| 2018-06-22 | 1.0105 | 1.2105 | -4.06% |
| 2018-06-15 | 1.0533 | 1.2533 | -3.25% |
| 2018-06-08 | 1.0887 | 1.2887 | 1.28% |
| 2018-06-01 | 1.0749 | 1.2749 | -4.27% |
| 2018-05-25 | 1.1228 | 1.3228 | -1.60% |
| 2018-05-18 | 1.1411 | 1.3411 | 0.21% |
| 2018-05-11 | 1.1387 | 1.3387 | 1.15% |
| 2018-05-04 | 1.1258 | 1.3258 | 1.85% |
| 2018-04-27 | 1.1053 | 1.3053 | 0.32% |
| 2018-04-20 | 1.1018 | 1.3018 | -3.69% |
| 2018-04-13 | 1.1440 | 1.3440 | -0.68% |
| 2018-04-04 | 1.1518 | 1.3518 | -1.73% |
| 2018-03-30 | 1.1721 | 1.3721 | 5.01% |
| 2018-03-23 | 1.1162 | 1.3162 | -4.36% |
| 2018-03-16 | 1.1671 | 1.3671 | -0.37% |
| 2018-03-09 | 1.1714 | 1.3714 | 3.01% |
| 2018-03-02 | 1.1372 | 1.3372 | -1.14% |
| 2018-02-23 | 1.1503 | 1.3503 | 8.35% |
| 2018-02-09 | 1.0617 | 1.2617 | -10.48% |
| 2018-02-02 | 1.1860 | 1.3860 | -1.99% |
| 2018-01-26 | 1.2101 | 1.4101 | 1.26% |
| 2018-01-19 | 1.1950 | 1.3950 | -1.13% |
| 2018-01-12 | 1.2087 | 1.4087 | 0.34% |
| 2018-01-05 | 1.2046 | 1.4046 | 1.07% |
| 2017-12-29 | 1.1918 | 1.3918 | -0.45% |
| 2017-12-22 | 1.1972 | 1.3972 | 2.51% |
| 2017-12-15 | 1.1679 | 1.3679 | 0.42% |
| 2017-12-08 | 1.1630 | 1.3630 | -2.54% |
| 2017-12-01 | 1.1933 | 1.3933 | -1.72% |
| 2017-11-24 | 1.2142 | 1.4142 | -1.99% |
| 2017-11-17 | 1.2389 | 1.4389 | -5.72% |
| 2017-11-10 | 1.3140 | 1.5140 | 4.94% |
| 2017-11-03 | 1.2522 | 1.4522 | -1.05% |
| 2017-10-27 | 1.2655 | 1.4655 | 4.41% |
| 2017-10-20 | 1.2120 | 1.4120 | -0.79% |
| 2017-10-13 | 1.2216 | 1.4216 | 0.73% |
| 2017-09-29 | 1.2127 | 1.4127 | 1.62% |
| 2017-09-22 | 1.1934 | 1.3934 | 0.28% |
| 2017-09-15 | 1.1901 | 1.3901 | 1.01% |
| 2017-09-08 | 1.1782 | 1.3782 | -0.15% |
| 2017-09-01 | 1.1800 | 1.3800 | 0.95% |
| 2017-08-25 | 1.1689 | 1.3689 | -0.02% |
| 2017-08-18 | 1.1691 | 1.3691 | -0.01% |
| 2017-08-11 | 1.1692 | 1.3692 | 0.45% |
| 2017-08-04 | 1.1640 | 1.3640 | -0.61% |
| 2017-07-28 | 1.1711 | 1.3711 | 0.29% |
| 2017-07-21 | 1.1677 | 1.3677 | 0.04% |
| 2017-07-14 | 1.1672 | 1.3672 | 1.12% |
| 2017-07-07 | 1.1543 | 1.3543 | -0.32% |
| 2017-06-30 | 1.1580 | 1.3580 | 0.94% |
| 2017-06-23 | 1.1472 | 1.3472 | -1.20% |
| 2017-06-16 | 1.1611 | 1.3611 | -0.96% |
| 2017-06-09 | 1.1723 | 1.3723 | 2.96% |
| 2017-06-02 | 1.1386 | 1.3386 | -0.52% |
| 2017-05-26 | 1.1445 | 1.3445 | -1.94% |
| 2017-05-19 | 1.1672 | 1.3672 | 0.27% |
| 2017-05-12 | 1.1640 | 1.3640 | -0.03% |
| 2017-05-05 | 1.1644 | 1.3644 | -0.01% |
