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% |