| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 001133 | 广发中证全指可选消费交易型开放式指数证券投资基金发起式联接基金 | 广发可选消费联接A | 场外基金 |
| 002977 | 广发中证全指可选消费交易型开放式指数证券投资基金发起式联接基金 | 广发可选消费联接C | 场外基金 |
| 159936 | 广发中证全指可选消费交易型开放式指数证券投资基金 | 广发中证全指可选消费ETF | 场内基金 |
| 562580 | 华夏中证全指可选消费交易型开放式指数证券投资基金 | 华夏中证全指可选消费ETF | 场内基金 |
| 021365 | 华夏中证全指可选消费交易型开放式指数证券投资基金发起式联接基金 | 华夏中证全指可选消费ETF发起式联接A | 场外基金 |
| 021366 | 华夏中证全指可选消费交易型开放式指数证券投资基金发起式联接基金 | 华夏中证全指可选消费ETF发起式联接C | 场外基金 |
当前策略表现出较高的年化收益率（7.28%）和夏普比率（27.34%），表明在收益效率和风险调整方面具有优势，适合捕捉全指可选指数的市场波动。尽管最大回撤为29.00%，但持仓占比高达66.43%，这意味着较长的持仓时间和较低的操作频率，符合中长线操作的偏好，减少了频繁交易带来的不确定性。相比之下，其他策略如编号2虽然最大回撤较低（11.43%）和波动率较小（8.32%），但收益率仅为5.10%且持仓占比仅12.81%，可能导致更频繁的交易操作，不利于中长线持有；编号3和4在收益率、夏普比率和最大回撤方面表现中等，但持仓占比和风险调整指标不如当前策略全面。综合考虑指数的广泛特性以及个人对稳健、低频操作风格的重视，当前策略在平衡收益潜力与操作便利性方面更为突出。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 5493.9404 | buy | 18.201872011571147 | 100000.0 |
| 2016-06-13 | 5302.9532 | sell | 18.201872011571147 | 96523.67542975165 |
| 2016-06-24 | 5466.8014 | buy | 17.65633473163149 | 96523.67542975166 |
| 2016-07-08 | 5614.9318 | sell | 17.65633473163149 | 99139.11535608211 |
| 2016-07-27 | 5641.7885 | buy | 17.572284986592837 | 99139.11535608211 |
| 2016-08-22 | 5737.1446 | sell | 17.572284986592837 | 100814.73992049217 |
| 2016-09-01 | 5694.0672 | buy | 17.70522482075592 | 100814.73992049217 |
| 2016-09-09 | 5629.1469 | sell | 17.70522482075592 | 99665.31141356124 |
| 2016-09-26 | 5629.2114 | buy | 17.70502195273058 | 99665.31141356124 |
| 2016-10-17 | 5800.0915 | sell | 17.70502195273058 | 102690.74733534604 |
| 2016-12-05 | 5904.6237 | buy | 17.391582013151158 | 102690.74733534604 |
| 2017-01-06 | 5762.0826 | sell | 17.391582013151158 | 100211.73210445125 |
| 2017-01-12 | 5585.5471 | buy | 17.94125630136594 | 100211.73210445125 |
| 2017-02-15 | 5715.0273 | sell | 17.94125630136594 | 102534.76955860337 |
| 2017-03-30 | 5812.96 | buy | 17.63899451546258 | 102534.76955860337 |
| 2017-06-16 | 5666.2116 | sell | 17.63899451546258 | 99946.27533585046 |
| 2017-07-12 | 5681.1886 | buy | 17.592493820016898 | 99946.27533585046 |
| 2017-08-24 | 5638.4984 | sell | 17.592493820016898 | 99195.24825617518 |
| 2017-11-01 | 5856.9628 | buy | 16.93629473900281 | 99195.24825617518 |
| 2017-11-14 | 5934.3497 | sell | 16.93629473900281 | 100505.89560351291 |
| 2017-11-17 | 5849.5398 | buy | 17.18184661355974 | 100505.89560351291 |
| 2017-12-20 | 5675.3065 | sell | 17.18184661355974 | 97512.24576793857 |
| 2018-01-31 | 5674.8305 | buy | 17.183287812374054 | 97512.24576793856 |
| 2018-03-07 | 5707.8294 | sell | 17.183287812374054 | 98079.2753641303 |
| 2018-03-22 | 5429.4238 | buy | 18.06439853969961 | 98079.2753641303 |
| 2018-05-17 | 5381.6688 | sell | 18.06439853969961 | 97216.61001186696 |
| 2018-05-25 | 5341.4075 | buy | 18.20056043502896 | 97216.61001186696 |
| 2018-06-13 | 5269.2627 | sell | 18.20056043502896 | 95903.53421939388 |
| 2018-07-02 | 4753.8742 | buy | 20.173763584108702 | 95903.5342193939 |
| 2018-07-27 | 4689.3096 | sell | 20.173763584108702 | 94601.02324309133 |
| 2018-08-01 | 4464.8563 | buy | 21.18792115282441 | 94601.02324309133 |
| 2018-10-08 | 4071.39 | sell | 21.18792115282441 | 86264.29030239777 |
| 2018-10-11 | 3833.43 | buy | 22.503160433971086 | 86264.29030239777 |