| 2017-04-28 | 1.1645 | 1.3645 | -0.01% |
| 2017-04-21 | 1.1646 | 1.3646 | -0.04% |
| 2017-04-14 | 1.1651 | 1.3651 | 0.02% |
| 2017-04-07 | 1.1649 | 1.3649 | 0.07% |
| 2017-03-31 | 1.1641 | 1.3641 | 0.10% |
| 2017-03-24 | 1.1629 | 1.3629 | -0.03% |
| 2017-03-17 | 1.1633 | 1.3633 | 0.43% |
| 2017-03-10 | 1.1583 | 1.3583 | 0.55% |
| 2017-03-03 | 1.1520 | 1.3520 | 0.03% |
| 2017-02-24 | 1.1516 | 1.3516 | 1.43% |
| 2017-02-17 | 1.1354 | 1.3354 | -0.50% |
| 2017-02-10 | 1.1411 | 1.3411 | 0.77% |
| 2017-02-03 | 1.1324 | 1.3324 | 0.39% |
| 2017-01-20 | 1.1280 | 1.3280 | -1.15% |
| 2017-01-13 | 1.1411 | 1.3411 | -1.75% |
| 2017-01-06 | 1.1614 | 1.3614 | -0.39% |
| 2016-12-30 | 1.1659 | 1.3659 | 0.00% |
| 2016-12-23 | 1.1659 | 1.3659 | 0.75% |
| 2016-12-16 | 1.1572 | 1.3572 | -2.85% |
| 2016-12-09 | 1.1912 | 1.3912 | 0.31% |
| 2016-12-02 | 1.1875 | 1.3875 | -3.52% |
| 2016-11-25 | 1.2308 | 1.4308 | 3.59% |
| 2016-11-18 | 1.1882 | 1.3882 | -0.39% |
| 2016-11-11 | 1.1929 | 1.3929 | 1.90% |
| 2016-11-04 | 1.1707 | 1.3707 | 3.27% |
| 2016-10-28 | 1.1336 | 1.3336 | -1.03% |
| 2016-10-21 | 1.1454 | 1.3454 | -0.12% |
| 2016-10-14 | 1.1468 | 1.3468 | 0.60% |
| 2016-09-30 | 1.1400 | 1.3400 | 0.42% |
| 2016-09-23 | 1.1352 | 1.3352 | 0.75% |
| 2016-09-14 | 1.1267 | 1.3267 | 0.12% |
| 2016-09-02 | 1.1253 | 1.3253 | 0.00% |
| 2016-08-26 | 1.1253 | 1.3253 | -1.10% |
| 2016-08-19 | 1.1378 | 1.3378 | -0.25% |
| 2016-08-12 | 1.1406 | 1.3406 | 0.56% |
| 2016-08-05 | 1.1342 | 1.3342 | 0.27% |
| 2016-07-29 | 1.1311 | 1.3311 | 0.23% |
| 2016-07-22 | 1.1285 | 1.3285 | 1.12% |
| 2016-07-15 | 1.1160 | 1.3160 | -0.99% |
| 2016-07-08 | 1.1272 | 1.3272 | -0.17% |
| 2016-07-01 | 1.1291 | 1.3291 | 1.58% |
| 2016-06-24 | 1.1115 | 1.3115 | 0.47% |
| 2016-06-17 | 1.1063 | 1.3063 | -0.88% |
| 2016-06-08 | 1.1161 | 1.3161 | 0.21% |
| 2016-06-03 | 1.1138 | 1.3138 | 2.48% |
| 2016-05-27 | 1.0868 | 1.2868 | 0.01% |
| 2016-05-20 | 1.0867 | 1.2867 | 0.18% |
| 2016-05-13 | 1.0847 | 1.2847 | 0.13% |
| 2016-05-06 | 1.0833 | 1.2833 | 0.07% |
| 2016-04-29 | 1.0825 | 1.2825 | 0.05% |
| 2016-04-22 | 1.0820 | 1.2820 | -0.06% |
| 2016-04-15 | 1.0826 | 1.2826 | 0.12% |
| 2016-04-08 | 1.0813 | 1.2813 | -0.06% |
| 2016-04-01 | 1.0819 | 1.2819 | 0.19% |
| 2016-03-25 | 1.0798 | 1.2798 | 1.05% |
| 2016-03-18 | 1.0686 | 1.2686 | -1.74% |
| 2016-03-11 | 1.0875 | 1.2875 | 0.95% |
| 2016-03-04 | 1.0773 | 1.2773 | -1.08% |
| 2016-02-26 | 1.0891 | 1.2891 | -1.01% |
