| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159907 | 广发国证2000交易型开放式指数证券投资基金 | 广发国证2000ETF | 场内基金 |
| 270026 | 广发国证2000交易型开放式指数证券投资基金联接基金 | 广发国证2000ETF联接A | 场外基金 |
| 010432 | 广发国证2000交易型开放式指数证券投资基金联接基金 | 广发国证2000ETF联接C | 场外基金 |
| 159628 | 万家国证2000交易型开放式指数证券投资基金 | 万家国证2000ETF（场内简称：国证2000ETF) | 场内基金 |
| 016788 | 万家国证2000交易型开放式指数证券投资基金发起式联接基金 | 万家国证2000ETF发起式联接A | 场外基金 |
| 016789 | 万家国证2000交易型开放式指数证券投资基金发起式联接基金 | 万家国证2000ETF发起式联接C | 场外基金 |
| 017892 | 鹏华国证2000指数增强型证券投资基金 | 鹏华国证2000指数增强A | 场外基金 |
| 017547 | 天弘国证2000指数增强型证券投资基金 | 天弘国证2000指数增强A | 场外基金 |
| 017893 | 鹏华国证2000指数增强型证券投资基金 | 鹏华国证2000指数增强C | 场外基金 |
| 017548 | 天弘国证2000指数增强型证券投资基金 | 天弘国证2000指数增强C | 场外基金 |
| 018292 | 华夏国证2000指数增强型发起式证券投资基金 | 华夏国证2000指数增强发起式A | 场外基金 |
| 018293 | 华夏国证2000指数增强型发起式证券投资基金 | 华夏国证2000指数增强发起式C | 场外基金 |
| 018663 | 中欧国证2000指数增强型证券投资基金 | 中欧国证2000指数增强A | 场外基金 |
| 018786 | 招商国证2000指数增强型证券投资基金 | 招商国证2000指数增强A | 场外基金 |
| 018579 | 鑫元国证2000指数增强型证券投资基金 | 鑫元国证2000指数增强A | 场外基金 |
| 018664 | 中欧国证2000指数增强型证券投资基金 | 中欧国证2000指数增强C | 场外基金 |
| 019013 | 景顺长城国证2000指数增强型证券投资基金 | 景顺长城国证2000指数增强A | 场外基金 |
| 159521 | 平安国证2000交易型开放式指数证券投资基金 | 平安国证2000ETF | 场内基金 |
| 018653 | 万家国证2000指数增强型证券投资基金 | 万家国证2000指数增强A | 场外基金 |
| 018787 | 招商国证2000指数增强型证券投资基金 | 招商国证2000指数增强C | 场外基金 |
| 018580 | 鑫元国证2000指数增强型证券投资基金 | 鑫元国证2000指数增强C | 场外基金 |
| 019318 | 汇添富国证2000指数增强型证券投资基金 | 汇添富国证2000指数增强A | 场外基金 |
| 019014 | 景顺长城国证2000指数增强型证券投资基金 | 景顺长城国证2000指数增强C | 场外基金 |
| 018654 | 万家国证2000指数增强型证券投资基金 | 万家国证2000指数增强C | 场外基金 |
| 159543 | 工银瑞信国证2000交易型开放式指数证券投资基金 | 国证2000ETF基金 | 场内基金 |
| 159505 | 博时国证2000交易型开放式指数证券投资基金 | 博时国证2000ETF | 场内基金 |
| 019319 | 汇添富国证2000指数增强型证券投资基金 | 汇添富国证2000指数增强C | 场外基金 |
| 019814 | 民生加银国证2000指数增强型证券投资基金 | 民生加银国证2000指数增强A | 场外基金 |
| 019815 | 民生加银国证2000指数增强型证券投资基金 | 民生加银国证2000指数增强C | 场外基金 |
当前策略针对国证2000指数，这是一个中小盘指数，通常具有较高的波动性，需要策略在控制风险的同时捕捉收益。该策略表现出最高的年化收益率7.81%，显示出较强的收益潜力，而持仓天数高达1786天，持仓占比61.74%，操作频率较低，符合中长线投资的偏好，减少了交易成本和市场噪音的影响。夏普比率为29.16%，Sortino比率为29.44%，表明在考虑下行风险后收益仍然稳健，波动率19.75%虽略高，但在指数特性下可接受。尽管最大回撤36.76%相对较高，但结合策略的长期持仓特点和指数的高波动性，这在长期投资框架内是合理的权衡。与其他策略相比，例如那些夏普比率高但持仓天数低的策略可能导致频繁操作，不适合中长线风格，或收益较低但回撤控制好的策略收益潜力不足，当前策略在收益潜力和操作风格上达到了较好的平衡，更适合追求长期稳健增长的投资者。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-05-09 | 7930.68 | buy | 12.609259231238683 | 100000.0 |
| 2016-05-24 | 7859.36 | sell | 12.609259231238683 | 99100.70763162806 |
| 2016-06-13 | 8022.81 | buy | 12.352368762519374 | 99100.70763162806 |
| 2016-06-24 | 8569.61 | sell | 12.352368762519374 | 105854.98287097366 |
| 2016-07-27 | 8604.77 | buy | 12.301895677743119 | 105854.98287097366 |
| 2016-08-11 | 8647.73 | sell | 12.301895677743119 | 106383.4723092895 |
| 2016-09-01 | 8833.23 | buy | 12.043552846386826 | 106383.4723092895 |
