| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 161037 | 富国中证高端制造指数增强型证券投资基金(LOF) | 富国中证高端制造指数增强型（LOF）A | 场内基金 |
| 005627 | 富国中证高端制造指数增强型证券投资基金(LOF) | 富国中证高端制造指数增强型（LOF）C | 场外基金 |
当前策略在年化收益率上达到6.27%，是所有策略中最高的，同时最大回撤为46.33%，与表现最好的其他策略持平，但夏普比率达到21.47%，显示出优秀的风险调整回报，波动率与其他策略相近，维持在21%左右，确保了稳定性。该策略基于估值模型，专注于长线投资，操作频率适中，持仓天数821天，持仓占比38.13%，符合中长线操作偏好。考虑到当前指数为CS高端制，属于高端制造业行业，高股息策略通过增加股息收益率权重，可能在市场波动中提供更好的防御性和收益稳定性，有助于应对制造业的周期性风险。其他策略如等权重或成长型策略在收益率、回撤和夏普比率上均不及当前策略，尽管操作频率相似，但风险收益比不足，未能兼顾收益和风险控制。因此，选择当前策略以实现更高的收益和更低的风险，适合长期稳健投资。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2019-01-30 | 3922.36 | buy | 25.494855138233103 | 100000.0 |
| 2021-04-30 | 7607.9256 | sell | 25.494855138233103 | 193962.96107445515 |
| 2022-03-15 | 7246.5125 | buy | 26.766387427670228 | 193962.96107445515 |
当前策略针对CS高端制指数（代码930820），该指数代表高端制造业，行业具有创新驱动和周期性特征，需要平衡增长与风险。回测结果表明，当前策略在年化收益率和夏普比率上表现突出，显示其风险调整后收益优越，适合长期资本增值。持仓占比较高，意味着较少的交易频率，符合中长线操作偏好，能减少交易成本和时间投入，增强投资稳定性。虽然最大回撤相对较高，但在高端制造业的波动环境中尚属可控，且Calmar比率和Sortino比率支持其下行保护能力。与其他策略相比，一些策略尽管最大回撤较低，但年化收益和夏普比率不足，且持仓占比较低，可能导致更多频繁操作，偏离了稳定持有的投资风格。综合考虑指数行业特性、收益风险平衡和操作频率，当前策略在提供较高回报的同时，保持了适中的风险水平和较长的持有期，是实现长期投资目标的较优选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-07-02 | 4864.43 | buy | 20.55739315808841 | 100000.0 |
| 2018-07-11 | 4892.14 | sell | 20.55739315808841 | 100569.64536441064 |
| 2018-07-30 | 4798.26 | buy | 20.959607308568238 | 100569.64536441064 |
| 2018-08-30 | 4479.0239 | sell | 20.959607308568238 | 93878.58206969181 |
| 2018-09-05 | 4446.8648 | buy | 21.11118423696889 | 93878.58206969181 |
| 2018-10-08 | 4213.6011 | sell | 21.11118423696889 | 88954.10912319476 |
| 2018-10-29 | 3847.1814 | buy | 23.12189103513413 | 88954.10912319476 |
| 2018-11-20 | 4197.546 | sell | 23.12189103513413 | 97055.20122696314 |
| 2018-11-23 | 4056.7857 | buy | 23.924162724928543 | 97055.20122696314 |
| 2018-12-06 | 4107.9024 | sell | 23.924162724928543 | 98278.1254757245 |
| 2018-12-14 | 4009.8113 | buy | 24.50941406537622 | 98278.1254757245 |
| 2019-01-23 | 4033.7242 | sell | 24.50941406537622 | 98864.21664332844 |
| 2019-01-29 | 3935.3054 | buy | 25.12237465568198 | 98864.21664332844 |
| 2019-03-14 | 5012.9191 | sell | 25.12237465568198 | 125936.43174882412 |
| 2019-03-26 | 5017.1208 | buy | 25.101335361274167 | 125936.43174882414 |
| 2019-04-11 | 5216.2323 | sell | 25.101335361274167 | 130934.39628461047 |
| 2019-04-23 | 5266.7457 | buy | 24.860588253693447 | 130934.39628461048 |
| 2019-06-12 | 4541.8236 | sell | 24.860588253693447 | 112912.40644050768 |
| 2019-06-17 | 4456.6 | buy | 25.33599749596277 | 112912.40644050768 |
| 2019-07-08 | 4632.9132 | sell | 25.33599749596277 | 117379.47723421286 |
| 2019-07-18 | 4635.4242 | buy | 25.322273036891175 | 117379.47723421286 |