| 2016-02-19 | 1.1002 | 1.3002 | 0.73% |
| 2016-02-05 | 1.0922 | 1.2922 | 0.00% |
| 2016-01-29 | 1.0922 | 1.2922 | -3.80% |
| 2016-01-22 | 1.1353 | 1.3353 | 2.90% |
| 2016-01-15 | 1.1033 | 1.3033 | -15.57% |
| 2016-01-08 | 1.3068 | 1.3068 | -5.09% |
| 2015-12-31 | 1.3769 | 1.3769 | 2.14% |
| 2015-12-25 | 1.3481 | 1.3481 | 1.07% |
| 2015-12-18 | 1.3338 | 1.3338 | 2.51% |
| 2015-12-11 | 1.3011 | 1.3011 | 1.43% |
| 2015-12-04 | 1.2828 | 1.2828 | -0.90% |
| 2015-11-27 | 1.2944 | 1.2944 | 1.57% |
| 2015-10-30 | 1.2744 | 1.2744 | -0.66% |
| 2015-09-30 | 1.2829 | 1.2829 | -2.06% |
| 2015-08-28 | 1.3099 | 1.3099 | 9.73% |
| 2015-07-31 | 1.1938 | 1.1938 | -9.14% |
| 2015-06-26 | 1.3139 | 1.3139 | 35.52% |
| 2015-05-29 | 0.9695 | 0.9695 | 16.47% |
| 2015-04-30 | 0.8324 | 0.8324 | -1.37% |
| 2015-03-27 | 0.8440 | 0.8440 | -15.60% |
| 2015-03-01 | 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 |
-5.54% | -2.26% | -5.08% | -10.09% | -3.32% | 35.25% | -- | 32.58% |
沪深300 |
0% | 0% | 0% | 0% | 0% | 0% | 0% | 4.81% |
同类平均 |
-3.10% | -5.23% | -1.72% | 1.21% | 24.40% | 14.44% | 17.74% | 22.66% |
同类排名 |
1009/3384 | 1398/3384 | 1170/3384 | 1033/3384 | 898/3384 | 93/3384 | --/3384 | 1078/3384 |
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 |
-11.92% | -4.54% | -7.70% | -- | 6.36% |
年化波动率 |
5.32% | 2.09% | 2.13% | -- | 2.31% |
最大回撤 |
23.10% | 23.10% | 26.61% | -- | 26.61% |
夏普比率 |
-2.73 | -2.80 | -4.03 | -- | 2.41 |
CALMAR比率 |
-0.52 | -0.20 | -0.29 | -- | 0.24 |
索提诺比率 |
-0.63 | -0.31 | -0.39 | -- | 0.14 |
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。
| 2018-05-01 | 1.1411 | 1.3411 | 1.36% |
| 2018-04-01 | 1.1053 | 1.3053 | -0.98% |
| 2018-03-01 | 1.1721 | 1.3721 | 0.00% |
| 2018-02-01 | 1.1503 | 1.3503 | -3.74% |
| 2018-01-01 | 1.2101 | 1.4101 | 1.08% |
| 2017-12-01 | 1.1918 | 1.3918 | -0.11% |
| 2017-11-01 | 1.2142 | 1.4142 | 0.18% |
| 2017-10-01 | 1.2655 | 1.4655 | 3.59% |
| 2017-09-01 | 1.2127 | 1.4127 | 2.77% |
| 2017-08-01 | 1.1689 | 1.3689 | 0.10% |
| 2017-07-01 | 1.1711 | 1.3711 | 1.46% |
| 2017-06-01 | 1.1580 | 1.3580 | 1.70% |
| 2017-05-01 | 1.1445 | 1.3445 | -1.71% |
| 2017-04-01 | 1.1645 | 1.3645 | -0.03% |
| 2017-03-01 | 1.1641 | 1.3641 | 0.00% |
| 2017-02-01 | 1.1516 | 1.3516 | 2.09% |
| 2017-01-01 | 1.1280 | 1.3280 | -2.88% |
| 2016-12-01 | 1.1659 | 1.3659 | -1.82% |
| 2016-11-01 | 1.2308 | 1.4308 | 8.57% |
| 2016-10-01 | 1.1336 | 1.3336 | -0.56% |
| 2016-09-01 | 1.1400 | 1.3400 | 0.00% |
