低估值龙头 - 大市值低PB轮动策略:年化收益率（22.33%）
本策略精选价格低于每股净资产 (PB<1) 的大市值股票，掘金价值洼地，并结合10日轮动调仓，动态捕捉市场低估龙头，追求稳健收益。
概要
核心指标
- 累计收益率: 54.52%
- 年化收益率: 22.33%
- 基准收益率: 31.14%
- 阿尔法: 0.13
- 夏普比率: 1.06
- 最大回撤: 11.46%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 浦发银行(600000.SH) | 11.21480238806 | 30400 | 73 | 10.12 | 307648 | -33281.99/-9.762% |
| 2026-04-03 | 招商银行(600036.SH) | 39.481137568727 | 7913 | 243 | 39.4 | 311772.2 | -642.04/-0.206% |
| 2026-04-03 | 兴业银行(601166.SH) | 14.612449201198 | 16487 | 543 | 18.69 | 308142.03 | 67226.58/27.905% |
| 2026-04-03 | 中国平安(601318.SH) | 41.349835427066 | 5448 | 543 | 57.25 | 311898 | 86624.1/38.453% |
| 2026-04-03 | 中国石化(600028.SH) | 5.5710039450389 | 49502 | 543 | 5.86 | 290081.72 | 14305.88/5.188% |
| 2026-04-02 | 浦发银行(600000.SH) | 11.21480238806 | 30400 | 72 | 10.25 | 311600 | -29329.99/-8.603% |
| 2026-04-02 | 招商银行(600036.SH) | 39.481137568727 | 7913 | 242 | 39.76 | 314620.88 | 2206.64/0.706% |
| 2026-04-02 | 兴业银行(601166.SH) | 14.612449201198 | 16487 | 542 | 18.9 | 311604.3 | 70688.85/29.342% |
| 2026-04-02 | 中国平安(601318.SH) | 41.349835427066 | 5448 | 542 | 57.26 | 311952.48 | 86678.58/38.477% |
| 2026-04-02 | 中国石化(600028.SH) | 5.5710039450389 | 49502 | 542 | 5.95 | 294536.9 | 18761.06/6.803% |
交易详情
| 2026-04-01 | 招商银行(600036.SH) | 卖 | -100 | 39.56 | -3956 | ¥8.96 | 7.89 |
| 2026-04-01 | 中国平安(601318.SH) | 买 | 300 | 57.58 | 17274 | ¥5.18 | 0 |
| 2026-04-01 | 中国石化(600028.SH) | 买 | 4400 | 5.88 | 25872 | ¥7.76 | 0 |
| 2026-04-01 | 兴业银行(601166.SH) | 卖 | -500 | 18.89 | -9445 | ¥14.45 | 2138.78 |
| 2026-04-01 | 浦发银行(600000.SH) | 卖 | -600 | 10.2 | -6120 | ¥11.12 | -608.88 |
| 2026-03-18 | 招商银行(600036.SH) | 卖 | -200 | 40.13 | -8026 | ¥13.03 | 129.77 |
| 2026-03-18 | 中国石化(600028.SH) | 买 | 3300 | 6.22 | 20526 | ¥6.16 | 0 |
| 2026-03-18 | 兴业银行(601166.SH) | 卖 | -700 | 19 | -13300 | ¥18.3 | 3071.29 |
| 2026-03-18 | 浦发银行(600000.SH) | 卖 | -2500 | 10.38 | -25950 | ¥33.74 | -2087.01 |
| 2026-03-04 | 中国石化(600028.SH) | 卖 | -8000 | 8.1 | -64800 | ¥84.24 | 20904.7 |
