期末-全自动艺术评分系统-1
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Cat Tom
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,A股_515450,美股_QLD
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A股_515450,1.0,-0.014654686942570994
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美股_QLD,-0.014654686942570994,1.0
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开始日期,最低点日期,结束日期,持续天数,最大回撤%
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2021-01-29,2021-01-29,2021-02-01,3,-6.336814231417308
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2021-02-25,2021-02-26,2021-03-01,4,-5.942020376082131
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2021-03-03,2021-03-08,2021-03-11,8,-10.330175408301399
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2021-05-04,2021-05-05,2021-05-06,2,-5.545632933984341
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2021-05-10,2021-05-12,2021-05-24,14,-8.21618241356616
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2021-09-20,2021-09-20,2021-09-22,2,-5.825342434936698
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2021-09-28,2021-10-04,2021-10-18,20,-8.748819556682008
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2021-12-20,2021-12-20,2021-12-21,1,-5.374327842573186
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2022-01-05,2022-01-07,2022-01-11,6,-6.4855770191360325
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2022-01-13,2022-11-03,2023-07-13,546,-44.99452706205869
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2023-08-08,2023-08-18,2023-08-30,22,-10.050132250676526
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2023-09-07,2023-09-08,2023-09-11,4,-5.938567934296863
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2023-09-12,2023-09-12,2023-09-13,1,-5.467485973854617
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2023-09-15,2023-10-26,2023-11-14,60,-15.453058941908667
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2023-12-06,2023-12-06,2023-12-07,1,-5.232787390723527
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2024-04-19,2024-04-19,2024-04-24,5,-6.831684679916792
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2024-04-25,2024-04-25,2024-04-26,1,-5.216238062387064
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2024-04-30,2024-05-01,2024-05-02,2,-6.138696144172647
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2024-07-18,2024-07-19,2024-07-22,4,-6.219387642218693
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2024-07-23,2024-08-07,2024-09-26,65,-17.195460924717715
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2024-11-15,2024-11-15,2024-11-18,3,-5.045787325321878
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2024-12-19,2024-12-19,2024-12-20,1,-5.369849011433967
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2024-12-31,2025-01-02,2025-01-06,6,-6.859752567190915
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2025-01-07,2025-01-13,2025-01-21,14,-9.42885157809205
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2025-01-27,2025-01-27,2025-01-28,1,-6.335687357915913
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2025-02-03,2025-02-03,2025-02-04,1,-5.512050161432351
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2025-02-07,2025-02-07,2025-02-10,3,-5.094555686141452
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2025-02-24,2025-04-08,2025-05-19,84,-28.110338081413357
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2025-05-20,2025-05-26,2025-06-02,13,-7.911305597596667
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2025-11-17,2025-11-20,2025-11-25,8,-8.773134947957889
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资产名称,配置权重,投资金额(元),最终价值(元),资产收益(元),资产收益率(%)
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A股_515450,40.0%,28000.00,57301.41,29301.41,104.65
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美股_QLD,60.0%,42000.00,121068.72,79068.72,188.26
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投资建议
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优秀收益：年化收益率超过10%
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良好风险调整收益：夏普比率在0.5-1.0之间
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风险很高：最大回撤超过30%
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适中胜率：在45%-55%之间
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指标,数值
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初始本金,10000.00 元
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每月定投金额,1000.00 元
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总投资金额,70000.00 元
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最终资产总值,160627.06 元
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总收益,90627.06 元
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总收益率,129.47%
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投资天数,1824 天
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投资年数,4.99 年
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年化收益率,18.10%
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投资起始日期,2020-12-07
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投资结束日期,2025-12-05
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投资组合增长倍数,2.8826
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现金投资笔数,61 笔
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Date,A股_515450,美股_QLD,投资组合
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2020-12-31,-0.028169014084507782,0.04360832351935784,0.015108043137775917
