返回投资组合
组合
数据截至 2026-11-02RP小资金均衡
组合净值沪深300
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组合介绍
在全市场ETF基金中，排除收盘价>=20元的基金后，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
- +0.41%
- 年初至今收益率
- +16.37%
- 近1年收益率
- +18.05%
- 成立以来年化
- +13.01%
风险
- 成立以来最大回撤
- 5.97%
- 近1年波动率
- 9.06%
- 近1年最大回撤
- 4.50%
- 近1年最长回撤天数
- 37
性价比
- 近1年夏普比率
- 1.73
- 近1年卡玛比率
- 3.99
- 近1年索提诺比率
- 2.84
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
- 165.36%
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 |
|---|---|---|---|
35.52% | +0.16% | +0.06% | |
21.08% | -0.81% | -0.17% | |
10.97% | -0.27% | -0.03% | |
10.09% | -3.75% | -0.39% | |
9.31% | -0.90% | -0.09% | |
8.50% | +9.96% | +0.77% | |
4.53% | +6.06% | +0.26% | |
| 合计 | 100.00% | — | +0.41% |
热力图
相关性
观察日期 2026-11-02| 城投债ETF海富通城投债ETF海富通 | |||||||
|---|---|---|---|---|---|---|---|
| 银行ETF天弘银行ETF天弘 | |||||||
| 绿电ETF华夏绿电ETF华夏 | |||||||
| 标普油气ETF嘉实标普油气ETF嘉实 | |||||||
| 纳指生物科技ETF汇添富纳指生物科技ETF汇添富 | |||||||
| 影视ETF国泰影视ETF国泰 | |||||||
| 科创半导体设备ETF鹏华科创半导体设备ETF鹏华 | |||||||
| 城投债ETF海富通城投债ETF海富通 | 银行ETF天弘银行ETF天弘 | 绿电ETF华夏绿电ETF华夏 | 标普油气ETF嘉实标普油气ETF嘉实 | 纳指生物科技ETF汇添富纳指生物科技ETF汇添富 | 影视ETF国泰影视ETF国泰 | 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 39.83%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 8.71% | +8.71% | 买入 | |
| 8.21% | 0.00% | -8.21% | 卖出 | |
| 5.77% | 0.00% | -5.77% | 卖出 | |
| 14.90% | 0.00% | -14.90% | 卖出 | |
| 34.26% | 35.80% | +1.54% | 买入 | |
| 8.91% | 9.39% | +0.48% | 买入 | |
| 17.00% | 20.38% | +3.38% | 买入 | |
| 0.00% | 7.93% | +7.93% | 买入 | |
| 7.57% | 0.00% | -7.57% | 卖出 | |
| 0.00% | 11.10% | +11.10% | 买入 | |
| 3.38% | 0.00% | -3.38% | 卖出 | |
| 0.00% | 6.69% | +6.69% | 买入 |
2026-06-30定期平衡换手率 56.49%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 10.19% | 0.00% | -10.19% | 卖出 | |
| 4.38% | 0.00% | -4.38% | 卖出 | |
| 0.00% | 7.88% | +7.88% | 买入 | |
| 8.18% | 0.00% | -8.18% | 卖出 | |
| 0.00% | 5.80% | +5.80% | 买入 | |
| 15.48% | 13.71% | -1.77% | 卖出 | |
| 29.80% | 35.77% | +5.97% | 买入 | |
| 14.84% | 0.00% | -14.84% | 卖出 | |
| 0.00% | 8.28% | +8.28% | 买入 | |
| 0.00% | 15.33% | +15.33% | 买入 | |
| 0.00% | 7.88% | +7.88% | 买入 | |
| 0.00% | 5.35% | +5.35% | 买入 | |
| 17.13% | 0.00% | -17.13% | 卖出 |
2026-03-31定期平衡换手率 40.04%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 8.00% | +8.00% | 买入 | |
