返回投资组合
组合
数据截至 2026-11-02RP均衡
组合净值沪深300
正在加载图表…
组合介绍
在全市场ETF基金中，排除低收益债券基金后，选取尽可能多的低相关性基金组成集合，使用风险平价模型构建组合。 每个季度最后一个交易日进行再平衡。 买卖费率均为0.02%，首次建仓不计费。
指标
收益
- 单日涨跌
- +0.90%
- 年初至今收益率
- +16.84%
- 近1年收益率
- +17.40%
- 成立以来年化
- +14.01%
风险
- 成立以来最大回撤
- 6.53%
- 近1年波动率
- 9.79%
- 近1年最大回撤
- 6.14%
- 近1年最长回撤天数
- 83
性价比
- 近1年夏普比率
- 1.55
- 近1年卡玛比率
- 2.82
- 近1年索提诺比率
- 2.54
持有体验与换手
- 近3年滚动1年持有收益中位数
- —
- 近3年滚动1年持有收益最差值
- —
- 近1年累计换手率
- 250.87%
组合构成（最新）
2026-11-02| 基金名称 / 代码 | 权重 | 单日涨跌 | 单日贡献 |
|---|---|---|---|
32.87% | +0.27% | +0.09% | |
23.26% | -0.81% | -0.19% | |
12.77% | +0.15% | +0.02% | |
9.87% | -0.90% | -0.09% | |
8.61% | +10.04% | +0.79% | |
8.17% | +0.35% | +0.03% | |
4.43% | +6.06% | +0.26% | |
| 合计 | 100.00% | — | +0.90% |
热力图
相关性
观察日期 2026-11-02| 30年国债ETF鹏扬30年国债ETF鹏扬 | |||||||
|---|---|---|---|---|---|---|---|
| 银行ETF天弘银行ETF天弘 | |||||||
| 能源化工ETF建信能源化工ETF建信 | |||||||
| 纳指生物科技ETF汇添富纳指生物科技ETF汇添富 | |||||||
| 影视ETF银华影视ETF银华 | |||||||
| 石化ETF华夏石化ETF华夏 | |||||||
| 科创半导体设备ETF鹏华科创半导体设备ETF鹏华 | |||||||
| 30年国债ETF鹏扬30年国债ETF鹏扬 | 银行ETF天弘银行ETF天弘 | 能源化工ETF建信能源化工ETF建信 | 纳指生物科技ETF汇添富纳指生物科技ETF汇添富 | 影视ETF银华影视ETF银华 | 石化ETF华夏石化ETF华夏 | 科创半导体设备ETF鹏华科创半导体设备ETF鹏华 |
调仓记录
2026-09-30定期平衡换手率 84.36%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 8.84% | 0.00% | -8.84% | 卖出 | |
| 0.00% | 8.39% | +8.39% | 买入 | |
| 6.21% | 8.01% | +1.79% | 买入 | |
| 0.00% | 11.72% | +11.72% | 买入 | |
| 15.96% | 0.00% | -15.96% | 卖出 | |
| 0.00% | 32.92% | +32.92% | 买入 | |
| 29.63% | 0.00% | -29.63% | 卖出 | |
| 9.43% | 9.95% | +0.53% | 买入 | |
| 18.21% | 0.00% | -18.21% | 卖出 | |
| 0.00% | 22.47% | +22.47% | 买入 | |
| 7.97% | 0.00% | -7.97% | 卖出 | |
| 3.74% | 0.00% | -3.74% | 卖出 | |
| 0.00% | 6.54% | +6.54% | 买入 |
2026-06-30定期平衡换手率 56.40%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 10.41% | 0.00% | -10.41% | 卖出 | |
| 4.44% | 0.00% | -4.44% | 卖出 | |
| 0.00% | 8.57% | +8.57% | 买入 | |
| 8.57% | 0.00% | -8.57% | 卖出 | |
| 0.00% | 6.29% | +6.29% | 买入 | |
| 15.49% | 14.83% | -0.66% | 卖出 | |
| 28.77% | 30.52% | +1.75% | 买入 | |
| 14.62% | 0.00% | -14.62% | 卖出 | |
| 0.00% | 8.84% | +8.84% | 买入 | |
| 0.00% | 16.57% | +16.57% | 买入 | |
| 0.00% | 8.37% | +8.37% | 买入 | |
| 0.00% | 6.01% | +6.01% | 买入 | |
| 17.71% | 0.00% | -17.71% | 卖出 |
2026-03-31定期平衡换手率 60.34%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 6.87% | 0.00% | -6.87% | 卖出 | |
