风险平价ETF躺盈策略:年化收益率（11.14%）
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: 194.29%
- 年化收益率: 11.14%
- 基准收益率: 12.96%
- 阿尔法: 0.08
- 夏普比率: 0.77
- 最大回撤: 14.96%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1914 | 136.439 | 40931.7 | 11006.72/36.781% |
| 2025-08-06 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1958 | 1.707 | 10412.7 | 3035.4/41.145% |
| 2025-08-06 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2574 | 7.468 | 70946 | 47989.41/209.044% |
| 2025-08-06 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2574 | 2.174 | 74216.01 | 54747.9/281.218% |
| 2025-08-06 | 纳指ETF(513100.SH) | 0.27095611833191 | 45017 | 2574 | 1.67 | 75178.39 | 62980.76/516.336% |
| 2025-08-06 | 300ETF(510300.SH) | 3.0807304596071 | 3312 | 2574 | 4.194 | 13890.53 | 3687.15/36.137% |
| 2025-08-05 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1913 | 136.361 | 40908.3 | 10983.32/36.703% |
| 2025-08-05 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1957 | 1.691 | 10315.1 | 2937.8/39.822% |
| 2025-08-05 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2573 | 7.455 | 70822.5 | 47865.91/208.506% |
| 2025-08-05 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2573 | 2.187 | 74659.81 | 55191.69/283.498% |
交易详情
| 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 |
| 2019-12-11 | 300ETF(510300.SH) | 买 | 47 | 3.894 | -2.04 | ¥0 | 0 |
| 2019-01-16 | 300ETF(510300.SH) | 买 | 55 | 3.129 | -1.42 | ¥0 | 0 |
| 2018-01-23 | 300ETF(510300.SH) | 买 | 30 | 4.344 | -3.4 | ¥0 | 0 |
