| 2018-01-19 | 1.0859 | 1.0859 | -1.17% |
| 2018-01-12 | 1.0987 | 1.0987 | -0.67% |
| 2018-01-05 | 1.1061 | 1.1061 | 0.53% |
| 2017-12-29 | 1.1003 | 1.1003 | -0.79% |
| 2017-12-22 | 1.1091 | 1.1091 | -0.65% |
| 2017-12-15 | 1.1164 | 1.1164 | 0.07% |
| 2017-12-08 | 1.1156 | 1.1156 | -0.17% |
| 2017-12-01 | 1.1175 | 1.1175 | 0.03% |
| 2017-11-17 | 1.1172 | 1.1172 | -0.68% |
| 2017-11-10 | 1.1249 | 1.1249 | 0.06% |
| 2017-11-03 | 1.1242 | 1.1242 | -0.14% |
| 2017-10-31 | 1.1258 | 1.1258 | -0.02% |
| 2017-10-27 | 1.1260 | 1.1260 | -0.04% |
| 2017-10-20 | 1.1264 | 1.1264 | -0.04% |
| 2017-10-13 | 1.1268 | 1.1268 | -0.06% |
| 2017-09-29 | 1.1275 | 1.1275 | -0.03% |
| 2017-09-22 | 1.1278 | 1.1278 | -0.17% |
| 2017-09-15 | 1.1297 | 1.1297 | 0.03% |
| 2017-09-08 | 1.1294 | 1.1294 | -0.24% |
| 2017-08-04 | 1.1321 | 1.1321 | -0.08% |
| 2017-07-21 | 1.1330 | 1.1330 | -0.04% |
| 2017-07-14 | 1.1334 | 1.1334 | -0.04% |
| 2017-07-07 | 1.1339 | 1.1339 | -0.09% |
| 2017-06-30 | 1.1349 | 1.1349 | -0.04% |
| 2017-06-23 | 1.1353 | 1.1353 | 0.31% |
| 2017-06-09 | 1.1318 | 1.1318 | 0.10% |
| 2017-05-19 | 1.1307 | 1.1307 | 0.03% |
| 2017-05-12 | 1.1304 | 1.1304 | 0.02% |
| 2017-05-05 | 1.1302 | 1.1302 | -0.03% |
| 2017-04-28 | 1.1305 | 1.1305 | 0.00% |
| 2017-04-21 | 1.1305 | 1.1305 | -1.18% |
| 2017-04-14 | 1.1440 | 1.1440 | 0.17% |
| 2017-04-07 | 1.1421 | 1.1421 | -0.35% |
| 2017-03-31 | 1.1461 | 1.1461 | -0.87% |
| 2017-03-24 | 1.1562 | 1.1562 | -0.52% |
| 2017-03-17 | 1.1623 | 1.1623 | -0.60% |
| 2017-03-10 | 1.1693 | 1.1693 | -0.01% |
| 2017-03-03 | 1.1694 | 1.1694 | -0.43% |
| 2017-02-28 | 1.1744 | 1.1744 | -0.07% |
| 2017-02-24 | 1.1752 | 1.1752 | 0.14% |
| 2017-02-17 | 1.1736 | 1.1736 | -0.06% |
| 2017-02-10 | 1.1743 | 1.1743 | 0.38% |
| 2017-02-03 | 1.1698 | 1.1698 | -0.13% |
| 2017-01-26 | 1.1713 | 1.1713 | -0.15% |
| 2017-01-20 | 1.1731 | 1.1731 | -0.85% |
| 2017-01-13 | 1.1831 | 1.1831 | 0.36% |
| 2017-01-06 | 1.1788 | 1.1788 | 0.30% |
| 2016-12-30 | 1.1753 | 1.1753 | 0.32% |
| 2016-12-23 | 1.1716 | 1.1716 | 0.40% |
| 2016-12-16 | 1.1669 | 1.1669 | -0.41% |
| 2016-12-09 | 1.1717 | 1.1717 | 1.04% |
| 2016-12-02 | 1.1596 | 1.1596 | -2.03% |
| 2016-11-25 | 1.1836 | 1.1836 | -0.01% |
| 2016-11-18 | 1.1837 | 1.1837 | 0.19% |
| 2016-11-11 | 1.1814 | 1.1814 | 0.08% |
