Timing_factor_Rrank_Return-Functionalized Shadow Distribution

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
201616.65%-16.49%0.8426
20173.75%-10.24%0.2689
2018-16.68%-23.55%-1.1829
201926.22%-11.32%1.5608
202015.33%-8.89%0.9173
202122.08%-7.15%1.8915
2022-2.48%-18.51%-0.1867
20236.15%-7.57%0.5428
20241.28%-21.82%0.1062
202527.21%-10.93%1.7666
20264.43%-8.43%1.0539