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2021-01-31,0.00869565217391366,0.0022588766621036704,0.006682234704102674
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2021-02-28,0.0747126436781611,-0.007194352850293462,0.028235195823167247
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2021-03-31,0.08556149732620377,0.02313596316189681,0.05232096999909408
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2021-04-30,-0.04556650246305416,0.11844025866743157,0.05110959902710044
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2021-05-31,0.030967741935483906,-0.0281530185929183,-0.0030565552554123743
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2021-06-30,0.007509386733416834,0.12749223955540945,0.07872813062551343
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2021-07-31,-0.08571428571428574,0.055563625237113,-0.0026227161892143913
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2021-08-31,0.08967391304347827,0.08390510648761929,0.08720162078011895
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2021-09-30,0.13341645885286813,-0.11428941403891091,-0.02002208268960992
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2021-10-31,-0.08800880088008789,0.16174263828884938,0.055822693256789346
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2021-11-30,-0.02171290711700824,0.036314159159185566,0.014072153127262732
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2021-12-31,0.11097410604192337,0.016094018090536455,0.055467443663886895
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2022-01-31,-0.029966703662596794,-0.17198374975256814,-0.11417801214435408
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2022-02-28,0.012585812356979309,-0.09550954711342574,-0.049126307963638594
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2022-03-31,-0.005649717514124464,0.0787462022302623,0.050578924897504374
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2022-04-30,-0.018181818181817966,-0.2602893110623311,-0.1664897860583675
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2022-05-31,-0.019675925925926152,-0.04755642695964413,-0.030272543974223076
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2022-06-30,0.024793388429751984,-0.18275104496119488,-0.10070084635946419
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2022-07-31,-0.04262672811059898,0.2562183829293325,0.13132706803690142
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2022-08-31,0.008423586040914532,-0.10861202702036299,-0.06059161662036905
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2022-09-30,-0.03699284009546555,-0.2094026891922358,-0.14115330951397453
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2022-10-31,-0.06443618339529122,0.06601192124072508,0.01714113822870167
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2022-11-30,0.15761589403973564,0.09774829215365877,0.12705384626542227
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2022-12-31,-0.024027459954233277,-0.18081702771247465,-0.11879532651351743
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2023-01-31,0.044548651817116314,0.2120433545924938,0.1443066797188186
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2023-02-28,0.03254769921436629,-0.017424133817290133,0.004654768822418109
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2023-03-31,0.06956521739130461,0.18787420010040967,0.14145659148655776
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2023-04-30,0.08434959349593507,0.003429699121144214,0.03653269316345309
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2023-05-31,-0.01874414245548317,0.15239247915264054,0.08226381614143663
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2023-06-30,0.02101241642788887,0.12316807673093733,0.08222506168583443
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2023-07-31,0.06080449017773626,0.07222755223165334,0.06817192089671265
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2023-08-31,-0.045855379188712075,-0.03983810150715816,-0.04071912888767659
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2023-09-30,0.021256931608132357,-0.10206518526049502,-0.0539307680742922
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2023-10-31,-0.0434389140271495,-0.04936807950882838,-0.04522115272946703
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2023-11-30,-0.005676442762534983,0.21783075713626476,0.12421951875788673
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2023-12-31,-0.01998097050428127,0.10723319728735725,0.05510127031661205
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2024-01-31,0.06407766990291242,0.02894728324475726,0.04441213302165137
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2024-02-29,0.05565693430656915,0.10025580630531516,0.08343197651820211
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2024-03-31,0.002592912705272399,0.017389811916386222,0.012675317541985143
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2024-04-30,0.03620689655172438,-0.09327822071305336,-0.04140864233571451
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2024-05-31,0.02163061564059876,0.1235500710409676,0.08239335371071776
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2024-06-30,-0.012214983713355054,0.12113684708391181,0.06666461885656938
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2024-07-31,-0.00824402308326444,-0.04308179998082262,-0.026888653282652775
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2024-08-31,-0.026600166251038893,0.010888881092655955,-0.002086761977614038