| 2016-11-04 | 1.1805 | 1.1805 | 1.02% |
| 2016-10-31 | 1.1686 | 1.1686 | 0.18% |
| 2016-10-28 | 1.1665 | 1.1665 | -0.60% |
| 2016-10-21 | 1.1736 | 1.1736 | -0.05% |
| 2016-10-14 | 1.1742 | 1.1742 | 0.87% |
| 2016-09-30 | 1.1641 | 1.1641 | -0.16% |
| 2016-09-23 | 1.1660 | 1.1660 | 0.36% |
| 2016-09-14 | 1.1618 | 1.1618 | 0.41% |
| 2016-09-09 | 1.1571 | 1.1571 | 0.49% |
| 2016-09-02 | 1.1515 | 1.1515 | 0.08% |
| 2016-08-31 | 1.1506 | 1.1506 | 0.30% |
| 2016-08-26 | 1.1472 | 1.1472 | 0.94% |
| 2016-08-19 | 1.1365 | 1.1365 | -0.32% |
| 2016-08-12 | 1.1402 | 1.1402 | -0.01% |
| 2016-08-05 | 1.1403 | 1.1403 | -0.27% |
| 2016-07-29 | 1.1434 | 1.1434 | -1.21% |
| 2016-07-22 | 1.1574 | 1.1574 | -0.19% |
| 2016-07-15 | 1.1596 | 1.1596 | 0.01% |
| 2016-07-08 | 1.1595 | 1.1595 | 0.02% |
| 2016-07-01 | 1.1593 | 1.1593 | 0.00% |
| 2016-06-30 | 1.1593 | 1.1593 | 0.03% |
| 2016-06-24 | 1.1590 | 1.1590 | -0.09% |
| 2016-06-17 | 1.1600 | 1.1600 | 0.16% |
| 2016-06-08 | 1.1582 | 1.1582 | 0.01% |
| 2016-06-03 | 1.1581 | 1.1581 | -0.10% |
| 2016-05-27 | 1.1593 | 1.1593 | -0.07% |
| 2016-05-20 | 1.1601 | 1.1601 | -0.03% |
| 2016-05-13 | 1.1604 | 1.1604 | 0.01% |
| 2016-05-06 | 1.1603 | 1.1603 | -0.06% |
| 2016-04-29 | 1.1610 | 1.1610 | -0.05% |
| 2016-04-22 | 1.1616 | 1.1616 | -0.01% |
| 2016-04-15 | 1.1617 | 1.1617 | -0.01% |
| 2016-04-08 | 1.1618 | 1.1618 | 0.02% |
| 2016-04-01 | 1.1616 | 1.1616 | 0.03% |
| 2016-03-31 | 1.1612 | 1.1612 | -0.02% |
| 2016-03-25 | 1.1614 | 1.1614 | 0.07% |
| 2016-03-18 | 1.1606 | 1.1606 | 0.00% |
| 2016-03-11 | 1.1606 | 1.1606 | 0.01% |
| 2016-03-04 | 1.1605 | 1.1605 | 0.04% |
| 2016-02-29 | 1.1600 | 1.1600 | 0.02% |
| 2016-02-26 | 1.1598 | 1.1598 | 0.00% |
| 2016-02-19 | 1.1598 | 1.1598 | -0.04% |
| 2016-02-05 | 1.1603 | 1.1603 | 0.05% |
| 2016-01-29 | 1.1597 | 1.1597 | 0.03% |
| 2016-01-22 | 1.1594 | 1.1594 | 0.00% |
| 2016-01-15 | 1.1594 | 1.1594 | 0.00% |
| 2016-01-08 | 1.1594 | 1.1594 | 0.01% |
| 2015-12-31 | 1.1593 | 1.1593 | 0.03% |
| 2015-12-25 | 1.1590 | 1.1590 | -0.03% |
| 2015-12-18 | 1.1593 | 1.1593 | 0.04% |
| 2015-12-11 | 1.1588 | 1.1588 | -0.12% |
| 2015-12-04 | 1.1602 | 1.1602 | 0.05% |
| 2015-11-30 | 1.1596 | 1.1596 | -0.02% |
| 2015-11-27 | 1.1598 | 1.1598 | -0.01% |
| 2015-11-20 | 1.1599 | 1.1599 | -0.08% |
