| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 165522 | 中信保诚中证TMT产业主题指数型证券投资基金（LOF） | 中信保诚中证TMT指数（LOF）A | 场内基金 |
| 013122 | 中信保诚中证TMT产业主题指数型证券投资基金（LOF） | 中信保诚中证TMT指数（LOF）C | 场外基金 |
当前策略在年化收益率、最大回撤、夏普比率等关键指标上表现最优，提供了最高的年化收益率6.48%，最低的最大回撤32.08%，以及最高的夏普比率23.75%，表明其在控制风险的同时实现了卓越的回报。中证TMT指数涉及科技、媒体和电信行业，通常具有高波动性和增长潜力，需要策略能够有效管理风险并捕捉上行机会。与其他策略相比，当前策略的波动率较低（15.93%），Sortino和Calmar比率也较高，进一步证实了其风险调整后的效率。尽管个人风格倾向于中长线操作和较少的操作频率，当前策略的持仓占比为29.29%，操作频率可能稍高，但鉴于其全面优秀的指标，特别是在所有布林线策略中表现突出，这种高绩效覆盖了潜在的风格偏差。此外，当前策略的低回撤和高夏普比率对于TMT行业的波动环境尤为重要，能提供更稳健的投资体验。因此，选择当前策略以最大化风险调整后收益，并适应指数行业的特性。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-09-12 | 2283.6872 | buy | 43.78883412754602 | 100000.0 |
| 2016-10-17 | 2357.2057 | sell | 43.78883412754602 | 103219.289401806 |
| 2016-12-12 | 2174.829 | buy | 47.46087595935404 | 103219.289401806 |
| 2017-01-06 | 2166.2662 | sell | 47.46087595935404 | 102812.89141314123 |
| 2017-01-13 | 2019.2515 | buy | 50.916337768297424 | 102812.89141314123 |
| 2017-02-15 | 2089.4615 | sell | 50.916337768297424 | 106387.72748785338 |
| 2017-03-30 | 2107.91 | buy | 50.470716248726646 | 106387.72748785338 |
| 2017-06-12 | 2014.7098 | sell | 50.470716248726646 | 101683.84663932881 |
| 2017-07-17 | 1895.3732 | buy | 53.648456483044505 | 101683.84663932881 |
| 2017-08-02 | 1984.7725 | sell | 53.648456483044505 | 106479.98109499345 |
| 2017-09-25 | 2108.0465 | buy | 50.51121077974013 | 106479.98109499345 |
| 2017-10-16 | 2148.0006 | sell | 50.51121077974013 | 108498.11106160826 |
| 2018-03-23 | 1973.0768 | buy | 54.98929948474801 | 108498.11106160826 |
| 2018-04-03 | 2027.6358 | sell | 54.98929948474801 | 111498.27225219662 |
| 2018-05-30 | 1884.8892 | buy | 59.15375410512014 | 111498.27225219662 |
| 2018-07-18 | 1642.9136 | sell | 59.15375410512014 | 97184.50711035772 |
| 2018-08-02 | 1548.9488 | buy | 62.74223338457522 | 97184.50711035772 |
| 2018-11-08 | 1384.83 | sell | 62.74223338457522 | 86887.3270579613 |
| 2019-01-30 | 1312.98 | buy | 66.17566684790424 | 86887.3270579613 |
| 2019-03-13 | 1849.36 | sell | 66.17566684790424 | 122382.63124184018 |
| 2019-04-29 | 1775.69 | buy | 68.92116937181612 | 122382.63124184016 |
| 2019-06-26 | 1656.13 | sell | 68.92116937181612 | 114142.41623174584 |
| 2020-02-03 | 2054.73 | buy | 55.551053535864 | 114142.41623174584 |
| 2020-02-26 | 2491.17 | sell | 55.551053535864 | 138387.11803693834 |
| 2020-05-25 | 2128.96 | buy | 65.00221612286673 | 138387.11803693834 |
| 2020-06-04 | 2225.63 | sell | 65.00221612286673 | 144670.88226953588 |
| 2020-09-09 | 2332.81 | buy | 62.015715926087374 | 144670.88226953588 |
| 2020-10-14 | 2408.26 | sell | 62.015715926087374 | 149349.9680361592 |
| 2021-03-09 | 2137.0417 | buy | 69.88631435510088 | 149349.9680361592 |
| 2021-04-09 | 2121.3959 | sell | 69.88631435510088 | 148256.54073902214 |
| 2021-05-07 | 2071.6072 | buy | 71.56595166256525 | 148256.54073902214 |
| 2021-06-02 | 2202.368 | sell | 71.56595166256525 | 157614.5618311805 |
| 2022-01-25 | 2195.2162 | buy | 71.79910654412103 | 157614.5618311805 |
| 2022-02-24 | 2121.9963 | sell | 71.79910654412103 | 152357.4384299306 |
| 2022-03-07 | 1951.9252 | buy | 78.05495744915359 | 152357.4384299306 |
| 2022-05-24 | 1662.0277 | sell | 78.05495744915359 | 129729.50140281461 |
| 2022-08-24 | 1743.0769 | buy | 74.42557548827284 | 129729.50140281461 |
| 2022-10-25 | 1658.3073 | sell | 74.42557548827284 | 123420.47513890392 |
| 2022-12-19 | 1656.2 | buy | 74.52027239397653 | 123420.47513890393 |
| 2023-01-11 | 1697.24 | sell | 74.52027239397653 | 126478.78711795271 |
| 2023-08-16 | 1864.98 | buy | 67.81777129939877 | 126478.78711795273 |
| 2023-09-05 | 1880.17 | sell | 67.81777129939877 | 127508.93906399059 |
| 2023-10-20 | 1673.7 | buy | 76.18386751747063 | 127508.9390639906 |
| 2023-11-16 | 1825.79 | sell | 76.18386751747063 | 139095.7434747227 |
| 2024-01-31 | 1375.55 | buy | 101.1200926718205 | 139095.7434747227 |
| 2024-02-28 | 1635.33 | sell | 101.1200926718205 | 165364.72114900823 |
| 2024-03-27 | 1604.67 | buy | 103.05216720510025 | 165364.72114900823 |