| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 160135 | 南方中证高铁产业指数证券投资基金（LOF） | 南方中证高铁产业指数（LOF） | 场内基金 |
| 160639 | 鹏华中证高铁产业指数型证券投资基金（LOF） | 鹏华中证高铁产业指数(LOF)A | 场内基金 |
| 015678 | 鹏华中证高铁产业指数型证券投资基金（LOF） | 鹏华中证高铁产业指数(LOF)C | 场外基金 |
当前策略针对高铁产业指数，基于布林线模型进行中线估值，展现了卓越的风险调整后收益。年化收益率达到7.47%，夏普比率高达30.88%，在同类策略中领先，表明在控制波动率14.71%的同时，有效提升了回报。最大回撤25.15%处于可接受范围，考虑到高铁行业的周期性和增长性，该策略通过适中的持仓占比44.63%平衡了操作频率与收益捕捉。与其他策略相比，当前策略在收益率和夏普比率上显著优于其他选项，而波动率和回撤控制相对合理，更适合中长线投资风格，能够在市场波动中提供稳健的增值潜力。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-03-10 | 2249.0951 | buy | 44.462326203992 | 100000.0 |
| 2017-03-27 | 2301.9938 | sell | 44.462326203992 | 102351.99925516713 |
| 2017-08-11 | 2048.8639 | buy | 49.95548960336855 | 102351.99925516713 |
| 2017-09-19 | 2141.8005 | sell | 49.95548960336855 | 106994.69261023955 |
| 2017-09-25 | 2087.1122 | buy | 51.26446609350448 | 106994.69261023955 |
| 2017-10-27 | 2141.1661 | sell | 51.26446609350448 | 109765.73693401122 |
| 2018-02-01 | 1891.7 | buy | 58.024917763921984 | 109765.73693401122 |
| 2018-07-27 | 1581.9 | sell | 58.024917763921984 | 91789.6174107482 |
| 2018-08-17 | 1446.76 | buy | 63.444951070494206 | 91789.6174107482 |
| 2018-09-26 | 1523.42 | sell | 63.444951070494206 | 96653.30735981229 |
| 2018-10-16 | 1395.3 | buy | 69.27062807984827 | 96653.30735981229 |
| 2018-12-14 | 1523.6 | sell | 69.27062807984827 | 105540.72894245682 |
| 2019-01-31 | 1413.88 | buy | 74.6461714872951 | 105540.72894245682 |
| 2019-02-28 | 1650.62 | sell | 74.6461714872951 | 123212.46358035904 |
| 2019-04-26 | 1574.62 | buy | 78.24901473394155 | 123212.46358035904 |
| 2019-07-02 | 1509.29 | sell | 78.24901473394155 | 118100.45544779063 |
| 2019-08-02 | 1394.25 | buy | 84.70536521268828 | 118100.45544779063 |
| 2019-09-10 | 1455.86 | sell | 84.70536521268828 | 123319.15299854435 |
| 2019-11-11 | 1334.26 | buy | 92.42512928405584 | 123319.15299854435 |
| 2019-12-11 | 1366.86 | sell | 92.42512928405584 | 126332.21221320456 |
| 2020-01-23 | 1251.05 | buy | 100.98094577611172 | 126332.21221320456 |
| 2020-03-06 | 1403.14 | sell | 100.98094577611172 | 141690.4042562934 |
| 2020-05-22 | 1267.71 | buy | 111.76878328347445 | 141690.4042562934 |
| 2020-07-10 | 1409.08 | sell | 111.76878328347445 | 157491.15714907818 |
| 2020-09-24 | 1263.39 | buy | 124.65759357686713 | 157491.15714907818 |
| 2020-11-24 | 1291.45 | sell | 124.65759357686713 | 160989.04922484505 |
| 2021-06-15 | 1237.21 | buy | 130.12265437948693 | 160989.04922484502 |
| 2021-09-08 | 1354.06 | sell | 130.12265437948693 | 176193.88138908806 |
| 2022-03-08 | 1228.37 | buy | 143.4371414061627 | 176193.88138908808 |
| 2022-04-13 | 1229.63 | sell | 143.4371414061627 | 176374.61218725986 |
| 2022-04-25 | 1129.94 | buy | 156.09201567097355 | 176374.61218725986 |
| 2022-05-31 | 1197.0 | sell | 156.09201567097355 | 186842.14275815533 |
| 2022-08-02 | 1136.3 | buy | 164.43029372362523 | 186842.14275815533 |
| 2022-11-09 | 1140.65 | sell | 164.43029372362523 | 187557.41453585314 |
| 2023-06-26 | 1329.74 | buy | 141.04818576251984 | 187557.41453585314 |
| 2024-01-26 | 1178.72 | sell | 141.04818576251984 | 166256.31752199738 |