运行时间 2025-10-18 09:33:22.241780
  • 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(2025-10-17) 本期目标(2025-10-01) 上期目标(2025-09-01)
GLD 21.56% 20.00% 20.00%
QQQ 19.82% 20.00%
VNQI 19.71% 20.00% 20.00%
VSS 19.65% 20.00% 20.00%
ASHR 19.27% 20.00% 20.00%
VEA 20.00%
期末持仓(2025-10-17) 本期目标(2025-10-01) 上期目标(2025-09-01)
GLD 21.56% 20.00% 20.00%
QQQ 19.82% 20.00%
VNQI 19.71% 20.00% 20.00%
VSS 19.65% 20.00% 20.00%
ASHR 19.27% 20.00% 20.00%
VEA 20.00%
期末持仓(2025-10-17) 本期目标(2025-10-01) 上期目标(2025-09-01)
MBB 34.44% 34.19%
LQD 26.19% 26.04% 23.06%
IVV 13.41% 13.50% 13.00%
QQQ 13.21% 13.19% 13.10%
ASHR 12.74% 13.08% 7.38%
TIP 43.47%
期末持仓(2025-10-14) 本期目标(2025-01-01) 上期目标(2024-07-01)
TSLA.O 21.67% 23.22%
NVDA.O 11.52% 9.79%
AAPL.O 9.77% 11.21% 18.12%
MSFT.O 8.75% 8.14% 9.07%
LLY.N 8.49% 9.16% 11.14%
GOOG.O 6.85% 6.02% 6.16%
AMZN.O 5.19% 5.99% 5.49%
JNJ.N 5.16% 4.35%
ABBV.N 4.56% 3.92%
AVGO.O 4.24% 3.23% 4.19%
META.O 4.10% 3.85% 3.49%
UNH.N 3.70% 5.82% 6.07%
AMGN.O 1.77% 1.75% 2.17%
NFLX.O 1.19% 0.99% 0.79%
PWR.N 1.00% 0.83% 10.76%
MPWR.O 0.75% 0.52%
ANET.N 0.46% 0.41%
FSLR.O 0.38% 0.34% 6.98%
PANW.O 0.36% 0.36% 0.62%
ITRI.O 0.09% 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(2025-10-17) 本期目标(2023-07-01) 上期目标(2023-06-01)
CITIC_NonBankFinance 20.16% 16.67%
CITIC_HomeAppliances 18.45% 16.67% 16.67%
CITIC_Machinery 16.92% 16.67% 16.67%
CITIC_Computers 16.22% 16.67% 16.67%
CITIC_Power_Equipment 15.73% 16.67% 16.67%
CITIC_Food_Beverages 12.51% 16.67% 16.67%
CITIC_Electricity_Utilities 16.67%
期末持仓(2025-10-17) 本期目标(2025-10-18) 上期目标(2025-10-17)
CBON_Compostie 82.25% 81.82% 81.82%
CITIC_NonferrousMetals 8.95% 9.09% 9.09%
CITIC_NationalDefense 8.79% 9.09% 9.09%
期末持仓(2025-10-17) 本期目标(2023-10-01) 上期目标(2023-09-01)
WAC 54.00% 50.00% 16.67%
CBON_Compostie 46.00% 50.00% 83.33%
期末持仓(2025-10-17) 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(2025-10-17) 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 8.76% 19.09% -55.25% 0.425 0.159 2001/01/01-2025/10/17
美国6040 8.39% 10.46% -32.69% 0.622 0.257 2003/01/01-2025/10/17
老虎全球配 9.39% 10.23% -19.75% 0.721 0.475 2005/01/03-2025/10/17
全球配(SHV) 8.55% 9.56% -12.30% 0.684 0.695 2005/01/03-2025/10/17
老虎安心配 4.47% 5.10% -18.43% 0.467 0.242 2005/01/03-2025/10/17
美国新动力 26.15% 25.90% -36.07% 0.973 0.725 2016/01/04-2025/10/14
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 20.85% 27.86% -70.21% 0.766 0.297 2005/12/01-2025/10/17
市场情绪A股行业轮动 18.70% 8.99% -9.27% 1.823 2.017 2010/01/04-2025/10/17
中国三维度择时分仓 14.88% 11.41% -19.86% 1.089 0.749 2002/02/01-2025/10/17
美股择时_IVV 12.70% 12.31% -17.14% 0.868 0.741 2008/01/03-2025/10/17
美股择时_QQQ 17.34% 15.63% -24.89% 0.971 0.697 2008/01/18-2025/10/17
近1月 近3月 近1年 近3年 年初至今 成立至今
标普500 1.08% 6.15% 15.55% 89.26% 14.47% 704.12%
美国6040 0.94% 5.47% 11.63% 55.24% 12.17% 528.75%
老虎全球配 2.68% 8.25% 13.43% 29.57% 16.47% 546.54%
全球配(SHV) 2.68% 8.25% 12.99% 21.95% 16.02% 450.95%
老虎安心配 0.48% 2.70% 2.46% 15.06% 3.85% 148.18%
美国新动力 3.62% 15.93% 23.33% 150.13% 11.47% 871.24%
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 -3.76% 9.25% 22.14% 15.97% 15.07% 4225.32%
