Timing_factor_pr_am_ar

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201621.56%-10.64%1.1233
2017-0.61%-9.31%-0.1528
2018-16.56%-23.47%-1.1622
201920.89%-14.52%1.1910
202031.96%-6.65%1.9348
202122.50%-6.46%1.9576
20223.82%-14.17%0.2374
20239.07%-7.36%0.8113
202422.15%-14.98%0.8896
202523.89%-12.43%1.4733
20264.58%-6.12%1.2284