| 2016-09-12 | 8839.3 | sell | 12.043552846386826 | 106456.57667506706 |
| 2016-09-26 | 8819.76 | buy | 12.070235094273206 | 106456.57667506706 |
| 2016-10-17 | 9231.17 | sell | 12.070235094273206 | 111422.392095202 |
| 2016-11-28 | 9444.41 | buy | 11.797708072309652 | 111422.392095202 |
| 2017-01-10 | 9089.34 | sell | 11.797708072309652 | 107233.37988996701 |
| 2017-01-12 | 8845.71 | buy | 12.122642488841146 | 107233.37988996701 |
| 2017-02-15 | 9014.16 | sell | 12.122642488841146 | 109275.43901721231 |
| 2017-03-28 | 9115.69 | buy | 11.987621235168408 | 109275.43901721231 |
| 2017-06-12 | 7890.38 | sell | 11.987621235168408 | 94586.88684154811 |
| 2017-07-12 | 8004.29 | buy | 11.817023976086338 | 94586.88684154811 |
| 2017-08-02 | 7945.96 | sell | 11.817023976086338 | 93897.59983302299 |
| 2017-08-11 | 7961.32 | buy | 11.794225057279823 | 93897.59983302299 |
| 2017-08-22 | 8040.87 | sell | 11.794225057279823 | 94835.8304363296 |
| 2017-09-22 | 8223.96 | buy | 11.531650255634709 | 94835.8304363296 |
| 2017-10-16 | 8320.62 | sell | 11.531650255634709 | 95950.47975003927 |
| 2017-10-18 | 8148.98 | buy | 11.774538623243556 | 95950.47975003927 |
| 2017-11-14 | 8065.16 | sell | 11.774538623243556 | 94963.53792263899 |
| 2017-11-17 | 7780.98 | buy | 12.204572935881984 | 94963.53792263899 |
| 2018-01-10 | 7644.07 | sell | 12.204572935881984 | 93292.60984198739 |
| 2018-01-15 | 7457.82 | buy | 12.509367327447887 | 93292.60984198739 |
| 2018-01-29 | 7414.69 | sell | 12.509367327447887 | 92753.08082915457 |
| 2018-02-09 | 6595.59 | buy | 14.06289366518455 | 92753.08082915457 |
| 2018-03-14 | 7178.27 | sell | 14.06289366518455 | 100947.24770998431 |
| 2018-03-23 | 6889.46 | buy | 14.652417999376484 | 100947.24770998431 |
| 2018-04-03 | 7125.78 | sell | 14.652417999376484 | 104409.90713159695 |
| 2018-04-16 | 6948.97 | buy | 15.02523498181701 | 104409.90713159695 |
| 2018-05-11 | 7029.57 | sell | 15.02523498181701 | 105620.94107113138 |
| 2018-05-28 | 6954.86 | buy | 15.186637987124312 | 105620.94107113138 |
| 2018-07-04 | 5807.02 | sell | 15.186637987124312 | 88189.11052399063 |
| 2018-08-01 | 5795.93 | buy | 15.2156962772136 | 88189.11052399063 |
| 2018-08-30 | 5564.31 | sell | 15.2156962772136 | 84664.85095226242 |
| 2018-09-05 | 5527.67 | buy | 15.31655307792658 | 84664.85095226242 |
| 2018-09-20 | 5547.9 | sell | 15.31655307792658 | 84974.70482102886 |
| 2018-10-08 | 5337.77 | buy | 15.919514108144199 | 84974.70482102886 |
| 2018-11-09 | 5255.84 | sell | 15.919514108144199 | 83670.41903014861 |
| 2018-11-23 | 5209.58 | buy | 16.060876122479858 | 83670.41903014862 |
| 2018-12-06 | 5286.26 | sell | 16.060876122479858 | 84901.96701122037 |
| 2018-12-14 | 5172.89 | buy | 16.412869210677275 | 84901.96701122037 |
