| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159666 | 华夏中证全指运输交易型开放式指数证券投资基金 | 华夏中证全指运输ETF | 场内基金 |
| 019404 | 华夏中证全指运输交易型开放式指数证券投资基金发起式联接基金 | 华夏中证全指运输ETF发起式联接A | 场外基金 |
| 019405 | 华夏中证全指运输交易型开放式指数证券投资基金发起式联接基金 | 华夏中证全指运输ETF发起式联接C | 场外基金 |
当前策略针对运输指数（H30171）的长期估值模型，其年化收益率达到6.09%，显著高于其他策略的4.90%，同时夏普比率22.93%和Calmar比率96.57%也表现更优，表明风险调整后回报更高且回撤控制良好。运输行业通常具有周期性特征，估值策略能有效捕捉长期价值，适合中长线投资风格。尽管最大回撤相同为19.15%，但当前策略的波动率略低（13.16%），Sortino比率更高（17.88%），进一步强化了其稳健性。持仓占比和天数相近，但整体绩效指标更突出，因此选择当前策略以实现更优的长期收益与风险平衡。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2019-01-31 | 1406.18 | buy | 71.11465104040734 | 100000.0 |
| 2019-04-04 | 1815.59 | sell | 71.11465104040734 | 129115.04928245315 |
| 2019-11-15 | 1528.19 | buy | 84.48887198741855 | 129115.04928245315 |
| 2020-06-09 | 1479.94 | sell | 84.48887198741855 | 125038.46120906022 |
| 2022-03-15 | 1605.59 | buy | 77.87695564188878 | 125038.4612090602 |
| 2023-04-17 | 1754.18 | sell | 77.87695564188878 | 136610.19804788847 |
当前策略针对运输指数，该行业通常与经济周期紧密相关，表现出较高的市场波动性，因此风险控制至关重要。在评估所有策略时，当前策略展现出优异的整体表现，尤其是在风险指标上具有明显优势：最大回撤仅为11.24%，是所有策略中最低的，波动率也最低为11.42%，这表明该策略能有效减少投资组合的下行风险和短期波动，从而保护资本。夏普比率为47.74%，虽然略低于少数策略，但依然表明风险调整后的收益良好，适合稳健投资。此外，当前策略的持仓占比仅为26.00%，远低于其他策略，意味着操作频率较低，更符合中长线投资的偏好，减少了频繁交易带来的成本和心理负担。相比之下，其他策略虽然年化收益率略高，但往往伴随着更高的最大回撤（如超过17%）、更高的波动率（如超过13%）和更高的持仓占比（如接近50%），增加了风险并可能导致更频繁的操作，这可能会在运输指数的高波动环境中带来不稳定性。综合考虑指数行业的特性、投资风格对低操作频率的强调以及风险与收益的平衡，当前策略在风险控制和操作频率方面表现突出，更适合作为中长线操作的优选方案。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2016-12-12 | 1816.33 | buy | 55.056074611992315 | 100000.0 |
| 2017-01-05 | 1877.72 | sell | 55.056074611992315 | 103379.89242043022 |
| 2017-07-17 | 1894.52 | buy | 54.56785487639625 | 103379.89242043022 |
| 2017-07-21 | 1951.06 | sell | 54.56785487639625 | 106465.15893514166 |
| 2017-09-22 | 1946.58 | buy | 54.69344128427379 | 106465.15893514166 |
| 2017-10-20 | 2006.15 | sell | 54.69344128427379 | 109723.24723244586 |
| 2017-11-17 | 1960.36 | buy | 55.970968206067184 | 109723.24723244586 |
| 2017-12-21 | 1943.04 | sell | 55.970968206067184 | 108753.83006311678 |
| 2018-02-06 | 1896.14 | buy | 57.35537991030028 | 108753.83006311678 |
| 2018-03-09 | 1964.15 | sell | 57.35537991030028 | 112654.5694508163 |
| 2018-03-23 | 1822.78 | buy | 61.80371161128403 | 112654.5694508163 |
| 2018-05-03 | 1837.9 | sell | 61.80371161128403 | 113589.04157037892 |
| 2018-05-30 | 1825.71 | buy | 62.216366000284225 | 113589.04157037892 |
| 2018-06-06 | 1856.84 | sell | 62.216366000284225 | 115525.83704396775 |
| 2018-06-19 | 1720.43 | buy | 67.14939697864357 | 115525.83704396775 |
| 2018-07-24 | 1619.36 | sell | 67.14939697864357 | 108739.04749133624 |
