Timing_factor_growth

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
20162.14%-6.66%0.1246
2017-2.82%-5.20%-1.0069
2018-6.39%-10.60%-1.3148
20195.00%-7.73%0.4722
20205.67%-6.45%0.5662
20210.64%-4.74%-0.1538
2022-1.51%-5.90%-0.5018
2023-0.43%-5.13%-0.5075
202413.97%-9.82%0.7205
20257.89%-3.42%1.1795
20260.52%-4.02%0.1218