风险平价ETF躺盈策略:年化收益率（11.63%）
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: 250.19%
- 年化收益率: 11.63%
- 基准收益率: 10.99%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-29 | 十年国债(511260.SH) | 96.844595469256 | 309 | 2210 | 135.666 | 41920.79 | 11995.81/40.086% |
| 2026-10-29 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2254 | 1.98 | 12078 | 4615.2/61.843% |
| 2026-10-29 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2870 | 8.224 | 78128 | 55171.41/240.329% |
| 2026-10-29 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2870 | 2.688 | 91762.94 | 72333.11/372.279% |
| 2026-10-29 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2870 | 2.29 | 103088.93 | 90891.31/745.156% |
| 2026-10-29 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2870 | 4.111 | 13969.18 | 3765.8/36.907% |
| 2026-10-28 | 十年国债(511260.SH) | 96.844595469256 | 309 | 2209 | 135.571 | 41891.44 | 11966.46/39.988% |
| 2026-10-28 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2253 | 2 | 12200 | 4737.2/63.478% |
| 2026-10-28 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2869 | 8.226 | 78147 | 55190.41/240.412% |
| 2026-10-28 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2869 | 2.702 | 92240.88 | 72811.04/374.738% |
交易详情
| 2026-09-18 | 十年国债(511260.SH) | 买 | 2 | 134.695 | -122.04 | ¥0 | 0 |
| 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 |
