Timing_factor_Deep_Size

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201615.10%-16.68%0.7395
2017-3.80%-12.80%-0.3850
2018-18.66%-25.17%-1.2244
201919.36%-13.50%1.1274
202011.39%-9.89%0.6980
202116.54%-8.69%1.4120
2022-2.80%-17.10%-0.2237
20237.72%-6.00%0.7363
20242.98%-22.56%0.1825
202522.73%-9.91%1.5813
20264.88%-3.23%2.7608