| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 161721 | 招商沪深300地产等权重指数证券投资基金 | 招商沪深300地产等权重指数A | 场外基金 |
| 013273 | 招商沪深300地产等权重指数证券投资基金 | 招商沪深300地产等权重指数C | 场外基金 |
当前策略在针对地产等权指数的回测中表现出色，年化收益率达到6.73%，是所有策略中最高的，同时夏普比率高达23.64%，表明风险调整后收益优越，最大回撤为37.18%，相对较低，控制在合理范围内，波动率20.31%也处于适中水平，综合指标优于其他策略。地产行业作为周期性行业，长期估值模型通过PE、PB和DYR权重配置，能够有效捕捉行业低谷买入和高估卖出机会，适合中长线投资。该策略持仓占比56.46%，操作频率较低，避免了频繁交易带来的成本和不确定性，而其他策略在收益率、夏普比率和最大回撤等方面均有不足，例如一些策略最大回撤高达42.55%且收益更低。因此，选择此策略能够在确保较高收益的同时，有效管理下行风险，符合对长线稳健操作的偏好。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-29 | 6900.73 | buy | 14.491220494063672 | 100000.0 |
| 2018-01-05 | 8540.49 | sell | 14.491220494063672 | 123762.12371734585 |
| 2018-04-16 | 7327.02 | buy | 16.891195017530436 | 123762.12371734586 |
| 2019-12-20 | 7575.38 | sell | 16.891195017530436 | 127957.22091189971 |
| 2020-02-03 | 6605.12 | buy | 19.3724294050524 | 127957.22091189971 |
| 2020-03-04 | 7555.98 | sell | 19.3724294050524 | 146377.68913598784 |
| 2020-03-18 | 6173.95 | buy | 23.708920405249124 | 146377.68913598784 |
| 2020-07-09 | 8047.54 | sell | 23.708920405249124 | 190798.48531805855 |
| 2020-10-27 | 6782.35 | buy | 28.131618881074928 | 190798.48531805855 |
| 2022-03-31 | 5983.58 | sell | 28.131618881074928 | 168327.79210442232 |
当前策略针对地产等权指数，通过布林线模型进行中线估值，展现出优秀的风险控制能力和适应中长线操作的特性。该策略持仓占比仅为12.13%，操作频率低，符合减少交易次数的偏好，适合长期持有。在风险指标上，最大回撤为17.21%，波动率为12.30%，均显著低于其他策略，表明在地产这类周期性行业中能有效控制下行风险和不确定性。夏普比率为29.92%，风险调整后收益良好，年化收益率达到6.91%，在稳健增长的同时避免了高波动带来的潜在损失。相比之下，其他策略虽然部分收益率较高，但往往伴随更高的最大回撤和波动率，或持仓占比过高导致操作频繁，不利于中长线投资的稳定性和可持续性。综合指数数据和个人操作风格，当前策略在收益率、风险控制和操作频率之间取得了最佳平衡，确保了长期投资的安全性和效率。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-04-20 | 6669.187 | buy | 14.99433139301687 | 100000.0 |
| 2016-05-04 | 6856.384 | sell | 14.99433139301687 | 102806.89385377857 |
| 2016-06-24 | 6565.97 | buy | 15.657533289640154 | 102806.89385377857 |
| 2016-07-04 | 6645.648 | sell | 15.657533289640154 | 104054.45479123051 |
| 2016-07-27 | 6570.899 | buy | 15.83564970200128 | 104054.45479123051 |
| 2016-08-05 | 6808.851 | sell | 15.83564970200128 | 107822.57930912111 |
| 2017-06-14 | 7188.4402 | buy | 14.999440255359028 | 107822.57930912111 |
| 2017-06-23 | 7507.5498 | sell | 14.999440255359028 | 112609.04468923261 |
| 2017-07-17 | 7255.3687 | buy | 15.520788721492902 | 112609.04468923261 |
| 2017-07-20 | 7404.1935 | sell | 15.520788721492902 | 114918.92296655106 |
| 2017-11-06 | 7225.4835 | buy | 15.90466893551844 | 114918.92296655106 |
| 2017-11-16 | 7351.5837 | sell | 15.90466893551844 | 116924.50490025373 |
| 2017-12-15 | 7295.3 | buy | 16.02737446030372 | 116924.50490025373 |
