运行时间 2025-07-01 09:33:05.227116
- 老虎全球配
- 全球配(SHV)
- 老虎安心配
- 美国新动力
- 多因子A股选股
- 多因子A股行业轮动
- 市场情绪A股行业轮动
- 中国三维度择时分仓
- 美股择时_IVV
- 美股择时_QQQ
| 期末持仓(2025-06-20) | 本期目标(2025-07-01) | 上期目标(2025-06-01) | |
|---|---|---|---|
| USCI | 21.22% | 20.00% | 20.00% |
| GLD | 19.88% | 20.00% | 20.00% |
| VNQI | 19.74% | 20.00% | 20.00% |
| VSS | 19.74% | 20.00% | 20.00% |
| VEA | 19.42% | 20.00% | 20.00% |
| 期末持仓(2025-06-20) | 本期目标(2025-07-01) | 上期目标(2025-06-01) | |
|---|---|---|---|
| USCI | 21.22% | 20.00% | 20.00% |
| GLD | 19.88% | 20.00% | 20.00% |
| VNQI | 19.74% | 20.00% | 20.00% |
| VSS | 19.74% | 20.00% | 20.00% |
| VEA | 19.42% | 20.00% | 20.00% |
| 期末持仓(2025-06-20) | 本期目标(2025-07-01) | 上期目标(2025-06-01) | |
|---|---|---|---|
| SHV | 91.27% | 90.80% | 91.31% |
| TIP | 4.86% | 5.39% | 4.86% |
| QQQ | 1.53% | 1.54% | 1.51% |
| IVV | 1.49% | 1.47% | 1.48% |
| ASHR | 0.86% | 0.80% | 0.85% |
| 期末持仓(2025-06-27) | 本期目标(2025-01-01) | 上期目标(2024-07-01) | |
|---|---|---|---|
| TSLA.O | 19.21% | 23.22% | |
| NVDA.O | 11.87% | 9.79% | |
| MSFT.O | 9.93% | 8.14% | 9.07% |
| LLY.N | 9.53% | 9.16% | 11.14% |
| AAPL.O | 9.31% | 11.21% | 18.12% |
| AMZN.O | 6.30% | 5.99% | 5.49% |
| GOOG.O | 5.83% | 6.02% | 6.16% |
| META.O | 4.99% | 3.85% | 3.49% |
| JNJ.N | 4.81% | 4.35% | |
| ABBV.N | 4.23% | 3.92% | |
| AVGO.O | 3.90% | 3.23% | 4.19% |
| UNH.N | 3.71% | 5.82% | 6.07% |
| AMGN.O | 1.95% | 1.75% | 2.17% |
| NFLX.O | 1.52% | 0.99% | 0.79% |
| PWR.N | 1.04% | 0.83% | 10.76% |
| MPWR.O | 0.66% | 0.52% | |
| PANW.O | 0.40% | 0.36% | 0.62% |
| ANET.N | 0.38% | 0.41% | |
| FSLR.O | 0.30% | 0.34% | 6.98% |
| ITRI.O | 0.11% | 0.09% | 1.31% |
| MRK.N | 4.06% | ||
| VRTX.O | 1.57% | ||
| OLED.O | 2.88% | ||
| BEPC.N | 3.07% | ||
| MU.O | 0.82% | ||
| QCOM.O | 1.25% |
| 期末持仓(2024-02-28) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| 002673.SZ | 2.30% | 1.67% | |
| 000157.SZ | 2.25% | 1.67% | |
| 600066.SH | 2.20% | 1.67% | 1.72% |
| 603505.SH | 2.19% | 1.67% | |
| 600660.SH | 2.19% | 1.67% | |
| 002611.SZ | 2.15% | 1.67% | 1.72% |
| 603530.SH | 2.14% | 1.67% | |
| 601229.SH | 2.11% | 1.67% | |
| 601108.SH | 2.03% | 1.67% | |
| 600674.SH | 2.01% | 1.67% | 1.72% |
| 600642.SH | 1.98% | 1.67% | 1.72% |
| 000333.SZ | 1.96% | 1.67% | |
| 000750.SZ | 1.92% | 1.67% | 1.72% |
