运行时间 2025-08-23 09:33:12.925970
- 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(2025-08-22) | 本期目标(2025-08-01) | 上期目标(2025-07-01) | |
|---|---|---|---|
| VEA | 20.34% | 20.00% | 20.00% |
| VNQI | 20.32% | 20.00% | 20.00% |
| VSS | 20.21% | 20.00% | 20.00% |
| GLD | 19.69% | 20.00% | 20.00% |
| QQQ | 19.44% | 20.00% | |
| USCI | 20.00% |
| 期末持仓(2025-08-22) | 本期目标(2025-08-01) | 上期目标(2025-07-01) | |
|---|---|---|---|
| VEA | 20.34% | 20.00% | 20.00% |
| VNQI | 20.32% | 20.00% | 20.00% |
| VSS | 20.21% | 20.00% | 20.00% |
| GLD | 19.69% | 20.00% | 20.00% |
| QQQ | 19.44% | 20.00% | |
| USCI | 20.00% |
| 期末持仓(2025-08-22) | 本期目标(2025-08-01) | 上期目标(2025-07-01) | |
|---|---|---|---|
| SHV | 94.96% | 95.07% | 90.80% |
| LQD | 2.27% | 2.25% | |
| IVV | 1.07% | 1.05% | 1.47% |
| QQQ | 0.99% | 0.98% | 1.54% |
| ASHR | 0.71% | 0.65% | 0.80% |
| TIP | 5.39% |
| 期末持仓(2025-08-15) | 本期目标(2025-01-01) | 上期目标(2024-07-01) | |
|---|---|---|---|
| TSLA.O | 18.39% | 23.22% | |
| NVDA.O | 12.72% | 9.79% | |
| AAPL.O | 10.06% | 11.21% | 18.12% |
| MSFT.O | 9.76% | 8.14% | 9.07% |
| LLY.N | 8.08% | 9.16% | 11.14% |
| GOOG.O | 6.28% | 6.02% | 6.16% |
| AMZN.O | 6.10% | 5.99% | 5.49% |
| JNJ.N | 5.23% | 4.35% | |
| META.O | 5.01% | 3.85% | 3.49% |
| ABBV.N | 4.54% | 3.92% | |
| AVGO.O | 4.16% | 3.23% | 4.19% |
| UNH.N | 3.42% | 5.82% | 6.07% |
| AMGN.O | 1.96% | 1.75% | 2.17% |
| NFLX.O | 1.33% | 0.99% | 0.79% |
| PWR.N | 0.97% | 0.83% | 10.76% |
| MPWR.O | 0.70% | 0.52% | |
| ANET.N | 0.50% | 0.41% | |
| FSLR.O | 0.37% | 0.34% | 6.98% |
| PANW.O | 0.33% | 0.36% | 0.62% |
| ITRI.O | 0.10% | 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(2025-08-22) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| CITIC_NonBankFinance | 21.46% | 16.67% | |
| CITIC_HomeAppliances | 18.60% | 16.67% | 16.67% |
| CITIC_Computers | 17.06% | 16.67% | 16.67% |
| CITIC_Machinery | 16.77% | 16.67% | 16.67% |
| CITIC_Power_Equipment | 13.54% | 16.67% | 16.67% |
| CITIC_Food_Beverages | 12.58% | 16.67% | 16.67% |
| CITIC_Electricity_Utilities | 16.67% |
| 期末持仓(2025-08-22) | 本期目标(2025-08-23) | 上期目标(2025-08-22) | |
|---|---|---|---|
| CBON_Compostie | 44.94% | 45.45% | 45.45% |
| CITIC_Electronic | 9.43% | 9.09% | 9.09% |
| CITIC_NonBankFinance | 9.24% | 9.09% | 9.09% |
| CITIC_Media | 9.17% | 9.09% | 9.09% |
| CITIC_NonferrousMetals | 9.09% | 9.09% | 9.09% |
| CITIC_Machinery | 9.08% | 9.09% | 9.09% |
| CITIC_HomeAppliances | 9.05% | 9.09% | 9.09% |
| 期末持仓(2025-08-22) | 本期目标(2023-10-01) | 上期目标(2023-09-01) | |
|---|---|---|---|
| WAC | 53.81% | 50.00% | 16.67% |
| CBON_Compostie | 46.19% | 50.00% | 83.33% |
