| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159827 | 银华中证农业主题交易型开放式指数证券投资基金 | 农业50 | 场内基金 |
| 159825 | 富国中证农业主题交易型开放式指数证券投资基金 | 富国中证农业主题ETF | 场内基金 |
| 010769 | 天弘中证农业主题交易型开放式指数证券投资基金联接基金 | 天弘中证农业主题ETF联接A | 场外基金 |
| 010770 | 天弘中证农业主题交易型开放式指数证券投资基金联接基金 | 天弘中证农业主题ETF联接C | 场外基金 |
| 516810 | 华夏中证农业主题交易型开放式指数证券投资基金 | 华夏中证农业主题ETF | 场内基金 |
| 016077 | 华夏中证农业主题交易型开放式指数证券投资基金发起式联接基金 | 华夏中证农业主题ETF发起式联接A | 场外基金 |
| 016078 | 华夏中证农业主题交易型开放式指数证券投资基金发起式联接基金 | 华夏中证农业主题ETF发起式联接C | 场外基金 |
| 017019 | 博时中证农业主题指数型发起式证券投资基金 | 博时中证农业主题指数发起式A | 场外基金 |
| 017020 | 博时中证农业主题指数型发起式证券投资基金 | 博时中证农业主题指数发起式C | 场外基金 |
| 015878 | 富国中证农业主题交易型开放式指数证券投资基金联接基金 | 富国中证农业主题ETF联接A | 场外基金 |
| 015879 | 富国中证农业主题交易型开放式指数证券投资基金联接基金 | 富国中证农业主题ETF联接C | 场外基金 |
| 024273 | 华夏中证农业主题交易型开放式指数证券投资基金发起式联接基金 | 华夏中证农业主题ETF发起式联接D | 场外基金 |
| 512620 | 天弘中证农业主题交易型开放式指数证券投资基金 | 农业ETF天弘 | 场内基金 |
当前策略针对中证农业指数，该行业受季节性、政策和供需影响较大，适合采用长线估值策略来捕捉周期性机会。在评估各个策略时，当前策略展现出优异的综合表现：年化收益率为6.90%，在提供可观回报的同时，最大回撤为17.32%，低于其他多数策略的17.92%，表明更好的下行风险控制；波动率仅为10.66%，是所有策略中最低的，增强了稳定性；夏普比率为32.64%，Sortino比率为30.33%，Calmar比率为79.46%，这些风险调整后收益指标均处于高位，显示策略在平衡收益与风险方面的优势。从操作风格看，当前策略的持仓天数为933天，持仓占比31.96%，相对较低，符合中长线投资和较少交易频率的偏好。相比之下，其他策略虽有更高收益率或夏普比率，但往往伴随相同或更高的最大回撤和波动率，或持仓更频繁，整体平衡性稍逊。因此，当前策略在收益稳健性、风险控制和操作简洁性上更胜一筹，特别适合农业指数的长线投资环境。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-11-09 | 4664.5402 | buy | 21.438340267707414 | 100000.0 |
| 2017-11-14 | 5366.4953 | sell | 21.438340267707414 | 115048.75228645257 |
| 2018-10-29 | 3864.9206 | buy | 29.767429707728684 | 115048.75228645257 |
| 2019-12-10 | 5513.0488 | sell | 29.767429707728684 | 164109.29262927797 |
| 2021-06-21 | 6883.3885 | buy | 23.84135264619714 | 164109.29262927797 |
| 2021-11-24 | 7149.5956 | sell | 23.84135264619714 | 170456.02997729942 |
当前策略基于布林线模型，针对中证农业指数（股票代码000949）进行了2919天的回测，展现出12.93%的年化收益率和70.75%的夏普比率，这表明其在获取收益和风险调整方面表现优异。最大回撤为15.80%，虽然略高但处于可接受水平，波动率13.44%相对稳定，Calmar比率115.47%反映了良好的风险调整回报。持仓占比33.71%意味着操作频率较低，减少了频繁交易带来的成本和复杂性，更契合中长线投资风格，适合农业行业周期性波动的特点。与其他策略相比，该策略在收益率、夏普比率和持仓占比之间达到了最佳平衡：一些策略如编号2虽有略高的夏普比率但持仓占比较低，可能导致更高操作频率；编号3虽然最大回撤较低但收益率和夏普比率不足；编号9持仓占比最高但收益率和风险调整指标较弱。综合考虑指数数据表现和个人偏好，当前策略在保持稳健性的同时优化了收益，是较理想的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 4308.6338 | buy | 23.2092130920943 | 100000.0 |
| 2016-05-03 | 4468.6819 | sell | 23.2092130920943 | 103714.59045788481 |
| 2016-07-27 | 4676.113 | buy | 22.179658716092792 | 103714.59045788483 |
| 2016-08-09 | 4680.8592 | sell | 22.179658716092792 | 103819.85955408313 |
| 2016-09-12 | 4539.0338 | buy | 22.872678223740728 | 103819.85955408313 |
