Timing_factor_9525

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
2016-0.64%-13.90%-0.0361
2017-3.68%-8.79%-0.5306
2018-16.27%-20.35%-1.3949
201917.90%-12.99%1.2317
202020.38%-6.44%1.4061
202119.29%-5.70%1.9380
2022-2.22%-17.62%-0.2229
20237.27%-4.96%0.7726
202413.06%-20.40%0.5812
202521.15%-7.23%1.7687
20266.08%-7.34%1.5034