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价值投资策略回测报告
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回测时间: 2026-03-24 12:37:29
股票数量: 20
回测周期: 252个交易日

业绩指标:
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annual_return: 24.67%
annual_benchmark_return: 22.62%
annual_volatility: 0.081
benchmark_volatility: 0.006
sharpe_ratio: 2.685
benchmark_sharpe: 30.968
max_drawdown: -3.59%
win_rate: 52.38%
information_ratio: 0.205
excess_return: 2.05%