| 2018-08-03 | 1497.89 | buy | 72.5948150340387 | 108739.04749133624 |
| 2018-09-21 | 1498.42 | sell | 72.5948150340387 | 108777.52274330427 |
| 2018-10-11 | 1374.32 | buy | 79.15006893831442 | 108777.52274330427 |
| 2018-11-02 | 1431.07 | sell | 79.15006893831442 | 113269.2891555536 |
| 2019-05-06 | 1639.66 | buy | 69.08096139172365 | 113269.2891555536 |
| 2019-06-19 | 1648.95 | sell | 69.08096139172365 | 113911.0512868827 |
| 2019-08-05 | 1518.77 | buy | 75.00217365821204 | 113911.0512868827 |
| 2019-08-27 | 1585.66 | sell | 75.00217365821204 | 118927.94668288052 |
| 2020-01-23 | 1375.15 | buy | 86.4836175565433 | 118927.94668288052 |
| 2020-03-05 | 1482.06 | sell | 86.4836175565433 | 128173.91023585055 |
| 2020-03-16 | 1385.42 | buy | 92.51628404083277 | 128173.91023585055 |
| 2020-04-14 | 1380.14 | sell | 92.51628404083277 | 127685.42425611496 |
| 2020-09-24 | 1554.7 | buy | 82.12865778356915 | 127685.42425611497 |
| 2020-10-13 | 1631.11 | sell | 82.12865778356915 | 133960.87499735746 |
| 2020-12-11 | 1597.07 | buy | 83.87915056782575 | 133960.87499735746 |
| 2020-12-31 | 1683.99 | sell | 83.87915056782575 | 141251.6507647129 |
| 2021-02-03 | 1574.36 | buy | 89.72004545638411 | 141251.6507647129 |
| 2021-02-19 | 1695.53 | sell | 89.72004545638411 | 152123.02867266294 |
| 2021-07-26 | 1555.56 | buy | 97.79309616643714 | 152123.02867266294 |
| 2021-08-23 | 1620.54 | sell | 97.79309616643714 | 158477.62406155805 |
| 2022-01-25 | 1714.79 | buy | 92.41809437981213 | 158477.62406155805 |
| 2022-02-08 | 1793.6 | sell | 92.41809437981213 | 165761.09407963103 |
| 2022-03-08 | 1634.65 | buy | 101.40463957399506 | 165761.09407963103 |
| 2022-04-01 | 1675.73 | sell | 101.40463957399506 | 169926.79667333074 |
| 2022-04-25 | 1512.01 | buy | 112.38470425019064 | 169926.79667333074 |
| 2022-05-20 | 1636.11 | sell | 112.38470425019064 | 183873.73847077938 |
| 2022-08-03 | 1604.82 | buy | 114.57592656545867 | 183873.73847077938 |
| 2022-08-22 | 1685.2 | sell | 114.57592656545867 | 193083.35144811097 |
| 2023-05-24 | 1605.1 | buy | 120.29365861822377 | 193083.35144811097 |
| 2023-07-25 | 1604.66 | sell | 120.29365861822377 | 193030.42223831898 |
| 2023-08-21 | 1543.36 | buy | 125.07154665037255 | 193030.42223831898 |
| 2023-11-20 | 1465.59 | sell | 125.07154665037255 | 183303.6080553195 |
| 2023-12-20 | 1411.35 | buy | 129.87820742928366 | 183303.6080553195 |
| 2024-01-15 | 1432.08 | sell | 129.87820742928366 | 185995.98329532854 |
| 2024-01-22 | 1357.47 | buy | 137.016643679292 | 185995.9832953285 |
| 2024-01-25 | 1438.86 | sell | 137.016643679292 | 197147.76792438608 |