全天候资产配置策略:年化收益率（9.12%）
该策略为ETF全天候多资产组合策略，通过固定权重分配股票、债券、黄金和大宗商品ETF构建稳健组合，并结合牛市趋势信号适度提高股票权重以模拟杠杆，同时实时监控组合波动率和VaR进行风险控制，实现风险可控下的稳健收益与顺势增强。
概要
核心指标
- 累计收益率: 231.39%
- 年化收益率: 9.12%
- 基准收益率: 93.18%
- 阿尔法: 0.04
- 夏普比率: 0.48
- 最大回撤: 29.58%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 十年国债(511260.SH) | 122.8867556623 | 3668 | 2079 | 134.51 | 493382.68 | 42634.06/9.459% |
| 2026-04-03 | 城投ETF(511220.SH) | 9.5748379491753 | 23878 | 2739 | 10.321 | 246444.84 | 17816.86/7.793% |
| 2026-04-03 | 消费ETF(159928.SZ) | 0.86412448532333 | 444000 | 3039 | 0.747 | 331668 | -52003.27/-13.554% |
| 2026-04-03 | 黄金ETF(518880.SH) | 6.3691648789746 | 54800 | 3079 | 9.828 | 538574.4 | 189544.16/54.306% |
| 2026-04-03 | 国债ETF(511010.SH) | 113.65941733671 | 512 | 3159 | 140.476 | 71923.71 | 13730.09/23.594% |
| 2026-04-03 | 500ETF(510500.SH) | 5.9240950307231 | 43453 | 3169 | 7.603 | 330373.16 | 72953.46/28.34% |
| 2026-04-03 | 300ETF(510300.SH) | 3.8712957340723 | 147600 | 3359 | 4.454 | 657410.4 | 86007.15/15.052% |
| 2026-04-03 | 红利ETF(510880.SH) | 2.6499758980388 | 50566 | 3449 | 3.216 | 162620.26 | 28621.57/21.36% |
| 2026-04-03 | 创业板(159915.SZ) | 2.2584373896504 | 151900 | 3449 | 3.141 | 477117.9 | 134061.26/39.078% |
| 2026-04-02 | 十年国债(511260.SH) | 122.8867556623 | 3668 | 2078 | 134.504 | 493360.67 | 42612.05/9.454% |
交易详情
| 2026-03-25 | 十年国债(511260.SH) | 买 | 18 | 134.24 | -32.83 | ¥0 | 0 |
| 2026-03-25 | 国债ETF(511010.SH) | 买 | 2 | 140.193 | -10.82 | ¥0 | 0 |
| 2026-03-24 | 300ETF(510300.SH) | 卖 | -1000 | 4.479 | -4479 | ¥5 | 607.7 |
| 2026-03-24 | 创业板(159915.SZ) | 卖 | -9200 | 3.237 | -29780.4 | ¥5.96 | 9002.78 |
| 2026-03-24 | 500ETF(510500.SH) | 买 | 2300 | 7.652 | 17599.6 | ¥5 | 0 |
| 2026-03-24 | 红利ETF(510880.SH) | 卖 | -1500 | 3.269 | -4903.5 | ¥5 | 928.54 |
| 2026-03-24 | 十年国债(511260.SH) | 卖 | -100 | 134.911 | -13491.1 | ¥5 | 1141.82 |
| 2026-03-24 | 城投ETF(511220.SH) | 卖 | -1200 | 10.295 | -12354 | ¥5 | 864.19 |
| 2026-03-24 | 黄金ETF(518880.SH) | 买 | 7300 | 9.299 | 67882.7 | ¥13.58 | 0 |
| 2026-03-24 | 消费ETF(159928.SZ) | 卖 | -2100 | 0.742 | -1558.2 | ¥5 | -256.46 |