| 2018-11-07 | 3836.55 | sell | 22.503160433971086 | 86334.50016295178 |
| 2018-11-23 | 3819.86 | buy | 22.601482819514793 | 86334.50016295178 |
| 2018-12-14 | 3833.36 | sell | 22.601482819514793 | 86639.62018101523 |
| 2018-12-18 | 3766.87 | buy | 23.00042745861026 | 86639.62018101523 |
| 2019-01-22 | 3851.52 | sell | 23.00042745861026 | 88586.60636538659 |
| 2019-01-30 | 3765.01 | buy | 23.52891662051006 | 88586.60636538659 |
| 2019-03-08 | 4554.22 | sell | 23.52891662051006 | 107155.86265145933 |
| 2019-04-25 | 4637.57 | buy | 23.106036707038243 | 107155.86265145933 |
| 2019-06-28 | 4426.51 | sell | 23.106036707038243 | 102279.10254407185 |
| 2019-07-10 | 4254.41 | buy | 24.040725398838347 | 102279.10254407185 |
| 2019-07-31 | 4193.66 | sell | 24.040725398838347 | 100818.62847609242 |
| 2019-08-02 | 4057.91 | buy | 24.84496415053375 | 100818.62847609242 |
| 2019-09-17 | 4331.5 | sell | 24.84496415053375 | 107615.96221803695 |
| 2019-09-25 | 4205.02 | buy | 25.592259303888433 | 107615.96221803695 |
| 2019-10-30 | 4225.4 | sell | 25.592259303888433 | 108137.53246265018 |
| 2019-11-13 | 4241.73 | buy | 25.493733090661166 | 108137.53246265018 |
| 2019-12-23 | 4493.57 | sell | 25.493733090661166 | 114557.8742042023 |
| 2020-01-23 | 4144.99 | buy | 27.637672033998225 | 114557.8742042023 |
| 2020-02-26 | 4737.52 | sell | 27.637672033998225 | 130934.02401450729 |
| 2020-02-28 | 4667.92 | buy | 28.049757496809562 | 130934.02401450729 |
| 2020-03-06 | 4594.76 | sell | 28.049757496809562 | 128881.90375604072 |
| 2020-03-12 | 4466.87 | buy | 28.852844106956486 | 128881.90375604072 |
| 2020-04-10 | 4142.26 | sell | 28.852844106956486 | 119515.98203048158 |
| 2020-04-27 | 4136.23 | buy | 28.8949072054701 | 119515.98203048158 |
| 2020-05-15 | 4337.81 | sell | 28.8949072054701 | 125340.61742496028 |
| 2020-05-22 | 4259.44 | buy | 29.426548425370537 | 125340.61742496026 |
| 2020-06-11 | 4667.23 | sell | 29.426548425370537 | 137340.46960734212 |
| 2020-07-24 | 5121.84 | buy | 26.8146739467344 | 137340.46960734212 |
| 2020-08-07 | 5488.71 | sell | 26.8146739467344 | 147177.96903818057 |
| 2020-08-20 | 5429.39 | buy | 27.107643591302256 | 147177.96903818057 |
| 2020-08-31 | 5563.62 | sell | 27.107643591302256 | 150816.62803744106 |
| 2020-09-09 | 5245.42 | buy | 28.752059518101706 | 150816.62803744106 |
| 2020-09-21 | 5418.16 | sell | 28.752059518101706 | 155783.25879859793 |
| 2020-09-24 | 5325.43 | buy | 29.252709884196754 | 155783.25879859793 |
| 2020-10-16 | 5522.73 | sell | 29.252709884196754 | 161554.81845874994 |
| 2020-11-26 | 5954.98 | buy | 27.12936373568844 | 161554.81845874994 |
| 2020-12-03 | 5994.54 | sell | 27.12936373568844 | 162628.05608813377 |
| 2020-12-09 | 5796.22 | buy | 28.05760583417016 | 162628.05608813377 |
| 2021-01-14 | 6198.16 | sell | 28.05760583417016 | 173905.53017712012 |
| 2021-01-28 | 6057.49 | buy | 28.709173300677364 | 173905.53017712012 |
| 2021-02-03 | 6194.62 | sell | 28.709173300677364 | 177842.419111842 |
| 2021-02-23 | 6047.58 | buy | 29.407204057133928 | 177842.419111842 |
| 2021-04-07 | 5947.95 | sell | 29.407204057133928 | 174912.57937162975 |
| 2021-04-12 | 5693.6 | buy | 30.720911088174397 | 174912.57937162975 |
| 2021-04-21 | 5960.65 | sell | 30.720911088174397 | 183116.5986777267 |