| 11.14% | 6.33% | -4.80% | 卖出 | |
| 5.44% | 0.00% | -5.44% | 卖出 | |
| 12.88% | 0.00% | -12.88% | 卖出 | |
| 0.00% | 10.72% | +10.72% | 买入 | |
| 15.22% | 16.89% | +1.67% | 买入 | |
| 24.88% | 30.98% | +6.10% | 买入 | |
| 13.52% | 16.96% | +3.44% | 买入 | |
| 10.68% | 0.00% | -10.68% | 卖出 | |
| 6.23% | 0.00% | -6.23% | 卖出 | |
| 0.00% | 10.12% | +10.12% | 买入 |
2025-12-31定期平衡换手率 29.00%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 7.30% | +7.30% | 买入 | |
| 8.38% | 6.46% | -1.92% | 卖出 | |
| 13.25% | 13.08% | -0.17% | 卖出 | |
| 8.03% | 0.00% | -8.03% | 卖出 | |
| 15.49% | 15.09% | -0.39% | 卖出 | |
| 25.58% | 25.93% | +0.35% | 买入 | |
| 0.00% | 14.61% | +14.61% | 买入 | |
| 7.19% | 0.00% | -7.19% | 卖出 | |
| 16.61% | 10.78% | -5.82% | 卖出 | |
| 0.00% | 6.74% | +6.74% | 买入 | |
| 5.49% | 0.00% | -5.49% | 卖出 |
2025-09-30定期平衡换手率 35.66%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 7.45% | 0.00% | -7.45% | 卖出 | |
| 10.82% | 0.00% | -10.82% | 卖出 | |
| 7.59% | 8.39% | +0.79% | 买入 | |
| 0.00% | 12.39% | +12.39% | 买入 | |
| 0.00% | 8.66% | +8.66% | 买入 | |
| 16.11% | 15.70% | -0.42% | 卖出 | |
| 29.38% | 25.86% | -3.52% | 卖出 | |
| 11.74% | 0.00% | -11.74% | 卖出 | |
| 0.00% | 7.70% | +7.70% | 买入 | |
| 16.90% | 15.19% | -1.71% | 卖出 | |
| 0.00% | 6.11% | +6.11% | 买入 |
2025-06-30定期平衡换手率 51.34%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 7.43% | +7.43% | 买入 | |
| 6.09% | 0.00% | -6.09% | 卖出 | |
| 6.18% | 8.03% | +1.85% | 买入 | |
| 0.00% | 8.15% | +8.15% | 买入 | |
| 12.13% | 0.00% | -12.13% | 卖出 | |
| 11.72% | 16.70% | +4.99% | 买入 | |
| 36.15% | 30.76% | -5.39% | 卖出 | |
| 0.00% | 13.48% | +13.48% | 买入 | |
| 12.48% | 0.00% | -12.48% | 卖出 | |
| 15.25% | 0.00% | -15.25% | 卖出 | |
| 0.00% | 15.46% | +15.46% | 买入 |
2025-03-31定期平衡换手率 87.96%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 6.01% | +6.01% | 买入 | |
| 0.00% | 6.47% | +6.47% | 买入 | |
| 0.00% | 12.72% | +12.72% | 买入 | |
| 14.42% | 12.04% | -2.38% | 卖出 | |
| 29.72% | 0.00% | -29.72% | 卖出 | |
| 0.00% | 36.50% | +36.50% | 买入 | |
| 12.99% | 0.00% | -12.99% | 卖出 | |
| 8.53% | 0.00% | -8.53% | 卖出 | |
| 6.38% | 0.00% | -6.38% | 卖出 | |
| 0.00% | 11.35% | +11.35% | 买入 | |
| 8.76% | 0.00% | -8.76% | 卖出 | |
| 0.00% | 14.90% | +14.90% | 买入 | |
| 19.21% | 0.00% | -19.21% | 卖出 |
2024-12-31定期平衡换手率 78.25%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 6.78% | 0.00% | -6.78% | 卖出 | |
