| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 163118 | 申万菱信中证申万医药生物指数型证券投资基金 | 申万菱信中证申万医药生物指数A | 场内基金 |
| 015176 | 申万菱信中证申万医药生物指数型证券投资基金 | 申万菱信中证申万医药生物指数C | 场外基金 |
当前策略针对医药生物指数，该行业具有长期增长特性和稳定性，适合中长期投资。策略在回测期间表现出优异的年化收益率和夏普比率，表明在风险调整后收益方面领先，同时最大回撤控制在较低水平，波动率适中，整体风险可控。持仓天数相对较少，操作频率低，符合偏好减少交易次数的投资风格，有助于降低交易成本和市场干扰。与其他策略相比，该策略在收益指标如年化收益率和夏普比率上表现最佳，风险指标如最大回撤和波动率也较为优秀，实现了收益与风险的均衡。综合指数行业特性和投资风格，当前策略能够在医药生物这类成长型指数中稳健获利，适合中长线持有和较少调整的操作方式，因此被选为最适操作选项。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-09-12 | 9249.5506 | buy | 10.811336066424674 | 100000.0 |
| 2016-10-10 | 9545.5125 | sell | 10.811336066424674 | 103199.74356375757 |
| 2016-12-12 | 9089.4513 | buy | 11.353792452109575 | 103199.74356375757 |
| 2017-02-23 | 9285.4579 | sell | 11.353792452109575 | 105425.16181940121 |
| 2017-07-17 | 9029.0043 | buy | 11.67627772858644 | 105425.16181940121 |
| 2017-08-14 | 9318.3964 | sell | 11.67627772858644 | 108804.18435146005 |
| 2018-02-01 | 10005.5715 | buy | 10.874359785591462 | 108804.18435146005 |
| 2018-03-08 | 10649.1649 | sell | 10.874359785591462 | 115802.85053869212 |
| 2019-05-06 | 9166.95 | buy | 12.632647776926033 | 115802.8505386921 |
| 2019-07-01 | 9384.94 | sell | 12.632647776926033 | 118556.64142758421 |
| 2019-08-05 | 8644.84 | buy | 13.714151034326166 | 118556.64142758421 |
| 2019-08-19 | 9375.98 | sell | 13.714151034326166 | 128583.60581482144 |
| 2020-03-16 | 10310.47 | buy | 12.471168221702934 | 128583.60581482144 |
| 2020-04-09 | 11512.96 | sell | 12.471168221702934 | 143580.060889737 |
| 2021-06-16 | 16354.5471 | buy | 8.779213512414355 | 143580.060889737 |
| 2021-07-01 | 16787.2886 | sell | 8.779213512414355 | 147379.19091391945 |
| 2022-09-16 | 9567.2774 | buy | 15.404506920006254 | 147379.19091391945 |
| 2022-10-14 | 10486.3331 | sell | 15.404506920006254 | 161536.79080444062 |
| 2022-12-19 | 10116.0 | buy | 15.968445117085865 | 161536.79080444062 |
| 2023-01-13 | 11490.16 | sell | 15.968445117085865 | 183479.98934653532 |