均衡配置策略
代码: balanced_allocation | 调仓频率: quarterly
策略描述
股债混合配置策略，根据市场环境动态调整仓位
回测净值曲线
2025-08-13 至 2026-04-09年化收益率
34.7%
最大回撤
8.43%
夏普比率
2.47
波动率
12.42%
当前推荐组合
调仓日: 2026-04-08
新增 JFIN, SMTK, APOS, NREF；卖出 ASND, NBTX, MATH, ALDFW；权重调整 CALM(-0.0%), QFIN(-0.0%), TRIN(-0.0%), ADAM(-0.0%), ESEA(-0.0%)
| 股票代码 | 公司名称 | 权重 |
|---|---|---|
| JFIN | Jiayin Group Inc. | 3.99% |
| NREF | NexPoint Real Estate Finance, Inc. | 3.99% |
| APOS | Apollo Global Management, Inc. | 3.99% |
| SMTK | SmartKem, Inc. | 3.99% |
| AII | American Integrity Insurance Group, Inc. | 3.98% |
| IPSC | Century Therapeutics, Inc. | 3.92% |
| QTTB | Q32 Bio Inc. | 3.9% |
| XYF | X Financial | 3.87% |
| QFIN | Qfin Holdings, Inc. | 3.85% |
| WW | WW International, Inc. | 3.84% |
| ESEA | Euroseas Ltd. | 3.82% |
| DLNG | Dynagas LNG Partners LP | 3.82% |
| SOR | Source Capital, Inc. | 3.82% |
| TPVG | TriplePoint Venture Growth BDC Corp. | 3.72% |
| EIX | Edison International | 3.66% |
| TRIN | Trinity Capital Inc. | 3.64% |
| ADAM | Adamas Trust, Inc. | 3.63% |
| PX | P10, Inc. | 3.62% |
| HQL | Tekla Life Sciences Investors | 3.6% |
| GSL | Global Ship Lease, Inc. | 3.5% |
| CALM | Cal-Maine Foods, Inc. | 3.5% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.5% |
| ENJ | Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052 | 2.85% |
| EMP | Entergy Mississippi, Inc. 1M BD 66 | 2.85% |
| ENO | Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | 2.85% |
| TRS | TriMas Corporation | 0.8% |
| EVTC | EVERTEC, Inc. | 0.8% |
| BCSF | Bain Capital Specialty Finance, Inc. | 0.8% |
| NHI | National Health Investors, Inc. | 0.8% |
| EICC | Eagle Point Income Company Inc. | 0.79% |
| EIC | Eagle Point Income Company Inc. | 0.79% |
| EICA | Eagle Point Income Company Inc. | 0.79% |
| TRMD | TORM plc | 0.78% |
JFIN
Jiayin Group Inc.
权重
3.99%
NREF
NexPoint Real Estate Finance, Inc.
权重
3.99%
APOS
Apollo Global Management, Inc.
权重
3.99%
SMTK
SmartKem, Inc.
权重
3.99%
AII
American Integrity Insurance Group, Inc.
权重
3.98%
IPSC
Century Therapeutics, Inc.
权重
3.92%
QTTB
Q32 Bio Inc.
权重
3.9%
XYF
X Financial
权重
3.87%
QFIN
Qfin Holdings, Inc.
权重
3.85%
WW
WW International, Inc.
权重
3.84%
ESEA
Euroseas Ltd.
权重
3.82%
DLNG
Dynagas LNG Partners LP
权重
3.82%
SOR
Source Capital, Inc.
权重
3.82%
TPVG
TriplePoint Venture Growth BDC Corp.
权重
3.72%
EIX
Edison International
权重
3.66%
TRIN
Trinity Capital Inc.
权重
3.64%
ADAM
Adamas Trust, Inc.
权重
3.63%
PX
P10, Inc.
权重
3.62%
HQL
Tekla Life Sciences Investors
权重
3.6%
GSL
Global Ship Lease, Inc.
权重
3.5%
CALM
Cal-Maine Foods, Inc.
权重
3.5%
GPJA
Georgia Power Company 5% JR SUB NT 77
权重
3.5%
ENJ
Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052
权重
2.85%
EMP
Entergy Mississippi, Inc. 1M BD 66
权重
2.85%
ENO
Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066
权重
2.85%
TRS
TriMas Corporation
权重
0.8%
EVTC
EVERTEC, Inc.
权重
0.8%
BCSF
Bain Capital Specialty Finance, Inc.
权重
0.8%
NHI
National Health Investors, Inc.
权重
0.8%
EICC
Eagle Point Income Company Inc.
权重
0.79%
EIC
Eagle Point Income Company Inc.
权重
0.79%
EICA
Eagle Point Income Company Inc.
权重
0.79%
TRMD
TORM plc
权重
0.78%