风险平价ETF躺盈策略:年化收益率（11.17%）
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: 193.91%
- 年化收益率: 11.17%
- 基准收益率: 13.13%
- 阿尔法: 0.08
- 夏普比率: 0.77
- 最大回撤: 14.96%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-23 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1904 | 136.344 | 40903.2 | 10978.22/36.686% |
| 2025-07-23 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1948 | 1.763 | 10754.3 | 3377/45.776% |
| 2025-07-23 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2564 | 7.548 | 71706 | 48749.41/212.355% |
| 2025-07-23 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2564 | 2.144 | 73191.87 | 53723.76/275.958% |
| 2025-07-23 | 纳指ETF(513100.SH) | 0.27095611833191 | 45017 | 2564 | 1.66 | 74728.22 | 62530.59/512.645% |
| 2025-07-23 | 300ETF(510300.SH) | 3.0807304596071 | 3312 | 2564 | 4.199 | 13907.09 | 3703.71/36.299% |
| 2025-07-22 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1903 | 136.409 | 40922.7 | 10997.72/36.751% |
| 2025-07-22 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1947 | 1.743 | 10632.3 | 3255/44.122% |
| 2025-07-22 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2563 | 7.474 | 71003 | 48046.41/209.292% |
| 2025-07-22 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2563 | 2.136 | 72918.77 | 53450.65/274.555% |
交易详情
| 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 |
| 2021-01-18 | 300ETF(510300.SH) | 买 | 40 | 5.454 | -0.41 | ¥0 | 0 |
| 2019-12-11 | 300ETF(510300.SH) | 买 | 47 | 3.894 | -2.04 | ¥0 | 0 |
| 2019-01-16 | 300ETF(510300.SH) | 买 | 55 | 3.129 | -1.42 | ¥0 | 0 |
| 2018-01-23 | 300ETF(510300.SH) | 买 | 30 | 4.344 | -3.4 | ¥0 | 0 |
