风险平价ETF躺盈策略:年化收益率（12.1%）
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: 242.3%
- 年化收益率: 12.1%
- 基准收益率: 26.74%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-09 | 十年国债(511260.SH) | 98.437434210526 | 304 | 2053 | 134.963 | 41028.75 | 11103.77/37.105% |
| 2026-03-09 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2097 | 2.623 | 16000.3 | 8537.5/114.401% |
| 2026-03-09 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2713 | 10.868 | 103246 | 80289.41/349.744% |
| 2026-03-09 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2713 | 2.294 | 78312.57 | 58882.74/303.053% |
| 2026-03-09 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2713 | 1.756 | 79049.85 | 66852.24/548.076% |
| 2026-03-09 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2713 | 4.629 | 15729.34 | 5525.96/54.158% |
| 2026-03-06 | 十年国债(511260.SH) | 98.437434210526 | 304 | 2052 | 135.287 | 41127.25 | 11202.27/37.435% |
| 2026-03-06 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2096 | 2.625 | 16012.5 | 8549.7/114.564% |
| 2026-03-06 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2712 | 10.873 | 103293.5 | 80336.91/349.951% |
| 2026-03-06 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2712 | 2.35 | 80224.3 | 60794.47/312.892% |
交易详情
| 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 |
| 2021-01-18 | 300ETF(510300.SH) | 买 | 40 | 5.454 | -0.41 | ¥0 | 0 |