| 2019-08-02 | 4576.8666 | sell | 25.322273036891175 | 115896.6656986278 |
| 2019-08-13 | 4601.9648 | buy | 25.184170400136004 | 115896.6656986278 |
| 2019-09-17 | 5159.3474 | sell | 25.184170400136004 | 129933.88407509864 |
| 2019-09-25 | 5013.5402 | buy | 25.916593642771357 | 129933.88407509864 |
| 2019-10-30 | 5018.0215 | sell | 25.916593642771357 | 130050.02410618999 |
| 2019-11-22 | 4998.7554 | buy | 26.0164808436496 | 130050.02410618999 |
| 2019-12-23 | 5337.5083 | sell | 26.0164808436496 | 138863.18243977075 |
| 2020-02-03 | 5491.086 | buy | 25.288837661579283 | 138863.18243977075 |
| 2020-02-28 | 6226.2538 | sell | 25.288837661579283 | 157454.72158799114 |
| 2020-03-09 | 6201.6851 | buy | 25.389022346199283 | 157454.72158799114 |
| 2020-04-13 | 5674.6309 | sell | 25.389022346199283 | 144073.33072653296 |
| 2020-05-22 | 5773.8816 | buy | 24.952595274300908 | 144073.33072653296 |
| 2020-07-16 | 7102.1837 | sell | 24.952595274300908 | 177217.91542983692 |
| 2020-07-24 | 7149.6566 | buy | 24.78691290289899 | 177217.91542983692 |
| 2020-07-30 | 7577.6696 | sell | 24.78691290289899 | 187827.03638214542 |
| 2020-08-19 | 7338.4491 | buy | 25.59492255416004 | 187827.03638214542 |
| 2020-09-03 | 7459.0636 | sell | 25.59492255416004 | 190914.1551685542 |
| 2020-09-07 | 7260.0372 | buy | 26.29658084514418 | 190914.1551685542 |
| 2020-10-19 | 7482.508 | sell | 26.29658084514418 | 196764.37654643808 |
| 2020-10-23 | 7230.004 | buy | 27.214974783753657 | 196764.37654643808 |
| 2020-11-11 | 7446.4198 | sell | 27.214974783753657 | 202654.12708624394 |
| 2020-11-17 | 7322.6786 | buy | 27.674863005218327 | 202654.12708624394 |
| 2020-12-09 | 7448.9462 | sell | 27.674863005218327 | 206148.56561824164 |
| 2020-12-11 | 7433.1989 | buy | 27.733492456153922 | 206148.56561824164 |
| 2020-12-16 | 7558.9882 | sell | 27.733492456153922 | 209637.1422208565 |
| 2021-01-28 | 8105.1632 | buy | 25.86464171638845 | 209637.1422208565 |
| 2021-02-18 | 8409.4549 | sell | 25.86464171638845 | 217507.5380186273 |
| 2021-02-22 | 8157.3219 | buy | 26.664086655526894 | 217507.5380186273 |
| 2021-04-09 | 7196.8399 | sell | 26.664086655526894 | 191897.16273955352 |
| 2021-05-07 | 7381.9071 | buy | 25.99560792895287 | 191897.16273955352 |
| 2021-05-21 | 7676.8789 | sell | 25.99560792895287 | 199565.134002451 |
| 2021-06-16 | 7957.2978 | buy | 25.079510534650467 | 199565.134002451 |
| 2021-07-02 | 8430.3782 | sell | 25.079510534650467 | 211429.75887798762 |
| 2021-07-27 | 8407.9205 | buy | 25.14649833784556 | 211429.75887798762 |
| 2021-08-13 | 8757.9577 | sell | 25.14649833784556 | 220231.96874597174 |
| 2021-08-17 | 8553.4208 | buy | 25.74782346099139 | 220231.96874597174 |
| 2021-09-08 | 8653.8711 | sell | 25.74782346099139 | 222818.34533697538 |
