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
2025-10-06 至 2026-06-02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: 2026-06-01
新增 NEWTH, REPX；卖出 SMTK, APOS
| 股票代码 | 公司名称 | 权重 |
|---|---|---|
| NEWTH | NewtekOne, Inc. | 4.0% |
| REPX | RILEY EXPLORATION PERMIAN INC | 4.0% |
| SSSS | SuRo Capital Corp. | 4.0% |
| GSL | Global Ship Lease, Inc. | 3.99% |
| WW | WW International, Inc. | 3.99% |
| IPSC | Century Therapeutics, Inc. | 3.96% |
| NBTX | Nanobiotix S.A. | 3.96% |
| KOF | Coca-Cola FEMSA, S.A.B. de C.V. | 3.92% |
| NREF | NexPoint Real Estate Finance, Inc. | 3.9% |
| AII | American Integrity Insurance Group, Inc. | 3.89% |
| QTTB | Q32 Bio Inc. | 3.81% |
| XYF | X Financial | 3.78% |
| QFIN | Qfin Holdings, Inc. | 3.76% |
| DLNG | Dynagas LNG Partners LP | 3.74% |
| ESEA | Euroseas Ltd. | 3.74% |
| SOR | Source Capital, Inc. | 3.74% |
| TPVG | TriplePoint Venture Growth BDC Corp. | 3.64% |
| EIX | Edison International | 3.58% |
| TRIN | Trinity Capital Inc. | 3.56% |
| HQL | Tekla Life Sciences Investors | 3.52% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.42% |
| CALM | Cal-Maine Foods, Inc. | 3.42% |
| EMP | Entergy Mississippi, Inc. 1M BD 66 | 2.81% |
| ENO | Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | 2.81% |
| ENJ | Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052 | 2.81% |
| EVTC | EVERTEC, Inc. | 0.79% |
| NHI | National Health Investors, Inc. | 0.79% |
| BCSF | Bain Capital Specialty Finance, Inc. | 0.79% |
| TRS | TriMas Corporation | 0.79% |
| EICA | Eagle Point Income Company Inc. | 0.78% |
| EICC | Eagle Point Income Company Inc. | 0.78% |
| EIC | Eagle Point Income Company Inc. | 0.78% |
| TRMD | TORM plc | 0.77% |
NEWTH
NewtekOne, Inc.
权重
4.0%
REPX
RILEY EXPLORATION PERMIAN INC
权重
4.0%
SSSS
SuRo Capital Corp.
权重
4.0%
GSL
Global Ship Lease, Inc.
权重
3.99%
WW
WW International, Inc.
权重
3.99%
IPSC
Century Therapeutics, Inc.
权重
3.96%
NBTX
Nanobiotix S.A.
权重
3.96%
KOF
Coca-Cola FEMSA, S.A.B. de C.V.
权重
3.92%
NREF
NexPoint Real Estate Finance, Inc.
权重
3.9%
AII
American Integrity Insurance Group, Inc.
权重
3.89%
QTTB
Q32 Bio Inc.
权重
3.81%
XYF
X Financial
权重
3.78%
QFIN
Qfin Holdings, Inc.
权重
3.76%
DLNG
Dynagas LNG Partners LP
权重
3.74%
ESEA
Euroseas Ltd.
权重
3.74%
SOR
Source Capital, Inc.
权重
3.74%
TPVG
TriplePoint Venture Growth BDC Corp.
权重
3.64%
EIX
Edison International
权重
3.58%
TRIN
Trinity Capital Inc.
权重
3.56%
HQL
Tekla Life Sciences Investors
权重
3.52%
GPJA
Georgia Power Company 5% JR SUB NT 77
权重
3.42%
CALM
Cal-Maine Foods, Inc.
权重
3.42%
EMP
Entergy Mississippi, Inc. 1M BD 66
权重
2.81%
ENO
Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066
权重
2.81%
ENJ
Entergy New Orleans, LLC First Mortgage Bonds, 5.0% Series due December 1, 2052
权重
2.81%
EVTC
EVERTEC, Inc.
权重
0.79%
NHI
National Health Investors, Inc.
权重
0.79%
BCSF
Bain Capital Specialty Finance, Inc.
权重
0.79%
TRS
TriMas Corporation
权重
0.79%
EICA
Eagle Point Income Company Inc.
权重
0.78%
EICC
Eagle Point Income Company Inc.
权重
0.78%
EIC
Eagle Point Income Company Inc.
权重
0.78%
TRMD
TORM plc
权重
0.77%