风险平价ETF躺盈策略:年化收益率（12.08%）
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: 259.77%
- 年化收益率: 12.08%
- 基准收益率: 26.84%
- 阿尔法: 0.09
- 夏普比率: 0.81
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-21 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2167 | 135.765 | 41679.86 | 11754.88/39.281% |
| 2026-08-21 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2211 | 2.27 | 13847 | 6384.2/85.547% |
| 2026-08-21 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2827 | 9.388 | 89186 | 66229.41/288.498% |
| 2026-08-21 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2827 | 2.672 | 91216.74 | 71786.9/369.467% |
| 2026-08-21 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2827 | 2.195 | 98812.32 | 86614.7/710.095% |
| 2026-08-21 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2827 | 4.68 | 15902.64 | 5699.26/55.857% |
| 2026-08-20 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2166 | 135.705 | 41661.44 | 11736.46/39.22% |
| 2026-08-20 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2210 | 2.239 | 13657.9 | 6195.1/83.013% |
| 2026-08-20 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2826 | 9.234 | 87723 | 64766.41/282.126% |
| 2026-08-20 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2826 | 2.675 | 91319.15 | 71889.32/369.995% |
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 |
