| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159876 | 华宝中证有色金属交易型开放式指数证券投资基金 | 华宝中证有色金属ETF | 场内基金 |
| 011630 | 西藏东财中证有色金属指数增强型发起式证券投资基金 | 东财有色增强A | 场外基金 |
| 159871 | 银华中证有色金属交易型开放式指数证券投资基金 | 有色金属 | 场内基金 |
| 011631 | 西藏东财中证有色金属指数增强型发起式证券投资基金 | 东财有色增强C | 场外基金 |
| 159881 | 国泰中证有色金属交易型开放式指数证券投资基金 | 国泰中证有色金属ETF | 场内基金 |
| 017140 | 华宝中证有色金属交易型开放式指数证券投资基金发起式联接基金 | 华宝中证有色金属ETF发起式联接A | 场外基金 |
| 017141 | 华宝中证有色金属交易型开放式指数证券投资基金发起式联接基金 | 华宝中证有色金属ETF发起式联接C | 场外基金 |
| 020735 | 西藏东财中证有色金属指数增强型发起式证券投资基金 | 东财有色增强E | 场外基金 |
当前策略针对中证有色指数，该行业作为周期性板块，通常具有较高的波动性，需要策略能够有效管理风险并捕捉趋势。在回测数据中，当前策略展现出最高的年化收益率和夏普比率，表明其收益能力和风险调整后的表现优异；虽然最大回撤略高于某些策略，但高Calmar比率显示了强劲的恢复能力，波动率也处于适中水平，整体风险控制良好。从操作风格来看，持仓占比较高，意味着持仓时间较长、交易频率较低，这符合中长线投资的偏好，有助于减少交易成本并平滑市场波动影响。与其他策略相比，当前策略在收益与风险指标上取得了更好的平衡，特别适合在有色金属这样的高波动性行业中实施中线布局，兼顾了成长潜力和稳定性。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-03-23 | 1431.99 | buy | 69.8328898944825 | 100000.0 |
| 2018-07-27 | 1172.55 | sell | 69.8328898944825 | 81882.55504577546 |
| 2018-08-03 | 1058.25 | buy | 77.37543590434723 | 81882.55504577546 |
| 2018-10-08 | 1046.87 | sell | 77.37543590434723 | 81002.02258518398 |
| 2018-10-11 | 962.1 | buy | 84.19293481465958 | 81002.02258518398 |
| 2018-11-08 | 954.55 | sell | 84.19293481465958 | 80366.3659273333 |
| 2019-01-30 | 883.59 | buy | 90.95436336687072 | 80366.3659273333 |
| 2019-03-08 | 1135.5 | sell | 90.95436336687072 | 103278.6796030817 |
| 2019-04-26 | 1022.59 | buy | 100.99715389655844 | 103278.6796030817 |
| 2019-06-03 | 1029.17 | sell | 100.99715389655844 | 103943.24087572107 |
| 2019-07-08 | 1048.06 | buy | 99.17680369036226 | 103943.24087572107 |
| 2019-08-09 | 1072.34 | sell | 99.17680369036226 | 106351.25366932306 |
| 2019-09-26 | 1061.12 | buy | 100.22547277341212 | 106351.25366932306 |
| 2019-11-28 | 1014.95 | sell | 100.22547277341212 | 101723.84359137464 |
| 2020-02-03 | 1048.22 | buy | 97.04436434276644 | 101723.84359137464 |
| 2020-02-19 | 1222.63 | sell | 97.04436434276644 | 118649.35117639655 |
| 2020-03-16 | 1016.55 | buy | 116.71767367704152 | 118649.35117639655 |
| 2020-04-17 | 1052.76 | sell | 116.71767367704152 | 122875.69814024222 |
| 2020-09-24 | 1207.97 | buy | 101.72081934174045 | 122875.69814024221 |
| 2020-11-25 | 1488.01 | sell | 101.72081934174045 | 151361.5963887032 |
| 2021-02-05 | 1619.33 | buy | 93.47174225679956 | 151361.5963887032 |
| 2021-02-24 | 1855.7 | sell | 93.47174225679956 | 173455.51210594294 |
| 2021-03-24 | 1523.6193 | buy | 113.84439151298683 | 173455.51210594294 |
| 2021-04-21 | 1643.9895 | sell | 113.84439151298683 | 187158.98428123945 |
| 2021-06-16 | 1668.2895 | buy | 112.18615490970808 | 187158.98428123945 |
| 2021-07-27 | 2089.829 | sell | 112.18615490970808 | 234449.87992880034 |
| 2021-09-27 | 2224.1667 | buy | 105.4102104526609 | 234449.87992880034 |
| 2021-12-02 | 2311.8695 | sell | 105.4102104526609 | 243694.6505340879 |
| 2021-12-20 | 2155.0815 | buy | 113.07908797606399 | 243694.6505340879 |
| 2022-03-01 | 2256.7818 | sell | 113.07908797606399 | 255194.82770498007 |
| 2022-03-14 | 1876.7777 | buy | 135.97498931545277 | 255194.82770498004 |
| 2022-05-24 | 1866.4328 | sell | 135.97498931545277 | 253788.1800380106 |
| 2022-08-31 | 1917.3392 | buy | 132.3647792931009 | 253788.1800380106 |
| 2022-11-10 | 1932.0349 | sell | 132.3647792931009 | 255733.37312506826 |
| 2022-12-20 | 1773.33 | buy | 144.21081982770735 | 255733.37312506826 |
| 2023-02-06 | 1990.05 | sell | 144.21081982770735 | 286986.741998129 |
| 2023-03-10 | 1877.87 | buy | 152.82567057257904 | 286986.741998129 |
| 2023-04-20 | 1901.86 | sell | 152.82567057257904 | 290653.0298351652 |
| 2023-05-25 | 1701.8 | buy | 170.7915323981462 | 290653.0298351652 |
| 2023-06-19 | 1712.87 | sell | 170.7915323981462 | 292543.69209881267 |
| 2023-08-16 | 1699.2 | buy | 172.16554384346318 | 292543.69209881267 |
| 2024-01-04 | 1536.96 | sell | 172.16554384346318 | 264611.5542656492 |
| 2024-01-22 | 1403.9 | buy | 188.48319272430314 | 264611.5542656492 |
| 2024-02-26 | 1511.23 | sell | 188.48319272430314 | 284841.45534074865 |