| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 000059 | 国联安中证医药100指数证券投资基金 | 国联安中证医药100A | 场外基金 |
| 001551 | 天弘中证医药100指数型发起式证券投资基金 | 天弘中证医药100C | 场外基金 |
| 001550 | 天弘中证医药100指数型发起式证券投资基金 | 天弘中证医药100A | 场外基金 |
| 006569 | 国联安中证医药100指数证券投资基金 | 国联安中证医药100C | 场外基金 |
当前策略基于估值模型，专注于长线投资，特别适合医药100这一行业指数，医药行业通常具有较高的增长潜力和基本面依赖性，需要长期视角来分析估值指标。策略的年化收益率为4.18%，在长期投资中提供了稳定的回报；夏普比率为11.46%和Sortino比率为15.44%，显示出较好的风险调整后表现，有效管理了下行风险；最大回撤为43.92%，虽然较高，但Calmar比率为27.18%表明策略在回撤后具备一定的恢复能力，波动率为20.58%，在医药行业的波动性背景下属可控水平。策略持仓天数为1569天，持仓占比53.75%，操作频率较低，符合中长线投资偏好，减少了频繁交易的成本和市场短期噪音的影响。估值模型综合了PE、PB和股息率等指标，适应了医药行业的特点，提供了更为稳健和可持续的投资方案。相较于其他潜在策略，当前策略在长线操作风格和行业匹配度上表现突出，整体指标平衡了收益与风险，适合追求稳健增长的投资者。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-05-27 | 12216.543 | buy | 8.185621742582988 | 100000.0 |
| 2017-10-26 | 14040.427 | sell | 8.185621742582988 | 114929.62452634923 |
| 2018-02-07 | 12390.9795 | buy | 9.275265488603967 | 114929.62452634923 |
| 2018-03-23 | 13849.9144 | sell | 9.275265488603967 | 128461.63305443912 |
| 2018-08-03 | 12099.524 | buy | 10.617081552500672 | 128461.63305443912 |
| 2021-05-07 | 18079.5452 | sell | 10.617081552500672 | 191952.00582052208 |
| 2022-01-26 | 14527.8499 | buy | 13.212691977256876 | 191952.00582052208 |
当前策略针对医药100指数（代码000978），该行业具有高增长潜力和周期性波动特点，布林线模型通常用于捕捉短期市场变动。在比较各策略时，当前策略展现出显著优势：年化收益率高达10.48%，为所有策略中最高，同时夏普比率达55.16%，表明风险调整后收益卓越；最大回撤控制在15.40%，相对较低，波动率为13.01%，在行业波动中表现稳定。其他策略虽在操作频率上略低（如持仓占比更低），但收益指标明显逊色，年化收益率多低于9%，夏普比率普遍低于50%，无法平衡收益与风险。考虑到指数本身的数据质量和个人风格偏好中长线操作与较少交易频率，当前策略虽持仓占比30.08%并非最低，但其高收益和低风险指标（如高Calmar比率106.24%）全面优秀，足以弥补操作频率的轻微增加，特别适合在医药行业的动态环境中实现稳健增长。因此，选择当前策略能有效利用短期波动获取超额回报，同时保持风险可控，优于其他策略的单一优化点。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-09-12 | 13876.5864 | buy | 7.206383264402836 | 100000.0 |
| 2016-10-17 | 14329.7634 | sell | 7.206383264402836 | 103265.76714861229 |
| 2016-12-05 | 13996.0795 | buy | 7.3781923822747855 | 103265.76714861229 |
| 2017-01-10 | 13344.8307 | sell | 7.3781923822747855 | 98460.7282134867 |
| 2017-01-13 | 12758.7369 | buy | 7.7171219208608886 | 98460.7282134867 |
| 2017-02-10 | 13359.651 | sell | 7.7171219208608886 | 103098.05558715109 |
| 2017-05-08 | 12824.6718 | buy | 8.039040467854397 | 103098.05558715109 |
| 2017-06-22 | 13042.9777 | sell | 8.039040467854397 | 104853.02555162246 |
| 2017-07-17 | 12407.6597 | buy | 8.450669029198346 | 104853.02555162244 |
| 2017-08-11 | 12774.207 | sell | 8.450669029198346 | 107950.59546746872 |
| 2017-11-23 | 13529.5134 | buy | 7.978897117428386 | 107950.59546746872 |
| 2017-12-25 | 13572.1795 | sell | 7.978897117428386 | 108291.02388977063 |
| 2018-01-29 | 13512.6307 | buy | 8.014059311912566 | 108291.02388977061 |
