Timing_factor_mmr14

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201624.75%-8.04%1.4889
20174.73%-8.66%0.3900
2018-15.99%-22.61%-1.2331
201920.50%-12.02%1.3180
202012.20%-8.98%0.7917
202118.16%-7.63%1.6355
2022-1.55%-16.16%-0.1409
20238.28%-6.04%0.8261
20245.69%-18.57%0.3085
202522.32%-8.88%1.6563
20262.88%-7.71%0.7551