返回投资组合
组合
数据截至 2026-11-02RP小资金稳健
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，使用不收缩的样本协方差进行风险平价配置。 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
- +0.20%
- 年初至今收益率
- +6.11%
- 近1年收益率
- +6.77%
- 成立以来年化
- +6.42%
风险
- 成立以来最大回撤
- 1.76%
- 近1年波动率
- 3.00%
- 近1年最大回撤
- 1.46%
- 近1年最长回撤天数
- 34
性价比
- 近1年夏普比率
- 1.63
- 近1年卡玛比率
- 4.61
- 近1年索提诺比率
- 3.29
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
- 58.87%
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 |
|---|---|---|---|
87.04% | +0.16% | +0.14% | |
4.74% | -0.81% | -0.04% | |
2.05% | -0.27% | -0.01% | |
1.88% | -3.75% | -0.07% | |
1.79% | -0.90% | -0.02% | |
1.57% | +9.96% | +0.14% | |
0.94% | +6.06% | +0.05% | |
| 合计 | 100.00% | — | +0.20% |
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 14.16%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 1.61% | +1.61% | 买入 | |
| 2.41% | 0.00% | -2.41% | 卖出 | |
| 1.76% | 0.00% | -1.76% | 卖出 | |
| 4.85% | 0.00% | -4.85% | 卖出 | |
| 79.49% | 87.15% | +7.66% | 买入 | |
| 2.67% | 1.79% | -0.87% | 卖出 | |
| 5.52% | 4.56% | -0.96% | 卖出 | |
| 0.00% | 1.46% | +1.46% | 买入 | |
| 2.17% | 0.00% | -2.17% | 卖出 | |
| 0.00% | 2.06% | +2.06% | 买入 | |
| 1.13% | 0.00% | -1.13% | 卖出 | |
| 0.00% | 1.37% | +1.37% | 买入 |
2026-06-30定期平衡换手率 15.93%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 2.77% | 0.00% | -2.77% | 卖出 | |
| 1.13% | 0.00% | -1.13% | 卖出 | |
| 0.00% | 2.25% | +2.25% | 买入 | |
| 2.29% | 0.00% | -2.29% | 卖出 | |
| 0.00% | 1.72% | +1.72% | 买入 | |
| 4.68% | 4.33% | -0.35% | 卖出 | |
| 79.74% | 80.54% | +0.80% | 买入 | |
| 4.33% | 0.00% | -4.33% | 卖出 | |
| 0.00% | 2.40% | +2.40% | 买入 | |
| 0.00% | 4.83% | +4.83% | 买入 | |
| 0.00% | 2.19% | +2.19% | 买入 | |
| 0.00% | 1.74% | +1.74% | 买入 | |
| 5.07% | 0.00% | -5.07% | 卖出 |
2026-03-31定期平衡换手率 13.98%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 2.12% | +2.12% | 买入 | |
| 3.38% | 1.58% | -1.79% | 卖出 | |
| 1.75% | 0.00% | -1.75% | 卖出 | |
| 4.49% | 0.00% | -4.49% | 卖出 | |
| 0.00% | 2.92% | +2.92% | 买入 | |
| 5.35% | 4.97% | -0.38% | 卖出 | |
| 74.66% | 80.69% | +6.02% | 买入 | |
| 4.81% | 4.81% | +0.00% | 买入 | |
| 3.32% | 0.00% | -3.32% | 卖出 | |
| 2.24% | 0.00% | -2.24% | 卖出 | |
| 0.00% | 2.91% | +2.91% | 买入 |
2025-12-31定期平衡换手率 14.80%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 2.15% | +2.15% | 买入 | |
| 3.20% | 2.02% | -1.18% | 卖出 | |
| 4.89% | 4.43% | -0.46% | 卖出 | |
| 2.91% | 0.00% | -2.91% | 卖出 | |
| 6.44% | 5.15% | -1.29% | 卖出 | |
| 70.35% | 75.60% | +5.25% | 买入 | |
| 0.00% | 5.05% | +5.05% | 买入 | |
| 2.61% | 0.00% | -2.61% | 卖出 | |
| 7.17% | 3.26% | -3.91% | 卖出 | |
| 0.00% | 2.36% | +2.36% | 买入 | |
| 2.44% | 0.00% | -2.44% | 卖出 |
2025-09-30定期平衡换手率 13.75%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 2.63% | 0.00% | -2.63% | 卖出 | |
| 4.91% | 0.00% | -4.91% | 卖出 | |
| 2.82% | 3.18% | +0.36% | 买入 | |
| 0.00% | 4.54% | +4.54% | 买入 | |
| 0.00% | 3.12% | +3.12% | 买入 | |
| 6.23% | 6.49% | +0.25% | 买入 | |
| 72.40% | 70.67% | -1.72% | 卖出 | |
| 4.22% | 0.00% | -4.22% | 卖出 | |
| 0.00% | 2.78% | +2.78% | 买入 | |
| 6.79% | 6.52% | -0.28% | 卖出 | |
| 0.00% | 2.70% | +2.70% | 买入 |
2025-06-30定期平衡换手率 21.44%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 2.56% | +2.56% | 买入 | |
| 2.68% | 0.00% | -2.68% | 卖出 | |