| 2015-11-13 | 1.1608 | 1.1608 | -0.01% |
| 2015-11-06 | 1.1609 | 1.1609 | -0.11% |
| 2015-10-30 | 1.1622 | 1.1622 | 0.04% |
| 2015-10-23 | 1.1617 | 1.1617 | 0.00% |
| 2015-10-16 | 1.1617 | 1.1617 | -0.07% |
| 2015-10-09 | 1.1625 | 1.1625 | -0.11% |
| 2015-09-30 | 1.1638 | 1.1638 | -0.01% |
| 2015-09-25 | 1.1639 | 1.1639 | -0.12% |
| 2015-09-18 | 1.1653 | 1.1653 | -1.27% |
| 2015-09-11 | 1.1803 | 1.1803 | -0.11% |
| 2015-09-02 | 1.1816 | 1.1816 | -0.19% |
| 2015-08-31 | 1.1839 | 1.1839 | -0.13% |
| 2015-08-28 | 1.1854 | 1.1854 | -0.17% |
| 2015-08-21 | 1.1874 | 1.1874 | 1.02% |
| 2015-08-14 | 1.1754 | 1.1754 | -0.65% |
| 2015-08-07 | 1.1831 | 1.1831 | -0.45% |
| 2015-07-31 | 1.1884 | 1.1884 | 0.90% |
| 2015-07-24 | 1.1778 | 1.1778 | -0.10% |
| 2015-07-17 | 1.1790 | 1.1790 | 0.44% |
| 2015-07-10 | 1.1738 | 1.1738 | 3.16% |
| 2015-07-03 | 1.1378 | 1.1378 | -0.63% |
| 2015-06-30 | 1.1450 | 1.1450 | 1.13% |
| 2015-06-26 | 1.1322 | 1.1322 | 2.20% |
| 2015-06-19 | 1.1078 | 1.1078 | -1.65% |
| 2015-06-12 | 1.1264 | 1.1264 | 0.89% |
| 2015-06-05 | 1.1165 | 1.1165 | 2.47% |
| 2015-05-29 | 1.0896 | 1.0896 | 0.13% |
| 2015-05-22 | 1.0882 | 1.0882 | 0.66% |
| 2015-05-15 | 1.0811 | 1.0811 | -2.23% |
| 2015-05-08 | 1.1058 | 1.1058 | 3.89% |
| 2015-04-30 | 1.0644 | 1.0644 | 0.65% |
| 2015-04-24 | 1.0575 | 1.0575 | 0.33% |
| 2015-04-17 | 1.0540 | 1.0540 | -0.39% |
| 2015-04-10 | 1.0581 | 1.0581 | 0.32% |
| 2015-04-03 | 1.0547 | 1.0547 | -0.54% |
| 2015-03-31 | 1.0604 | 1.0604 | 0.98% |
| 2015-03-27 | 1.0501 | 1.0501 | 0.81% |
| 2015-03-20 | 1.0417 | 1.0417 | 0.25% |
| 2015-03-13 | 1.0391 | 1.0391 | 0.92% |
| 2015-03-06 | 1.0296 | 1.0296 | -1.01% |
| 2015-02-27 | 1.0401 | 1.0401 | 1.03% |
| 2015-02-13 | 1.0295 | 1.0295 | -0.09% |
| 2015-02-06 | 1.0304 | 1.0304 | -0.22% |
| 2015-01-30 | 1.0327 | 1.0327 | -0.05% |
| 2015-01-23 | 1.0332 | 1.0332 | 0.82% |
| 2015-01-16 | 1.0248 | 1.0248 | 1.25% |
| 2015-01-09 | 1.0121 | 1.0121 | 1.66% |
| 2014-12-31 | 0.9956 | 0.9956 | -0.37% |
| 2014-12-26 | 0.9993 | 0.9993 | 2.20% |
| 2014-12-19 | 0.9778 | 0.9778 | -2.36% |
| 2014-12-12 | 1.0014 | 1.0014 | -0.81% |
| 2014-12-05 | 1.0096 | 1.0096 | -0.20% |
| 2014-11-28 | 1.0116 | 1.0116 | 1.04% |
| 2014-11-21 | 1.0012 | 1.0012 | 0.12% |
| 2014-11-12 | 1.0000 | 1.0000 | 0.00% |
