今天抓取了9千多只开放基金的数据,本想着从回撤控制的角度获取最大的收益,
经过数据整理得到以下结果,先不多做考虑,直接留数据,来日再看
夏普 波动率 最大回撤 年收益 6月收益 1月盈利比例 6月盈利比例 一年盈利比例 最大盈利回撤比 基金数 一月年加权收益 6月加权收益 一年年加权收益 一年加权极限回撤收益比 1.875 28.545 24.855 65.695 32.795 66.13 83.265 78.54 2.655 2 0.434441035 0.273067568 0.51596853 0.49511616 2.227778 25.059444 19.766944 71.328333 41.669167 65.678056 80.474444 82.579167 3.619167 36 0.468470625 0.335330305 0.589023432 0.559136653 2.371471 23.614118 16.670882 73.898235 41.547353 64.574706 76.345588 79.479706 4.446471 34 0.47719568 0.317195709 0.587340999 0.552000578 2.604118 23.127059 14.945294 81.270588 45.294706 65.714706 81.665294 81.932353 5.442941 17 0.53406728 0.369900548 0.66586905 0.621273754 2.933333 21.133333 13.47 84.083333 43.343333 65.58 77.393333 77.176667 6.25 3 0.551418498 0.3354485 0.648927139 0.600691722 3.008 22.906 13.348 96.95 48.196 64.304 75.06 78.838 7.276 5 0.62342728 0.361759176 0.76433441 0.706971881 0 0 0 0 1.32 22.78 20.5525 33.1725 34.3775 65.1575 71.1675 79.5825 1.645 4 0.216143717 0.244656073 0.263995048 0.250903727 1.763636 21.458182 18.268182 45.368182 32.749091 69.323636 83.209091 87.435455 2.464545 11 0.314508733 0.272502209 0.396678764 0.375129902 2.208298 23.961489 18.871277 67.337872 40.394255 66.52383 81.097872 84.091064 3.572979 47 0.447957315 0.327588812 0.56625133 0.53620577 2.3825 22.90775 16.19675 71.442 40.43725 65.22725 77.56725 79.83875 4.42 40 0.465996519 0.313660628 0.570383998 0.53509527 2.604118 23.127059 14.945294 81.270588 45.294706 65.714706 81.665294 81.932353 5.442941 17 0.53406728 0.369900548 0.66586905 0.621273754 2.933333 21.133333 13.47 84.083333 43.343333 65.58 77.393333 77.176667 6.25 3 0.551418498 0.3354485 0.648927139 0.600691722 3.008 22.906 13.348 96.95 48.196 64.304 75.06 78.838 7.276 5 0.62342728 0.361759176 0.76433441 0.706971881 0 0 2.34 32.78 32.78 80.72 100 100 14.01 1 0.26460016 0.3278 0.3278 0.1877
粗略的单角度分析 bbr控制最好 也就是7的适合 收益比最高 网上的bbr的基金基本上也就是债券了 收益比较少