| 2019-01-17 | 5211.9 | sell | 16.412869210677275 | 85542.23303912889 |
| 2019-01-25 | 5153.44 | buy | 16.599054813702864 | 85542.23303912889 |
| 2019-03-08 | 6504.54 | sell | 16.599054813702864 | 107969.21599792283 |
| 2019-03-28 | 6609.93 | buy | 16.334396279222748 | 107969.21599792282 |
| 2019-04-11 | 6898.76 | sell | 16.334396279222748 | 112687.07967525073 |
| 2019-04-15 | 6981.92 | buy | 16.139841143303094 | 112687.07967525074 |
| 2019-04-18 | 7070.34 | sell | 16.139841143303094 | 114114.1644291416 |
| 2019-04-23 | 6930.59 | buy | 16.465288587139277 | 114114.1644291416 |
| 2019-05-17 | 6001.47 | sell | 16.465288587139277 | 98815.93549705876 |
| 2019-05-23 | 5880.13 | buy | 16.805059666547976 | 98815.93549705874 |
| 2019-06-26 | 6072.54 | sell | 16.805059666547976 | 102049.39702749925 |
| 2019-07-08 | 5904.54 | buy | 17.283208688144928 | 102049.39702749925 |
| 2019-08-26 | 5872.73 | sell | 17.283208688144928 | 101499.61815912936 |
| 2019-09-25 | 5851.46 | buy | 17.34603298307249 | 101499.61815912936 |
| 2019-10-16 | 5993.6 | sell | 17.34603298307249 | 103965.18328734329 |
| 2019-10-21 | 5964.59 | buy | 17.43039895237448 | 103965.18328734329 |
| 2019-10-29 | 5923.87 | sell | 17.43039895237448 | 103255.4174420026 |
| 2019-10-31 | 5900.7 | buy | 17.498842076703205 | 103255.4174420026 |
| 2019-12-23 | 6050.54 | sell | 17.498842076703205 | 105877.44393877582 |
| 2020-01-23 | 5708.71 | buy | 18.546649582616006 | 105877.44393877582 |
| 2020-02-26 | 6751.43 | sell | 18.546649582616006 | 125216.40639156118 |
| 2020-02-28 | 6645.63 | buy | 18.841916626649567 | 125216.40639156116 |
| 2020-03-09 | 6811.76 | sell | 18.841916626649567 | 128346.61400074646 |
| 2020-03-13 | 6251.48 | buy | 20.530596594845775 | 128346.61400074646 |
| 2020-04-10 | 6197.25 | sell | 20.530596594845775 | 127233.23974740798 |
| 2020-04-27 | 6096.76 | buy | 20.868992669451966 | 127233.23974740798 |
| 2020-05-14 | 6412.68 | sell | 20.868992669451966 | 133826.17191154123 |
| 2020-05-21 | 6220.37 | buy | 21.514181939585786 | 133826.17191154123 |
| 2020-06-08 | 6604.63 | sell | 21.514181939585786 | 142093.21146364647 |
| 2020-07-24 | 7332.21 | buy | 19.37931557656511 | 142093.21146364647 |
| 2020-07-30 | 7719.15 | sell | 19.37931557656511 | 149591.84383284254 |
| 2020-08-12 | 7745.96 | buy | 19.31224068196099 | 149591.84383284254 |
| 2020-08-19 | 7816.77 | sell | 19.31224068196099 | 150959.3435955322 |
| 2020-08-26 | 7811.76 | buy | 19.324626408841567 | 150959.3435955322 |
| 2020-09-03 | 7903.98 | sell | 19.324626408841567 | 152741.46064295556 |
| 2020-09-09 | 7333.24 | buy | 20.828646088625977 | 152741.46064295556 |
| 2020-10-15 | 7639.81 | sell | 20.828646088625977 | 159126.89867434563 |
