风险平价ETF躺盈策略:年化收益率（12.17%）
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: 251.46%
- 年化收益率: 12.17%
- 基准收益率: 33.45%
- 阿尔法: 0.09
- 夏普比率: 0.83
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2098 | 135.414 | 41301.27 | 11376.29/38.016% |
| 2026-05-15 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2142 | 2.396 | 14615.6 | 7152.8/95.846% |
| 2026-05-15 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2758 | 9.554 | 90763 | 67806.41/295.368% |
| 2026-05-15 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2758 | 2.48 | 84662.24 | 65232.41/335.733% |
| 2026-05-15 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2758 | 2.1 | 94535.7 | 82338.08/675.034% |
| 2026-05-15 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2758 | 4.878 | 16575.44 | 6372.06/62.45% |
| 2026-05-14 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2097 | 135.37 | 41287.85 | 11362.87/37.971% |
| 2026-05-14 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2141 | 2.46 | 15006 | 7543.2/101.077% |
| 2026-05-14 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2757 | 9.795 | 93052.5 | 70095.91/305.341% |
| 2026-05-14 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2757 | 2.489 | 84969.48 | 65539.65/337.315% |
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 |
