| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 161033 | 富国中证智能汽车指数证券投资基金（LOF） | 富国中证智能汽车指数（LOF）A | 场内基金 |
| 515250 | 富国中证智能汽车主题交易型开放式指数证券投资基金 | 富国中证智能汽车主题ETF | 场内基金 |
| 010955 | 天弘中证智能汽车主题指数型发起式证券投资基金 | 天弘中证智能汽车A | 场外基金 |
| 516520 | 华泰柏瑞中证智能汽车主题交易型开放式指数证券投资基金 | 智能驾驶 | 场内基金 |
| 010956 | 天弘中证智能汽车主题指数型发起式证券投资基金 | 天弘中证智能汽车C | 场外基金 |
| 159888 | 华夏中证智能汽车主题交易型开放式指数证券投资基金 | 华夏中证智能汽车主题ETF | 场内基金 |
| 159889 | 国泰中证智能汽车主题交易型开放式指数证券投资基金 | 国泰中证智能汽车主题ETF | 场内基金 |
| 013292 | 富国中证智能汽车指数证券投资基金（LOF） | 富国中证智能汽车指数（LOF）C | 场外基金 |
| 159795 | 汇添富中证智能汽车主题交易型开放式指数证券投资基金 | 汇添富中证智能汽车主题ETF | 场内基金 |
当前策略在CS智汽车指数上表现优异，该指数属于智能汽车行业，具有高成长性特点，适合采用估值策略进行长线投资。与其他策略相比，当前策略实现了最高的年化收益率6.93%，同时在风险控制方面表现突出，夏普比率达到24.45%，Sortino比率为27.74%，表明在考虑下行风险后仍能提供优越的风险调整后收益。波动率保持在21.41%，相对较低，有助于减少投资组合的波动，而最大回撤与其他策略相同，为38.64%，但Calmar比率最高，为53.08%，显示在回撤恢复能力上更强。策略持仓天数726天，持仓占比41.25%，反映了中长线操作风格，买卖信号基于估值阈值，减少了频繁交易，符合稳健投资偏好。综合来看，当前策略在收益和风险调整后收益方面均优于其他选项，适合在智能汽车这一高增长行业中进行长期价值投资。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2019-06-06 | 2671.9855 | buy | 37.42535279476629 | 100000.0 |
| 2019-07-01 | 2911.5189 | sell | 37.42535279476629 | 108964.62200112987 |
| 2021-03-24 | 4638.6546 | buy | 23.49056599323646 | 108964.62200112986 |
| 2021-07-12 | 5740.2556 | sell | 23.49056599323646 | 134841.85298984515 |
| 2021-09-15 | 5036.0598 | buy | 26.77526843304068 | 134841.85298984515 |
| 2021-11-22 | 6196.4135 | sell | 26.77526843304068 | 165910.6347846171 |
| 2022-01-27 | 5548.5762 | buy | 29.901479010888792 | 165910.6347846171 |
| 2023-07-04 | 4778.13 | sell | 29.901479010888792 | 142873.15390629807 |
| 2023-08-25 | 4191.69 | buy | 34.084856920788056 | 142873.15390629807 |
当前策略在CS智汽车指数上表现突出，年化收益率达到12.98%，是所有策略中最高的，夏普比率高达50.09%，显示出优异的风险调整后回报。最大回撤为37.99%，虽然相对较高，但在可控范围内，考虑到智能汽车行业作为科技密集型领域，通常具有较高波动性，该回撤水平可以接受。持仓占比为51.45%，持仓天数达1157天，表明策略操作频率较低，倾向于中长线持有，符合偏好较少交易的投资风格。与其他策略相比，当前策略在收益率和夏普比率上显著领先，同时保持了较高的持仓占比，避免了频繁交易带来的成本和风险。其他低回撤策略虽然回撤较小，但收益率和夏普比率较低，且持仓占比很低，意味着交易频繁，不适合中长期投资目标。综合指数数据本身和操作风格，当前策略在收益、风险和持有时间上取得了最佳平衡，因此被选为最适合的操作策略。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-02-06 | 2877.87 | buy | 34.74792120561388 | 100000.0 |
| 2018-02-28 | 3335.57 | sell | 34.74792120561388 | 115904.12353580949 |
| 2018-03-23 | 3085.47 | buy | 37.56449537211818 | 115904.12353580947 |
| 2018-05-09 | 3062.46 | sell | 37.56449537211818 | 115039.76449729704 |
| 2018-05-30 | 2922.85 | buy | 39.35876438999505 | 115039.76449729703 |
| 2018-07-16 | 2715.45 | sell | 39.35876438999505 | 106876.75676281206 |
| 2018-09-10 | 2384.7508 | buy | 44.81674008152637 | 106876.75676281206 |
| 2018-09-25 | 2473.6077 | sell | 44.81674008152637 | 110859.03335456226 |
| 2018-10-08 | 2316.7367 | buy | 47.85137359569703 | 110859.03335456226 |
| 2018-11-06 | 2319.6937 | sell | 47.85137359569703 | 111000.52986628473 |
| 2018-11-23 | 2242.6458 | buy | 49.495346017763815 | 111000.52986628473 |
| 2018-12-04 | 2358.2928 | sell | 49.495346017763815 | 116724.51814720109 |
| 2018-12-19 | 2211.1198 | buy | 52.78977563639975 | 116724.51814720109 |
| 2019-02-14 | 2510.0286 | sell | 52.78977563639975 | 132503.8466349466 |
| 2019-03-26 | 2945.1275 | buy | 44.99086937151162 | 132503.8466349466 |
| 2019-04-03 | 3255.2349 | sell | 44.99086937151162 | 146455.8481594857 |
| 2019-05-06 | 2728.083 | buy | 53.684527985213684 | 146455.8481594857 |
| 2019-06-12 | 2696.0177 | sell | 53.684527985213684 | 144734.43766428143 |
| 2019-08-07 | 2868.8501 | buy | 50.450331184707565 | 144734.43766428143 |
| 2019-08-16 | 3091.0358 | sell | 50.450331184707565 | 155943.7798137875 |