| 0.00% | 8.22% | +8.22% | 买入 | |
| 0.00% | 6.46% | +6.46% | 买入 | |
| 11.25% | 0.00% | -11.25% | 卖出 | |
| 0.00% | 11.30% | +11.30% | 买入 | |
| 14.57% | 17.00% | +2.43% | 买入 | |
| 25.09% | 29.69% | +4.60% | 买入 | |
| 0.00% | 16.81% | +16.81% | 买入 | |
| 12.76% | 0.00% | -12.76% | 卖出 | |
| 9.10% | 0.00% | -9.10% | 卖出 | |
| 14.33% | 0.00% | -14.33% | 卖出 | |
| 6.03% | 0.00% | -6.03% | 卖出 | |
| 0.00% | 10.52% | +10.52% | 买入 |
2025-12-31定期平衡换手率 49.77%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 7.02% | +7.02% | 买入 | |
| 8.74% | 0.00% | -8.74% | 卖出 | |
| 13.55% | 11.30% | -2.26% | 卖出 | |
| 8.37% | 0.00% | -8.37% | 卖出 | |
| 15.28% | 14.29% | -0.98% | 卖出 | |
| 24.64% | 26.07% | +1.43% | 买入 | |
| 7.14% | 0.00% | -7.14% | 卖出 | |
| 0.00% | 13.67% | +13.67% | 买入 | |
| 0.00% | 9.10% | +9.10% | 买入 | |
| 16.60% | 0.00% | -16.60% | 卖出 | |
| 0.00% | 12.10% | +12.10% | 买入 | |
| 0.00% | 6.46% | +6.46% | 买入 | |
| 5.68% | 0.00% | -5.68% | 卖出 |
2025-09-30定期平衡换手率 36.00%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 7.55% | 0.00% | -7.55% | 卖出 | |
| 11.55% | 0.00% | -11.55% | 卖出 | |
| 8.14% | 8.69% | +0.54% | 买入 | |
| 0.00% | 12.59% | +12.59% | 买入 | |
| 0.00% | 8.97% | +8.97% | 买入 | |
| 16.16% | 15.38% | -0.77% | 卖出 | |
| 26.92% | 25.39% | -1.53% | 卖出 | |
| 12.59% | 0.00% | -12.59% | 卖出 | |
| 0.00% | 7.60% | +7.60% | 买入 | |
| 17.09% | 15.08% | -2.01% | 卖出 | |
| 0.00% | 6.29% | +6.29% | 买入 |
2025-06-30定期平衡换手率 36.79%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 7.42% | +7.42% | 买入 | |
| 6.36% | 0.00% | -6.36% | 卖出 | |
| 6.70% | 8.45% | +1.76% | 买入 | |
| 0.00% | 8.61% | +8.61% | 买入 | |
| 13.17% | 0.00% | -13.17% | 卖出 | |
| 11.75% | 16.51% | +4.76% | 买入 | |
| 31.95% | 29.36% | -2.59% | 卖出 | |
| 0.00% | 14.24% | +14.24% | 买入 | |
| 13.85% | 0.00% | -13.85% | 卖出 | |
| 16.23% | 15.41% | -0.82% | 卖出 |
2025-03-31定期平衡换手率 71.76%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 6.35% | +6.35% | 买入 | |
| 0.00% | 7.09% | +7.09% | 买入 | |
| 0.00% | 13.96% | +13.96% | 买入 | |
| 14.82% | 12.20% | -2.62% | 卖出 | |
| 29.01% | 0.00% | -29.01% | 卖出 | |
| 0.00% | 31.63% | +31.63% | 买入 | |
| 13.25% | 0.00% | -13.25% | 卖出 | |
| 8.27% | 0.00% | -8.27% | 卖出 | |
| 6.80% | 0.00% | -6.80% | 卖出 | |
| 0.00% | 12.73% | +12.73% | 买入 | |
| 20.10% | 16.04% | -4.06% | 卖出 | |
