风险平价ETF躺盈策略:年化收益率（11.91%）
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: 245.57%
- 年化收益率: 11.91%
- 基准收益率: 30.4%
- 阿尔法: 0.09
- 夏普比率: 0.8
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-10 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2116 | 135.653 | 41374.17 | 11449.19/38.26% |
| 2026-06-10 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2160 | 2.231 | 13609.1 | 6146.3/82.359% |
| 2026-06-10 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2776 | 8.736 | 82992 | 60035.41/261.517% |
| 2026-06-10 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2776 | 2.515 | 85857.07 | 66427.24/341.883% |
| 2026-06-10 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2776 | 2.143 | 96471.43 | 84273.81/690.904% |
| 2026-06-10 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2776 | 4.784 | 16256.03 | 6052.65/59.32% |
| 2026-06-09 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2115 | 135.75 | 41403.75 | 11478.77/38.358% |
| 2026-06-09 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2159 | 2.261 | 13792.1 | 6329.3/84.811% |
| 2026-06-09 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2775 | 9.005 | 85547.5 | 62590.91/272.649% |
| 2026-06-09 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2775 | 2.552 | 87120.18 | 67690.34/348.383% |
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 |
