| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 501058 | 汇添富中证新能源汽车产业指数型发起式证券投资基金(LOF) | 汇添富中证新能源汽车产业指数（LOF）C | 场内基金 |
| 501057 | 汇添富中证新能源汽车产业指数型发起式证券投资基金(LOF) | 汇添富中证新能源汽车产业指数（LOF）A | 场内基金 |
| 515700 | 平安中证新能源汽车产业交易型开放式指数证券投资基金 | 平安中证新能源汽车产业ETF | 场内基金 |
| 012698 | 平安中证新能源汽车产业交易型开放式指数证券投资基金发起式联接基金 | 平安中证新能源汽车ETF发起联接A | 场外基金 |
| 516390 | 汇添富中证新能源汽车产业交易型开放式指数证券投资基金 | 汇添富中证新能源汽车产业ETF | 场内基金 |
| 012699 | 平安中证新能源汽车产业交易型开放式指数证券投资基金发起式联接基金 | 平安中证新能源汽车ETF发起联接C | 场外基金 |
| 024504 | 平安中证新能源汽车产业交易型开放式指数证券投资基金发起式联接基金 | 平安中证新能源汽车ETF发起联接E | 场外基金 |
基于对新能源车指数（930997）的量化策略分析，当前策略采用长线估值模型，专注于2年内的估值指标，符合中长线操作偏好，适合该成长性行业的投资特点。回测数据显示，当前策略在年化收益率（18.45%）、夏普比率（57.57%）、Sortino比率（89.71%）和Calmar比率（46.93%）等关键指标上表现最优，表明其具有最高的风险调整后收益。尽管最大回撤（62.60%）与其他策略相同，但当前策略的波动率（33.06%）控制良好，与其他策略相近，确保了稳定的投资表现。比较其他策略，如高股息、均衡型和成长型估值策略，当前策略在收益和风险指标上全面领先，尤其在高股息权重配置下可能提供额外防御性，适合应对市场波动。综合考虑指数行业特性、策略类型和回测指标，当前策略在长期投资中平衡了收益与风险，是最适合操作的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2019-08-06 | 1039.4537 | buy | 96.20438120524271 | 100000.0 |
| 2022-02-08 | 3405.7274 | sell | 96.20438120524271 | 327645.8970707402 |
| 2022-04-20 | 2686.8804 | buy | 121.94286618441974 | 327645.8970707402 |
当前策略在新能源车指数（930997）的回测中表现出色，综合考虑了行业特性和个人操作偏好后，被认为是最佳选择。新能源车行业具有高增长和高波动性，需要策略既能捕捉收益又能管理风险。当前策略的年化收益率达到16.48%，在所有策略中最高，同时夏普比率为58.51%和Calmar比率为66.16%，表明其风险调整后收益优异。最大回撤为42.74%，在可接受范围内，相较于其他策略如最大回撤超过50%的选项，风险控制更为稳健。持仓占比为52.14%，意味着超过一半的时间处于持仓状态，这支持中长线操作风格，减少了频繁交易的需求，符合较少操作频率的偏好。波动率为26.04%处于中等水平，但结合高夏普比率，显示策略有效平衡了收益与波动。其他策略中，有的虽然持仓占比更高或最大回撤更低，但收益率显著偏低，无法满足增长性要求；有的收益率相近但风险指标较差。因此，当前策略在收益、风险和操作频率上取得了最佳平衡，适应新能源车指数的动态市场环境，提供了可靠的量化解决方案。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2019-09-26 | 1084.8273 | buy | 92.18057104573235 | 100000.0 |
| 2019-10-29 | 1045.6032 | sell | 92.18057104573235 | 96384.30006324509 |
| 2020-02-03 | 1383.2926 | buy | 69.67744934314337 | 96384.30006324507 |
| 2020-02-07 | 1504.7986 | sell | 69.67744934314337 | 104850.52822313306 |
| 2020-02-28 | 1474.9566 | buy | 71.08719553045361 | 104850.52822313305 |
| 2020-04-03 | 1256.0645 | sell | 71.08719553045361 | 89290.10271036145 |
| 2020-05-22 | 1283.0392 | buy | 69.59265368537567 | 89290.10271036145 |
| 2020-06-15 | 1458.8376 | sell | 69.59265368537567 | 101524.37988000459 |
| 2020-07-24 | 1634.7088 | buy | 62.10548317841354 | 101524.37988000459 |
| 2020-08-07 | 1754.2164 | sell | 62.10548317841354 | 108946.45712149717 |
| 2020-08-20 | 1709.7882 | buy | 63.71927068013288 | 108946.45712149717 |
| 2020-09-03 | 1737.4041 | sell | 63.71927068013288 | 110706.12212867265 |
| 2020-09-09 | 1610.9265 | buy | 68.72201936505027 | 110706.12212867266 |
| 2020-09-22 | 1760.447 | sell | 68.72201936505027 | 120981.47282514465 |
| 2020-11-18 | 2134.9349 | buy | 56.667523129227334 | 120981.47282514465 |
| 2020-11-25 | 2199.0708 | sell | 56.667523129227334 | 124615.89542180845 |
| 2021-02-23 | 2634.9424 | buy | 47.293593750591455 | 124615.89542180844 |
| 2021-03-19 | 2414.0915 | sell | 47.293593750591455 | 114171.06267775595 |
| 2021-03-23 | 2244.0902 | buy | 50.87632514849712 | 114171.06267775594 |
| 2021-04-08 | 2383.5717 | sell | 50.87632514849712 | 121267.36882395604 |
| 2021-04-12 | 2315.9065 | buy | 52.362808612504885 | 121267.36882395604 |
| 2021-04-26 | 2530.9431 | sell | 52.362808612504885 | 132527.28915443982 |
| 2021-05-13 | 2555.2176 | buy | 51.8653633077824 | 132527.28915443982 |
| 2021-05-27 | 2939.5398 | sell | 51.8653633077824 | 152460.29968468603 |
| 2021-06-16 | 3023.7679 | buy | 50.42063568592221 | 152460.29968468603 |
| 2021-07-14 | 3949.1446 | sell | 50.42063568592221 | 199118.381147627 |
| 2021-07-27 | 3704.6175 | buy | 53.7487017614172 | 199118.381147627 |