| 2020-10-22 | 7387.85 | buy | 21.538999664901915 | 159126.89867434563 |
| 2020-11-06 | 7548.82 | sell | 21.538999664901915 | 162594.03145040487 |
| 2020-11-26 | 7341.34 | buy | 22.147732083026376 | 162594.03145040487 |
| 2021-01-06 | 7056.11 | sell | 22.147732083026376 | 156276.83382836325 |
| 2021-01-11 | 6945.48 | buy | 22.50050879541274 | 156276.83382836325 |
| 2021-01-25 | 6879.49 | sell | 22.50050879541274 | 154792.025252954 |
| 2021-01-27 | 6778.12 | buy | 22.837014578224345 | 154792.025252954 |
| 2021-02-25 | 6828.0 | sell | 22.837014578224345 | 155931.13554011582 |
| 2021-03-09 | 6657.8 | buy | 23.42082002164616 | 155931.13554011582 |
| 2021-03-19 | 7038.8 | sell | 23.42082002164616 | 164854.467968363 |
| 2021-04-13 | 6980.96 | buy | 23.61487072957917 | 164854.467968363 |
| 2021-04-23 | 7074.54 | sell | 23.61487072957917 | 167064.347571237 |
| 2021-04-29 | 7010.98 | buy | 23.828957944714865 | 167064.347571237 |
| 2021-05-20 | 7181.8 | sell | 23.828957944714865 | 171134.81016735322 |
| 2021-06-16 | 7435.61 | buy | 23.015571038200395 | 171134.81016735322 |
| 2021-06-24 | 7652.53 | sell | 23.015571038200395 | 176127.34783695967 |
| 2021-07-02 | 7718.26 | buy | 22.81956656512733 | 176127.34783695967 |
| 2021-07-15 | 7963.42 | sell | 22.81956656512733 | 181721.7927760663 |
| 2021-07-27 | 7626.44 | buy | 23.827866314566993 | 181721.7927760663 |
| 2021-08-03 | 8216.69 | sell | 23.827866314566993 | 195786.19086823947 |
| 2021-08-17 | 8238.05 | buy | 23.766084312214602 | 195786.19086823947 |
| 2021-09-01 | 8668.81 | sell | 23.766084312214602 | 206023.66934656905 |
| 2021-09-24 | 8394.24 | buy | 24.543457102318857 | 206023.66934656905 |
| 2021-10-22 | 8445.75 | sell | 24.543457102318857 | 207287.9028219095 |
| 2021-10-28 | 8262.26 | buy | 25.088523336461147 | 207287.9028219095 |
| 2021-11-05 | 8380.43 | sell | 25.088523336461147 | 210252.6136245791 |
| 2021-12-07 | 8990.82 | buy | 23.385254473404995 | 210252.6136245791 |
| 2021-12-17 | 8987.1 | sell | 23.385254473404995 | 210165.62047793804 |
| 2021-12-24 | 9039.61 | buy | 23.24941236158839 | 210165.62047793804 |
| 2022-01-05 | 9233.43 | sell | 23.24941236158839 | 214671.8215818611 |
| 2022-01-07 | 9110.84 | buy | 23.562242513518083 | 214671.8215818611 |
| 2022-01-18 | 9112.49 | sell | 23.562242513518083 | 214710.6992820084 |
| 2022-01-20 | 8739.16 | buy | 24.568802869155434 | 214710.6992820084 |
| 2022-02-24 | 8680.31 | sell | 24.568802869155434 | 213264.8252331586 |
| 2022-03-04 | 8467.99 | buy | 25.18482251787716 | 213264.8252331586 |
| 2022-03-24 | 8177.0 | sell | 25.18482251787716 | 205936.2937286815 |
| 2022-04-07 | 7948.21 | buy | 25.909770090206663 | 205936.2937286815 |
| 2022-05-24 | 7397.47 | sell | 25.909770090206663 | 191666.7469492011 |