| 2021-09-13 | 8581.2788 | buy | 25.965634089056213 | 222818.34533697538 |
| 2021-11-16 | 9018.2336 | sell | 25.965634089056213 | 234164.15378723212 |
| 2021-12-06 | 8908.5161 | buy | 26.28542746723353 | 234164.15378723212 |
| 2021-12-15 | 9132.4092 | sell | 26.28542746723353 | 240049.27962769617 |
| 2021-12-17 | 8718.8766 | buy | 27.53213408567982 | 240049.27962769617 |
| 2022-03-03 | 7638.3953 | sell | 27.53213408567982 | 210301.32359902654 |
| 2022-03-25 | 7059.6649 | buy | 29.78913681852329 | 210301.32359902654 |
| 2022-05-24 | 6497.9082 | sell | 29.78913681852329 | 193567.0764040044 |
| 2022-07-12 | 7389.1816 | buy | 26.196010178448503 | 193567.0764040044 |
| 2022-08-02 | 7287.944 | sell | 26.196010178448503 | 190915.05520396272 |
| 2022-08-24 | 7216.2417 | buy | 26.456299988394615 | 190915.05520396272 |
| 2022-10-24 | 6473.0566 | sell | 26.456299988394615 | 171253.12725145768 |
| 2022-10-31 | 6561.4614 | buy | 26.09984526487616 | 171253.12725145768 |
| 2022-11-10 | 6658.474 | sell | 26.09984526487616 | 173785.14110020103 |
| 2022-11-22 | 6575.393 | buy | 26.429620419676972 | 173785.14110020103 |
| 2022-12-13 | 6446.6651 | sell | 26.429620419676972 | 170382.9115657789 |
| 2022-12-16 | 6360.57 | buy | 26.78736521503244 | 170382.9115657789 |
| 2023-02-07 | 6792.9 | sell | 26.78736521503244 | 181963.89316919385 |
| 2023-02-16 | 6667.42 | buy | 27.291500035875025 | 181963.89316919385 |
| 2023-03-28 | 6602.83 | sell | 27.291500035875025 | 180201.13518187669 |
| 2023-04-21 | 6497.78 | buy | 27.73272335811257 | 180201.13518187669 |
| 2023-05-23 | 6305.63 | sell | 27.73272335811257 | 174872.29238861537 |
| 2023-05-29 | 6311.0 | buy | 27.709125715198127 | 174872.29238861537 |
| 2023-06-26 | 6325.94 | sell | 27.709125715198127 | 175286.26672680042 |
| 2023-07-07 | 6397.71 | buy | 27.398282624063988 | 175286.26672680042 |
| 2023-07-12 | 6479.96 | sell | 27.398282624063988 | 177539.77547262967 |
| 2023-07-19 | 6269.41 | buy | 28.318418395451832 | 177539.77547262967 |
| 2023-08-07 | 6316.9 | sell | 28.318418395451832 | 178884.61716222967 |
| 2023-08-09 | 6283.94 | buy | 28.466951810843145 | 178884.61716222967 |
| 2023-09-07 | 5849.12 | sell | 28.466951810843145 | 166506.61717583885 |
| 2023-09-13 | 5789.87 | buy | 28.758265241851518 | 166506.61717583885 |
| 2023-10-10 | 5844.69 | sell | 28.758265241851518 | 168083.14527639715 |
| 2023-10-16 | 5766.67 | buy | 29.147349384722403 | 168083.14527639715 |
| 2023-10-31 | 5692.16 | sell | 29.147349384722403 | 165911.37627374148 |
| 2023-11-22 | 5758.06 | buy | 28.81376301631825 | 165911.37627374148 |
| 2024-01-03 | 5356.03 | sell | 28.81376301631825 | 154327.37912829104 |
| 2024-01-26 | 4839.93 | buy | 31.886283299198755 | 154327.37912829104 |
| 2024-03-22 | 5377.55 | sell | 31.886283299198755 | 171470.08275560627 |