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
2025-06-16 至 2026-02-10年化收益率
10.45%
最大回撤
17.69%
夏普比率
0.79
波动率
13.82%
当前推荐组合
调仓日: 2026-02-09
新增 KSPI, MATH, TMP；卖出 ASND, BBVA, TYG；权重调整 CALM(-0.0%), TRMD(-0.0%), ESEA(-0.0%), JFIN(-0.0%), REFI(-0.0%)
| 股票代码 | 公司名称 | 权重 |
|---|---|---|
| KSPI | Joint Stock Company Kaspi.kz | 3.99% |
| MATH | Metalpha Technology Holding Limited | 3.99% |
| ASA | ASA Gold and Precious Metals Limited | 3.99% |
| EICC | Eagle Point Income Company Inc. | 3.99% |
| HQL | Tekla Life Sciences Investors | 3.99% |
| EIC | Eagle Point Income Company Inc. | 3.99% |
| TMP | TOMPKINS FINANCIAL CORP | 3.99% |
| EICA | Eagle Point Income Company Inc. | 3.98% |
| PXS | Pyxis Tankers Inc. | 3.89% |
| CPA | Copa Holdings, S.A. | 3.89% |
| HAFN | Hafnia Limited | 3.89% |
| STNG | Scorpio Tankers Inc. | 3.89% |
| INSW | International Seaways, Inc. | 3.89% |
| CMBT | Cmb.Tech N.V. | 3.89% |
| GSL | Global Ship Lease, Inc. | 3.89% |
| ECO | Okeanis Eco Tankers Corp. | 3.89% |
| ASC | Ardmore Shipping Corporation | 3.89% |
| XYF | X Financial | 3.89% |
| CALM | Cal-Maine Foods, Inc. | 3.89% |
| TRMD | TORM plc | 3.89% |
| ESEA | Euroseas Ltd. | 3.89% |
| JFIN | Jiayin Group Inc. | 3.89% |
| REFI | Chicago Atlantic Real Estate Finance, Inc. | 3.89% |
| VIASP | Via Renewables, Inc. | 3.89% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.89% |
KSPI
Joint Stock Company Kaspi.kz
权重
3.99%
MATH
Metalpha Technology Holding Limited
权重
3.99%
ASA
ASA Gold and Precious Metals Limited
权重
3.99%
EICC
Eagle Point Income Company Inc.
权重
3.99%
HQL
Tekla Life Sciences Investors
权重
3.99%
EIC
Eagle Point Income Company Inc.
权重
3.99%
TMP
TOMPKINS FINANCIAL CORP
权重
3.99%
EICA
Eagle Point Income Company Inc.
权重
3.98%
PXS
Pyxis Tankers Inc.
权重
3.89%
CPA
Copa Holdings, S.A.
权重
3.89%
HAFN
Hafnia Limited
权重
3.89%
STNG
Scorpio Tankers Inc.
权重
3.89%
INSW
International Seaways, Inc.
权重
3.89%
CMBT
Cmb.Tech N.V.
权重
3.89%
GSL
Global Ship Lease, Inc.
权重
3.89%
ECO
Okeanis Eco Tankers Corp.
权重
3.89%
ASC
Ardmore Shipping Corporation
权重
3.89%
XYF
X Financial
权重
3.89%
CALM
Cal-Maine Foods, Inc.
权重
3.89%
TRMD
TORM plc
权重
3.89%
ESEA
Euroseas Ltd.
权重
3.89%
JFIN
Jiayin Group Inc.
权重
3.89%
REFI
Chicago Atlantic Real Estate Finance, Inc.
权重
3.89%
VIASP
Via Renewables, Inc.
权重
3.89%
GPJA
Georgia Power Company 5% JR SUB NT 77
权重
3.89%