风险平价ETF躺盈策略:年化收益率（11.88%）
基于风险平价组合优化，对6个ETF进行权重分配，实现风险均衡一致，获取稳定收益
概要
核心指标
- 累计收益率: 254.97%
- 年化收益率: 11.88%
- 基准收益率: 23.85%
- 阿尔法: 0.09
- 夏普比率: 0.79
- 最大回撤: 14.95%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2182 | 135.852 | 41706.56 | 11781.58/39.37% |
| 2026-09-11 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2842 | 8.943 | 84958.5 | 62001.91/270.083% |
| 2026-09-11 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2842 | 2.661 | 90841.22 | 71411.39/367.535% |
| 2026-09-11 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2226 | 2.246 | 13700.6 | 6237.8/83.585% |
| 2026-09-11 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2842 | 2.201 | 99082.42 | 86884.8/712.31% |
| 2026-09-11 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2842 | 4.579 | 15559.44 | 5356.06/52.493% |
| 2026-09-10 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2181 | 135.886 | 41717 | 11792.02/39.405% |
| 2026-09-10 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2841 | 9.083 | 86288.5 | 63331.91/275.877% |
| 2026-09-10 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2841 | 2.676 | 91353.29 | 71923.46/370.17% |
| 2026-09-10 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2225 | 2.296 | 14005.6 | 6542.8/87.672% |
交易详情
| 2026-06-25 | 十年国债(511260.SH) | 买 | 2 | 134.643 | -117.76 | ¥0 | 0 |
| 2026-03-25 | 十年国债(511260.SH) | 买 | 1 | 134.24 | -69.74 | ¥0 | 0 |
| 2026-01-19 | 300ETF(510300.SH) | 买 | 86 | 4.736 | -0.08 | ¥0 | 0 |
| 2025-12-26 | 十年国债(511260.SH) | 买 | 1 | 134.343 | -118.06 | ¥0 | 0 |
| 2025-09-23 | 十年国债(511260.SH) | 买 | 3 | 134.3 | -5.1 | ¥0 | 0 |
| 2025-06-18 | 300ETF(510300.SH) | 买 | 73 | 3.901 | -0.26 | ¥0 | 0 |
| 2024-01-18 | 300ETF(510300.SH) | 买 | 67 | 3.223 | -2.84 | ¥0 | 0 |
| 2023-01-16 | 300ETF(510300.SH) | 买 | 49 | 4.08 | -0.13 | ¥0 | 0 |
| 2022-03-30 | 标普500(513500.SH) | 买 | 16938 | 1.378 | -0.77 | ¥0 | 0 |
| 2022-01-19 | 300ETF(510300.SH) | 买 | 47 | 4.806 | -4.74 | ¥0 | 0 |