| 2016-08-01 | 1.1253 | 1.3253 | -0.51% |
| 2016-07-01 | 1.1311 | 1.3311 | 1.76% |
| 2016-06-01 | 1.1115 | 1.3115 | 2.27% |
| 2016-05-01 | 1.0868 | 1.2868 | 0.40% |
| 2016-04-01 | 1.0825 | 1.2825 | 0.25% |
| 2016-03-01 | 1.0798 | 1.2798 | -0.85% |
| 2016-02-01 | 1.0891 | 1.2891 | -0.29% |
| 2016-01-01 | 1.0922 | 1.2922 | -6.30% |
| 2015-12-01 | 1.3769 | 1.3769 | 6.37% |
| 2015-11-01 | 1.2944 | 1.2944 | 1.57% |
| 2015-10-01 | 1.2744 | 1.2744 | -0.66% |
| 2015-09-01 | 1.2829 | 1.2829 | -2.06% |
| 2015-08-01 | 1.3099 | 1.3099 | 9.73% |
| 2015-07-01 | 1.1938 | 1.1938 | -9.14% |
| 2015-06-01 | 1.3139 | 1.3139 | 35.52% |
| 2015-05-01 | 0.9695 | 0.9695 | 16.47% |
| 2015-04-01 | 0.8324 | 0.8324 | -1.37% |
| 2015-03-01 | 0.8440 | 0.8440 | -15.60% |
| 2018-05-01 | 1.1411 | 1.3411 | 0.00% |
| 2018-04-01 | 1.1258 | 1.3258 | -3.37% |
| 2018-03-01 | 1.1721 | 1.3721 | 0.00% |
| 2018-02-01 | 1.1372 | 1.3372 | -3.52% |
| 2018-01-01 | 1.1860 | 1.3860 | -0.42% |
| 2017-12-01 | 1.1918 | 1.3918 | -0.11% |
| 2017-11-01 | 1.1933 | 1.3933 | -4.06% |
| 2017-10-01 | 1.2522 | 1.4522 | 0.00% |
| 2017-09-01 | 1.2127 | 1.4127 | 0.00% |
| 2017-08-01 | 1.1800 | 1.3800 | 0.00% |
| 2017-07-01 | 1.1640 | 1.3640 | 0.00% |
| 2017-06-01 | 1.1580 | 1.3580 | 0.00% |
| 2017-05-01 | 1.1386 | 1.3386 | -1.90% |
| 2017-04-01 | 1.1645 | 1.3645 | 0.00% |
| 2017-03-01 | 1.1641 | 1.3641 | 0.00% |
| 2017-02-01 | 1.1520 | 1.3520 | 0.00% |
| 2017-01-01 | 1.1324 | 1.3324 | -2.51% |
| 2016-12-01 | 1.1659 | 1.3659 | -1.58% |
| 2016-11-01 | 1.1875 | 1.3875 | 0.00% |
| 2016-10-01 | 1.1707 | 1.3707 | 0.00% |
| 2016-09-01 | 1.1400 | 1.3400 | 0.00% |
| 2016-06-01 | 1.1115 | 1.3115 | 2.94% |
| 2016-03-01 | 1.0798 | 1.2798 | -7.36% |
| 2015-12-01 | 1.3769 | 1.3769 | 7.33% |
| 2015-09-01 | 1.2829 | 1.2829 | -2.36% |
| 2015-06-01 | 1.3139 | 1.3139 | 55.68% |
| 2015-03-01 | 0.8440 | 0.8440 | -15.60% |
基金全称 |
橙色期货量化1号基金 |
封闭期限 |
-- |
基金状态 |
正在运行 |
托管银行 |
方正证券股份有限公司 |
基金公司 |
成立日期 |
2015-03-01 |
|
基金经理 |
组织形式 |
私募通道 |
|
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 |
|---|---|---|
| 1 | 2016-01-15 | 0.2000 |
| 序号 | 拆分日期 | 拆分比例（1：x） |
|---|---|---|
| -- | -- | -- |
| 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 |
1%（持有时间达12个月以上赎回费为0） |
管理费率 |
管理费：0.8%/年，运营服务费+托管费：0.2%/年 |
业绩报酬 |
20% |
开放日 |
每月15日（封闭期后，遇节假日顺延至下一个交易日） |
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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