portfolio_analysis

portfolio_analysis_20251205_190933/tables/drawdown_analysis.csv

@@ -0,0 +1,31 @@
+开始日期,最低点日期,结束日期,持续天数,最大回撤%
+2021-01-29,2021-01-29,2021-02-01,3,-6.336814231417308
+2021-02-25,2021-02-26,2021-03-01,4,-5.942020376082131
+2021-03-03,2021-03-08,2021-03-11,8,-10.330175408301399
+2021-05-04,2021-05-05,2021-05-06,2,-5.545632933984341
+2021-05-10,2021-05-12,2021-05-24,14,-8.21618241356616
+2021-09-20,2021-09-20,2021-09-22,2,-5.825342434936698
+2021-09-28,2021-10-04,2021-10-18,20,-8.748819556682008
+2021-12-20,2021-12-20,2021-12-21,1,-5.374327842573186
+2022-01-05,2022-01-07,2022-01-11,6,-6.4855770191360325
+2022-01-13,2022-11-03,2023-07-13,546,-44.99452706205869
+2023-08-08,2023-08-18,2023-08-30,22,-10.050132250676526
+2023-09-07,2023-09-08,2023-09-11,4,-5.938567934296863
+2023-09-12,2023-09-12,2023-09-13,1,-5.467485973854617
+2023-09-15,2023-10-26,2023-11-14,60,-15.453058941908667
+2023-12-06,2023-12-06,2023-12-07,1,-5.232787390723527
+2024-04-19,2024-04-19,2024-04-24,5,-6.831684679916792
+2024-04-25,2024-04-25,2024-04-26,1,-5.216238062387064
+2024-04-30,2024-05-01,2024-05-02,2,-6.138696144172647
+2024-07-18,2024-07-19,2024-07-22,4,-6.219387642218693
+2024-07-23,2024-08-07,2024-09-26,65,-17.195460924717715
+2024-11-15,2024-11-15,2024-11-18,3,-5.045787325321878
+2024-12-19,2024-12-19,2024-12-20,1,-5.369849011433967
+2024-12-31,2025-01-02,2025-01-06,6,-6.859752567190915
+2025-01-07,2025-01-13,2025-01-21,14,-9.42885157809205
+2025-01-27,2025-01-27,2025-01-28,1,-6.335687357915913
+2025-02-03,2025-02-03,2025-02-04,1,-5.512050161432351
+2025-02-07,2025-02-07,2025-02-10,3,-5.094555686141452
+2025-02-24,2025-04-08,2025-05-19,84,-28.110338081413357
+2025-05-20,2025-05-26,2025-06-02,13,-7.911305597596667
+2025-11-17,2025-11-20,2025-11-25,8,-8.773134947957889