| 今年以来 | 近一月 | 近三月 | 近六月 | 近一年 | 近三年 | 近五年 | 成立以来 | |
|---|---|---|---|---|---|---|---|---|
基金业绩 |
-1.31% | -2.09% | -3.60% | -4.16% | -7.43% | 5.96% | -- | 8.59% |
沪深300 |
0% | 0% | 0% | 0% | 0% | 0% | 0% | 65.18% |
同类平均 |
-2.18% | -3.70% | -2.59% | 1.39% | 25.11% | 23.37% | 17.77% | 23.36% |
同类排名 |
893/3293 | 1095/3293 | 898/3293 | 750/3293 | 773/3293 | 62/3293 | --/3293 | 1357/3293 |
四分位排名 |
-- |
-- |
-- |
-- |
-- |
-- |
差 |
-- |
| 近一年 | 近二年 | 近三年 | 近五年 | 成立以来 | |
|---|---|---|---|---|---|
年化业绩率 |
-7.43% | -3.17% | 1.99% | -- | 2.69% |
年化波动率 |
2.24% | 1.06% | 1.29% | -- | 1.57% |
最大回撤 |
7.60% | 8.26% | 8.62% | -- | 8.62% |
夏普比率 |
-4.48 | -4.21 | 0.87 | -- | 1.20 |
CALMAR比率 |
-0.98 | -0.38 | 0.23 | -- | 0.31 |
索提诺比率 |
-1.32 | -0.70 | -0.07 | -- | 0.01 |
反映每单位风险的超 额业绩，
该比率越大越好。
描述年化业绩和历史最大回撤之间的关系，该比率越大越好。
反应每单位下行风险的超额业绩，
该比率越大越好。
| 2017-12-01 | 1.1003 | 1.1003 | -1.54% |
| 2017-11-01 | 1.1172 | 1.1172 | -0.82% |
| 2017-10-01 | 1.1258 | 1.1258 | -0.09% |
| 2017-09-01 | 1.1275 | 1.1275 | -0.17% |
| 2017-08-01 | 1.1321 | 1.1321 | -0.08% |
| 2017-07-01 | 1.1330 | 1.1330 | -0.08% |
| 2017-06-01 | 1.1349 | 1.1349 | 0.27% |
| 2017-05-01 | 1.1307 | 1.1307 | 0.04% |
| 2017-04-01 | 1.1305 | 1.1305 | -1.02% |
| 2017-03-01 | 1.1461 | 1.1461 | -2.41% |
| 2017-02-01 | 1.1744 | 1.1744 | 0.00% |
| 2017-01-01 | 1.1713 | 1.1713 | -0.64% |
| 2016-12-01 | 1.1753 | 1.1753 | 1.35% |
| 2016-11-01 | 1.1836 | 1.1836 | 1.28% |
| 2016-10-01 | 1.1686 | 1.1686 | 0.39% |
| 2016-09-01 | 1.1641 | 1.1641 | 0.00% |
| 2016-08-01 | 1.1506 | 1.1506 | 0.63% |
| 2016-07-01 | 1.1434 | 1.1434 | -1.37% |
| 2016-06-01 | 1.1593 | 1.1593 | 0.00% |
| 2016-05-01 | 1.1593 | 1.1593 | -0.15% |
| 2016-04-01 | 1.1610 | 1.1610 | -0.02% |
| 2016-03-01 | 1.1612 | 1.1612 | 0.10% |
| 2016-02-01 | 1.1600 | 1.1600 | 0.03% |
| 2016-01-01 | 1.1597 | 1.1597 | 0.03% |
| 2015-12-01 | 1.1593 | 1.1593 | -0.03% |
| 2015-11-01 | 1.1596 | 1.1596 | -0.22% |
| 2015-10-01 | 1.1622 | 1.1622 | -0.14% |
| 2015-09-01 | 1.1638 | 1.1638 | -1.70% |
| 2015-08-01 | 1.1839 | 1.1839 | -0.38% |
| 2015-07-01 | 1.1884 | 1.1884 | 3.79% |
| 2015-06-01 | 1.1450 | 1.1450 | 5.08% |
| 2015-05-01 | 1.0896 | 1.0896 | 2.37% |
| 2015-04-01 | 1.0644 | 1.0644 | 0.38% |
| 2015-03-01 | 1.0604 | 1.0604 | 1.95% |
| 2015-02-01 | 1.0401 | 1.0401 | 0.72% |
