Timing_factor_fpmo_momentum

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201610.00%-6.80%1.0861
20172.63%-3.81%0.3038
2018-4.42%-8.39%-0.8974
201911.51%-4.65%1.5510
20206.59%-4.77%0.7965
20218.29%-2.83%1.6132
20220.10%-7.49%-0.1829
20233.97%-2.25%0.6595
20243.78%-10.13%0.2787
202511.78%-4.44%1.7316
20261.68%-3.86%0.7634