| 3.38% | 3.55% | +0.17% | 买入 | |
| 0.00% | 2.95% | +2.95% | 买入 | |
| 5.91% | 0.00% | -5.91% | 卖出 | |
| 5.13% | 6.30% | +1.17% | 买入 | |
| 70.06% | 73.87% | +3.81% | 买入 | |
| 0.00% | 4.72% | +4.72% | 买入 | |
| 5.41% | 0.00% | -5.41% | 卖出 | |
| 7.44% | 0.00% | -7.44% | 卖出 | |
| 0.00% | 6.06% | +6.06% | 买入 |
2025-03-31定期平衡换手率 96.36%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 0.00% | 2.63% | +2.63% | 买入 | |
| 0.00% | 3.52% | +3.52% | 买入 | |
| 0.00% | 6.16% | +6.16% | 买入 | |
| 3.64% | 5.24% | +1.60% | 买入 | |
| 81.14% | 0.00% | -81.14% | 卖出 | |
| 0.00% | 70.33% | +70.33% | 买入 | |
| 3.24% | 0.00% | -3.24% | 卖出 | |
| 2.14% | 0.00% | -2.14% | 卖出 | |
| 1.54% | 0.00% | -1.54% | 卖出 | |
| 0.00% | 4.89% | +4.89% | 买入 | |
| 2.86% | 0.00% | -2.86% | 卖出 | |
| 0.00% | 7.23% | +7.23% | 买入 | |
| 5.44% | 0.00% | -5.44% | 卖出 |
2024-12-31定期平衡换手率 94.33%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 1.95% | 0.00% | -1.95% | 卖出 | |
| 3.15% | 0.00% | -3.15% | 卖出 | |
| 2.53% | 3.47% | +0.94% | 买入 | |
| 0.00% | 82.01% | +82.01% | 买入 | |
| 82.64% | 0.00% | -82.64% | 卖出 | |
| 3.54% | 3.14% | -0.40% | 卖出 | |
| 0.00% | 2.25% | +2.25% | 买入 | |
| 0.00% | 1.81% | +1.81% | 买入 | |
| 1.51% | 0.00% | -1.51% | 卖出 | |
| 0.00% | 2.65% | +2.65% | 买入 | |
| 4.69% | 0.00% | -4.69% | 卖出 | |
| 0.00% | 4.66% | +4.66% | 买入 |
2024-09-30定期平衡换手率 8.98%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 2.44% | 1.99% | -0.45% | 卖出 | |
| 3.68% | 0.00% | -3.68% | 卖出 | |
| 2.85% | 3.28% | +0.42% | 买入 | |
| 2.55% | 2.80% | +0.25% | 买入 | |
| 77.57% | 82.45% | +4.88% | 买入 | |
| 0.00% | 3.42% | +3.42% | 买入 | |
| 1.82% | 1.48% | -0.34% | 卖出 | |
| 5.40% | 4.58% | -0.82% | 卖出 | |
| 3.69% | 0.00% | -3.69% | 卖出 |
2024-06-28定期平衡换手率 25.42%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 9.36% | 0.00% | -9.36% | 卖出 | |
| 0.00% | 2.41% | +2.41% | 买入 | |
| 0.00% | 2.88% | +2.88% | 买入 | |
| 3.84% | 3.20% | -0.64% | 卖出 | |
| 3.37% | 2.82% | -0.55% | 卖出 | |
| 3.77% | 0.00% | -3.77% | 卖出 | |
| 68.57% | 78.48% | +9.92% | 买入 | |
| 2.28% | 0.00% | -2.28% | 卖出 | |
| 0.00% | 1.48% | +1.48% | 买入 | |
| 1.05% | 0.00% | -1.05% | 卖出 | |
| 2.75% | 0.00% | -2.75% | 卖出 | |
| 0.00% | 5.06% | +5.06% | 买入 | |
| 5.02% | 0.00% | -5.02% | 卖出 | |
| 0.00% | 3.67% | +3.67% | 买入 |
2024-03-29定期平衡换手率 28.33%
| 基金名称 / 代码 | 调仓前权重 | 目标权重 | 权重变化 | 操作 |
|---|---|---|---|---|
| 5.07% | 0.00% | -5.07% | 卖出 | |
| 13.14% | 9.16% | -3.98% | 卖出 | |
| 4.29% | 3.76% | -0.53% | 卖出 | |
| 4.98% | 3.33% | -1.65% | 卖出 | |
| 5.09% | 3.72% | -1.37% | 卖出 | |
| 51.70% | 68.29% | +16.59% | 买入 | |
| 3.49% | 0.00% | -3.49% | 卖出 | |
| 0.00% | 2.52% | +2.52% | 买入 | |
| 4.09% | 0.00% | -4.09% | 卖出 | |
| 1.74% | 0.00% | -1.74% | 卖出 | |
| 0.00% | 1.31% | +1.31% | 买入 | |
| 0.00% | 3.17% | +3.17% | 买入 | |
| 0.00% | 4.74% | +4.74% | 买入 | |
| 6.43% | 0.00% | -6.43% | 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% | 4.75% | +4.75% | 买入 | |
| 0.00% | 12.28% | +12.28% | 买入 | |
| 0.00% | 4.48% | +4.48% | 买入 | |
| 0.00% | 5.11% | +5.11% | 买入 | |
| 0.00% | 4.82% | +4.82% | 买入 | |
| 0.00% | 52.44% | +52.44% | 买入 | |
| 0.00% | 4.18% | +4.18% | 买入 | |
| 0.00% | 4.04% | +4.04% | 买入 | |
| 0.00% | 1.85% | +1.85% | 买入 | |
| 0.00% | 6.05% | +6.05% | 买入 |