Timing_factor_abn_retday.pq

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201624.15%-8.24%1.4235
20171.56%-9.01%0.0603
2018-13.81%-20.20%-1.0542
201924.68%-10.20%1.5839
202014.66%-8.84%0.9242
202118.76%-6.54%1.7017
2022-3.77%-18.12%-0.3025
20236.64%-6.80%0.6253
20247.45%-18.73%0.3927
202523.62%-10.00%1.6788
20263.82%-7.92%0.9594