风险平价ETF躺盈策略:年化收益率（11.37%）
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: 220.99%
- 年化收益率: 11.37%
- 基准收益率: 22.2%
- 阿尔法: 0.08
- 夏普比率: 0.77
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2069 | 134.594 | 41051.17 | 11126.19/37.18% |
| 2026-03-31 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2113 | 2.359 | 14389.9 | 6927.1/92.822% |
| 2026-03-31 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2729 | 9.699 | 92140.5 | 69183.91/301.368% |
| 2026-03-31 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2729 | 2.164 | 73874.63 | 54444.8/280.212% |
| 2026-03-31 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2729 | 1.674 | 75358.46 | 63160.84/517.813% |
| 2026-03-31 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2729 | 4.463 | 15165.27 | 4961.89/48.63% |
| 2026-03-30 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2068 | 134.565 | 41042.33 | 11117.35/37.151% |
| 2026-03-30 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2112 | 2.406 | 14676.6 | 7213.8/96.663% |
| 2026-03-30 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2728 | 9.656 | 91732 | 68775.41/299.589% |
| 2026-03-30 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2728 | 2.171 | 74113.6 | 54683.77/281.442% |
交易详情
| 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 |
| 2022-01-14 | 纳指ETF(513100.SH) | 买 | 36017 | 1.038 | -0.1 | ¥0 | 0 |