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2024-09-30,0.15456874466268178,0.043516214673051445,0.08920016226111827
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2024-10-31,-0.054733727810651,-0.024031711322724525,-0.0340564957532139
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2024-11-30,0.03599374021909174,0.10103783351126427,0.07552048736801975
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2024-12-31,0.05211480362537757,0.0008249726098503718,0.023035347486108027
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2025-01-31,-0.023689877961235006,0.03483005098964531,0.012981120607885366
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2025-02-28,-0.01764705882352935,-0.059994619628694235,-0.04187210159651278
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2025-03-31,0.024700598802395612,-0.15563281116121386,-0.08525659491383131
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2025-04-30,-0.005843681519357324,-0.003375284998661132,0.008543659680450233
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2025-05-31,0.03085966201322532,0.1823210933954289,0.12094982120226372
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2025-06-30,0.008553100498931654,0.12517333887755022,0.07761246620267648
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2025-07-31,0.010600706713781216,0.04298700298395053,0.030234444524507964
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2025-08-31,-0.004895104895104918,0.011810747806612731,0.006093978879168516
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2025-09-30,-0.025298664792691272,0.10482401685188725,0.05140981959855084
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2025-10-31,0.04325883201153635,0.0895043662714472,0.07290169475622443
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2025-11-30,0.0006910850034553828,-0.039202574109198474,-0.021671347964936416
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2025-12-31,0.0034530386740327934,0.011279838678832421,0.008187125548752228
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资产,权重%,"配置金额(假设¥10,000)",累计收益%,年化波动率%
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A股_515450,40.0,4000.0,104.6478873239447,18.182899641321402
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美股_QLD,60.0,6000.0,166.3101204053575,44.53233309483803
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指标类别,指标名称,数值
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时间信息,分析期间,2020-12-07 至 2025-12-05
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时间信息,总交易日数,1299 天
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时间信息,分析周期,4.99 年
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收益指标,累计收益率,176.89%
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收益指标,年化收益率,22.62%
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收益指标,日均收益率,0.0935%
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收益指标,正收益天数,699 天
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收益指标,胜率,53.8%
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风险指标,年化波动率,27.59%
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风险指标,最大回撤,-44.99%
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风险指标,年化下行风险,19.43%
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风险指标,日收益率标准差,1.7379%
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风险调整后收益,夏普比率,0.748
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风险调整后收益,索提诺比率,1.061
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资产,日均收益率%,日收益率标准差%,单日最大收益%,单日最大亏损%,累计收益率%,正收益天数,总天数,胜率%
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A股_515450,0.06170392771528309,1.1454150134519516,7.131537242472263,-8.41121495327103,104.6478873239447,603,1299,46.4203233256351
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美股_QLD,0.11469872180478634,2.8052733016769706,23.4929328172222,-12.212730032427366,166.3101204053575,686,1299,52.80985373364126
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投资组合,0.09350080416898503,1.7379167439877563,13.976977210749059,-7.327638019456419,176.8948938144213,699,1299,53.81062355658198
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资产名称,起始价格,结束价格,总收益率%,年化收益率%,最高价格,最低价格,平均价格,价格标准差,数据点数,起始日期,结束日期
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A股_515450,0.71,1.453,104.64788732394368,15.419232450949071,1.49,0.672,1.0504576923076923,0.23247297006631246,1300,2020-12-07,2025-12-05
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美股_QLD,27.26896095275879,72.62000274658203,166.31012040535816,21.669712491977087,76.38500213623047,16.587970733642578,38.406993022331825,13.585959300291872,1300,2020-12-07,2025-12-05
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Date,A股_515450,美股_QLD,投资组合
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2020-12-31,-0.028169014084507782,0.04360832351935784,0.015108043137775917
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2021-12-31,0.3057971014492762,0.5466943981092007,0.47861179916538865
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2022-12-31,-0.053274139844617485,-0.6052240874315733,-0.4069057572571425
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2023-12-31,0.20750293083235638,1.17721584291309,0.7490826433156279
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2024-12-31,0.3524271844660216,0.4281466388088715,0.42565476395896606
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2025-12-31,0.0430725053840626,0.34406629359925156,0.24738380876972688
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