成长动量策略
代码: growth_momentum | 调仓频率: monthly
策略描述
聚焦高成长性企业，结合价格动量和盈利增长因子
回测净值曲线
2025-11-20 至 2026-07-17年化收益率
65.73%
最大回撤
7.27%
夏普比率
2.75
波动率
19.14%
当前推荐组合
调仓日: 2026-07-16
无调仓
| 股票代码 | 公司名称 | 权重 |
|---|---|---|
| NEWTI | NewtekOne, Inc. 8.00% Fixed Rate Senior Notes due 2028 | 4.0% |
| TRIN | Trinity Capital Inc. | 4.0% |
| NEWT | NewtekOne, Inc. | 4.0% |
| NBTX | Nanobiotix S.A. | 3.98% |
| REPX | RILEY EXPLORATION PERMIAN INC | 3.98% |
| NEWTH | NewtekOne, Inc. | 3.98% |
| SSSS | SuRo Capital Corp. | 3.98% |
| WW | WW International, Inc. | 3.97% |
| KOF | Coca-Cola FEMSA, S.A.B. de C.V. | 3.9% |
| NREF | NexPoint Real Estate Finance, Inc. | 3.88% |
| AII | American Integrity Insurance Group, Inc. | 3.87% |
| QTTB | Q32 Bio Inc. | 3.79% |
| XYF | X Financial | 3.76% |
| QFIN | Qfin Holdings, Inc. | 3.74% |
| ESEA | Euroseas Ltd. | 3.72% |
| DLNG | Dynagas LNG Partners LP | 3.72% |
| SOR | Source Capital, Inc. | 3.72% |
| TPVG | TriplePoint Venture Growth BDC Corp. | 3.62% |
| EIX | Edison International | 3.56% |
| HQL | Tekla Life Sciences Investors | 3.5% |
| CALM | Cal-Maine Foods, Inc. | 3.4% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.4% |
| ENJ | Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052 | 2.79% |
| ENO | Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | 2.79% |
| EMP | Entergy Mississippi, Inc. 1M BD 66 | 2.79% |
| TRS | TriMas Corporation | 0.79% |
| EVTC | EVERTEC, Inc. | 0.79% |
| NHI | National Health Investors, Inc. | 0.79% |
| BCSF | Bain Capital Specialty Finance, Inc. | 0.79% |
| EICA | Eagle Point Income Company Inc. | 0.78% |
| EIC | Eagle Point Income Company Inc. | 0.78% |
| EICC | Eagle Point Income Company Inc. | 0.78% |
| TRMD | TORM plc | 0.77% |
NEWTI
NewtekOne, Inc. 8.00% Fixed Rate Senior Notes due 2028
权重
4.0%
TRIN
Trinity Capital Inc.
权重
4.0%
NEWT
NewtekOne, Inc.
权重
4.0%
NBTX
Nanobiotix S.A.
权重
3.98%
REPX
RILEY EXPLORATION PERMIAN INC
权重
3.98%
NEWTH
NewtekOne, Inc.
权重
3.98%
SSSS
SuRo Capital Corp.
权重
3.98%
WW
WW International, Inc.
权重
3.97%
KOF
Coca-Cola FEMSA, S.A.B. de C.V.
权重
3.9%
NREF
NexPoint Real Estate Finance, Inc.
权重
3.88%
AII
American Integrity Insurance Group, Inc.
权重
3.87%
QTTB
Q32 Bio Inc.
权重
3.79%
XYF
X Financial
权重
3.76%
QFIN
Qfin Holdings, Inc.
权重
3.74%
ESEA
Euroseas Ltd.
权重
3.72%
DLNG
Dynagas LNG Partners LP
权重
3.72%
SOR
Source Capital, Inc.
权重
3.72%
TPVG
TriplePoint Venture Growth BDC Corp.
权重
3.62%
EIX
Edison International
权重
3.56%
HQL
Tekla Life Sciences Investors
权重
3.5%
CALM
Cal-Maine Foods, Inc.
权重
3.4%
GPJA
Georgia Power Company 5% JR SUB NT 77
权重
3.4%
ENJ
Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052
权重
2.79%
ENO
Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066
权重
2.79%
EMP
Entergy Mississippi, Inc. 1M BD 66
权重
2.79%
TRS
TriMas Corporation
权重
0.79%
EVTC
EVERTEC, Inc.
权重
0.79%
NHI
National Health Investors, Inc.
权重
0.79%
BCSF
Bain Capital Specialty Finance, Inc.
权重
0.79%
EICA
Eagle Point Income Company Inc.
权重
0.78%
EIC
Eagle Point Income Company Inc.
权重
0.78%
EICC
Eagle Point Income Company Inc.
权重
0.78%
TRMD
TORM plc
权重
0.77%