| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159607 | 嘉实中证海外中国互联网30交易型开放式指数证券投资基金（QDII） | 嘉实中证海外中国互联网30ETF（QDII） | 场内基金 |
| 159605 | 广发中证海外中国互联网30交易型开放式指数证券投资基金（QDII） | 广发中证海外中国互联网30（QDII-ETF） | 场内基金 |
当前策略在回测中表现出最优的综合性能，年化收益率达到17.55%，是所有策略中最高的，同时夏普比率高达68.22%，Sortino比率61.64%，Calmar比率112.88%，这些风险调整后回报指标均领先于其他策略，表明在控制风险的同时获得了卓越的收益。最大回撤为22.91%，与其他策略持平，显示在相同下行风险下提供了更强的上行潜力。该策略基于等权重估值模型，适用于中国互联网30这一成长型指数，能平衡市盈率、市净率和股息率等多个估值因素，避免过度依赖单一指标可能带来的偏差，适合互联网行业的高增长特性。持仓天数342天，占回测期的19.14%，作为长线估值策略，操作频率适中，符合中长线投资偏好，减少了频繁交易带来的成本和市场噪音。相比之下，其他策略虽然在持仓天数或波动率方面略有优势，但在核心收益和风险调整指标上显著不足，因此当前策略在兼顾行业特点、投资风格和回测数据方面提供了更佳的长期操作价值。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2020-03-13 | 7954.4 | buy | 12.571658453183144 | 100000.0 |
| 2021-02-18 | 18761.55 | sell | 12.571658453183144 | 235863.7986523182 |
| 2022-03-31 | 6878.2274 | buy | 34.29136388429353 | 235863.7986523182 |
当前策略针对中国互联网30指数，该指数属于高增长高波动的互联网行业，需要量化策略在追求收益的同时有效管理风险。在评估所有策略时，当前策略展现出最佳的风险调整后收益，年化收益率为12.84%，夏普比率高达43.08%，为所有策略中最高，表明在单位风险下获取的回报最优。持仓天数585天，持仓占比25.47%，适合中长线操作风格，交易频率较低，有助于降低交易成本和市场冲击。尽管最大回撤为25.83%相对较高，但在互联网行业的波动背景下处于合理范围，且Calmar比率74.45%和Sortino比率39.94%表现稳健，显示了策略的韧性。其他策略中，有的年化收益率虽略高但夏普比率较低或最大回撤更大，增加了风险暴露；有的持仓天数较短，不符合中长线操作的偏好，可能导致频繁交易和收益不稳定。综合考虑指数类型、行业特性和回测风格，当前策略在收益、风险控制和操作频率上取得了最佳平衡，是最适合长期稳健投资的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-02-02 | 9539.55 | buy | 10.482674759291582 | 100000.0 |
| 2018-02-14 | 10071.76 | sell | 10.482674759291582 | 105578.98433364258 |
| 2018-03-22 | 9477.83 | buy | 11.139573545172533 | 105578.98433364258 |
| 2018-04-10 | 9243.57 | sell | 11.139573545172533 | 102969.42783495047 |
| 2018-06-25 | 9724.63 | buy | 10.588518826418124 | 102969.42783495047 |
| 2018-07-06 | 9895.71 | sell | 10.588518826418124 | 104780.91163577409 |
| 2018-07-30 | 9504.51 | buy | 11.024335987417983 | 104780.9116357741 |
| 2018-08-27 | 8911.72 | sell | 11.024335987417983 | 98245.79550579257 |
| 2018-09-05 | 8121.11 | buy | 12.097582166205429 | 98245.79550579257 |
| 2018-09-19 | 8479.02 | sell | 12.097582166205429 | 102575.64113889917 |
| 2018-10-02 | 8232.04 | buy | 12.460537259160446 | 102575.64113889917 |
| 2018-11-01 | 7665.51 | sell | 12.460537259160446 | 95516.372965467 |
| 2018-12-17 | 7009.77 | buy | 13.626177886787582 | 95516.372965467 |
| 2019-01-04 | 7074.41 | sell | 13.626177886787582 | 96397.16910406893 |
| 2019-05-07 | 8306.69 | buy | 11.604763040882581 | 96397.16910406893 |
| 2019-06-07 | 7545.89 | sell | 11.604763040882581 | 87568.26538256546 |
| 2019-08-01 | 7465.71 | buy | 11.729395513965244 | 87568.26538256546 |
| 2019-08-16 | 7871.18 | sell | 11.729395513965244 | 92324.18338161295 |
| 2019-09-24 | 8025.01 | buy | 11.504556801999367 | 92324.18338161295 |
| 2019-10-11 | 7997.95 | sell | 11.504556801999367 | 92012.87007455084 |
| 2020-01-24 | 9219.73 | buy | 9.97999616849418 | 92012.87007455084 |
| 2020-02-04 | 9634.01 | sell | 9.97999616849418 | 96147.38288723462 |
| 2020-02-24 | 9501.34 | buy | 10.119349785107639 | 96147.38288723462 |
| 2020-03-05 | 9345.41 | sell | 10.119349785107639 | 94569.47267524278 |
| 2020-03-09 | 9248.64 | buy | 10.225230160893146 | 94569.47267524278 |
| 2020-03-25 | 9004.06 | sell | 10.225230160893146 | 92068.58588249153 |
