| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 159873 | 天弘中证全指医疗保健设备与服务交易型开放式指数证券投资基金 | 天弘中证全指医疗保健设备与服务ETF | 场内基金 |
| 516610 | 大成中证全指医疗保健设备与服务交易型开放式指数证券投资基金 | 医服ETF | 场内基金 |
| 159891 | 建信中证全指医疗保健设备与服务交易型开放式指数证券投资基金 | 建信中证全指医疗保健设备与服务ETF | 场内基金 |
| 516790 | 华泰柏瑞中证全指医疗保健设备与服务交易型开放式指数证券投资基金 | 保健ETF | 场内基金 |
| 159877 | 南方中证全指医疗保健设备与服务交易型开放式指数证券投资基金 | 南方中证全指医疗保健设备与服务ETF | 场内基金 |
| 019452 | 南方中证全指医疗保健设备与服务交易型开放式指数证券投资基金发起式联接基金 | 南方中证全指医疗保健设备与服务ETF发起联接A | 场外基金 |
| 019453 | 南方中证全指医疗保健设备与服务交易型开放式指数证券投资基金发起式联接基金 | 南方中证全指医疗保健设备与服务ETF发起联接C | 场外基金 |
| 021714 | 中欧中证全指医疗保健设备与服务指数发起式证券投资基金 | 中欧中证全指医疗保健设备与服务指数发起A | 场外基金 |
| 021715 | 中欧中证全指医疗保健设备与服务指数发起式证券投资基金 | 中欧中证全指医疗保健设备与服务指数发起C | 场外基金 |
在当前医疗保健指数（H30178）的量化策略选择中，考虑到该行业通常具有稳定增长和防御性特点，更适合中长线投资以减少频繁操作带来的风险。当前策略基于布林线模型，专注于中线估值，但其较低的持仓占比（约28.63%）意味着交易频率相对较少，这符合偏好较少操作的个人风格，有助于降低交易成本和情绪波动的影响。从数据指标来看，当前策略提供了10.97%的年化收益率，虽非最高，但结合47.82%的夏普比率和21.43%的最大回撤，显示出优秀的风险调整后收益和适中的风险控制能力；波动率17.40%也相对较低，表明策略在医疗保健这种波动性适中的行业中能保持稳定表现。与其他策略相比，一些策略如高收益版本虽然收益率略高，但伴随较高的持仓占比或更大的最大回撤，增加了操作频率和潜在风险；而最低持仓策略则收益过低，难以满足增长需求。因此，当前策略在收益、风险控制和操作频率之间取得了最佳平衡，既利用了布林线模型在中线估值上的优势，又适应了医疗保健行业的长线投资逻辑，是综合考虑指数特性和个人风格后的最优选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2018-02-01 | 12156.84 | buy | 8.22582184186022 | 100000.0 |
| 2018-02-26 | 12482.02 | sell | 8.22582184186022 | 102674.87274653612 |
| 2018-06-19 | 14106.34 | buy | 7.2786330647450805 | 102674.87274653612 |
| 2018-07-12 | 15094.78 | sell | 7.2786330647450805 | 109869.36481305276 |
| 2018-10-11 | 11690.27 | buy | 9.398359902128245 | 109869.36481305276 |
| 2018-11-02 | 12248.26 | sell | 9.398359902128245 | 115113.5556548413 |
| 2018-11-23 | 12090.73 | buy | 9.520811039105274 | 115113.5556548413 |
| 2018-12-03 | 12936.55 | sell | 9.520811039105274 | 123166.44804793732 |
| 2019-05-06 | 13721.89 | buy | 8.97590988179743 | 123166.44804793733 |
| 2019-06-20 | 13735.52 | sell | 8.97590988179743 | 123288.78969962623 |
| 2019-08-06 | 13696.29 | buy | 9.001619394713913 | 123288.78969962623 |
| 2019-08-14 | 14461.07 | sell | 9.001619394713913 | 130173.04818031553 |
| 2020-02-03 | 17583.5 | buy | 7.4031363596733035 | 130173.04818031553 |
| 2020-02-05 | 18923.48 | sell | 7.4031363596733035 | 140093.10283955056 |
| 2020-03-16 | 18601.88 | buy | 7.531126038849329 | 140093.10283955056 |
| 2020-03-26 | 19537.38 | sell | 7.531126038849329 | 147138.47124889411 |
| 2021-06-16 | 31529.5634 | buy | 4.666682801224393 | 147138.47124889411 |
| 2021-06-28 | 34183.4941 | sell | 4.666682801224393 | 159523.52400222555 |
| 2021-07-23 | 28881.1637 | buy | 5.523445165134587 | 159523.52400222555 |
| 2021-09-17 | 26197.0317 | sell | 5.523445165134587 | 144697.8680842425 |
| 2021-10-15 | 24999.9023 | buy | 5.787937342628835 | 144697.8680842425 |
| 2021-11-15 | 25639.2381 | sell | 5.787937342628835 | 148398.30363554196 |
| 2021-12-02 | 24627.5839 | buy | 6.025694775342617 | 148398.30363554196 |
| 2021-12-30 | 25085.8924 | sell | 6.025694775342617 | 151159.93076948708 |
| 2022-03-08 | 19645.3392 | buy | 7.694442393210858 | 151159.93076948708 |
| 2022-06-07 | 19795.2474 | sell | 7.694442393210858 | 152313.39077865702 |
| 2022-07-29 | 20058.4609 | buy | 7.5934734742612795 | 152313.39077865702 |
| 2022-09-09 | 19428.8559 | sell | 7.5934734742612795 | 147532.50191189474 |
| 2022-09-19 | 18170.8529 | buy | 8.119184208017815 | 147532.50191189474 |
| 2022-10-14 | 20546.501 | sell | 8.119184208017815 | 166820.82644922225 |
| 2022-12-19 | 18993.19 | buy | 8.783191578098375 | 166820.82644922225 |
| 2023-01-05 | 20011.69 | sell | 8.783191578098375 | 175766.50707151546 |
| 2023-03-20 | 19771.75 | buy | 8.889779967454345 | 175766.50707151546 |
| 2023-03-28 | 20003.65 | sell | 8.889779967454345 | 177828.04704596812 |
| 2023-04-20 | 19613.26 | buy | 9.066725625723013 | 177828.04704596812 |
| 2023-05-22 | 19299.09 | sell | 9.066725625723013 | 174979.55385613473 |
| 2023-06-06 | 18083.56 | buy | 9.676167405982822 | 174979.55385613473 |
| 2023-07-28 | 17712.93 | sell | 9.676167405982822 | 171393.2759304553 |
| 2023-08-18 | 16212.83 | buy | 10.571459512648643 | 171393.2759304553 |
| 2023-09-18 | 16623.19 | sell | 10.571459512648643 | 175731.38005606577 |
| 2023-10-18 | 15696.44 | buy | 11.195620156931493 | 175731.38005606577 |
| 2023-10-30 | 16534.63 | sell | 11.195620156931493 | 185115.4369154042 |
| 2023-12-05 | 16370.97 | buy | 11.307542370146924 | 185115.4369154042 |
| 2023-12-29 | 16107.96 | sell | 11.307542370146924 | 182141.44019663185 |
| 2024-01-22 | 14371.27 | buy | 12.673997510076134 | 182141.44019663185 |
| 2024-02-29 | 15160.84 | sell | 12.673997510076134 | 192148.44841066265 |
| 2024-03-25 | 14676.65 | buy | 13.092119006085357 | 192148.44841066265 |