| 000685.SZ | 1.88% | 1.67% | 1.72% |
| 600612.SH | 1.87% | 1.67% | 1.72% |
| 603156.SH | 1.85% | 1.67% | 1.72% |
| 601163.SH | 1.84% | 1.67% | 1.72% |
| 000951.SZ | 1.81% | 1.67% | |
| 600011.SH | 1.79% | 1.67% | 1.72% |
| 601966.SH | 1.78% | 1.67% | |
| 002939.SZ | 1.78% | 1.67% | 1.72% |
| 600061.SH | 1.77% | 1.67% | 1.72% |
| 000030.SZ | 1.76% | 1.67% | |
| 002233.SZ | 1.72% | 1.67% | |
| 601319.SH | 1.70% | 1.67% | 1.72% |
| 002595.SZ | 1.69% | 1.67% | 1.72% |
| 002422.SZ | 1.69% | 1.67% | 1.72% |
| 603367.SH | 1.68% | 1.67% | 1.72% |
| 688626.SH | 1.68% | 1.67% | |
| 601727.SH | 1.68% | 1.67% | 1.72% |
| 601336.SH | 1.67% | 1.67% | |
| 600845.SH | 1.67% | 1.67% | |
| 601139.SH | 1.66% | 1.67% | |
| 603466.SH | 1.64% | 1.67% | 1.72% |
| 600167.SH | 1.63% | 1.67% | |
| 600897.SH | 1.60% | 1.67% | |
| 601100.SH | 1.60% | 1.67% | 1.72% |
| 600323.SH | 1.58% | 1.67% | 1.72% |
| 603233.SH | 1.58% | 1.67% | |
| 002641.SZ | 1.56% | 1.67% | 1.72% |
| 600517.SH | 1.55% | 1.67% | 1.72% |
| 002336.SZ | 1.51% | 1.67% | |
| 002283.SZ | 1.51% | 1.67% | |
| 688568.SH | 1.47% | 1.67% | 1.72% |
| 600846.SH | 1.44% | 1.67% | |
| 002367.SZ | 1.40% | 1.67% | 1.72% |
| 000811.SZ | 1.37% | 1.67% | 1.72% |
| 002880.SZ | 1.36% | 1.67% | |
| 002062.SZ | 1.34% | 1.67% | |
| 688006.SH | 1.33% | 1.67% | |
| 000028.SZ | 1.33% | 1.67% | |
| 000690.SZ | 1.32% | 1.67% | |
| 300470.SZ | 1.31% | 1.67% | 1.72% |
| 002489.SZ | 1.22% | 1.67% | |
| 605168.SH | 1.21% | 1.67% | |
| 300855.SZ | 1.19% | 1.67% | |
| 688390.SH | 1.17% | 1.67% | |
| 603129.SH | 1.15% | 1.67% | |
| 605300.SH | 1.14% | 1.67% | |
| 300206.SZ | 1.10% | 1.67% | |
| 605117.SH | 1.72% | ||
| 002847.SZ | 1.72% | ||
| 603605.SH | 1.72% | ||
| 600161.SH | 1.72% | ||
| 600610.SH | 1.72% | ||
| 300760.SZ | 1.72% | ||
| 002372.SZ | 1.72% | ||
| 600221.SH | 1.72% | ||
| 603927.SH | 1.72% | ||
| 601766.SH | 1.72% | ||
| 600570.SH | 1.72% | ||
| 600026.SH | 1.72% | ||
| 002690.SZ | 1.72% | ||
| 002605.SZ | 1.72% | ||
| 601607.SH | 1.72% | ||
| 600329.SH | 1.72% | ||
| 601816.SH | 1.72% | ||
| 600835.SH | 1.72% | ||
| 600886.SH | 1.72% | ||
| 600271.SH | 1.72% | ||
| 300750.SZ | 1.72% | ||
| 000729.SZ | 1.72% | ||
| 601006.SH | 1.72% | ||
| 603737.SH | 1.72% | ||
| 600406.SH | 1.72% | ||