| 2015-01-01 | 1.0327 | 1.0327 | 3.73% |
| 2014-12-01 | 0.9956 | 0.9956 | -1.58% |
| 2014-11-01 | 1.0116 | 1.0116 | 1.16% |
| 2017-12-01 | 1.1003 | 1.1003 | -1.54% |
| 2017-11-01 | 1.1175 | 1.1175 | -0.74% |
| 2017-10-01 | 1.1258 | 1.1258 | -0.15% |
| 2017-09-01 | 1.1275 | 1.1275 | -0.17% |
| 2017-08-01 | 1.1294 | 1.1294 | -0.24% |
| 2017-07-01 | 1.1321 | 1.1321 | -0.25% |
| 2017-06-01 | 1.1349 | 1.1349 | 0.00% |
| 2017-05-01 | 1.1318 | 1.1318 | 0.00% |
| 2017-04-01 | 1.1305 | 1.1305 | -1.36% |
| 2017-03-01 | 1.1461 | 1.1461 | -2.41% |
| 2017-02-01 | 1.1744 | 1.1744 | 0.00% |
| 2017-01-01 | 1.1698 | 1.1698 | -0.47% |
| 2016-12-01 | 1.1753 | 1.1753 | 0.00% |
| 2016-11-01 | 1.1596 | 1.1596 | -0.78% |
| 2016-10-01 | 1.1686 | 1.1686 | 0.00% |
| 2016-09-01 | 1.1641 | 1.1641 | 0.00% |
| 2016-06-01 | 1.1593 | 1.1593 | -0.16% |
| 2016-03-01 | 1.1612 | 1.1612 | 0.16% |
| 2015-12-01 | 1.1593 | 1.1593 | -0.39% |
| 2015-09-01 | 1.1638 | 1.1638 | 1.64% |
| 2015-06-01 | 1.1450 | 1.1450 | 7.98% |
| 2015-03-01 | 1.0604 | 1.0604 | 6.51% |
| 2014-12-01 | 0.9956 | 0.9956 | -0.44% |
基金全称 |
外贸信托·淘利多策略量化套利5号集合资金信托计划 |
封闭期限 |
-- |
基金状态 |
正在运行 |
托管银行 |
中国工商银行股份有限公司上海市分行 |
基金公司 |
成立日期 |
2014-11-12 |
|
基金经理 |
组织形式 |
信托 |
|
投资策略 |
管理期货 |
结构形式 |
非结构化 |
存续期限 |
-- |
基金托管人 |
-- |
| 序号 | 分红日期 | 每份分红 |
|---|---|---|
| -- | -- | -- |
| 序号 | 拆分日期 | 拆分比例（1：x） |
|---|---|---|
| -- | -- | -- |
核心人物： --
公司简介：上海淘利资产管理有限公司成立于2011年，注册资本为1000万元，公司位于上海张江高科技园区。
投资理念：我们把投资当作产品生产，我们的工作就是建立各种各样的投资生产线。 我们不知道未来的市场是向上还是向下，我们只知道未来的市场一定是波动的市场。 我们建立起一个金融工厂，各种策略就是投资领域的生产线，而使用计算机交易，能使人工干预减到最小。通过不同类型的策略可达到持续而稳定的收益。这种金融工厂的模式，将多样的投资生产线织成一个网状的结构。网状结构越扎实，能够捕获的猎物就越大。 我们来这个市场只是为了盈利，预测对我们而言没有任何意义。
| 序号 | 产品名称 | 成立日期 | 基金类型 | 单位净值 | 净值日期 | 近六月 | 近一年 | 操作 |
|---|
认购起点 |
-- |
最低追加额 |
-- |
认购费率 |
-- |
赎回费率 |
-- |
管理费率 |
-- |
业绩报酬 |
-- |
开放日 |
-- |
同类产品比较
5.43%
近一年业绩率
投资策略管理期货
起投金额100万
43.75%
近一年业绩率
投资策略管理期货
起投金额100万
8.21%
近一年业绩率
投资策略管理期货
起投金额100万
热销阳光私募
11.18%
近一年业绩
投资策略股票策略
起投金额100万
-3.88%
近一年业绩
投资策略债券策略
起投金额100万
0.50%
成立以来业绩
投资策略股票策略
起投金额--
-4.70%
成立以来业绩
投资策略对冲策略
起投金额100万
根据《信托公司集合资金信托计划管理办法》、《私募投资基金监督管理暂行办法》之规定，只向特定投资者展示私募基金和信托资管产品信息，不构成任何投资推介建议。
阁下如有意了解合格投资者认定标准，请移步查看 《信托公司集合资金信托计划管理办法》、《私募投资基金监督管理暂行办法》相关规定。
阁下如有意了解或进行信托及私募基金投资，请注册成为中投在线用户，确认您为合格投资者身份。
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