| 2021-05-07 | 5810.62 | buy | 31.514123910654405 | 183116.5986777267 |
| 2021-05-21 | 5953.74 | sell | 31.514123910654405 | 187626.90009181955 |
| 2021-06-09 | 5997.21 | buy | 31.285697864810395 | 187626.90009181955 |
| 2021-06-24 | 5983.11 | sell | 31.285697864810395 | 187185.7717519257 |
| 2021-07-02 | 5798.32 | buy | 32.282759791099096 | 187185.7717519257 |
| 2021-08-13 | 5823.91 | sell | 32.282759791099096 | 188011.88757497992 |
| 2021-08-20 | 5694.9 | buy | 33.014080594036756 | 188011.88757497992 |
| 2021-09-13 | 5651.03 | sell | 33.014080594036756 | 186563.55985931953 |
| 2021-09-15 | 5484.12 | buy | 34.01886899982487 | 186563.55985931956 |
| 2021-10-27 | 5548.16 | sell | 34.01886899982487 | 188742.12823006834 |
| 2021-11-03 | 5690.6 | buy | 33.167351110615456 | 188742.12823006834 |
| 2021-11-05 | 5690.88 | sell | 33.167351110615456 | 188751.4150883793 |
| 2021-11-29 | 5677.95 | buy | 33.242880808809396 | 188751.4150883793 |
| 2021-12-14 | 5729.95 | sell | 33.242880808809396 | 190480.0448904374 |
| 2021-12-17 | 5571.61 | buy | 34.18761271704901 | 190480.0448904374 |
| 2022-01-05 | 5692.11 | sell | 34.18761271704901 | 194599.6522228418 |
| 2022-01-11 | 5723.04 | buy | 34.00284677773383 | 194599.6522228418 |
| 2022-05-24 | 4647.33 | sell | 34.00284677773383 | 158022.44991556575 |
| 2022-07-11 | 5153.32 | buy | 30.66420286641733 | 158022.44991556575 |
| 2022-08-02 | 5157.37 | sell | 30.66420286641733 | 158146.63993717474 |
| 2022-08-24 | 5065.0 | buy | 31.22342348216678 | 158146.63993717474 |
| 2022-09-14 | 4923.89 | sell | 31.22342348216678 | 153740.7026496062 |
| 2022-09-28 | 4667.16 | buy | 32.94095395264062 | 153740.7026496062 |
| 2022-11-10 | 4693.4 | sell | 32.94095395264062 | 154605.07328132348 |
| 2022-11-22 | 4559.14 | buy | 33.91101683241214 | 154605.07328132348 |
| 2022-12-13 | 4848.07 | sell | 33.91101683241214 | 164402.9833747123 |
| 2022-12-20 | 4704.47 | buy | 34.946122172043246 | 164402.9833747123 |
| 2023-02-06 | 5025.54 | sell | 34.946122172043246 | 175623.1348204902 |
| 2023-02-16 | 4944.48 | buy | 35.519030276285925 | 175623.1348204902 |
| 2023-02-22 | 5100.99 | sell | 35.519030276285925 | 181182.21824903172 |
| 2023-03-07 | 4903.22 | buy | 36.9516803751477 | 181182.21824903172 |
| 2023-04-04 | 4783.49 | sell | 36.9516803751477 | 176757.99355771526 |
| 2023-04-13 | 4755.86 | buy | 37.16635762148492 | 176757.99355771526 |
| 2023-04-19 | 4788.44 | sell | 37.16635762148492 | 177968.87348902324 |
| 2023-04-21 | 4694.16 | buy | 37.912826467147106 | 177968.87348902324 |
| 2023-06-26 | 4741.47 | sell | 37.912826467147106 | 179762.529309184 |
| 2023-07-17 | 4753.69 | buy | 37.815366443580466 | 179762.529309184 |
| 2023-07-26 | 4788.46 | sell | 37.815366443580466 | 181077.3696004273 |
| 2023-08-11 | 4662.02 | buy | 38.84096799250696 | 181077.3696004273 |
| 2023-09-07 | 4610.23 | sell | 38.84096799250696 | 179065.79586809536 |
| 2023-09-15 | 4654.92 | buy | 38.468071603399274 | 179065.79586809536 |
| 2023-11-09 | 4481.28 | sell | 38.468071603399274 | 172386.1999148811 |
| 2023-11-13 | 4467.67 | buy | 38.5852580684968 | 172386.1999148811 |
| 2024-03-20 | 4557.54 | sell | 38.5852580684968 | 175853.8570574969 |
| 2024-03-27 | 4534.77 | buy | 38.77900247586909 | 175853.8570574969 |