Timing_factor_HRF002
📈 年度绩效 (Long策略)
年份
年化收益
最大回撤
夏普比率
2019
19.12%
-14.66%
1.0910
2020
13.48%
-9.34%
0.7727
2021
16.42%
-7.60%
1.3371
2022
-8.55%
-20.89%
-0.5805
2023
3.11%
-10.04%
0.2202
2024
2.35%
-21.79%
0.1596
2025
25.47%
-11.61%
1.5749
2026
2.83%
-9.12%
0.6486