| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 501031 | 汇添富中证环境治理指数型证券投资基金(LOF) | 汇添富中证环境治理指数（LOF）C | 场内基金 |
| 164908 | 交银施罗德中证环境治理指数型证券投资基金（LOF） | 交银中证环境治理指数(LOF)A | 场外基金 |
| 501030 | 汇添富中证环境治理指数型证券投资基金(LOF) | 汇添富中证环境治理指数（LOF）A | 场内基金 |
| 013413 | 交银施罗德中证环境治理指数型证券投资基金（LOF） | 交银中证环境治理指数(LOF)C | 场外基金 |
当前策略针对环境治理指数，该指数聚焦环保和可持续发展领域，通常具有成长性和政策驱动特点，波动性适中，适合中线操作。作为基于布林线的策略，它旨在捕捉中期价格波动机会。在回测中，当前策略展现出显著优势：年化收益率较高，夏普比率优秀，表明风险调整后收益突出，同时最大回撤相对较低，风险控制良好。与其他策略相比，当前策略在多个关键指标如夏普比率、Calmar比率和Sortino比率上均领先，体现了更好的收益-风险平衡。尽管个人操作风格倾向于中长线和较少频率，当前策略在布林线模型中表现全面优秀，持仓天数占比适中，操作频率相对较低，符合稳健投资需求。因此，选择当前策略以在环境治理指数的投资中实现较高收益和可控风险，适应市场动态。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-12 | 2710.436 | buy | 36.89443322033798 | 100000.0 |
| 2017-01-10 | 2769.5587 | sell | 36.89443322033798 | 102181.29850695607 |
| 2017-01-16 | 2620.5803 | buy | 38.99185936296478 | 102181.29850695605 |
| 2017-03-10 | 2838.6451 | sell | 38.99185936296478 | 110684.0505205691 |
| 2017-07-14 | 2534.2682 | buy | 43.67495536603786 | 110684.0505205691 |
| 2017-09-22 | 2774.1757 | sell | 43.67495536603786 | 121161.99987504682 |
| 2017-11-17 | 2594.5524 | buy | 46.69861355471056 | 121161.99987504682 |
| 2018-01-10 | 2572.63 | sell | 46.69861355471056 | 120138.25418925504 |
| 2018-02-01 | 2216.18 | buy | 54.20961031561292 | 120138.25418925504 |
| 2018-03-16 | 2312.33 | sell | 54.20961031561292 | 125350.50822110122 |
| 2018-05-30 | 2055.07 | buy | 60.9957365058617 | 125350.50822110122 |
| 2018-07-27 | 1766.19 | sell | 60.9957365058617 | 107730.05985928788 |
| 2018-10-11 | 1320.86 | buy | 81.56054378154225 | 107730.0598592879 |
| 2018-11-23 | 1444.52 | sell | 81.56054378154225 | 117815.83670331341 |
| 2019-01-30 | 1304.52 | buy | 90.3135534168226 | 117815.83670331341 |
| 2019-03-14 | 1683.3 | sell | 90.3135534168226 | 152024.8044665375 |
| 2019-05-06 | 1506.79 | buy | 100.89315994036163 | 152024.8044665375 |
| 2019-07-08 | 1551.47 | sell | 100.89315994036163 | 156532.71085267287 |
| 2019-11-11 | 1383.27 | buy | 113.16135740142768 | 156532.71085267287 |
| 2019-12-23 | 1412.58 | sell | 113.16135740142768 | 159849.4702381087 |
| 2020-02-03 | 1298.71 | buy | 123.08326742545195 | 159849.4702381087 |
| 2020-02-28 | 1499.14 | sell | 123.08326742545195 | 184519.04952819206 |
| 2020-12-09 | 1430.21 | buy | 129.01535405862919 | 184519.04952819206 |
| 2021-03-09 | 1376.7 | sell | 129.01535405862919 | 177615.43793251482 |
| 2021-06-16 | 1362.62 | buy | 130.34847421329118 | 177615.43793251482 |
| 2021-07-19 | 1413.42 | sell | 130.34847421329118 | 184237.14042255003 |
| 2022-01-21 | 1567.81 | buy | 117.51241567699532 | 184237.14042255003 |
| 2022-02-24 | 1604.96 | sell | 117.51241567699532 | 188602.7266649504 |
| 2022-03-15 | 1422.55 | buy | 132.580736469685 | 188602.7266649504 |
| 2022-06-09 | 1351.73 | sell | 132.580736469685 | 179213.3589081673 |
| 2022-12-12 | 1303.97 | buy | 137.4367193326283 | 179213.3589081673 |
| 2023-02-16 | 1332.03 | sell | 137.4367193326283 | 183069.83325264085 |
| 2023-04-21 | 1248.21 | buy | 146.66589215968534 | 183069.83325264085 |
| 2023-07-04 | 1243.56 | sell | 146.66589215968534 | 182387.8368540983 |
| 2023-10-18 | 1101.89 | buy | 165.5227262740367 | 182387.8368540983 |
| 2023-11-16 | 1147.79 | sell | 165.5227262740367 | 189985.32999007657 |
| 2024-01-22 | 984.42 | buy | 192.9921476504709 | 189985.32999007657 |
| 2024-03-25 | 1028.53 | sell | 192.9921476504709 | 198498.21362293884 |