风险平价ETF躺盈策略:年化收益率（11.48%）
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: 224.94%
- 年化收益率: 11.48%
- 基准收益率: 23%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2071 | 134.504 | 41023.72 | 11098.74/37.089% |
| 2026-04-02 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2115 | 2.354 | 14359.4 | 6896.6/92.413% |
| 2026-04-02 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2731 | 9.738 | 92511 | 69554.41/302.982% |
| 2026-04-02 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2731 | 2.206 | 75308.43 | 55878.6/287.592% |
| 2026-04-02 | 纳指ETF(513100.SH) | 0.27095577846302 | 45017 | 2731 | 1.721 | 77474.26 | 65276.64/535.159% |
| 2026-04-02 | 300ETF(510300.SH) | 3.0027602360855 | 3398 | 2731 | 4.489 | 15253.62 | 5050.24/49.496% |
| 2026-04-01 | 十年国债(511260.SH) | 98.11468852459 | 305 | 2070 | 134.439 | 41003.9 | 11078.92/37.022% |
| 2026-04-01 | 大宗商品(161715.SZ) | 1.2234098360656 | 6100 | 2114 | 2.38 | 14518 | 7055.2/94.538% |
| 2026-04-01 | 黄金ETF(518880.SH) | 2.4164830645161 | 9500 | 2730 | 10.024 | 95228 | 72271.41/314.818% |
| 2026-04-01 | 标普500(513500.SH) | 0.56915557271007 | 34138 | 2730 | 2.238 | 76400.84 | 56971.01/293.214% |
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 |
