Timing_factor_LSSF001
📈 年度绩效 (Long策略)
年份
年化收益
最大回撤
夏普比率
2019
21.89%
-12.61%
1.3323
2020
14.29%
-8.87%
0.8768
2021
19.68%
-7.50%
1.7292
2022
-2.11%
-17.24%
-0.1673
2023
6.75%
-6.55%
0.6169
2024
6.85%
-19.52%
0.3534
2025
23.70%
-10.33%
1.6274
2026
3.60%
-8.22%
0.8791