风险平价ETF躺盈策略:年化收益率（11.92%）
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: 241.42%
- 年化收益率: 11.92%
- 基准收益率: 30.97%
- 阿尔法: 0.09
- 夏普比率: 0.81
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2086 | 135.221 | 41242.41 | 11317.43/37.819% |
| 2026-04-24 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2130 | 2.452 | 14957.2 | 7494.4/100.423% |
| 2026-04-24 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2746 | 9.826 | 93347 | 70390.41/306.624% |
| 2026-04-24 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2746 | 2.366 | 80770.51 | 61340.68/315.704% |
| 2026-04-24 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2746 | 1.907 | 85847.42 | 73649.8/603.805% |
| 2026-04-24 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2746 | 4.782 | 16249.24 | 6045.86/59.254% |
| 2026-04-23 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2085 | 135.328 | 41275.04 | 11350.06/37.928% |
| 2026-04-23 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2129 | 2.439 | 14877.9 | 7415.1/99.361% |
| 2026-04-23 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2745 | 9.9 | 94050 | 71093.41/309.686% |
| 2026-04-23 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2745 | 2.369 | 80872.92 | 61443.09/316.231% |
交易详情
| 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 |
| 2022-01-14 | 纳指ETF(513100.SH) | 买 | 36017 | 1.038 | -0.1 | ¥0 | 0 |
