价值增强策略
代码: value_enhanced | 调仓频率: quarterly
策略描述
基于价值因子的增强型选股策略，结合基本面分析和动量因子
回测净值曲线
2026-01-04 至 2026-08-31年化收益率
14.61%
最大回撤
7.81%
夏普比率
1.05
波动率
13.91%
当前推荐组合
调仓日: 2026-08-28
新增 ASA；卖出 NBTX
| 股票代码 | 公司名称 | 权重 |
|---|---|---|
| ASA | ASA Gold and Precious Metals Limited | 4.0% |
| QTTB | Q32 Bio Inc. | 4.0% |
| ASND | Ascendis Pharma A/S | 3.95% |
| QFIN | Qfin Holdings, Inc. | 3.95% |
| KG | Kestrel Group, Ltd. | 3.93% |
| GSL | Global Ship Lease, Inc. | 3.92% |
| NEWT | NewtekOne, Inc. | 3.91% |
| NEWTI | NewtekOne, Inc. 8.00% Fixed Rate Senior Notes due 2028 | 3.88% |
| TRIN | Trinity Capital Inc. | 3.88% |
| DRD | DRDGOLD Limited | 3.88% |
| SSSS | SuRo Capital Corp. | 3.86% |
| NEWTH | NewtekOne, Inc. | 3.86% |
| REPX | RILEY EXPLORATION PERMIAN INC | 3.86% |
| NREF | NexPoint Real Estate Finance, Inc. | 3.76% |
| AII | American Integrity Insurance Group, Inc. | 3.75% |
| XYF | X Financial | 3.65% |
| ESEA | Euroseas Ltd. | 3.61% |
| SOR | Source Capital, Inc. | 3.61% |
| DLNG | Dynagas LNG Partners LP | 3.61% |
| TPVG | TriplePoint Venture Growth BDC Corp. | 3.51% |
| EIX | Edison International | 3.46% |
| HQL | Tekla Life Sciences Investors | 3.4% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.31% |
| ENO | Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | 2.72% |
| ENJ | Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052 | 2.72% |
| BCSF | Bain Capital Specialty Finance, Inc. | 0.77% |
| TRS | TriMas Corporation | 0.77% |
| NHI | National Health Investors, Inc. | 0.77% |
| EVTC | EVERTEC, Inc. | 0.77% |
| EIC | Eagle Point Income Company Inc. | 0.76% |
| EICA | Eagle Point Income Company Inc. | 0.76% |
| EICC | Eagle Point Income Company Inc. | 0.76% |
| TRMD | TORM plc | 0.75% |
ASA
ASA Gold and Precious Metals Limited
权重
4.0%
QTTB
Q32 Bio Inc.
权重
4.0%
ASND
Ascendis Pharma A/S
权重
3.95%
QFIN
Qfin Holdings, Inc.
权重
3.95%
KG
Kestrel Group, Ltd.
权重
3.93%
GSL
Global Ship Lease, Inc.
权重
3.92%
NEWT
NewtekOne, Inc.
权重
3.91%
NEWTI
NewtekOne, Inc. 8.00% Fixed Rate Senior Notes due 2028
权重
3.88%
TRIN
Trinity Capital Inc.
权重
3.88%
DRD
DRDGOLD Limited
权重
3.88%
SSSS
SuRo Capital Corp.
权重
3.86%
NEWTH
NewtekOne, Inc.
权重
3.86%
REPX
RILEY EXPLORATION PERMIAN INC
权重
3.86%
NREF
NexPoint Real Estate Finance, Inc.
权重
3.76%
AII
American Integrity Insurance Group, Inc.
权重
3.75%
XYF
X Financial
权重
3.65%
ESEA
Euroseas Ltd.
权重
3.61%
SOR
Source Capital, Inc.
权重
3.61%
DLNG
Dynagas LNG Partners LP
权重
3.61%
TPVG
TriplePoint Venture Growth BDC Corp.
权重
3.51%
EIX
Edison International
权重
3.46%
HQL
Tekla Life Sciences Investors
权重
3.4%
GPJA
Georgia Power Company 5% JR SUB NT 77
权重
3.31%
ENO
Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066
权重
2.72%
ENJ
Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052
权重
2.72%
BCSF
Bain Capital Specialty Finance, Inc.
权重
0.77%
TRS
TriMas Corporation
权重
0.77%
NHI
National Health Investors, Inc.
权重
0.77%
EVTC
EVERTEC, Inc.
权重
0.77%
EIC
Eagle Point Income Company Inc.
权重
0.76%
EICA
Eagle Point Income Company Inc.
权重
0.76%
EICC
Eagle Point Income Company Inc.
权重
0.76%
TRMD
TORM plc
权重
0.75%