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: 258.43%
- 年化收益率: 11.92%
- 基准收益率: 18.36%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-08 | 十年国债(511260.SH) | 96.844595469256 | 309 | 2195 | 134.73 | 41631.57 | 11706.59/39.12% |
| 2026-10-08 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2239 | 2.129 | 12986.9 | 5524.1/74.022% |
| 2026-10-08 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2855 | 8.474 | 80503 | 57546.41/250.675% |
| 2026-10-08 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2855 | 2.703 | 92275.01 | 72845.18/374.914% |
| 2026-10-08 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2855 | 2.374 | 106870.36 | 94672.74/776.158% |
| 2026-10-08 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2855 | 4.389 | 14913.82 | 4710.44/46.165% |
| 2026-09-30 | 十年国债(511260.SH) | 96.844595469256 | 309 | 2194 | 134.804 | 41654.44 | 11729.46/39.196% |
| 2026-09-30 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2238 | 2.128 | 12980.8 | 5518/73.94% |
| 2026-09-30 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2854 | 8.633 | 82013.5 | 59056.91/257.255% |
| 2026-09-30 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2854 | 2.688 | 91762.94 | 72333.11/372.279% |
交易详情
| 2026-09-18 | 十年国债(511260.SH) | 买 | 2 | 134.695 | -122.04 | ¥0 | 0 |
| 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 |