| 2018-03-16 | 13865.7494 | sell | 8.014059311912566 | 111120.93809571609 |
| 2018-06-19 | 13899.2305 | buy | 7.994754680535451 | 111120.93809571609 |
| 2018-07-18 | 13846.0919 | sell | 7.994754680535451 | 110696.10802464899 |
| 2018-10-11 | 10703.05 | buy | 10.342482565684454 | 110696.10802464899 |
| 2018-11-20 | 11269.25 | sell | 10.342482565684454 | 116552.02165333954 |
| 2019-05-06 | 11804.9932 | buy | 9.873112138119616 | 116552.02165333954 |
| 2019-06-25 | 11569.6275 | sell | 9.873112138119616 | 114228.22970377251 |
| 2019-08-05 | 11107.5085 | buy | 10.283875065571412 | 114228.22970377251 |
| 2019-08-30 | 12539.8606 | sell | 10.283875065571412 | 128958.35975008136 |
| 2020-03-13 | 13547.6303 | buy | 9.518886838097535 | 128958.35975008136 |
| 2020-04-24 | 15465.5871 | sell | 9.518886838097535 | 147215.17348964102 |
| 2020-09-09 | 18213.1762 | buy | 8.082894047312902 | 147215.17348964102 |
| 2020-10-19 | 18882.0701 | sell | 8.082894047312902 | 152621.77201223493 |
| 2021-03-09 | 16597.1795 | buy | 9.195645080071282 | 152621.77201223493 |
| 2021-04-12 | 17296.0422 | sell | 9.195645080071282 | 159048.26536113527 |
| 2021-06-16 | 18326.3028 | buy | 8.678688063646709 | 159048.26536113527 |
| 2021-07-02 | 18688.7936 | sell | 8.678688063646709 | 162194.209940277 |
| 2021-07-26 | 16779.583 | buy | 9.666164525082477 | 162194.209940277 |
| 2021-09-22 | 16513.5159 | sell | 9.666164525082477 | 159622.36157696543 |
| 2021-10-27 | 15689.9513 | buy | 10.17354091959262 | 159622.36157696543 |
| 2021-11-22 | 16326.1833 | sell | 10.17354091959262 | 166095.0938633197 |
| 2022-01-21 | 15494.224 | buy | 10.71980719159086 | 166095.0938633197 |
| 2022-03-07 | 13866.9376 | sell | 10.71980719159086 | 148650.8974098217 |
| 2022-04-25 | 11868.4537 | buy | 12.52487486300104 | 148650.8974098217 |
| 2022-05-24 | 12738.1667 | sell | 12.52487486300104 | 159543.9439015469 |
| 2022-09-16 | 11964.0939 | buy | 13.335230000288355 | 159543.9439015469 |
| 2022-10-25 | 13541.5892 | sell | 13.335230000288355 | 180580.2065514208 |
| 2022-12-20 | 13166.18 | buy | 13.715459347466068 | 180580.2065514208 |
| 2023-01-31 | 14406.44 | sell | 13.715459347466068 | 197590.94216170907 |
| 2023-06-06 | 12663.62 | buy | 15.603037848712221 | 197590.94216170907 |
| 2023-07-31 | 12294.84 | sell | 15.603037848712221 | 191836.85386386098 |
| 2023-10-20 | 11090.71 | buy | 17.29707600900763 | 191836.85386386098 |
| 2023-11-13 | 12043.45 | sell | 17.29707600900763 | 208316.47006068294 |
| 2024-01-22 | 10389.51 | buy | 20.05065398278484 | 208316.47006068294 |
| 2024-02-28 | 11067.68 | sell | 20.05065398278484 | 221914.22207218813 |