| 沪深300 | 恒生科技 | 标普500 | 纳指 | 长期美债 | 长期中债 | 数字龙头资产 | 黄金 | 中证红利 |
|---|---|---|---|---|---|---|---|---|
| 10.6 (10-11) |
5.3 (5-6) |
18.0 (16-19) |
6.5 (5-7) |
26.2 (25-28) |
11.5 (10-12) |
2.0 (2-2) |
7.6 (6-9) |
12.4 (11-14) |
| annualRet | annualRisk | maxDayLoss | maxDD | annualSharpe |
|---|---|---|---|---|
| 26.42 | 7.44 | -1.02 | 1.21 | 3.55 |
| start | end | #date | AnnualTurnover | AnnualRet | AnnualSharpe | AnnualRisk | maxDayLoss | maxDD |
|---|---|---|---|---|---|---|---|---|
| 20250804 | 20251024 | 60 | 5.74 | 28.20 | 4.05 | 6.96 | -1.48 | 1.75 |
| start | end | #date | AnnualTurnover | AnnualRet | AnnualSharpe | AnnualRisk | maxDayLoss | maxDD |
|---|---|---|---|---|---|---|---|---|
| 20241111 | 20251024 | 250 | 3.50 | 14.12 | 1.76 | 8.03 | -3.02 | 7.73 |
| start | end | #date | AnnualTurnover | AnnualRet | AnnualSharpe | AnnualRisk | maxDayLoss | maxDD |
|---|---|---|---|---|---|---|---|---|
| 20221212 | 20251024 | 750 | 3.27 | 15.12 | 1.56 | 9.67 | -3.02 | 9.42 |
| start | end | #date | AnnualTurnover | AnnualRet | AnnualSharpe | AnnualRisk | maxDayLoss | maxDD |
|---|---|---|---|---|---|---|---|---|
| 20160328 | 20251024 | 2500 | 3.05 | 9.21 | 0.91 | 10.13 | -4.89 | 28.08 |