| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159905 | 深证红利交易型开放式指数证券投资基金 | 深红利ETF | 场内基金 |
| 481012 | 工银瑞信深证红利交易型开放式指数证券投资基金联接基金 | 工银深证红利ETF联接A | 场外基金 |
| 006724 | 工银瑞信深证红利交易型开放式指数证券投资基金联接基金 | 工银深证红利ETF联接C | 场外基金 |
| 159708 | 西部利得深证红利交易型开放式指数证券投资基金 | 红利ETF | 场内基金 |
当前策略基于估值模型，专注于深证红利指数的长线投资，该指数代表高分红的价值股，行业上偏重金融、消费等防御性板块，适合估值驱动的策略。作为价值防御类型，该策略在回测中展现出较高的年化收益率和夏普比率，同时保持相对较低的波动率，最大回撤与其他策略相同，表明在收益和风险调整之间取得了良好平衡。与其它策略相比，其参数设置更匹配指数的价值特性，可能提供更稳健的回报，且持仓占比适中，反映较少的操作频率，符合中长线投资风格。综合考虑指数行业特点、回测数据表现和个人偏好，当前策略在收益潜力和风险控制方面较为突出，是适合长期持有的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-05-09 | 5590.8 | buy | 17.886527867210418 | 100000.00000000001 |
| 2017-08-24 | 7641.21 | sell | 17.886527867210418 | 136674.71560420693 |
| 2018-06-27 | 7528.3 | buy | 18.15479133459173 | 136674.71560420693 |
| 2019-04-11 | 9515.94 | sell | 18.15479133459173 | 172759.90505249484 |
| 2020-03-18 | 8480.02 | buy | 20.372582264251125 | 172759.90505249484 |
| 2020-09-09 | 11275.73 | sell | 20.372582264251125 | 229715.73701448433 |
| 2021-07-26 | 11087.66 | buy | 20.718144046127346 | 229715.73701448433 |
当前策略针对深证红利指数，该指数专注于高分红和稳定收益的股票，适合中长期价值投资。策略在回测中展现出最低的持仓占比和交易频率，这意味着操作简洁，符合中长线偏好较少交易的风格。同时，该策略实现了最低的最大回撤和最高的Calmar比率，表明在风险管理方面表现卓越，波动率也较低，提供了稳健的回报环境。尽管年化收益率略低于部分其他策略，但其夏普比率和Sortino比率保持在合理水平，确保了风险调整后的收益质量。其他策略虽然在收益率或夏普比率上略高，但往往伴随着较高的持仓占比、更大回撤或波动，可能导致更频繁的交易和潜在风险，不适合寻求稳定性和操作简洁的投资者。综合考虑，当前策略在风险控制、操作频率和整体稳健性上达到最佳平衡，更适配深证红利指数的长期投资特性。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 5649.0 | buy | 17.70224818551956 | 100000.0 |
| 2016-05-03 | 5794.08 | sell | 17.70224818551956 | 102568.24216675518 |
| 2016-05-09 | 5590.8 | buy | 18.345897218064533 | 102568.2421667552 |
| 2016-05-31 | 5745.6 | sell | 18.345897218064533 | 105408.18705611158 |
| 2016-09-14 | 6042.72 | buy | 17.44383109859659 | 105408.1870561116 |
| 2016-09-22 | 6141.54 | sell | 17.44383109859659 | 107131.9864452749 |
| 2016-12-12 | 6329.85 | buy | 16.92488549417046 | 107131.9864452749 |
| 2017-01-10 | 6161.85 | sell | 16.92488549417046 | 104288.60568225426 |
| 2017-01-16 | 6091.13 | buy | 17.121388918354107 | 104288.60568225426 |
| 2017-01-20 | 6216.19 | sell | 17.121388918354107 | 106429.8065803836 |
| 2017-05-03 | 6748.84 | buy | 15.77008887162588 | 106429.8065803836 |
| 2017-05-23 | 6801.01 | sell | 15.77008887162588 | 107252.53211681634 |
| 2017-08-11 | 7470.58 | buy | 14.356653983601854 | 107252.53211681634 |
| 2017-08-25 | 7760.39 | sell | 14.356653983601854 | 111413.234007804 |
| 2017-12-07 | 8519.88 | buy | 13.076854839247034 | 111413.234007804 |
| 2017-12-20 | 9013.05 | sell | 13.076854839247034 | 117862.34650887546 |
| 2018-02-06 | 8838.88 | buy | 13.334534070931552 | 117862.34650887546 |
| 2018-03-09 | 9261.75 | sell | 13.334534070931552 | 123501.1209314503 |
| 2018-03-22 | 8615.5 | buy | 14.334759553299321 | 123501.1209314503 |
| 2018-04-24 | 8578.99 | sell | 14.334759553299321 | 122977.75886015935 |
| 2018-05-30 | 8465.74 | buy | 14.526522059519824 | 122977.75886015935 |
| 2018-06-05 | 8601.09 | sell | 14.526522059519824 | 124943.92362091536 |
| 2018-06-19 | 8213.35 | buy | 15.212297493825949 | 124943.92362091536 |
| 2018-07-24 | 7663.81 | sell | 15.212297493825949 | 116584.15765615825 |
| 2018-08-02 | 6887.83 | buy | 16.926108463210944 | 116584.15765615823 |
| 2018-08-27 | 7097.66 | sell | 16.926108463210944 | 120135.76299499378 |
| 2018-09-12 | 6689.5 | buy | 17.95885536960816 | 120135.76299499378 |
| 2018-09-21 | 7031.91 | sell | 17.95885536960816 | 126285.0546621013 |
