| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 513190 | 华夏中证港股通内地金融交易型开放式指数证券投资基金 | 华夏中证港股通内地金融ETF | 场内基金 |
| 020422 | 华夏中证港股通内地金融交易型开放式指数证券投资基金发起式联接基金 | 华夏中证港股通内地金融ETF发起式联接A | 场外基金 |
| 020423 | 华夏中证港股通内地金融交易型开放式指数证券投资基金发起式联接基金 | 华夏中证港股通内地金融ETF发起式联接C | 场外基金 |
当前策略针对港股通内地金融指数，基于长线估值模型，表现出较高的年化收益率4.73%和优秀的风险调整指标，如夏普比率12.54%和Sortino比率15.62%，同时最大回撤仅39.43%，波动率16.63%，显示出良好的风险控制。金融行业股票通常对估值指标如PE、PB敏感，该策略利用这些指标进行长期估值，适合中长线投资，持仓占比约51.73%，操作频率较低。相比之下，其他策略在相同模型下，收益率和风险指标均略逊，如最大回撤更高、夏普比率更低。综合考虑收益、风险和操作风格，当前策略在长期投资中更具优势，能更好地平衡增长与下行保护。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-08-16 | 898.36 | buy | 111.31394986419699 | 100000.0 |
| 2019-04-17 | 1018.84 | sell | 111.31394986419699 | 113411.10467963846 |
| 2019-08-13 | 843.13 | buy | 134.51200251401144 | 113411.10467963846 |
| 2019-12-27 | 970.91 | sell | 134.51200251401144 | 130599.04836087885 |
| 2020-03-12 | 850.14 | buy | 153.62063702552385 | 130599.04836087885 |
| 2021-01-15 | 930.31 | sell | 153.62063702552385 | 142914.81483121507 |
| 2021-06-15 | 886.8 | buy | 161.15788772126194 | 142914.81483121507 |
| 2023-05-04 | 795.54 | sell | 161.15788772126194 | 128207.54599777272 |
| 2024-01-22 | 579.81 | buy | 221.11992893839832 | 128207.54599777272 |
当前策略针对港股通内地金融指数（H11146），在金融行业通常波动性较高的背景下，表现出优秀的风险调整后收益，年化收益率为8.68%，同时最大回撤为24.72%，是所有策略中最低的，有效控制了下跌风险；夏普比率高达39.39%和波动率低至13.75%，表明策略在收益与风险之间取得了良好平衡，优于其他策略在更高收益下伴随更高回撤和波动的情况。从操作风格考虑，当前策略持仓占比为32.43%，相对较低的持仓天数意味着更少的交易频率和更中长线的操作特点，符合稳健投资偏好；相比之下，其他策略虽有个别收益率略高，如8.81%，但最大回撤超过28%、夏普比率低于36%，风险收益比逊色。综合指数的金融属性、策略的稳健性和回测指标，当前策略在收益性、风险控制和操作频率上均表现全面优秀，因此是最适合的选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-07-29 | 736.1 | buy | 135.85110718652356 | 100000.0 |
| 2016-08-08 | 751.65 | sell | 135.85110718652356 | 102112.48471675043 |
| 2016-10-13 | 787.83 | buy | 129.61233351960502 | 102112.48471675042 |
| 2016-11-22 | 796.63 | sell | 129.61233351960502 | 103253.07325172295 |
| 2016-12-15 | 775.54 | buy | 133.1370055080627 | 103253.07325172295 |
| 2017-02-08 | 822.65 | sell | 133.1370055080627 | 109525.1575812078 |
| 2017-06-12 | 874.09 | buy | 125.30192266380783 | 109525.1575812078 |
| 2017-07-12 | 896.26 | sell | 125.30192266380783 | 112303.1012066644 |
| 2017-08-11 | 903.18 | buy | 124.34188224569235 | 112303.1012066644 |
| 2017-08-25 | 972.48 | sell | 124.34188224569235 | 120919.9936462909 |
| 2017-09-25 | 920.09 | buy | 131.42191921039344 | 120919.99364629091 |
| 2017-10-03 | 966.66 | sell | 131.42191921039344 | 127040.31242391892 |
| 2018-02-06 | 1093.55 | buy | 116.17238573811798 | 127040.31242391892 |
| 2018-03-12 | 1141.0 | sell | 116.17238573811798 | 132552.69212719263 |
| 2018-03-23 | 1082.74 | buy | 122.42338153868207 | 132552.69212719263 |
| 2018-05-14 | 1089.32 | sell | 122.42338153868207 | 133358.23797771713 |
| 2018-06-19 | 996.69 | buy | 133.80111968387072 | 133358.23797771713 |
| 2018-07-24 | 951.7 | sell | 133.80111968387072 | 127338.52560313977 |
| 2019-03-08 | 965.97 | buy | 131.82451380802692 | 127338.52560313977 |