| 2016-10-24 | 4669.8772 | sell | 22.872678223740728 | 106812.59853998332 |
| 2017-01-13 | 4423.6643 | buy | 24.145728811289615 | 106812.59853998332 |
| 2017-02-13 | 4575.0225 | sell | 24.145728811289615 | 110467.25259054825 |
| 2017-05-08 | 4310.5068 | buy | 25.627439583333505 | 110467.25259054825 |
| 2017-06-07 | 4422.6664 | sell | 25.627439583333505 | 113341.61596323909 |
| 2017-07-17 | 4446.5312 | buy | 25.48989557595797 | 113341.61596323909 |
| 2017-08-08 | 4799.819 | sell | 25.48989557595797 | 122346.88509349902 |
| 2018-02-01 | 5623.79 | buy | 21.75523714318974 | 122346.88509349902 |
| 2018-02-26 | 5490.6769 | sell | 21.75523714318974 | 119450.97803613389 |
| 2018-03-23 | 5177.2133 | buy | 23.07244672266717 | 119450.97803613389 |
| 2018-04-04 | 5224.632 | sell | 23.07244672266717 | 120545.04346554201 |
| 2018-04-17 | 5131.5194 | buy | 23.491101576180732 | 120545.04346554201 |
| 2018-05-18 | 5315.822 | sell | 23.491101576180732 | 124874.51456289622 |
| 2018-06-19 | 4845.0276 | buy | 25.773746792050517 | 124874.51456289622 |
| 2018-07-13 | 4794.7094 | sell | 25.773746792050517 | 123577.62601706445 |
| 2018-08-02 | 4513.0703 | buy | 27.38216287414456 | 123577.62601706445 |
| 2018-09-19 | 4319.9868 | sell | 27.38216287414456 | 118290.58217175455 |
| 2018-10-29 | 3864.9206 | buy | 30.606212756803995 | 118290.58217175455 |
| 2018-11-15 | 4291.2475 | sell | 30.606212756803995 | 131338.83397710326 |
| 2018-11-23 | 4100.7875 | buy | 32.02771028176984 | 131338.83397710326 |
| 2018-12-03 | 4368.7058 | sell | 32.02771028176984 | 139919.64366868752 |
| 2018-12-19 | 4144.4386 | buy | 33.76081953987387 | 139919.64366868752 |
| 2019-01-15 | 4273.9069 | sell | 33.76081953987387 | 144290.59958112176 |
| 2019-05-06 | 5515.3002 | buy | 26.161875935805227 | 144290.59958112176 |
| 2019-06-11 | 5589.7206 | sell | 26.161875935805227 | 146237.57685301476 |
| 2019-08-06 | 5499.7385 | buy | 26.58991456648616 | 146237.57685301476 |
| 2019-08-27 | 5774.5189 | sell | 26.58991456648616 | 153543.96421355964 |
| 2019-09-11 | 5653.8884 | buy | 27.157232925495954 | 153543.96421355964 |
| 2019-10-25 | 5836.7587 | sell | 27.157232925495954 | 158510.21554581498 |
| 2019-12-10 | 5513.0488 | buy | 28.751825223425374 | 158510.21554581498 |
| 2019-12-30 | 5741.9964 | sell | 28.751825223425374 | 165092.8769263377 |
| 2020-01-21 | 5860.6841 | buy | 28.16955736043471 | 165092.8769263377 |
| 2020-03-04 | 6564.6921 | sell | 28.16955736043471 | 184924.4706645426 |
| 2020-03-16 | 5822.5607 | buy | 31.759990181732686 | 184924.4706645426 |
