风险平价ETF躺盈策略:年化收益率（11.56%）
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: 237.63%
- 年化收益率: 11.56%
- 基准收益率: 26.27%
- 阿尔法: 0.09
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-07-20 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2143 | 134.966 | 41434.56 | 11509.58/38.461% |
| 2026-07-20 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2187 | 2.068 | 12614.8 | 5152/69.036% |
| 2026-07-20 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2803 | 8.318 | 79021 | 56064.41/244.219% |
| 2026-07-20 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2803 | 2.498 | 85276.72 | 65846.89/338.896% |
| 2026-07-20 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2803 | 2.096 | 94355.63 | 82158.02/673.558% |
| 2026-07-20 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2803 | 4.65 | 15800.7 | 5597.32/54.858% |
| 2026-07-17 | 十年国债(511260.SH) | 97.475504885993 | 307 | 2142 | 134.966 | 41434.56 | 11509.58/38.461% |
| 2026-07-17 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2186 | 2.068 | 12614.8 | 5152/69.036% |
| 2026-07-17 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2802 | 8.311 | 78954.5 | 55997.91/243.93% |
| 2026-07-17 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2802 | 2.503 | 85447.41 | 66017.58/339.774% |
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 |
