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"post_result_attribution_control": true, "full": { "cagr": 23.27, "sharpe": 1.329, "mdd": -15.96, "vol": 16.81, "days": 1845, "end": 4.8634 }, "train": { "cagr": 17.0, "sharpe": 1.094, "mdd": -13.32, "vol": 15.45, "days": 730, "end": 1.5994 }, "validation": { "cagr": 16.38, "sharpe": 1.218, "mdd": -10.69, "vol": 13.17, "days": 484, "end": 1.3511 }, "recent": { "cagr": 36.85, "sharpe": 1.64, "mdd": -15.96, "vol": 20.42, "days": 631, "end": 2.2506 }, "pre2024": { "cagr": 16.75, "sharpe": 1.136, "mdd": -13.32, "vol": 14.58, "days": 1214, "end": 2.1609 }, "annual_turnover": 5.31, "mean_exposure": 0.987, "max_frozen": 0.0, "blocked_order_sessions": 0, "yearly": { "2019": { "cagr": 13.86, "sharpe": 1.191, "mdd": -8.32, "vol": 11.45, "days": 244, "end": 1.1386 }, "2020": { "cagr": 33.64, "sharpe": 1.558, "mdd": -13.32, "vol": 19.89, "days": 243, "end": 1.3349 }, "2021": { "cagr": 5.26, "sharpe": 0.44, "mdd": -12.77, "vol": 13.79, "days": 243, "end": 1.0523 }, "2022": { "cagr": 1.39, "sharpe": 0.175, "mdd": -10.69, "vol": 11.98, "days": 242, "end": 1.0138 }, "2023": { "cagr": 33.58, "sharpe": 2.107, "mdd": -7.43, "vol": 14.23, "days": 242, "end": 1.3327 }, "2024": { "cagr": 17.24, "sharpe": 1.115, "mdd": -8.55, "vol": 15.32, "days": 242, "end": 1.1709 }, "2025": { "cagr": 70.82, "sharpe": 2.893, "mdd": -11.53, "vol": 19.16, "days": 243, "end": 1.7045 }, "2026": { "cagr": 22.24, "sharpe": 0.85, "mdd": -15.96, "vol": 28.32, "days": 146, "end": 1.1277 } }, "country_average_weight": { "美国": 0.0, "日本": 0.0, "黄金": 0.8023, "A股行业": 0.1846, "现金": 0.0131 } } }, "recent_is_exploratory": true, "historical_iopv_available": false, "note": "QDII closing prices are actual CNY exchange prices; neither raw foreign-index performance nor later-announced same-date NAV is used as execution returns." }