| 2020-05-01 | 9134.42 | buy | 10.07930288759347 | 92068.58588249153 |
| 2020-05-08 | 9965.52 | sell | 10.07930288759347 | 100445.49451237047 |
| 2020-09-08 | 13338.66 | buy | 7.53040369215277 | 100445.49451237047 |
| 2020-09-30 | 13537.56 | sell | 7.53040369215277 | 101943.29180673965 |
| 2020-12-28 | 14376.44 | buy | 7.090996923211842 | 101943.29180673965 |
| 2020-12-30 | 14940.47 | sell | 7.090996923211842 | 105942.82680133882 |
| 2021-02-23 | 17110.28 | buy | 6.191764646828621 | 105942.82680133882 |
| 2021-04-06 | 14849.59 | sell | 6.191764646828621 | 91945.16638189982 |
| 2021-07-23 | 10765.43 | buy | 8.540779734938578 | 91945.16638189982 |
| 2021-08-10 | 10843.06 | sell | 8.540779734938578 | 92608.1871127231 |
| 2021-08-17 | 9750.39 | buy | 9.497895685477515 | 92608.1871127231 |
| 2021-08-31 | 10966.36 | sell | 9.497895685477515 | 104157.3433293932 |
| 2021-10-04 | 9559.23 | buy | 10.895997201593978 | 104157.3433293932 |
| 2021-10-07 | 10383.26 | sell | 10.895997201593978 | 113135.97190342269 |
| 2021-12-17 | 8435.2909 | buy | 13.412219358483853 | 113135.97190342269 |
| 2021-12-31 | 8502.71 | sell | 13.412219358483853 | 114040.21166157423 |
| 2022-01-27 | 8018.5347 | buy | 14.222076218186626 | 114040.21166157423 |
| 2022-02-09 | 9012.4811 | sell | 14.222076218186626 | 128176.19311916645 |
| 2022-03-07 | 6595.9005 | buy | 19.43270568122828 | 128176.19311916646 |
| 2022-03-23 | 7296.0585 | sell | 19.43270568122828 | 141782.15746352388 |
| 2022-04-21 | 6105.4583 | buy | 23.222197335050815 | 141782.15746352388 |
| 2022-04-29 | 7204.0 | sell | 23.222197335050815 | 167292.70960170607 |
| 2022-07-11 | 7432.1961 | buy | 22.50918939042877 | 167292.70960170607 |
| 2022-07-26 | 7514.2341 | sell | 22.50918939042877 | 169139.31848091807 |
| 2022-07-29 | 7039.1398 | buy | 24.028407346153017 | 169139.31848091807 |
| 2022-08-25 | 7506.3146 | sell | 24.028407346153017 | 180364.78487717564 |
| 2022-09-19 | 6986.0404 | buy | 25.81788460272512 | 180364.78487717564 |
| 2022-10-05 | 6875.72 | sell | 25.81788460272512 | 177516.54552064918 |
| 2022-10-24 | 5119.1322 | buy | 34.67707779077266 | 177516.54552064918 |
| 2022-11-02 | 5484.9035 | sell | 34.67707779077266 | 190200.42534438122 |
| 2023-01-19 | 8257.4013 | buy | 23.033932642268606 | 190200.42534438122 |
| 2023-01-23 | 8316.24 | sell | 23.033932642268606 | 191555.71199693988 |
| 2023-02-21 | 7403.7746 | buy | 25.872709846804344 | 191555.71199693988 |
| 2023-03-06 | 7531.9951 | sell | 25.872709846804344 | 194873.12378985208 |
| 2023-04-25 | 6760.4897 | buy | 28.825297047616548 | 194873.12378985208 |
| 2023-05-15 | 6956.0922 | sell | 28.825297047616548 | 200511.4239556085 |
| 2023-09-21 | 7268.6493 | buy | 27.58578873183612 | 200511.4239556085 |
| 2023-10-10 | 7387.4717 | sell | 27.58578873183612 | 203789.23357861824 |
| 2023-12-05 | 6921.0132 | buy | 29.444999986218523 | 203789.23357861824 |
| 2023-12-15 | 7003.1972 | sell | 29.444999986218523 | 206209.1414574856 |
| 2023-12-22 | 6647.9019 | buy | 31.018679962393186 | 206209.1414574856 |
| 2024-02-14 | 6516.93 | sell | 31.018679962393186 | 202146.56600731902 |
| 2024-03-05 | 6555.8623 | buy | 30.834474056497346 | 202146.56600731902 |
| 2024-03-12 | 6935.7753 | sell | 30.834474056497346 | 213860.9835495451 |