业绩分析
AlphaGo 港股哑铃 业绩分析 · 2800.HK
14.2%回测年化
0.86夏普比率
-32.1%最大回撤日度
17.7%年化波动
18.9%样本外年化2022-01-01→
-30.5%样本外回撤
净值地形 山脊=累计净值 · 峡谷=回撤(数据驱动)
回撤
分年表现(日度采样)
| 年份 | 产品 | 年内最大回撤 | 2800.HK |
|---|---|---|---|
| 2009 | 76.6% | -7.7% | 69.4% |
| 2010 | 21.7% | -8.8% | 5.7% |
| 2011 | -0.8% | -12.7% | -21.3% |
| 2012 | 26.4% | -12.1% | 20.1% |
| 2013 | -1.2% | -20.5% | 2.9% |
| 2014 | 14.5% | -11.3% | 5.3% |
| 2015 | -10.3% | -26.4% | -5.0% |
| 2016 | 1.2% | -11.5% | 6.6% |
| 2017 | 36.5% | -5.4% | 39.3% |
| 2018 | 0.2% | -14.2% | -11.8% |
| 2019 | 7.7% | -14.7% | 16.9% |
| 2020 | 2.0% | -23.1% | -1.5% |
| 2021 | 2.8% | -13.7% | -12.7% |
| 2022 | -5.4% | -30.5% | -11.4% |
| 2023 | 5.9% | -14.2% | -12.1% |
| 2024 | 23.1% | -18.4% | 24.1% |
| 2025 | 51.4% | -12.2% | 34.6% |
| 2026 | 20.7% | -9.2% | -6.0% |
危机窗口
| 区间 | 产品 | 2800.HK |
|---|---|---|
| 2022 bear (Jan-Oct) (2022-01→2022-10) | -21.2% | -34.1% |
| 2024 vol spike (Jul-Aug) (2024-07→2024-08) | -0.9% | 2.3% |
| 2025 tariff shock (Mar-Apr) (2025-03→2025-04) | 1.6% | -3.2% |
纸盘前向记录: 2026-10-02 → 2026-10-20 (13 个交易日): +0.55%, MaxDD -1.40%. 样本仍小,仅作连通性验证。
月度收益 — 回测(%)
| 年 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | 3.5 | 9.1 | 17.6 | 0.9 | 10.9 | -5.2 | 6.3 | 5.4 | 1.2 | 4.8 | 76.6 | ||
| 2010 | -5.5 | 4.3 | 6.8 | -0.4 | -2.8 | 5.5 | 1.5 | 2.3 | 10.0 | 0.9 | -0.3 | -1.4 | 21.7 |
| 2011 | 3.9 | -2.0 | 3.0 | 1.7 | 3.9 | -0.9 | 2.1 | -3.0 | -4.2 | -1.8 | -0.4 | -1.5 | -0.8 |
| 2012 | 2.1 | 6.3 | -1.7 | 3.5 | -8.6 | 5.1 | 2.1 | 0.1 | 6.2 | 2.4 | 5.8 | 2.4 | 26.4 |
| 2013 | 6.7 | -4.5 | -0.7 | 1.7 | -4.5 | -7.7 | 6.9 | -1.1 | 5.6 | 1.3 | 4.2 | -4.8 | -1.2 |
| 2014 | -6.9 | 3.0 | -2.6 | -0.8 | 5.3 | 1.7 | 7.0 | -2.6 | -3.9 | 4.3 | 4.3 | 5.6 | 14.5 |
| 2015 | -1.4 | 0.0 | 1.5 | 14.3 | -3.6 | -5.1 | -8.3 | -8.6 | 0.8 | 5.2 | -2.6 | 1.3 | -10.3 |
| 2016 | -9.7 | 1.2 | 7.8 | -2.0 | 0.2 | 0.2 | 3.5 | 1.8 | -0.2 | 0.1 | 0.7 | -4.2 | 1.2 |