| 688131.SH | 1.72% | ||
| 002371.SZ | 1.72% | ||
| 688002.SH | 1.72% | ||
| 300487.SZ | 1.72% | ||
| 603118.SH | 1.72% | ||
| 600900.SH | 1.72% | ||
| 000783.SZ | 1.72% |
| 期末持仓(2025-06-27) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| CITIC_NonBankFinance | 21.35% | 16.67% | |
| CITIC_HomeAppliances | 19.90% | 16.67% | 16.67% |
| CITIC_Machinery | 15.95% | 16.67% | 16.67% |
| CITIC_Computers | 15.90% | 16.67% | 16.67% |
| CITIC_Food_Beverages | 13.57% | 16.67% | 16.67% |
| CITIC_Power_Equipment | 13.33% | 16.67% | 16.67% |
| CITIC_Electricity_Utilities | 16.67% |
| 期末持仓(2025-06-27) | 本期目标(2025-07-01) | 上期目标(2025-06-28) | |
|---|---|---|---|
| CBON_Compostie | 27.20% | 18.18% | 18.18% |
| CITIC_NonferrousMetals | 9.26% | 9.09% | 9.09% |
| CITIC_NationalDefense | 9.14% | 9.09% | 9.09% |
| CITIC_Coal | 9.13% | 9.09% | 9.09% |
| CITIC_Power_Equipment | 9.09% | 9.09% | 9.09% |
| CITIC_Machinery | 9.09% | 9.09% | 9.09% |
| CITIC_Computers | 9.04% | 9.09% | 9.09% |
| CITIC_HomeAppliances | 9.03% | 9.09% | 9.09% |
| CITIC_Petrochemical | 9.01% | 9.09% | 9.09% |
| CITIC_NonBankFinance | 9.09% | 9.09% |
| 期末持仓(2025-06-27) | 本期目标(2023-10-01) | 上期目标(2023-09-01) | |
|---|---|---|---|
| WAC | 50.16% | 50.00% | 16.67% |
| CBON_Compostie | 49.84% | 50.00% | 83.33% |
| 期末持仓(2025-06-20) | 本期目标(2025-04-24) | 上期目标(2025-04-16) | |
|---|---|---|---|
| IVV | 100.00% | 100.00% | |
| BIL | 100.00% |
| 期末持仓(2025-06-20) | 本期目标(2025-04-24) | 上期目标(2025-04-16) | |
|---|---|---|---|
| QQQ | 100.00% | 100.00% | |
| BIL | 100.00% |
| 年化复合收益率 | 年化波动率 | 最大回撤 | 夏普比率 | 收益回撤比 | 回测区间 | |
|---|---|---|---|---|---|---|
| 标普500 | 8.37% | 19.18% | -55.25% | 0.404 | 0.152 | 2001/01/01-2025/06/20 |
| 美国6040 | 8.10% | 10.50% | -32.69% | 0.591 | 0.248 | 2003/01/01-2025/06/20 |
| 老虎全球配 | 9.03% | 10.23% | -19.75% | 0.686 | 0.457 | 2005/01/03-2025/06/20 |
| 全球配(SHV) | 8.18% | 9.56% | -12.30% | 0.646 | 0.665 | 2005/01/03-2025/06/20 |
| 老虎安心配 | 4.38% | 5.12% | -18.43% | 0.442 | 0.238 | 2005/01/03-2025/06/20 |
| 美国新动力 | 24.92% | 26.13% | -36.07% | 0.928 | 0.691 | 2016/01/04-2025/06/27 |
| 多因子A股选股 | 24.45% | 25.13% | -47.35% | 0.958 | 0.516 | 2010/07/01-2024/02/28 |
| 多因子A股行业轮动 | 20.44% | 28.01% | -70.21% | 0.751 | 0.291 | 2005/12/01-2025/06/27 |