| 2019-04-16 | 1026.54 | sell | 131.82451380802692 | 135323.13640449196 |
| 2019-05-06 | 969.82 | buy | 139.5342810052298 | 135323.13640449196 |
| 2019-06-10 | 923.6 | sell | 139.5342810052298 | 128873.86193643023 |
| 2019-07-31 | 909.65 | buy | 141.67411854716676 | 128873.86193643024 |
| 2019-08-19 | 862.17 | sell | 141.67411854716676 | 122147.17478781076 |
| 2019-11-29 | 901.69 | buy | 135.46471047456527 | 122147.17478781076 |
| 2019-12-12 | 947.4 | sell | 135.46471047456527 | 128339.26670360313 |
| 2020-01-21 | 950.97 | buy | 134.9561676010843 | 128339.26670360315 |
| 2020-04-28 | 854.1 | sell | 134.9561676010843 | 115266.0627480861 |
| 2020-05-22 | 802.45 | buy | 143.6426727498113 | 115266.06274808609 |
| 2020-07-03 | 914.25 | sell | 143.6426727498113 | 131325.31356151498 |
| 2020-09-23 | 740.68 | buy | 177.30371221244667 | 131325.31356151498 |
| 2020-10-12 | 773.1 | sell | 177.30371221244667 | 137073.49991144252 |
| 2020-12-22 | 820.46 | buy | 167.06908308929442 | 137073.49991144252 |
| 2021-01-11 | 916.32 | sell | 167.06908308929442 | 153088.74221638226 |
| 2021-03-24 | 917.55 | buy | 166.84512257248355 | 153088.74221638226 |
| 2021-04-20 | 930.93 | sell | 166.84512257248355 | 155321.1299564021 |
| 2021-07-27 | 784.48 | buy | 197.99246629155886 | 155321.1299564021 |
| 2021-08-11 | 806.62 | sell | 197.99246629155886 | 159704.6831600972 |
| 2021-09-20 | 753.83 | buy | 211.85769093840412 | 159704.6831600972 |
| 2021-10-21 | 803.18 | sell | 211.85769093840412 | 170159.86020790742 |
| 2021-11-26 | 750.25 | buy | 226.8042122064744 | 170159.86020790742 |
| 2021-12-28 | 773.01 | sell | 226.8042122064744 | 175321.92407772678 |
| 2022-03-15 | 740.31 | buy | 236.82230967800893 | 175321.92407772678 |
| 2022-03-30 | 807.17 | sell | 236.82230967800893 | 191155.86370279847 |
| 2022-04-25 | 735.89 | buy | 259.76146394542457 | 191155.86370279847 |
| 2022-05-20 | 745.07 | sell | 259.76146394542457 | 193540.4739418175 |
| 2022-06-13 | 741.01 | buy | 261.1846991833005 | 193540.4739418175 |
| 2022-06-28 | 768.21 | sell | 261.1846991833005 | 200644.6977596033 |
| 2022-08-02 | 664.11 | buy | 302.125698693896 | 200644.6977596033 |
| 2022-11-07 | 583.2 | sell | 302.125698693896 | 176199.70747828018 |
| 2023-05-24 | 728.75 | buy | 241.78347509884074 | 176199.70747828018 |
| 2023-07-28 | 708.1 | sell | 241.78347509884074 | 171206.87871748913 |
| 2023-08-14 | 643.22 | buy | 266.17157227307786 | 171206.87871748913 |
| 2023-08-29 | 639.71 | sell | 266.17157227307786 | 170272.61649881065 |
| 2023-10-03 | 624.52 | buy | 272.6455782021563 | 170272.61649881065 |
| 2023-10-12 | 659.24 | sell | 272.6455782021563 | 179738.8709739895 |
| 2023-11-29 | 614.22 | buy | 292.6294665982702 | 179738.87097398954 |
| 2023-12-28 | 622.8 | sell | 292.6294665982702 | 182249.63179740266 |
| 2024-01-17 | 576.08 | buy | 316.36167163831874 | 182249.63179740266 |
| 2024-01-25 | 614.58 | sell | 316.36167163831874 | 194429.55615547794 |