风险平价ETF躺盈策略:年化收益率（11.1%）
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: 192.7%
- 年化收益率: 11.1%
- 基准收益率: 11.35%
- 阿尔法: 0.08
- 夏普比率: 0.76
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1911 | 136.342 | 40902.6 | 10977.62/36.684% |
| 2025-08-01 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1955 | 1.668 | 10174.8 | 2797.5/37.92% |
| 2025-08-01 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2571 | 7.352 | 69844 | 46887.41/204.244% |
| 2025-08-01 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2571 | 2.172 | 74147.74 | 54679.62/280.868% |
| 2025-08-01 | 纳指ETF(513100.SH) | 0.27095611833191 | 45017 | 2571 | 1.671 | 75223.41 | 63025.78/516.705% |
| 2025-08-01 | 300ETF(510300.SH) | 3.0807304596071 | 3312 | 2571 | 4.133 | 13688.5 | 3485.12/34.157% |
| 2025-07-31 | 十年国债(511260.SH) | 99.749933333333 | 300 | 1910 | 136.346 | 40903.8 | 10978.82/36.688% |
| 2025-07-31 | 大宗商品(161715.SZ) | 1.209393442623 | 6100 | 1954 | 1.676 | 10223.6 | 2846.3/38.582% |
| 2025-07-31 | 黄金ETF(518880.SH) | 2.4164829268293 | 9500 | 2570 | 7.35 | 69825 | 46868.41/204.161% |
| 2025-07-31 | 标普500(513500.SH) | 0.57027692529994 | 34138 | 2570 | 2.202 | 75171.88 | 55703.76/286.128% |
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 |