| 10.10% | 0.00% | -10.10% | 卖出 | |
| 9.37% | 14.13% | +4.76% | 买入 | |
| 0.00% | 30.83% | +30.83% | 买入 | |
| 41.18% | 0.00% | -41.18% | 卖出 | |
| 12.38% | 12.92% | +0.55% | 买入 | |
| 0.00% | 9.22% | +9.22% | 买入 | |
| 0.00% | 7.67% | +7.67% | 买入 | |
| 4.91% | 0.00% | -4.91% | 卖出 | |
| 0.00% | 8.33% | +8.33% | 买入 | |
| 15.29% | 0.00% | -15.29% | 卖出 | |
| 0.00% | 16.90% | +16.90% | 买入 |
2024-09-30定期平衡换手率 22.64%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 7.36% | 6.88% | -0.48% | 卖出 | |
| 10.49% | 0.00% | -10.49% | 卖出 | |
| 8.76% | 10.44% | +1.68% | 买入 | |
| 8.07% | 10.33% | +2.25% | 买入 | |
| 34.26% | 40.82% | +6.56% | 买入 | |
| 0.00% | 11.90% | +11.90% | 买入 | |
| 5.20% | 4.79% | -0.41% | 卖出 | |
| 14.61% | 14.85% | +0.24% | 买入 | |
| 11.26% | 0.00% | -11.26% | 卖出 |
2024-06-28定期平衡换手率 51.14%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 17.86% | 0.00% | -17.86% | 卖出 | |
| 0.00% | 7.42% | +7.42% | 买入 | |
| 0.00% | 8.38% | +8.38% | 买入 | |
| 8.26% | 10.03% | +1.77% | 买入 | |
| 7.53% | 9.10% | +1.57% | 买入 | |
| 8.63% | 0.00% | -8.63% | 卖出 | |
| 33.08% | 35.38% | +2.30% | 买入 | |
| 5.12% | 0.00% | -5.12% | 卖出 | |
| 0.00% | 4.31% | +4.31% | 买入 | |
| 2.30% | 0.00% | -2.30% | 卖出 | |
| 5.73% | 0.00% | -5.73% | 卖出 | |
| 0.00% | 13.97% | +13.97% | 买入 | |
| 11.48% | 0.00% | -11.48% | 卖出 | |
| 0.00% | 11.41% | +11.41% | 买入 |
2024-03-29定期平衡换手率 30.65%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 7.16% | 0.00% | -7.16% | 卖出 | |
| 17.19% | 17.39% | +0.21% | 买入 | |
| 6.38% | 8.05% | +1.67% | 买入 | |
| 7.22% | 7.41% | +0.19% | 买入 | |
| 7.51% | 8.48% | +0.97% | 买入 | |
| 31.05% | 32.79% | +1.74% | 买入 | |
| 5.01% | 0.00% | -5.01% | 卖出 | |
| 0.00% | 5.65% | +5.65% | 买入 | |
| 6.03% | 0.00% | -6.03% | 卖出 | |
| 2.64% | 0.00% | -2.64% | 卖出 | |
| 0.00% | 2.87% | +2.87% | 买入 | |
| 0.00% | 6.56% | +6.56% | 买入 | |
| 0.00% | 10.80% | +10.80% | 买入 | |
| 9.82% | 0.00% | -9.82% | 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% | 6.74% | +6.74% | 买入 | |
| 0.00% | 16.14% | +16.14% | 买入 | |
| 0.00% | 6.71% | +6.71% | 买入 | |
| 0.00% | 7.45% | +7.45% | 买入 | |
| 0.00% | 7.16% | +7.16% | 买入 | |
| 0.00% | 31.66% | +31.66% | 买入 | |
| 0.00% | 6.03% | +6.03% | 买入 | |
| 0.00% | 5.99% | +5.99% | 买入 | |
| 0.00% | 2.82% | +2.82% | 买入 | |
| 0.00% | 9.29% | +9.29% | 买入 |