| 市场情绪A股行业轮动 | 18.34% | 9.01% | -9.27% | 1.782 | 1.978 | 2010/01/04-2025/06/27 |
| 中国三维度择时分仓 | 14.72% | 11.44% | -19.86% | 1.072 | 0.741 | 2002/02/01-2025/06/27 |
| 美股择时_IVV | 12.21% | 12.34% | -17.14% | 0.827 | 0.712 | 2008/01/03-2025/06/20 |
| 美股择时_QQQ | 16.75% | 15.67% | -24.89% | 0.935 | 0.673 | 2008/01/18-2025/06/20 |
| 近1月 | 近3月 | 近1年 | 近3年 | 年初至今 | 成立至今 | |
|---|---|---|---|---|---|---|
| 标普500 | 0.49% | 5.60% | 10.39% | 70.87% | 1.99% | 616.41% |
| 美国6040 | 0.74% | 3.58% | 7.99% | 40.73% | 2.89% | 476.76% |
| 老虎全球配 | 2.58% | 3.81% | 8.09% | 11.81% | 5.78% | 487.19% |
| 全球配(SHV) | 2.48% | 3.83% | 7.67% | 11.22% | 5.37% | 400.38% |
| 老虎安心配 | 0.55% | 0.20% | -0.03% | 5.90% | 0.60% | 140.41% |
| 美国新动力 | 2.96% | 8.86% | 11.79% | 94.14% | -5.21% | 725.88% |
| 多因子A股选股 | 1.00% | -3.11% | -8.79% | -16.96% | -1.44% | 1889.75% |
| 多因子A股行业轮动 | 2.54% | -1.77% | 26.51% | -6.93% | 1.66% | 3721.41% |
| 市场情绪A股行业轮动 | 1.93% | 3.21% | 13.31% | 32.22% | 4.34% | 1257.15% |
| 中国三维度择时分仓 | 2.20% | 1.49% | 14.50% | 9.95% | 2.96% | 2393.71% |
| 美股择时_IVV | 0.49% | 4.44% | 10.98% | 48.77% | 0.86% | 648.65% |
| 美股择时_QQQ | 1.26% | 15.99% | 12.79% | 92.72% | 5.33% | 1388.95% |
最近日频收益
| 6/27 | 6/26 | 6/25 | 6/24 | 6/23 | 6/20 | 6/19 | 6/18 | 6/17 | 6/16 | 6/13 | 6/12 | 6/11 | 6/10 | 6/9 | 6/6 | 6/5 | 6/4 | 6/3 | 6/2 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -0.33% | -0.02% | -0.83% | 0.97% | -1.11% | 0.36% | -0.28% | 0.57% | 0.09% | 1.01% | -0.47% | -0.03% | 0.56% | 0.58% | ||||||
| 美国6040 | -0.17% | 0.01% | -0.31% | 0.47% | -0.82% | 0.39% | -0.01% | 0.42% | 0.13% | 0.29% | -0.40% | 0.28% | 0.30% | 0.21% | ||||||
| 老虎全球配 | -0.53% | 0.11% | -0.24% | 0.14% | -0.14% | 0.69% | 0.43% | 0.08% | 0.37% | 0.07% | 0.23% | 0.40% | -0.38% | 1.32% | ||||||
| 全球配(SHV) | -0.53% | 0.11% | -0.24% | 0.14% | -0.14% | 0.69% | 0.43% | 0.08% | 0.37% | 0.07% | 0.23% | 0.40% | -0.38% | 1.32% | ||||||
| 老虎安心配 | 0.03% | 0.03% | 0.00% | 0.03% | -0.02% | 0.04% | 0.01% | 0.02% | 0.04% | 0.01% | -0.01% | 0.04% | 0.04% | -0.09% | ||||||
| 美国新动力 | 0.13% | 0.61% | 0.08% | 0.59% | 1.99% | -0.75% | 0.24% | -1.65% | 0.81% | -0.37% | 0.11% | -0.19% | 1.85% | 0.97% | 1.55% | -3.09% | -0.22% | 0.54% | 0.46% | |
| 多因子A股选股 | ||||||||||||||||||||
