| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159944 | 广发中证全指原材料交易型开放式指数证券投资基金 | 广发中证全指原材料ETF | 场内基金 |
当前策略的最大回撤最低为15.55%，波动率最低为10.13%，Calmar比率最高为85.15%，在全指材料这一周期性行业中提供了优秀的风险控制，适合原材料指数的波动特性。虽然年化收益率6.13%和夏普比率26.46%相对较低，但持仓占比仅20.21%，操作频率显著较少，符合中长线投资风格，有助于减少交易成本和规避短期市场噪声。其他策略虽然部分收益率和夏普比率更高，但伴随更高最大回撤和更频繁操作，风险暴露较大。因此，基于行业风险管理和投资偏好，当前策略在风险收益平衡和操作简洁性上更具优势，更适合稳健的中长线布局。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-09-12 | 3212.7538 | buy | 31.125945598445796 | 100000.0 |
| 2016-10-21 | 3330.7909 | sell | 31.125945598445796 | 103674.01635319831 |
| 2016-12-12 | 3302.6695 | buy | 31.39097519542852 | 103674.01635319831 |
| 2017-01-11 | 3301.0891 | sell | 31.39097519542852 | 103624.40605599947 |
| 2017-01-16 | 3198.9932 | buy | 32.392818483015056 | 103624.40605599947 |
| 2017-02-15 | 3425.6576 | sell | 32.392818483015056 | 110966.704821761 |
| 2017-03-30 | 3385.37 | buy | 32.77830926066014 | 110966.704821761 |
| 2017-04-10 | 3517.0068 | sell | 32.77830926066014 | 115281.53656224468 |
| 2017-04-24 | 3208.8236 | buy | 35.926417570054234 | 115281.53656224468 |
| 2017-06-22 | 3149.8271 | sell | 35.926417570054234 | 113162.00366807297 |
| 2018-02-06 | 3324.2271 | buy | 34.0415983216288 | 113162.00366807297 |
| 2018-03-13 | 3506.5728 | sell | 34.0415983216288 | 119369.34274314919 |
| 2018-03-23 | 3258.8064 | buy | 36.629774245916906 | 119369.34274314919 |
| 2018-05-16 | 3260.1346 | sell | 36.629774245916906 | 119417.99440930261 |
| 2018-05-30 | 3098.7379 | buy | 38.53762346576734 | 119417.99440930261 |
| 2018-07-30 | 2911.0995 | sell | 38.53762346576734 | 112186.85640238356 |
| 2018-10-11 | 2435.25 | buy | 46.06790120208749 | 112186.85640238356 |
| 2018-11-20 | 2456.11 | sell | 46.06790120208749 | 113147.83282145912 |
| 2019-08-06 | 2445.89 | buy | 46.26039307632769 | 113147.83282145912 |
| 2019-09-17 | 2596.0 | sell | 46.26039307632769 | 120091.98042614668 |
| 2020-02-03 | 2482.46 | buy | 48.37619958675938 | 120091.98042614668 |
| 2020-02-25 | 2822.65 | sell | 48.37619958675938 | 136549.07976356635 |
| 2020-03-16 | 2539.83 | buy | 53.76307853815663 | 136549.07976356635 |
| 2020-04-16 | 2619.46 | sell | 53.76307853815663 | 140830.23370755976 |
| 2021-12-20 | 4522.66 | buy | 31.13880630150393 | 140830.23370755976 |
| 2022-02-24 | 4505.82 | sell | 31.13880630150393 | 140305.85620944243 |
| 2022-04-21 | 3686.11 | buy | 38.063393715717226 | 140305.85620944243 |
| 2022-05-24 | 3836.95 | sell | 38.063393715717226 | 146047.3385175212 |
| 2024-01-22 | 2765.23 | buy | 52.81562058762605 | 146047.3385175212 |
| 2024-02-28 | 3046.43 | sell | 52.81562058762605 | 160899.09102676163 |