策略业绩快照
最新结果日：2026-07-17
| 排名 | 快照日期 | 策略 | 本周收益 | 本月收益 | 年初至今 | 年化收益 | 近1年波动率 | 近1年 Sharpe | 近1年 Calmar | 本年最大回撤 | 历史最大回撤 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2026-07-17 | 混合资产轮动beta版 | -3.70% | -3.74% | 154.14% | 218.09% | 30.16% | 5.89 | 63.54 | 8.55% | 11.70% |
| 2 | 2026-07-17 | 全球资产轮动溢价优化beta版 | -4.89% | -3.59% | 96.72% | 127.21% | 31.17% | 4.96 | 48.19 | 6.48% | 13.34% |
| 3 | 2026-07-17 | 细分行业动量轮动beta版 | -5.85% | -10.37% | 96.09% | 138.96% | 39.91% | 4.68 | 42.18 | 10.58% | 12.49% |
| 4 | 2026-07-17 | 全球资产轮动扩容版 | -5.01% | -4.24% | 61.36% | 105.18% | 31.59% | 3.64 | 12.93 | 18.80% | 18.80% |
| 5 | 2026-07-17 | A股行业动量轮动-稳定版 | -3.87% | -11.66% | 59.02% | 91.12% | 35.71% | 3.80 | 23.64 | 11.66% | 13.50% |
| 6 | 2026-07-17 | 全球资产轮动标准版 | -2.35% | -4.02% | 56.88% | 83.01% | 28.59% | 3.62 | 11.67 | 15.15% | 15.15% |
| 7 | 2026-07-17 | A股行业动量轮动 | -3.87% | -11.66% | 56.02% | 101.25% | 38.53% | 3.63 | 22.08 | 14.30% | 14.30% |
| 8 | 2026-07-17 | 超跌反弹-稳定版 | -5.94% | 2.37% | 28.11% | 48.31% | 24.67% | 2.58 | 7.86 | 8.35% | 8.35% |
| 9 | 2026-07-16 | 超跌反弹-进攻版 | -2.14% | 1.53% | 18.59% | 62.49% | 23.41% | 2.67 | 6.91 | 11.02% | 11.02% |
| 10 | 2026-07-17 | 多因子轮动标准版 | -1.49% | -5.89% | 9.05% | 32.52% | 21.90% | 2.47 | 6.02 | 11.92% | 13.89% |
| 11 | 2026-07-17 | 低波动组合标准版 | -4.12% | -5.33% | -0.38% | 17.52% | 11.37% | 0.27 | 0.55 | 8.66% | 8.66% |
| 12 | 2026-07-17 | 低相关组合标准版 | -1.55% | -6.98% | -3.45% | 33.22% | 19.22% | 1.06 | 1.19 | 21.55% | 21.55% |