| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 007796 | 博时中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 博时央创ETF联接A | 场外基金 |
| 007797 | 博时中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 博时央创ETF联接C | 场外基金 |
| 007809 | 富国中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 富国中证央企创新驱动ETF联接A | 场外基金 |
| 515600 | 广发中证央企创新驱动交易型开放式指数证券投资基金 | 广发中证央企创新驱动ETF | 场内基金 |
| 007784 | 广发中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 广发央企创新驱动ETF联接A | 场外基金 |
| 159974 | 富国中证央企创新驱动交易型开放式指数证券投资基金 | 富国中证央企创新驱动ETF | 场内基金 |
| 515680 | 嘉实中证央企创新驱动交易型开放式指数证券投资基金 | 嘉实央企创新驱动ETF | 场内基金 |
| 515900 | 博时中证央企创新驱动交易型开放式指数证券投资基金 | 博时央企创新ETF | 场内基金 |
| 007785 | 广发中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 广发央企创新驱动ETF联接C | 场外基金 |
| 007792 | 嘉实中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 嘉实央企创新驱动ETF联接A | 场外基金 |
| 007793 | 嘉实中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 嘉实央企创新驱动ETF联接C | 场外基金 |
| 007810 | 富国中证央企创新驱动交易型开放式指数证券投资基金联接基金 | 富国中证央企创新驱动ETF联接C | 场外基金 |
当前策略在回测中展现出卓越的性能，年化收益率达到8.28%，显著高于其他策略的约7.76%水平，同时夏普比率高达44.84%，表明其风险调整后收益更为优秀。波动率控制在10.73%的较低范围，最大回撤为13.48%，与其他策略保持一致，确保了稳健的风险管理。该策略基于估值模型，专注于长线投资，适合央企创新这类指数，后者涉及国有企业创新领域，具有政策支持和稳定增长特性，估值策略能有效捕捉长期价值。通过等权重配置PE、PB和股息率指标，当前策略在参数设置上优化了买入和卖出点，持仓天数363天和持仓占比34.51%反映了适中的操作频率，符合中长线操作偏好。综合来看，当前策略在收益率、夏普比率和波动率等关键指标上全面优于其他选项，提供了更高的潜在回报和更低的波动风险，因此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 |
|---|---|---|---|---|
| 2022-04-21 | 2012.59 | buy | 49.68721895666778 | 100000.0 |
| 2023-04-19 | 2531.5 | sell | 49.68721895666778 | 125783.19478880448 |
当前策略针对央企创新指数，该指数涉及国有企业和创新成长领域，适合中长线投资。在回测中，该策略表现出最高的年化收益率10.48%和夏普比率50.75%，表明其风险调整后收益优异，能有效捕捉指数中线波动机会。最大回撤13.04%在同类策略中处于可控范围，结合高收益，整体风险收益比良好。持仓占比42.86%较高，意味着操作频率较低，符合中长线投资偏好，减少交易成本和市场冲击。与其他策略相比，虽然某些策略有更低的最大回撤或波动率，但收益和夏普比率显著较低，影响长期回报潜力；而低持仓占比策略可能导致频繁操作，不符合稳健风格。当前策略在收益、风险和操作频率之间取得了最佳平衡，适用于该指数的中线估值模型，能稳健应对市场变化。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2021-07-02 | 1966.83 | buy | 50.843235053359976 | 100000.0 |
| 2021-07-12 | 2022.82 | sell | 50.843235053359976 | 102846.71273063762 |
| 2021-07-28 | 2012.13 | buy | 51.11335387407256 | 102846.71273063762 |
| 2021-08-02 | 2077.7 | sell | 51.11335387407256 | 106198.21534416055 |
| 2021-09-27 | 2394.58 | buy | 44.34941214917044 | 106198.21534416055 |
| 2021-10-25 | 2309.76 | sell | 44.34941214917044 | 102436.49820566793 |
| 2021-11-02 | 2251.95 | buy | 45.487909680795724 | 102436.49820566793 |
| 2021-11-19 | 2264.83 | sell | 45.487909680795724 | 103022.38248235658 |
| 2021-12-29 | 2357.37 | buy | 43.7022539874337 | 103022.38248235658 |
| 2022-01-10 | 2343.69 | sell | 43.7022539874337 | 102424.53564780849 |
| 2022-01-13 | 2276.92 | buy | 44.983809553172044 | 102424.53564780849 |
| 2022-01-18 | 2360.99 | sell | 44.983809553172044 | 106206.32451694366 |
| 2022-01-25 | 2279.64 | buy | 46.58907744948486 | 106206.32451694367 |
| 2022-02-10 | 2303.78 | sell | 46.58907744948486 | 107330.98484657424 |
