Portfolio of Individual Stocks in China

Today’s Updates (2022/11/27)

  • We have 24 stocks in total;

  • Assume we have 10,000 in total, I list the shares to buy for each stock below.

  • 我们一共有24只股票；
  • 假设我们总共有10,000资金，每只股票的购买份数如下表。
Portfolio Shares 600547.SS 600099.SS 603508.SS 605008.SS 603628.SS 600661.SS 002133.SZ 002388.SZ
Max SR 48 59 130 71 16 60 595 211

Other Information

Start Date End Date Risk Free Rate
2022-10-26 2022-11-25 0.03
Portfolio Sharpe Ratio Returns (%) Volatility (%)
Max SR 13.147 251.37 19.12
Min Vol 9.98432 159.15 15.94
Portfolio Composition (%) 600547.SS 600099.SS 603508.SS 605008.SS 603628.SS 600661.SS 002133.SZ 002388.SZ
Max SR 10 6 19 13 3 6 25 17
Portfolio Composition (%) 600547.SS 603508.SS 601668.SS 601618.SS 605008.SS 600661.SS 300871.SZ 002318.SZ 000600.SZ 002388.SZ
Min Vol 12 28 13 1 15 2 5 11 1 12

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