| 基金代码 | 基金全名 | 基金简称 | 基金类型 |
|---|---|---|---|
| 517990 | 招商中证沪港深500医药卫生交易型开放式指数证券投资基金 | 招商中证沪港深500医药卫生ETF | 场内基金 |
当前策略在沪港深500医药指数的回测中表现出色，年化收益率达到6.14%，是所有策略中最高的，同时夏普比率为20.70%，也位居首位，这表明该策略在承担单位风险时获得了较高的超额回报。最大回撤为27.37%，虽略高于某些策略，但在医药行业这种防御性较强的指数中，回撤控制相对合理，且波动率为14.12%虽稍高但被高夏普比率所抵消，整体风险调整后收益更优。策略持仓天数425天，持仓占比15.89%，操作频率较低，符合中长线投资的风格偏好，适合减少交易成本和精力投入。与其他策略相比，如编号0虽最大回撤更低但收益率和夏普比率稍逊，编号2波动率最低但收益率不足且最大回撤较高，编号3和4则在关键指标上明显落后，收益率和夏普比率偏低而最大回撤较大。医药行业通常具有增长潜力和抗周期性，当前策略基于布林线技术分析，在中期估值调整中有效捕捉机会，整体表现均衡且优异性突出，因此是最佳选择。
起始日期：2016-04-01
结束日期：2024-04-01
| date | price | type | amount | value |
|---|---|---|---|---|
| 2017-11-23 | 9434.15 | buy | 10.599789064197623 | 100000.0 |
| 2017-12-15 | 9509.68 | sell | 10.599789064197623 | 100800.60206801885 |
| 2018-04-17 | 10582.5 | buy | 9.525216354171402 | 100800.60206801887 |
| 2018-04-26 | 11013.09 | sell | 9.525216354171402 | 104902.06497796152 |
| 2018-10-08 | 9364.31 | buy | 11.202327237987799 | 104902.06497796152 |
| 2018-11-08 | 9253.52 | sell | 11.202327237987799 | 103660.95914326486 |
| 2019-01-02 | 6983.05 | buy | 14.844653717682798 | 103660.95914326486 |
| 2019-01-22 | 7737.1 | sell | 14.844653717682798 | 114854.57027908358 |
| 2019-05-06 | 9401.92 | buy | 12.21607610776135 | 114854.5702790836 |
| 2019-06-28 | 9353.38 | sell | 12.21607610776135 | 114261.60194481284 |
| 2019-08-05 | 8952.33 | buy | 12.763336689421953 | 114261.60194481284 |
| 2019-08-28 | 10186.81 | sell | 12.763336689421953 | 130017.68582117044 |
| 2019-09-18 | 8987.37 | buy | 14.466711153671255 | 130017.68582117044 |
| 2019-10-21 | 9261.44 | sell | 14.466711153671255 | 133982.57734705711 |
| 2021-06-16 | 15855.2 | buy | 8.450387087331418 | 133982.57734705711 |
| 2021-06-24 | 16806.78 | sell | 8.450387087331418 | 142023.7966916199 |
| 2021-07-23 | 14601.54 | buy | 9.726631347900282 | 142023.7966916199 |
| 2021-09-08 | 13329.86 | sell | 9.726631347900282 | 129654.63413912206 |
| 2021-10-27 | 12933.26 | buy | 10.024899688023133 | 129654.63413912206 |
| 2021-11-18 | 13101.69 | sell | 10.024899688023133 | 131343.12799357582 |
| 2021-12-06 | 12364.82 | buy | 10.622324303433112 | 131343.12799357582 |
| 2021-12-10 | 12615.43 | sell | 10.622324303433112 | 134005.1886872592 |
| 2022-01-04 | 11350.52 | buy | 11.806083658480773 | 134005.1886872592 |
| 2022-03-02 | 10024.62 | sell | 11.806083658480773 | 118351.50236447954 |
| 2022-03-07 | 9207.81 | buy | 12.853382331355615 | 118351.50236447954 |
| 2022-03-22 | 9911.98 | sell | 12.853382331355615 | 127402.46860075022 |
| 2022-12-19 | 8848.56 | buy | 14.398101905931611 | 127402.4686007502 |
| 2023-01-12 | 10207.95 | sell | 14.398101905931611 | 146975.1043506546 |
| 2023-04-03 | 8892.81 | buy | 16.527408586335998 | 146975.1043506546 |
| 2023-04-18 | 9358.65 | sell | 16.527408586335998 | 154674.23236651337 |
| 2023-08-18 | 7682.71 | buy | 20.132769864606807 | 154674.23236651337 |
| 2023-08-31 | 7881.31 | sell | 20.132769864606807 | 158672.60046162427 |
| 2023-12-04 | 7666.21 | buy | 20.69765900772667 | 158672.60046162427 |
| 2024-01-02 | 7477.58 | sell | 20.69765900772667 | 154768.4010429968 |