| 2022-02-24 | 2246.31 | buy | 47.781020805932506 | 107330.98484657424 |
| 2022-03-30 | 2110.87 | sell | 47.781020805932506 | 100859.52338861875 |
| 2022-04-20 | 1992.21 | buy | 50.62695367888865 | 100859.52338861875 |
| 2022-05-19 | 2084.16 | sell | 50.62695367888865 | 105514.67177939255 |
| 2022-06-22 | 2131.09 | buy | 49.51206742999711 | 105514.67177939255 |
| 2022-06-24 | 2154.28 | sell | 49.51206742999711 | 106662.85662309418 |
| 2022-07-11 | 2128.14 | buy | 50.12022546594406 | 106662.85662309418 |
| 2022-08-11 | 2085.3 | sell | 50.12022546594406 | 104515.70616413315 |
| 2022-08-24 | 2052.25 | buy | 50.92737539974816 | 104515.70616413315 |
| 2022-09-06 | 2067.79 | sell | 50.92737539974816 | 105307.11757784525 |
| 2022-09-16 | 1981.77 | buy | 53.13791084628652 | 105307.11757784525 |
| 2022-10-14 | 1981.74 | sell | 53.13791084628652 | 105305.52344051986 |
| 2022-10-28 | 1909.35 | buy | 55.15255109881366 | 105305.52344051986 |
| 2022-11-04 | 1993.11 | sell | 55.15255109881366 | 109925.10112055649 |
| 2022-12-19 | 2019.43 | buy | 54.433726903411596 | 109925.10112055649 |
| 2023-01-03 | 2056.32 | sell | 54.433726903411596 | 111933.16130602334 |
| 2023-02-17 | 2224.66 | buy | 50.31472733182749 | 111933.16130602334 |
| 2023-03-01 | 2309.34 | sell | 50.31472733182749 | 116193.81241648251 |
| 2023-03-29 | 2331.95 | buy | 49.82688840518987 | 116193.81241648251 |
| 2023-04-03 | 2450.06 | sell | 49.82688840518987 | 122078.86620601949 |
| 2023-04-25 | 2397.0 | buy | 50.929856573224654 | 122078.86620601949 |
| 2023-05-08 | 2489.86 | sell | 50.929856573224654 | 126808.21268740915 |
| 2023-05-16 | 2387.44 | buy | 53.11472233329807 | 126808.21268740915 |
| 2023-06-01 | 2377.79 | sell | 53.11472233329807 | 126295.65561689281 |
| 2023-06-26 | 2358.17 | buy | 53.55663739971792 | 126295.65561689281 |
| 2023-07-03 | 2407.87 | sell | 53.55663739971792 | 128957.42049565878 |
| 2023-07-20 | 2342.44 | buy | 55.05260347998616 | 128957.42049565878 |
| 2023-07-25 | 2376.34 | sell | 55.05260347998616 | 130823.70375363033 |
| 2023-08-11 | 2369.14 | buy | 55.219912606950345 | 130823.70375363034 |
| 2023-09-04 | 2297.79 | sell | 55.219912606950345 | 126883.76298912443 |
| 2023-09-18 | 2244.05 | buy | 56.54230653912543 | 126883.76298912443 |
| 2023-10-09 | 2213.43 | sell | 56.54230653912543 | 125152.43756289639 |
| 2023-10-19 | 2141.58 | buy | 58.43930068589378 | 125152.43756289639 |
| 2023-11-13 | 2158.18 | sell | 58.43930068589378 | 126122.52995428222 |
| 2023-11-22 | 2149.91 | buy | 58.66409754560992 | 126122.52995428222 |
| 2023-12-28 | 2109.66 | sell | 58.66409754560992 | 123761.30002807142 |
| 2024-01-08 | 2046.93 | buy | 60.461911266174916 | 123761.30002807142 |
| 2024-01-25 | 2128.8 | sell | 60.461911266174916 | 128711.31670343317 |
| 2024-03-27 | 2280.26 | buy | 56.44589507487443 | 128711.31670343317 |
| 2024-03-29 | 2337.55 | sell | 56.44589507487443 | 131945.10203227273 |