| 2017 | 4.8 | 4.0 | 3.1 | 0.4 | 6.2 | 0.6 | 5.5 | -1.0 | 0.6 | 4.3 | 1.1 | 2.5 | 36.5 |
| 2018 | 12.1 | -7.3 | -1.1 | 1.4 | 1.5 | -6.1 | 5.9 | -2.1 | 2.2 | -6.7 | 5.1 | -0.5 | 0.2 |
| 2019 | 3.5 | 1.4 | -3.0 | 0.4 | -6.8 | 5.2 | -2.6 | -4.2 | 0.0 | 5.3 | -1.9 | 9.1 | 7.7 |
| 2020 | -10.4 | -0.7 | -4.7 | 7.1 | -7.3 | 2.6 | 7.2 | 0.6 | -2.3 | -0.3 | 12.5 | 1.1 | 2.0 |
| 2021 | 5.5 | 4.9 | 1.4 | 0.3 | 4.2 | -0.4 | -4.6 | 1.6 | -2.7 | -1.7 | -5.7 | 2.0 | 2.8 |
| 2022 | 7.6 | 0.9 | -0.8 | -2.0 | 2.2 | -3.7 | -2.1 | -3.3 | -6.5 | -13.8 | 14.3 | 5.0 | -5.4 |
| 2023 | 7.3 | -3.9 | 4.3 | 5.3 | -7.9 | 1.9 | 4.7 | -1.5 | 1.0 | -7.0 | 2.1 | 2.3 | 5.9 |
| 2024 | 1.4 | 4.6 | -1.8 | 7.9 | 5.9 | -0.0 | -2.3 | 3.4 | 6.5 | -6.6 | -3.8 | 7.3 | 23.1 |
| 2025 | 1.0 | 11.4 | 3.9 | -1.9 | 4.5 | 8.0 | 4.2 | 2.0 | 4.9 | 0.1 | 2.3 | -0.4 | 51.4 |
| 2026 | 9.6 | 7.3 | -2.6 | 1.1 | 2.4 | -7.7 | 11.3 | 2.3 | 0.4 | -1.5 | 20.7 |
注:月度表为回测净值计算,当月格显示实盘(●)为主、回测仅到其净值截止日;实盘自 2026-10-05 起步,见上方实盘线。
净值历史(最近20日) 下载 nav.csv ↓
| 日期 | 净值 | 日涨跌 | 来源 |
|---|---|---|---|
| 2026-10-20 | 10.5970 | +0.00% | 纸盘 |
| 2026-10-19 | 10.5970 | +0.00% | 纸盘 |
| 2026-10-16 | 10.5970 | -0.22% | 纸盘 |
| 2026-10-15 | 10.6202 | -1.19% | 纸盘 |
| 2026-10-14 | 10.7479 | +1.56% | 纸盘 |
| 2026-10-13 | 10.5825 | +0.00% | 纸盘 |
| 2026-10-12 | 10.5825 | +0.00% | 纸盘 |
| 2026-10-09 | 10.5825 | +0.42% | 纸盘 |
| 2026-10-08 | 10.5387 | -0.10% | 回测 |
| 2026-10-07 | 10.5497 | -0.18% | 回测 |
| 2026-10-06 | 10.5691 | +0.89% | 回测 |
| 2026-10-05 | 10.4763 | +0.18% | 回测 |
| 2026-10-02 | 10.4575 | -2.22% | 回测 |
| 2026-09-30 | 10.6945 | +0.52% | 回测 |
| 2026-09-29 | 10.6394 | -0.50% | 回测 |
| 2026-09-28 | 10.6925 | +1.77% | 回测 |
| 2026-09-25 | 10.5070 | -1.09% | 回测 |
| 2026-09-24 | 10.6226 | +0.79% | 回测 |
| 2026-09-23 | 10.5396 | -0.65% | 回测 |
| 2026-09-22 | 10.6082 | -0.51% | 回测 |