| 2020-03-31 | 6347.3169 | sell | 31.759990181732686 | 201590.72242434593 |
| 2020-06-11 | 6378.2041 | buy | 31.606188711387574 | 201590.72242434593 |
| 2020-06-18 | 6729.5659 | sell | 31.606188711387574 | 212695.92978111876 |
| 2020-09-07 | 8017.846 | buy | 26.52781430088814 | 212695.92978111876 |
| 2020-10-12 | 7932.9732 | sell | 26.52781430088814 | 210444.43990352235 |
| 2021-03-08 | 7543.641 | buy | 27.89693198596306 | 210444.43990352235 |
| 2021-04-02 | 7674.4902 | sell | 27.89693198596306 | 214094.73113634007 |
| 2021-04-12 | 7435.0557 | buy | 28.795309648633847 | 214094.73113634007 |
| 2021-04-20 | 7646.6809 | sell | 28.795309648633847 | 220188.54429979416 |
| 2021-05-10 | 7426.5687 | buy | 29.64875882718141 | 220188.54429979416 |
| 2021-06-28 | 7147.7206 | sell | 29.64875882718141 | 211921.0442334764 |
| 2021-07-16 | 6739.8503 | buy | 31.442989799562223 | 211921.0442334764 |
| 2021-08-09 | 6918.882 | sell | 31.442989799562223 | 217550.33615037467 |
| 2021-11-24 | 7149.5956 | buy | 30.42834145058144 | 217550.33615037467 |
| 2021-12-08 | 7328.3134 | sell | 30.42834145058144 | 222988.4223920714 |
| 2022-01-25 | 6932.9696 | buy | 32.163479036756684 | 222988.42239207137 |
| 2022-02-10 | 7139.7221 | sell | 32.163479036756684 | 229638.30209161842 |
| 2022-03-08 | 6693.6369 | buy | 34.3069553252311 | 229638.30209161842 |
| 2022-03-29 | 7110.5294 | sell | 34.3069553252311 | 243940.6144645423 |
| 2022-04-25 | 6255.85 | buy | 38.99399993039192 | 243940.61446454233 |
| 2022-05-16 | 6683.5238 | sell | 38.99399993039192 | 260617.32659197276 |
| 2022-08-03 | 6910.469 | buy | 37.713406512925935 | 260617.3265919728 |
| 2022-08-16 | 7059.4483 | sell | 37.713406512925935 | 266235.8434948839 |
| 2022-09-15 | 6686.0409 | buy | 39.819655230479356 | 266235.8434948839 |
| 2022-10-13 | 6685.3586 | sell | 39.819655230479356 | 266208.67454412015 |
| 2022-12-19 | 6081.11 | buy | 43.77632941093323 | 266208.67454412015 |
| 2023-01-09 | 6216.99 | sell | 43.77632941093323 | 272157.00218447775 |
| 2023-02-16 | 6307.9 | buy | 43.14542116781778 | 272157.00218447775 |
| 2023-03-31 | 6282.64 | sell | 43.14542116781778 | 271067.1488457787 |
| 2023-04-24 | 5901.76 | buy | 45.92988343236233 | 271067.1488457787 |
| 2023-06-16 | 5411.3 | sell | 45.92988343236233 | 248540.37821754228 |
| 2023-09-28 | 5147.76 | buy | 48.28126762272178 | 248540.37821754228 |
| 2023-10-30 | 5234.62 | sell | 48.28126762272178 | 252734.08912325188 |
| 2024-01-22 | 4657.86 | buy | 54.259700618578464 | 252734.08912325188 |
| 2024-03-12 | 4872.57 | sell | 54.259700618578464 | 264384.18944306683 |