| 多因子A股行业轮动 | -0.23% | -0.47% | 2.09% | 2.14% | 0.62% | -0.23% | -1.39% | -0.16% | 0.13% | 0.64% | -1.37% | -0.15% | 0.81% | -1.02% | 0.54% | -0.38% | 0.69% | 0.67% | -0.23% | |
| 市场情绪A股行业轮动 | 0.29% | -0.09% | 0.77% | 0.39% | 0.59% | -0.41% | -0.45% | 0.14% | 0.22% | 0.07% | 0.06% | -0.07% | 0.16% | -0.05% | 0.09% | 0.07% | 0.02% | 0.02% | 0.02% | |
| 中国三维度择时分仓 | 0.02% | -0.14% | 0.67% | 0.74% | 0.43% | -0.13% | -0.56% | 0.02% | -0.02% | 0.29% | -0.55% | 0.08% | 0.36% | -0.33% | 0.41% | 0.01% | 0.22% | 0.36% | 0.27% | |
| 美股择时_IVV | -0.33% | -0.02% | -0.83% | 0.97% | -1.11% | 0.36% | -0.28% | 0.57% | 0.09% | 1.01% | -0.47% | -0.03% | 0.56% | 0.58% | ||||||
| 美股择时_QQQ | -0.41% | -0.02% | -0.98% | 1.39% | -1.26% | 0.23% | -0.34% | 0.66% | 0.15% | 0.98% | -0.75% | 0.28% | 0.78% | 0.79% |
近1年各月收益率
| 2025/6 | 2025/5 | 2025/4 | 2025/3 | 2025/2 | 2025/1 | 2024/12 | 2024/11 | 2024/10 | 2024/9 | 2024/8 | 2024/7 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | 1.07% | 6.13% | -0.70% | -5.59% | -1.26% | 2.71% | -2.37% | 5.92% | -0.97% | 2.17% | 2.43% | 1.11% |
| 美国6040 | 0.78% | 3.18% | -0.00% | -3.22% | 0.36% | 1.88% | -2.33% | 3.96% | -1.94% | 1.86% | 1.99% | 1.83% |
| 老虎全球配 | 2.57% | 1.13% | 0.21% | 0.51% | -1.01% | 2.28% | -4.04% | 2.10% | -2.46% | 2.75% | 1.79% | 2.79% |
| 全球配(SHV) | 2.57% | 1.36% | 0.01% | 0.51% | -1.38% | 2.24% | -4.04% | 2.10% | -2.46% | 2.75% | 1.79% | 2.79% |
| 老虎安心配 | 0.18% | -0.35% | 0.32% | 0.10% | 0.23% | 0.11% | -1.83% | 1.32% | -2.57% | 2.57% | -0.90% | 0.89% |
| 美国新动力 | 3.58% | 6.45% | 0.83% | -7.71% | -7.07% | -0.59% | 4.61% | 8.01% | -0.11% | 4.05% | 1.30% | -0.56% |
| 多因子A股选股 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| 多因子A股行业轮动 | 2.64% | 1.81% | -4.60% | -0.32% | 5.39% | -2.94% | -2.16% | 1.22% | 1.77% | 27.42% | -3.19% | 0.42% |
| 市场情绪A股行业轮动 | 1.84% | 0.11% | 1.31% | 1.12% | 0.97% | -1.04% | 0.84% | -0.17% | 2.87% | 8.33% | -1.72% | -1.50% |
| 中国三维度择时分仓 | 2.15% | 1.18% | -1.00% | -0.31% | 1.91% | -0.96% | -0.14% | 1.12% | 1.22% | 9.94% | -1.78% | 0.54% |
| 美股择时_IVV | 1.07% | 6.13% | -1.03% | -6.32% | -1.26% | 2.71% | -0.74% | 5.92% | -0.97% | 2.17% | 2.43% | 1.11% |
| 美股择时_QQQ | 1.49% | 9.18% | 4.40% | -8.40% | -2.70% | 2.16% | 0.84% | 5.35% | -0.86% | 2.62% | 1.10% | -1.68% |
分年收益率
