151926.96633155135 |
| 2023-04-25 | 5762.3 | buy | 26.36568146947423 | 151926.96633155135 |
| 2023-06-16 | 5700.5 | sell | 26.36568146947423 | 150297.56721673784 |
| 2023-10-19 | 5183.48 | buy | 28.995494767364367 | 150297.56721673784 |
| 2023-11-14 | 5378.59 | sell | 28.995494767364367 | 155954.87820079832 |
| 2024-01-22 | 4725.86 | buy | 33.000317021832714 | 155954.87820079835 |
| 2024-02-22 | 5043.01 | sell | 33.000317021832714 | 166420.9287442726 |