| 2021-08-03 | 4188.0757 | sell | 53.7487017614172 | 225103.6317535386 |
| 2021-08-16 | 3798.4829 | buy | 59.26145718690443 | 225103.6317535386 |
| 2021-08-26 | 4113.388 | sell | 59.26145718690443 | 243765.36685512643 |
| 2021-09-03 | 3959.6049 | buy | 61.56305313571221 | 243765.36685512643 |
| 2021-09-16 | 4034.3607 | sell | 61.56305313571221 | 248367.56214272912 |
| 2021-09-27 | 3813.7572 | buy | 65.1241149129077 | 248367.56214272912 |
| 2021-11-01 | 4274.954 | sell | 65.1241149129077 | 278402.5955433944 |
| 2021-11-16 | 4163.427 | buy | 66.86861461565061 | 278402.5955433944 |
| 2021-11-24 | 4280.5979 | sell | 66.86861461565061 | 286237.6512996633 |
| 2021-12-06 | 4150.6306 | buy | 68.96244905525037 | 286237.6512996633 |
| 2022-01-19 | 3573.8167 | sell | 68.96244905525037 | 246459.152106553 |
| 2022-01-27 | 3464.4617 | buy | 71.13923415766236 | 246459.152106553 |
| 2022-02-22 | 3615.4581 | sell | 71.13923415766236 | 257200.92036311704 |
| 2022-03-04 | 3226.4768 | buy | 79.71571974827684 | 257200.92036311707 |
| 2022-03-23 | 3310.9381 | sell | 79.71571974827684 | 263933.8136834922 |
| 2022-04-11 | 2937.2313 | buy | 89.85802843769648 | 263933.8136834922 |
| 2022-05-24 | 3028.7668 | sell | 89.85802843769648 | 272159.0132455509 |
| 2022-07-11 | 3709.9825 | buy | 73.35857062548163 | 272159.0132455509 |
| 2022-08-02 | 3611.4191 | sell | 73.35857062548163 | 264928.5431055633 |
| 2022-08-19 | 3745.7144 | buy | 70.72844184424828 | 264928.5431055633 |
| 2022-08-24 | 3526.3925 | sell | 70.72844184424828 | 249416.2468562433 |
| 2022-08-31 | 3276.8912 | buy | 76.11367959248793 | 249416.24685624326 |
| 2022-10-20 | 2976.6159 | sell | 76.11367959248793 | 226561.18888250506 |
| 2022-10-28 | 2830.4923 | buy | 80.04303310858859 | 226561.18888250506 |
| 2022-11-10 | 3105.1478 | sell | 80.04303310858859 | 248545.44816246102 |
| 2022-11-17 | 2927.9379 | buy | 84.88754087388979 | 248545.44816246102 |
| 2022-12-12 | 2928.6934 | sell | 84.88754087388979 | 248609.58069959126 |
| 2022-12-20 | 2846.76 | buy | 87.33071305610281 | 248609.58069959126 |
| 2023-02-03 | 3055.77 | sell | 87.33071305610281 | 266862.5730354473 |
| 2023-02-16 | 2905.82 | buy | 91.83726901027843 | 266862.5730354473 |
| 2023-03-28 | 2681.49 | sell | 91.83726901027843 | 246260.7184783715 |
| 2023-04-04 | 2643.47 | buy | 93.1581287014309 | 246260.7184783715 |
| 2023-04-12 | 2638.04 | sell | 93.1581287014309 | 245754.86983952275 |
| 2023-04-20 | 2590.64 | buy | 94.86260917747073 | 245754.86983952275 |
| 2023-05-12 | 2646.68 | sell | 94.86260917747073 | 251070.97045782823 |
| 2023-05-26 | 2474.43 | buy | 101.4661843163186 | 251070.97045782823 |
| 2023-06-21 | 2491.94 | sell | 101.4661843163186 | 252847.64334520698 |
| 2023-07-19 | 2478.93 | buy | 101.99870240192624 | 252847.643345207 |
| 2023-08-08 | 2516.99 | sell | 101.99870240192624 | 256729.71395862428 |
| 2023-08-11 | 2420.75 | buy | 106.05379075023207 | 256729.71395862428 |
| 2023-09-06 | 2238.94 | sell | 106.05379075023207 | 237448.0742623246 |
| 2023-09-08 | 2229.73 | buy | 106.49185070045459 | 237448.0742623246 |
| 2023-10-13 | 2085.81 | sell | 106.49185070045459 | 222121.76710951517 |
| 2023-10-19 | 2059.4 | buy | 107.85751534889539 | 222121.76710951517 |
| 2023-11-01 | 2043.3 | sell | 107.85751534889539 | 220385.26111239794 |
| 2023-11-22 | 2060.09 | buy | 106.9784626459999 | 220385.26111239794 |
| 2024-01-02 | 1918.22 | sell | 106.9784626459999 | 205208.22661680993 |
| 2024-01-17 | 1844.27 | buy | 111.26799580148781 | 205208.22661680993 |
| 2024-02-28 | 1808.77 | sell | 111.26799580148781 | 201258.2127658571 |
| 2024-03-22 | 1814.56 | buy | 110.91295562883406 | 201258.2127658571 |