| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 006757 | 国泰中证生物医药交易型开放式指数证券投资基金联接基金 | 国泰中证生物医药ETF联接C | 场外基金 |
| 512290 | 国泰中证生物医药交易型开放式指数证券投资基金 | 国泰中证生物医药ETF | 场内基金 |
| 006756 | 国泰中证生物医药交易型开放式指数证券投资基金联接基金 | 国泰中证生物医药ETF联接A | 场外基金 |
| 022498 | 国泰中证生物医药交易型开放式指数证券投资基金联接基金 | 国泰中证生物医药ETF联接E | 场外基金 |
基于对CS生医医药指数的分析，该行业属于成长型领域，通常具有较高的波动性和长期增长潜力，适合采用中线策略以捕捉市场趋势。当前策略在回测中展现出卓越的年化收益率（22.75%）和较高的夏普比率（109.22%），表明其风险调整后收益优异，能有效平衡收益与风险。最大回撤为23.50%，在医药行业的典型波动范围内可接受，且Calmar比率（121.02%）较高，进一步强化了风险收益的合理性。从操作风格看，该策略持仓天数869天，占比36.57%，反映了中长线操作特点，交易频率适中，符合对较少操作频率的偏好，有助于减少交易成本和情绪干扰。相比之下，其他策略或收益较低（如年化收益率低于10%），或夏普比率和Calmar比率较差，风险调整后表现不足；部分策略持仓天数较短（如低于300天），可能导致操作频繁，与中长线目标不符。综合指数数据表现（如收益率、波动率、回撤控制）和操作风格适配性，当前策略在提供高回报的同时保持了合理的风险水平和稳定的持仓周期，为最合适的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-01-31 | 2694.36 | buy | 37.114565239982774 | 99999.99999999999 |
| 2018-03-14 | 2860.71 | sell | 37.114565239982774 | 106174.00792767112 |
| 2018-06-19 | 3072.85 | buy | 34.55229117193196 | 106174.00792767113 |
| 2018-07-16 | 3146.63 | sell | 34.55229117193196 | 108723.27597033627 |
| 2018-10-11 | 2355.83 | buy | 46.15073072774193 | 108723.27597033627 |
| 2018-11-20 | 2524.08 | sell | 46.15073072774193 | 116488.13641527884 |
| 2018-12-14 | 2232.94 | buy | 52.16805485829393 | 116488.13641527884 |
| 2019-03-14 | 2751.05 | sell | 52.16805485829393 | 143516.92731790952 |
| 2019-05-06 | 2636.7571 | buy | 54.42933189329784 | 143516.92731790952 |
| 2019-07-08 | 2705.5293 | sell | 54.42933189329784 | 147260.1522167418 |
| 2019-08-06 | 2630.1644 | buy | 55.98895347254407 | 147260.1522167418 |
| 2019-08-30 | 3012.2952 | sell | 55.98895347254407 | 168655.25579836784 |
| 2019-12-02 | 2921.8212 | buy | 57.72264770971196 | 168655.25579836784 |
| 2020-02-03 | 3361.5572 | sell | 57.72264770971196 | 194037.98201164574 |
| 2020-03-16 | 3302.8996 | buy | 58.74776878220753 | 194037.98201164574 |
| 2020-04-24 | 3959.8214 | sell | 58.74776878220753 | 232630.6720260373 |
| 2020-09-09 | 4823.4529 | buy | 48.229075073177825 | 232630.6720260373 |
| 2020-10-19 | 5232.0974 | sell | 48.229075073177825 | 252339.2182947785 |
| 2021-03-09 | 4348.6316 | buy | 58.02726961161265 | 252339.2182947785 |
| 2021-04-12 | 4674.3898 | sell | 58.02726961161265 | 271242.07719437213 |
| 2021-06-16 | 4870.0961 | buy | 55.69542605008804 | 271242.07719437213 |
| 2021-07-22 | 4853.1899 | sell | 55.69542605008804 | 270300.47918248415 |
| 2021-07-26 | 4552.5585 | buy | 59.37331265100364 | 270300.47918248415 |
| 2021-08-04 | 5066.5851 | sell | 59.37331265100364 | 300819.94121521653 |
| 2021-11-02 | 4098.9309 | buy | 73.38985422155238 | 300819.94121521653 |
| 2021-12-01 | 4197.6721 | sell | 73.38985422155238 | 308066.54348887765 |
| 2022-01-21 | 3632.9515 | buy | 84.7978684793556 | 308066.54348887765 |
| 2022-03-22 | 3584.0743 | sell | 84.7978684793556 | 303921.8611116385 |
| 2022-04-21 | 3147.9738 | buy | 96.54523208282053 | 303921.8611116385 |
| 2022-06-23 | 3291.4357 | sell | 96.54523208282053 | 317772.42354218086 |
| 2022-09-21 | 2646.8193 | buy | 120.05822367328999 | 317772.42354218086 |
| 2022-10-24 | 2966.1331 | sell | 120.05822367328999 | 356108.671164549 |
| 2022-12-20 | 2946.05 | buy | 120.87665557765449 | 356108.671164549 |
| 2023-01-31 | 3311.44 | sell | 120.87665557765449 | 400275.7923460682 |
| 2023-06-07 | 2741.79 | buy | 145.9906821259353 | 400275.79234606813 |
| 2023-07-31 | 2826.48 | sell | 145.9906821259353 | 412639.74321531365 |
| 2023-12-15 | 2829.55 | buy | 145.832285421821 | 412639.74321531365 |
| 2024-03-05 | 2603.87 | sell | 145.832285421821 | 379728.31304131704 |