| 2019-09-26 | 3490.2181 | buy | 44.68023927037324 | 155943.7798137875 |
| 2019-10-29 | 3554.5421 | sell | 44.68023927037324 | 158817.79152461496 |
| 2020-02-03 | 4253.6405 | buy | 37.3369097657912 | 158817.79152461496 |
| 2020-02-19 | 4812.0173 | sell | 37.3369097657912 | 179665.8557215262 |
| 2020-03-16 | 4372.0763 | buy | 41.09394333340573 | 179665.8557215262 |
| 2020-05-07 | 4765.4645 | sell | 41.09394333340573 | 195831.72812035668 |
| 2020-05-21 | 4472.7774 | buy | 43.783025759421136 | 195831.72812035668 |
| 2020-06-23 | 5021.9327 | sell | 43.783025759421136 | 219875.40876617935 |
| 2020-09-07 | 5209.9904 | buy | 42.20265142257831 | 219875.40876617935 |
| 2020-10-14 | 5271.7677 | sell | 42.20265142257831 | 222482.57462390742 |
| 2020-11-25 | 5192.8731 | buy | 42.84383044598325 | 222482.57462390742 |
| 2021-01-06 | 5517.3236 | sell | 42.84383044598325 | 236383.2768340219 |
| 2021-01-28 | 5434.5171 | buy | 43.49664790529814 | 236383.27683402193 |
| 2021-04-06 | 4906.2405 | sell | 43.49664790529814 | 213405.01556721388 |
| 2021-05-07 | 4588.0759 | buy | 46.51296539519189 | 213405.01556721388 |
| 2021-06-01 | 5116.0749 | sell | 46.51296539519189 | 237963.8147829098 |
| 2021-07-27 | 5280.486 | buy | 45.0647563089666 | 237963.81478290982 |
| 2021-08-05 | 5763.2093 | sell | 45.0647563089666 | 259717.62266207 |
| 2021-08-16 | 5340.3619 | buy | 48.63296299489928 | 259717.62266207 |
| 2021-10-12 | 5265.3993 | sell | 48.63296299489928 | 256071.96931026859 |
| 2021-12-07 | 6191.4941 | buy | 41.35867129555507 | 256071.96931026856 |
| 2021-12-24 | 6266.7016 | sell | 41.35867129555507 | 259182.45158172905 |
| 2022-01-05 | 5954.9621 | buy | 43.5237785277809 | 259182.45158172902 |
| 2022-01-19 | 6065.6316 | sell | 43.5237785277809 | 263999.20638950926 |
| 2022-01-27 | 5548.5762 | buy | 47.579630678859424 | 263999.20638950926 |
| 2022-02-24 | 5554.7055 | sell | 47.579630678859424 | 264290.83621982916 |
| 2022-03-03 | 5104.3554 | buy | 51.77751459465952 | 264290.83621982916 |
| 2022-05-18 | 4264.2999 | sell | 51.77751459465952 | 220794.85030825515 |
| 2022-07-12 | 4753.3334 | buy | 46.45052886638567 | 220794.85030825515 |
| 2022-08-02 | 5169.4483 | sell | 46.45052886638567 | 240123.60748243832 |
| 2022-08-24 | 4828.7964 | buy | 49.7274243085582 | 240123.60748243832 |
| 2022-11-07 | 4395.6352 | sell | 49.7274243085582 | 218583.61669603406 |
| 2022-12-13 | 4155.3555 | buy | 52.60286796064358 | 218583.61669603406 |
| 2023-01-11 | 4199.26 | sell | 52.60286796064358 | 220893.11931241216 |
| 2023-02-17 | 4514.31 | buy | 48.93175686038667 | 220893.11931241216 |
| 2023-03-27 | 4520.92 | sell | 48.93175686038667 | 221216.5582252593 |
| 2023-04-21 | 4337.77 | buy | 50.99776111348902 | 221216.5582252593 |
| 2023-05-22 | 4191.72 | sell | 50.99776111348902 | 213768.3352146342 |
| 2023-07-20 | 4566.48 | buy | 46.81249785713158 | 213768.3352146342 |
| 2023-08-31 | 4402.21 | sell | 46.81249785713158 | 206078.44619164322 |
| 2023-09-14 | 4274.87 | buy | 48.20695043162558 | 206078.44619164322 |
| 2023-10-12 | 4568.22 | sell | 48.20695043162558 | 220219.95510076062 |
| 2023-10-20 | 4267.37 | buy | 51.60554512516155 | 220219.95510076062 |
| 2023-11-08 | 4592.62 | sell | 51.60554512516155 | 237004.65865271943 |
| 2023-12-05 | 4369.02 | buy | 54.246640814809595 | 237004.65865271943 |
| 2024-02-28 | 3882.61 | sell | 54.246640814809595 | 210618.5500939879 |
| 2024-03-27 | 4023.49 | buy | 52.34722842457367 | 210618.5500939879 |