| 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | 1.99% | 24.93% | 26.32% | -17.64% | 28.76% | 18.40% | 31.25% | -4.47% | 21.76% | 12.15% | 1.30% | 13.57% | 32.30% | 16.06% | 1.86% | 15.09% | 26.60% | -37.02% | 5.29% | 15.94% | 4.87% | 10.79% | 28.00% | -21.55% | -11.95% |
| 美国6040 | 2.89% | 14.12% | 16.83% | -16.29% | 15.05% | 16.01% | 21.78% | -1.99% | 13.73% | 7.80% | 1.67% | 11.83% | 15.56% | 11.16% | 7.61% | 13.49% | 12.70% | -18.22% | 7.49% | 10.42% | 4.09% | 8.17% | 17.05% | ||
| 老虎全球配 | 5.78% | 6.14% | 3.75% | -17.33% | 15.01% | 16.46% | 2.93% | 0.98% | 13.48% | 1.25% | 0.72% | 16.90% | 3.51% | 5.58% | 5.61% | 13.51% | 16.33% | 9.71% | 36.97% | 37.42% | 2.89% | ||||
| 全球配(SHV) | 5.37% | 6.14% | 0.06% | -5.62% | 14.90% | 13.15% | 3.35% | -1.21% | 12.29% | -1.60% | -1.49% | 15.03% | 4.86% | 4.43% | 3.65% | 11.90% | 19.90% | -1.79% | 35.67% | 37.24% | 2.38% | ||||
| 老虎安心配 | 0.60% | 1.30% | 7.12% | -15.27% | 3.40% | 8.92% | 5.84% | 3.47% | 8.02% | 2.58% | -0.39% | 13.20% | 0.59% | 4.96% | 7.15% | 1.91% | 4.93% | 12.48% | 9.73% | 8.91% | 3.72% | ||||
| 美国新动力 | -5.21% | 56.91% | 51.50% | -31.08% | 35.04% | 131.95% | 26.90% | -4.49% | 37.82% | 1.65% | |||||||||||||||
| 多因子A股选股 | -1.44% | -3.32% | -28.89% | 27.79% | 43.49% | 36.77% | -9.40% | 37.13% | 4.27% | 135.52% | 47.65% | 46.27% | 34.91% | -17.91% | 60.45% | ||||||||||
| 多因子A股行业轮动 | 1.66% | 13.65% | -10.35% | -8.60% | 15.58% | 59.19% | 35.07% | -21.20% | 17.46% | -15.52% | 99.87% | 39.40% | 34.11% | 11.70% | -17.20% | 15.02% | 93.27% | -58.40% | 182.03% | 121.45% | 4.06% | ||||
| 市场情绪A股行业轮动 | 4.34% | 14.40% | 5.07% | 8.70% | 12.41% | 17.99% | 28.84% | 12.24% | 3.59% | 9.93% | 60.15% | 33.19% | 23.87% | 17.38% | 19.44% | 23.02% | |||||||||
| 中国三维度择时分仓 | 2.96% | 8.60% | -1.02% | -4.69% | 4.74% | 12.99% | 19.27% | 0.52% | 2.52% | 17.50% | 71.27% | 23.73% | 6.66% | 9.23% | -7.55% | -0.00% | 59.41% | 1.81% | 113.96% | 59.66% | 4.35% | 0.24% | 2.01% | 2.42% | |
| 美股择时_IVV | 0.86% | 27.01% | 16.13% | -14.05% | 29.47% | 16.78% | 22.74% | 2.17% | 21.76% | 17.02% | -5.36% | 11.01% | 32.30% | 9.58% | -0.37% | 5.33% | 35.65% | -0.05% | |||||||
| 美股择时_QQQ | 5.33% | 26.06% | 45.14% | -22.67% | 27.33% | 61.50% | 26.73% | 1.98% | 32.67% | 6.10% | 2.33% | 16.33% | 36.63% | 12.50% | -9.53% | 11.12% | 48.97% | -2.55% |