市场情绪A股行业轮动 -0.39% 7.86% 21.23% 42.58% 15.41% 1401.02%
中国三维度择时分仓 -1.64% 5.52% 15.77% 21.14% 10.88% 2585.54%
美股择时_IVV 1.08% 6.15% 16.18% 66.98% 13.21% 740.30%
美股择时_QQQ 2.48% 7.62% 26.63% 121.42% 21.02% 1610.72%
最近日频收益
10/17 10/16 10/15 10/14 10/13 10/11 10/10 10/9 10/8 10/7 10/6 10/3 10/2 10/1
标普500 0.56% -0.64% 0.42% -0.11% 1.53% -2.72% -0.28% 0.59% -0.37% 0.37% -0.01% 0.10% 0.38%
美国6040 0.27% -0.20% 0.21% 0.04% 0.93% -1.39% -0.20% 0.37% -0.12% 0.10% -0.09% 0.10% 0.36%
老虎全球配 -0.62% 0.63% 0.97% -0.04% 1.97% -1.97% -0.57% 0.60% -0.39% 0.52% 0.23% 0.01% 0.11%
全球配(SHV) -0.62% 0.63% 0.97% -0.04% 1.97% -1.97% -0.57% 0.60% -0.39% 0.52% 0.23% 0.01% 0.11%
老虎安心配 -0.05% 0.12% 0.30% -0.11% 1.02% -1.22% -0.13% 0.21% -0.05% 0.00% -0.20% 0.20% 0.20%
美国新动力 -1.23% 2.37% -3.53% 0.01% 1.01% -1.12% 1.35% -0.21% -1.03% 1.92%
多因子A股选股
多因子A股行业轮动 -2.75% -0.33% 1.73% -0.93% -0.88% -1.60% 0.95%
市场情绪A股行业轮动 -0.42% -0.26% 0.39% -0.01% -0.05% 0.15% -0.01% 0.11%
中国三维度择时分仓 -1.35% -0.22% 0.81% -0.88% -0.22% 0.07% -0.91% 0.77%
美股择时_IVV 0.56% -0.64% 0.42% -0.11% 1.53% -2.72% -0.28% 0.59% -0.37% 0.37% -0.01% 0.10% 0.38%
美股择时_QQQ 0.66% -0.37% 0.71% -0.67% 2.12% -3.47% -0.12% 1.15% -0.53% 0.75% -0.42% 0.41% 0.48%
近1年各月收益率
2025/10 2025/9 2025/8 2025/7 2025/6 2025/5 2025/4 2025/3 2025/2 2025/1 2024/12 2024/11
标普500 -0.24% 3.55% 2.11% 2.26% 5.18% 6.13% -0.70% -5.59% -1.26% 2.71% -2.37% 5.92%
美国6040 0.36% 2.39% 1.92% 1.11% 3.74% 3.18% -0.00% -3.22% 0.36% 1.88% -2.33% 3.96%
老虎全球配 1.41% 4.10% 3.77% -0.62% 3.74% 1.13% 0.21% 0.51% -1.01% 2.28% -4.04% 2.10%
全球配(SHV) 1.41% 4.10% 3.77% -0.62% 3.74% 1.36% 0.01% 0.51% -1.38% 2.24% -4.04% 2.10%
老虎安心配 0.28% 1.73% 0.52% 0.39% 0.46% -0.35% 0.32% 0.10% 0.23% 0.11% -1.83% 1.32%
美国新动力 -0.60% 11.06% 3.87% 2.45% 3.69% 6.45% 0.83% -7.71% -7.07% -0.59% 4.61% 8.01%
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 -3.82% 1.77% 10.84% 3.64% 3.32% 1.81% -4.60% -0.32% 5.39% -2.94% -2.16% 1.22%
市场情绪A股行业轮动 -0.10% -0.25% 6.17% 3.69% 2.67% 0.11% 1.31% 1.12% 0.97% -1.04% 0.84% -0.17%
中国三维度择时分仓 -1.93% 1.33% 5.42% 2.35% 2.59% 1.18% -1.00% -0.31% 1.91% -0.96% -0.14% 1.12%
美股择时_IVV -0.24% 3.55% 2.11% 2.26% 5.18% 6.13% -1.03% -6.32% -1.26% 2.71% -0.74% 5.92%
美股择时_QQQ 0.59% 5.38% 0.95% 2.42% 6.38% 9.18% 4.40% -8.40% -2.70% 2.16% 0.84% 5.35%
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 14.47% 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 12.17% 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 16.47% 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) 16.02% 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 3.85% 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 11.47% 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 15.07% 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 15.41% 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 10.88% 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 13.21% 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 21.02% 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%