| 2017-12-25 | 7534.05 | sell | 16.02737446030372 | 120751.04055265123 |
| 2018-02-06 | 8036.09 | buy | 15.026093604308965 | 120751.04055265123 |
| 2018-03-06 | 8060.47 | sell | 15.026093604308965 | 121117.37671472429 |
| 2018-03-23 | 7362.29 | buy | 16.451046714367987 | 121117.37671472429 |
| 2018-04-10 | 7799.31 | sell | 16.451046714367987 | 128306.81314983738 |
| 2018-05-22 | 7199.26 | buy | 17.822222443673013 | 128306.81314983738 |
| 2018-06-07 | 7060.71 | sell | 17.822222443673013 | 125837.54423026647 |
| 2018-06-26 | 6401.7 | buy | 19.656894923265146 | 125837.54423026647 |
| 2018-07-24 | 6311.12 | sell | 19.656894923265146 | 124057.02268811713 |
| 2020-01-21 | 7491.61 | buy | 16.5594608753148 | 124057.02268811711 |
| 2020-02-14 | 7230.94 | sell | 16.5594608753148 | 119740.4680217488 |
| 2020-10-27 | 6782.35 | buy | 17.654716731184443 | 119740.46802174882 |
| 2020-11-06 | 6947.58 | sell | 17.654716731184443 | 122657.55686724241 |
| 2021-06-07 | 5989.79 | buy | 20.477772487389778 | 122657.55686724241 |
| 2021-07-01 | 5680.08 | sell | 20.477772487389778 | 116315.38595017293 |
| 2021-07-26 | 4713.66 | buy | 24.676235865584903 | 116315.38595017293 |
| 2021-08-09 | 4971.98 | sell | 24.676235865584903 | 122689.75119897081 |
| 2021-09-16 | 4930.61 | buy | 24.88328040525834 | 122689.75119897081 |
| 2021-09-23 | 5250.08 | sell | 24.88328040525834 | 130639.2127900387 |
| 2022-03-09 | 5087.94 | buy | 25.67624869594349 | 130639.2127900387 |
| 2022-03-22 | 5417.25 | sell | 25.67624869594349 | 139094.65824809988 |
| 2022-07-15 | 4681.06 | buy | 29.71435064880601 | 139094.65824809988 |
| 2022-07-26 | 4826.78 | sell | 29.71435064880601 | 143424.63342464386 |
| 2023-02-03 | 4376.59 | buy | 32.770863486103075 | 143424.63342464386 |
| 2023-02-14 | 4505.18 | sell | 32.770863486103075 | 147638.63876032186 |
| 2023-03-07 | 4317.08 | buy | 34.19872663011152 | 147638.63876032186 |
| 2023-04-07 | 4262.06 | sell | 34.19872663011152 | 145757.02482113312 |
| 2023-06-20 | 3673.37 | buy | 39.67937474883639 | 145757.02482113312 |
| 2023-07-20 | 3703.67 | sell | 39.67937474883639 | 146959.30987602286 |
| 2023-08-21 | 3836.21 | buy | 38.30846326870084 | 146959.30987602286 |
| 2023-08-29 | 4005.75 | sell | 38.30846326870084 | 153454.1267385984 |
| 2024-01-17 | 2505.49 | buy | 61.24715194975769 | 153454.1267385984 |
| 2024-01-25 | 2733.86 | sell | 61.24715194975769 | 167441.1388293646 |
| 2024-03-04 | 2542.09 | buy | 65.86751013117733 | 167441.1388293646 |
| 2024-03-12 | 2589.87 | sell | 65.86751013117733 | 170588.28846343223 |