| 7.75% | 0.00% | -7.75% | 卖出 |
2024-12-31定期平衡换手率 46.65%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 5.66% | 0.00% | -5.66% | 卖出 | |
| 11.17% | 0.00% | -11.17% | 卖出 | |
| 9.81% | 14.33% | +4.52% | 买入 | |
| 36.13% | 30.54% | -5.60% | 卖出 | |
| 13.82% | 13.01% | -0.82% | 卖出 | |
| 0.00% | 8.82% | +8.82% | 买入 | |
| 6.99% | 0.00% | -6.99% | 卖出 | |
| 0.00% | 8.07% | +8.07% | 买入 | |
| 16.41% | 0.00% | -16.41% | 卖出 | |
| 0.00% | 17.45% | +17.45% | 买入 | |
| 0.00% | 7.79% | +7.79% | 买入 |
2024-09-30定期平衡换手率 29.47%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 5.70% | +5.70% | 买入 | |
| 11.92% | 0.00% | -11.92% | 卖出 | |
| 8.98% | 11.86% | +2.87% | 买入 | |
| 8.53% | 11.09% | +2.56% | 买入 | |
| 30.25% | 34.19% | +3.94% | 买入 | |
| 0.00% | 13.65% | +13.65% | 买入 | |
| 7.25% | 7.15% | -0.10% | 卖出 | |
| 5.68% | 0.00% | -5.68% | 卖出 | |
| 15.62% | 16.36% | +0.74% | 买入 | |
| 11.77% | 0.00% | -11.77% | 卖出 |
2024-06-28定期平衡换手率 72.44%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 26.12% | 0.00% | -26.12% | 卖出 | |
| 0.00% | 9.60% | +9.60% | 买入 | |
| 12.34% | 10.38% | -1.96% | 卖出 | |
| 11.35% | 9.70% | -1.65% | 卖出 | |
| 13.10% | 0.00% | -13.10% | 卖出 | |
| 0.00% | 30.98% | +30.98% | 买入 | |
| 7.72% | 7.49% | -0.23% | 卖出 | |
| 0.00% | 4.75% | +4.75% | 买入 | |
| 3.45% | 0.00% | -3.45% | 卖出 | |
| 8.49% | 0.00% | -8.49% | 卖出 | |
| 0.00% | 15.07% | +15.07% | 买入 | |
| 17.43% | 0.00% | -17.43% | 卖出 | |
| 0.00% | 12.03% | +12.03% | 买入 |
2024-03-29定期平衡换手率 36.29%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 23.77% | 25.33% | +1.56% | 买入 | |
| 9.38% | 11.97% | +2.59% | 买入 | |
| 11.06% | 11.12% | +0.06% | 买入 | |
| 11.02% | 12.82% | +1.80% | 买入 | |
| 7.48% | 0.00% | -7.48% | 卖出 | |
| 8.93% | 8.48% | -0.45% | 卖出 | |
| 8.80% | 0.00% | -8.80% | 卖出 | |
| 4.07% | 0.00% | -4.07% | 卖出 | |
| 0.00% | 4.28% | +4.28% | 买入 | |
| 0.00% | 9.68% | +9.68% | 买入 | |
| 0.00% | 16.32% | +16.32% | 买入 | |
| 15.49% | 0.00% | -15.49% | 卖出 |
2024-01-02初始建仓换手率 —
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 22.64% | +22.64% | 买入 | |
| 0.00% | 10.00% | +10.00% | 买入 | |
| 0.00% | 11.57% | +11.57% | 买入 | |
| 0.00% | 10.64% | +10.64% | 买入 | |
| 0.00% | 9.14% | +9.14% | 买入 | |
| 0.00% | 7.86% | +7.86% | 买入 | |
| 0.00% | 8.87% | +8.87% | 买入 | |
| 0.00% | 4.41% | +4.41% | 买入 | |
| 0.00% | 14.86% | +14.86% | 买入 |