| 2022-07-11 | 8033.57 | buy | 23.858228278237583 | 191666.7469492011 |
| 2022-07-25 | 8379.3 | sell | 23.858228278237583 | 199915.25221183617 |
| 2022-08-02 | 8187.3 | buy | 24.4177265046885 | 199915.25221183617 |
| 2022-08-19 | 8757.84 | sell | 24.4177265046885 | 213846.54189182114 |
| 2022-08-24 | 8435.9 | buy | 25.349582367242515 | 213846.54189182114 |
| 2022-09-08 | 8306.24 | sell | 25.349582367242515 | 210559.71504208446 |
| 2022-09-15 | 7803.69 | buy | 26.98207066683639 | 210559.71504208446 |
| 2022-10-20 | 7818.7 | sell | 26.98207066683639 | 210964.71592279366 |
| 2022-10-28 | 7630.53 | buy | 27.64745252594429 | 210964.71592279366 |
| 2022-11-10 | 8115.43 | sell | 27.64745252594429 | 224370.96565262406 |
| 2022-11-22 | 8056.55 | buy | 27.849509486396045 | 224370.96565262406 |
| 2022-12-08 | 8171.45 | sell | 27.849509486396045 | 227570.87429261094 |
| 2022-12-13 | 8060.31 | buy | 28.233513883784983 | 227570.87429261094 |
| 2023-01-11 | 7934.5 | sell | 28.233513883784983 | 224018.81591089195 |
| 2023-02-17 | 8547.45 | buy | 26.208847774586797 | 224018.81591089195 |
| 2023-03-02 | 8571.5 | sell | 26.208847774586797 | 224649.13869987073 |
| 2023-03-07 | 8475.73 | buy | 26.504989977249245 | 224649.13869987073 |
| 2023-03-28 | 8369.68 | sell | 26.504989977249245 | 221838.28451278346 |
| 2023-04-19 | 8444.08 | buy | 26.271456986762733 | 221838.28451278346 |
| 2023-05-23 | 8039.99 | sell | 26.271456986762733 | 211222.2514590025 |
| 2023-06-08 | 8079.21 | buy | 26.14392390580298 | 211222.2514590025 |
| 2023-06-21 | 7963.09 | sell | 26.14392390580298 | 208186.41901506064 |
| 2023-06-28 | 8119.47 | buy | 25.64039512616718 | 208186.41901506064 |
| 2023-07-05 | 8195.6 | sell | 25.64039512616718 | 210138.42229601575 |
| 2023-07-12 | 8153.75 | buy | 25.771997215516265 | 210138.42229601575 |
| 2023-08-01 | 8052.57 | sell | 25.771997215516265 | 207530.8116177498 |
| 2023-08-09 | 7941.98 | buy | 26.130865554653855 | 207530.8116177498 |
| 2023-09-07 | 7670.62 | sell | 26.130865554653855 | 200439.93994083896 |
| 2023-09-14 | 7619.4 | buy | 26.306525440433493 | 200439.93994083896 |
| 2023-10-16 | 7617.57 | sell | 26.306525440433493 | 200391.79899928297 |
| 2023-10-18 | 7386.33 | buy | 27.130090180005897 | 200391.79899928297 |
| 2023-11-02 | 7586.0 | sell | 27.130090180005897 | 205808.86410552473 |
| 2023-11-24 | 7859.13 | buy | 26.187232442461788 | 205808.86410552473 |
| 2024-01-03 | 7483.23 | sell | 26.187232442461788 | 195965.08343040332 |
| 2024-01-08 | 7205.49 | buy | 27.196635264278118 | 195965.08343040332 |
| 2024-02-28 | 6672.93 | sell | 27.196635264278118 | 181481.24335405938 |
| 2024-03-25 | 6916.8 | buy | 26.237746263309532 | 181481.24335405938 |