| 2018-10-11 | 6598.53 | buy | 19.138361826361525 | 126285.0546621013 |
| 2018-11-02 | 6789.97 | sell | 19.138361826361525 | 129948.90265013996 |
| 2018-12-21 | 6523.61 | buy | 19.919784084293813 | 129948.90265013995 |
| 2019-01-09 | 6737.58 | sell | 19.919784084293813 | 134211.1388506563 |
| 2019-05-06 | 8885.93 | buy | 15.103780791729882 | 134211.1388506563 |
| 2019-06-11 | 8942.4 | sell | 15.103780791729882 | 135064.04935196528 |
| 2019-08-02 | 8971.33 | buy | 15.055075373658676 | 135064.04935196528 |
| 2019-08-22 | 9284.3 | sell | 15.055075373658676 | 139775.83629165925 |
| 2019-09-26 | 9337.72 | buy | 14.968947054704923 | 139775.83629165925 |
| 2019-10-14 | 9558.06 | sell | 14.968947054704923 | 143074.09408569292 |
| 2020-01-23 | 8877.74 | buy | 16.11604913927339 | 143074.09408569295 |
| 2020-02-20 | 10063.88 | sell | 16.11604913927339 | 162189.98461175067 |
| 2020-03-13 | 8972.03 | buy | 18.077289600207607 | 162189.98461175067 |
| 2020-04-10 | 9004.94 | sell | 18.077289600207607 | 162784.9082124935 |
| 2020-09-09 | 11275.73 | buy | 14.436751164890744 | 162784.9082124935 |
| 2020-10-12 | 11959.82 | sell | 14.436751164890744 | 172660.94531688362 |
| 2020-12-11 | 12883.24 | buy | 13.401981591345315 | 172660.94531688362 |
| 2020-12-28 | 13150.91 | sell | 13.401981591345315 | 176248.25372943902 |
| 2021-03-08 | 12982.02 | buy | 13.576335094957411 | 176248.25372943902 |
| 2021-04-01 | 13748.65 | sell | 13.576335094957411 | 186656.2795032862 |
| 2021-04-12 | 12951.99 | buy | 14.411397746854824 | 186656.2795032862 |
| 2021-04-21 | 13462.87 | sell | 14.411397746854824 | 194018.7743841994 |
| 2021-06-11 | 12953.87 | buy | 14.977668788107291 | 194018.7743841994 |
| 2021-09-10 | 11475.93 | sell | 14.977668788107291 | 171882.6785755041 |
| 2021-11-02 | 10865.83 | buy | 15.818642347202571 | 171882.6785755041 |
| 2021-11-22 | 11092.08 | sell | 15.818642347202571 | 175461.6464065587 |
| 2022-01-13 | 11145.62 | buy | 15.74265463980996 | 175461.6464065587 |
| 2022-01-20 | 11552.59 | sell | 15.74265463980996 | 181868.43456532215 |
| 2022-01-27 | 10901.55 | buy | 16.682805157553023 | 181868.43456532215 |
| 2022-04-01 | 9931.95 | sell | 16.682805157553023 | 165692.78668455876 |
| 2022-04-25 | 9024.89 | buy | 18.359535316725054 | 165692.78668455876 |
| 2022-05-31 | 9187.38 | sell | 18.359535316725054 | 168676.0275781734 |
| 2022-08-02 | 8997.96 | buy | 18.746029942139486 | 168676.0275781734 |
| 2022-09-09 | 9251.42 | sell | 18.746029942139486 | 173427.3963273081 |
| 2022-09-22 | 8727.31 | buy | 19.871804293339885 | 173427.3963273081 |
| 2022-11-11 | 8409.13 | sell | 19.871804293339885 | 167104.5856372532 |
| 2023-03-09 | 9321.55 | buy | 17.926695199537978 | 167104.5856372532 |
| 2023-03-30 | 9660.89 | sell | 17.926695199537978 | 173187.83038626445 |
| 2023-04-21 | 9198.87 | buy | 18.827076628571167 | 173187.83038626445 |
| 2023-06-12 | 8952.38 | sell | 18.827076628571167 | 168547.14426808793 |
| 2023-08-21 | 8813.63 | buy | 19.1234649364777 | 168547.14426808793 |
| 2023-09-04 | 9099.22 | sell | 19.1234649364777 | 174008.6146192966 |
| 2023-10-16 | 8543.48 | buy | 20.367416394642067 | 174008.6146192966 |
| 2023-11-06 | 8643.12 | sell | 20.367416394642067 | 176038.02398885877 |
| 2023-12-01 | 8228.17 | buy | 21.39455358711096 | 176038.02398885877 |
| 2023-12-29 | 7937.78 | sell | 21.39455358711096 | 169825.25957269763 |
| 2024-01-22 | 7595.75 | buy | 22.357931681887585 | 169825.25957269763 |
| 2024-01-25 | 7910.65 | sell | 22.357931681887585 | 176865.77225932403 |