风险平价ETF躺盈策略:年化收益率（11.83%）
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: 244.83%
- 年化收益率: 11.83%
- 基准收益率: 36.74%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-30 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2129 | 134.854 | 41400.18 | 11475.2/38.347% |
| 2026-06-30 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2173 | 2.243 | 13682.3 | 6219.5/83.34% |
| 2026-06-30 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2789 | 8.378 | 79591 | 56634.41/246.702% |
| 2026-06-30 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2789 | 2.483 | 84764.65 | 65334.82/336.26% |
| 2026-06-30 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2789 | 2.204 | 99217.47 | 87019.85/713.417% |
| 2026-06-30 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2789 | 5.019 | 17054.56 | 6851.18/67.146% |
| 2026-06-29 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2128 | 134.97 | 41435.79 | 11510.81/38.466% |
| 2026-06-29 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2172 | 2.271 | 13853.1 | 6390.3/85.629% |
| 2026-06-29 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2788 | 8.449 | 80265.5 | 57308.91/249.64% |
| 2026-06-29 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2788 | 2.478 | 84593.96 | 65164.13/335.382% |
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 |
