| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 161726 | 招商国证生物医药指数证券投资基金 | 招商国证生物医药指数A | 场内基金 |
| 159839 | 汇添富国证生物医药交易型开放式指数证券投资基金 | 汇添富国证生物医药ETF | 场内基金 |
| 011040 | 天弘国证生物医药交易型开放式指数证券投资基金发起式联接基金 | 天弘国证生物医药ETF发起式联接A | 场外基金 |
| 011041 | 天弘国证生物医药交易型开放式指数证券投资基金发起式联接基金 | 天弘国证生物医药ETF发起式联接C | 场外基金 |
| 012417 | 招商国证生物医药指数证券投资基金 | 招商国证生物医药指数C | 场外基金 |
| 159859 | 天弘国证生物医药交易型开放式指数证券投资基金 | 天弘国证生物医药ETF | 场内基金 |
| 159508 | 华安国证生物医药交易型开放式指数证券投资基金 | 华安国证生物医药ETF | 场内基金 |
在当前生物医药指数（399441）的量化策略选择中，我重点考虑了指数本身的数据表现和个人操作风格偏好。生物医药行业通常具有高增长潜力但伴随较高波动性，因此策略需要平衡收益与风险。当前策略在多个关键指标上表现突出：年化收益率高达16.42%，夏普比率为64.92%，表明风险调整后回报优秀；持仓占比为58.99%，持仓天数1512天，反映出较少的交易频率和长期持有特点，这高度符合中长线操作偏好，避免了频繁调整带来的成本和不确定性。尽管最大回撤为43.02%相对较高，但考虑到行业特性和高Sortino比率（84.19%），该策略在管理下行风险方面仍有优势。其他策略如部分低波动选项虽最大回撤较低，但年化收益率和夏普比率明显不足，且持仓占比较低可能导致操作频繁，不符合中长线风格。综合来看，当前策略在收益、风险调整和操作频率上达到了最佳平衡，尤其适合在生物医药这类波动性行业中实施稳健的中长期投资。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-03-30 | 2488.15 | buy | 40.19050298414484 | 100000.0 |
| 2017-06-12 | 2435.66 | sell | 40.19050298414484 | 97890.40049836221 |
| 2017-07-17 | 2303.16 | buy | 42.50264875143812 | 97890.40049836221 |
| 2017-08-24 | 2391.53 | sell | 42.50264875143812 | 101646.35956852682 |
| 2018-01-31 | 2451.44 | buy | 41.46393938604527 | 101646.35956852681 |
| 2018-03-23 | 2606.77 | sell | 41.46393938604527 | 108086.95327336123 |
| 2018-06-15 | 2691.1 | buy | 40.1645993360935 | 108086.95327336121 |
| 2018-07-18 | 2790.66 | sell | 40.1645993360935 | 112085.74078326269 |
| 2018-08-06 | 2451.84 | buy | 45.71494909262541 | 112085.74078326269 |
| 2018-10-08 | 2453.04 | sell | 45.71494909262541 | 112140.59872217383 |
| 2018-10-11 | 2297.84 | buy | 48.80261407329223 | 112140.59872217383 |
| 2018-11-26 | 2392.38 | sell | 48.80261407329223 | 116754.39785666288 |
| 2018-12-14 | 2121.88 | buy | 55.02403427934797 | 116754.39785666288 |
| 2019-04-11 | 2677.12 | sell | 55.02403427934797 | 147305.94264992804 |
| 2019-05-06 | 2478.08 | buy | 59.44357835498775 | 147305.94264992804 |
| 2019-07-11 | 2666.35 | sell | 59.44357835498775 | 158497.3851468216 |
| 2019-08-06 | 2591.65 | buy | 61.156940615755055 | 158497.3851468216 |
| 2019-09-17 | 2980.43 | sell | 61.156940615755055 | 182273.98051941482 |
| 2019-12-02 | 2970.93 | buy | 61.3524992239517 | 182273.98051941482 |
| 2020-02-28 | 3660.68 | sell | 61.3524992239517 | 224591.8668591355 |
| 2020-03-16 | 3410.58 | buy | 65.85151700271963 | 224591.8668591355 |
| 2020-05-28 | 4463.02 | sell | 65.85151700271963 | 293896.6374134778 |
| 2020-09-09 | 5316.93 | buy | 55.27562661413218 | 293896.6374134778 |
| 2020-10-19 | 5784.55 | sell | 55.27562661413218 | 319744.62593077833 |
| 2020-11-11 | 5247.95 | buy | 60.92752902195683 | 319744.62593077833 |
| 2021-01-14 | 5470.47 | sell | 60.92752902195683 | 333302.21968874417 |
| 2021-03-08 | 4804.24 | buy | 69.37667970141878 | 333302.21968874417 |
| 2021-04-12 | 5426.37 | sell | 69.37667970141878 | 376463.5334313878 |
| 2021-07-06 | 6096.69 | buy | 61.7488396870085 | 376463.5334313878 |
| 2021-07-16 | 6458.13 | sell | 61.7488396870085 | 398782.0340478602 |
| 2021-07-26 | 5685.76 | buy | 70.13697976134416 | 398782.0340478602 |
| 2021-08-06 | 6088.8 | sell | 70.13697976134416 | 427050.04237087234 |
| 2021-08-17 | 5540.62 | buy | 77.07621933481674 | 427050.04237087234 |
| 2021-12-01 | 5120.28 | sell | 77.07621933481674 | 394651.82433567545 |
| 2021-12-23 | 4816.88 | buy | 81.93100603205299 | 394651.8243356754 |
| 2022-03-28 | 4279.68 | sell | 81.93100603205299 | 350638.48789525655 |
| 2022-04-22 | 3524.62 | buy | 99.48263582889973 | 350638.48789525655 |
| 2022-06-13 | 3685.64 | sell | 99.48263582889973 | 366657.181916426 |
| 2022-07-29 | 3696.19 | buy | 99.19868348662433 | 366657.181916426 |
| 2022-10-19 | 3350.94 | sell | 99.19868348662433 | 332408.8364426689 |
| 2022-12-20 | 3240.86 | buy | 102.56809502498378 | 332408.8364426689 |
| 2023-01-31 | 3692.8 | sell | 102.56809502498378 | 378763.4613082601 |
| 2023-03-17 | 3198.95 | buy | 118.40243245698123 | 378763.4613082601 |
| 2023-04-18 | 3275.21 | sell | 118.40243245698123 | 387792.8308074295 |
| 2023-04-25 | 3061.58 | buy | 126.66428145187436 | 387792.8308074295 |
| 2023-08-07 | 2729.62 | sell | 126.66428145187436 | 345745.35593666526 |
| 2023-08-23 | 2638.12 | buy | 131.05747878666068 | 345745.35593666526 |
| 2023-10-19 | 2686.24 | sell | 131.05747878666068 | 352051.84181587934 |
| 2023-12-07 | 2755.64 | buy | 127.75683391730391 | 352051.84181587934 |
| 2024-03-06 | 2275.9 | sell | 127.75683391730391 | 290761.77831239195 |
| 2024-03-27 | 2219.97 | buy | 130.97554395437416 | 290761.77831239195 |