| 期末持仓(2025-08-22) | 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(2025-08-22) | 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 | 8.68% | 19.13% | -55.25% | 0.42 | 0.157 | 2001/01/01-2025/08/22 |
| 美国6040 | 8.32% | 10.48% | -32.69% | 0.613 | 0.254 | 2003/01/01-2025/08/22 |
| 老虎全球配 | 9.19% | 10.22% | -19.75% | 0.702 | 0.465 | 2005/01/03-2025/08/22 |
| 全球配(SHV) | 8.34% | 9.55% | -12.30% | 0.664 | 0.678 | 2005/01/03-2025/08/22 |
| 老虎安心配 | 4.39% | 5.10% | -18.43% | 0.451 | 0.239 | 2005/01/03-2025/08/22 |
| 美国新动力 | 25.38% | 26.00% | -36.07% | 0.946 | 0.704 | 2016/01/04-2025/08/15 |
| 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 | 21.09% | 27.92% | -70.21% | 0.772 | 0.3 | 2005/12/01-2025/08/22 |
| 市场情绪A股行业轮动 | 18.80% | 9.00% | -9.27% | 1.83 | 2.028 | 2010/01/04-2025/08/22 |
| 中国三维度择时分仓 | 14.96% | 11.41% | -19.86% | 1.093 | 0.753 | 2002/02/01-2025/08/22 |
| 美股择时_IVV | 12.61% | 12.32% | -17.14% | 0.859 | 0.736 | 2008/01/03-2025/08/22 |
| 美股择时_QQQ | 17.13% | 15.64% | -24.89% | 0.958 | 0.688 | 2008/01/18-2025/08/22 |
| 近1月 | 近3月 | 近1年 | 近3年 | 年初至今 | 成立至今 | |
|---|---|---|---|---|---|---|
| 标普500 | 2.65% | 11.05% | 17.56% | 64.35% | 10.85% | 678.66% |
| 美国6040 | 2.05% | 7.95% | 11.33% | 37.33% | 9.00% | 511.00% |
| 老虎全球配 | 1.49% | 7.90% | 10.34% | 14.45% | 10.61% | 514.03% |
| 全球配(SHV) | 1.49% | 7.74% | 9.91% | 15.99% | 10.19% | 423.25% |
| 老虎安心配 | 0.48% | 1.78% | 1.01% | 4.81% | 1.71% | 143.06% |
| 美国新动力 | 5.56% | 11.75% | 18.38% | 80.26% | 1.15% | 781.34% |
| 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 | 8.44% | 15.57% | 53.56% | 9.94% | 16.29% | 4271.40% |
| 市场情绪A股行业轮动 | 4.51% | 10.86% | 28.24% | 41.12% | 13.86% | 1380.97% |
| 中国三维度择时分仓 | 4.08% | 9.02% | 24.86% | 18.38% | 10.40% | 2574.06% |
| 美股择时_IVV | 2.65% | 11.05% | 18.20% | 61.69% | 9.63% | 713.69% |
| 美股择时_QQQ | 1.91% | 11.40% | 24.10% | 109.46% | 14.48% | 1518.33% |
最近日频收益
| 8/22 | 8/21 | 8/20 | 8/19 | 8/18 | 8/15 | 8/14 | 8/13 | 8/12 | 8/11 | 8/8 | 8/7 | 8/6 | 8/5 | 8/4 | 8/1 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | 1.53% | -0.39% | -0.27% | -0.53% | -0.05% | -0.23% | 0.00% | 0.37% | 1.06% | -0.20% | 0.76% | -0.06% | 0.74% | -0.48% | 1.52% | -1.61% |
| 美国6040 | 1.14% | -0.35% | -0.10% | -0.22% | -0.07% | -0.21% | -0.13% | 0.36% | 0.63% | -0.11% | 0.36% | -0.06% | 0.41% | -0.32% | 0.96% | -0.51% |
| 老虎全球配 | 1.55% | -0.45% | 0.18% | -0.35% | -0.07% | 0.14% | -0.33% | 0.30% | 0.73% | -0.54% | 0.37% | 0.60% | 0.69% | -0.02% | 1.24% | -0.06% |
| 全球配(SHV) | 1.55% | -0.45% | 0.18% | -0.35% | -0.07% | 0.14% | -0.33% | 0.30% | 0.73% | -0.54% | 0.37% | 0.60% | 0.69% | -0.02% | 1.24% | -0.06% |
| 老虎安心配 | 0.13% | -0.03% | 0.02% | 0.00% | 0.01% | 0.02% | -0.02% | 0.05% | 0.05% | 0.01% | 0.04% | 0.01% | 0.05% | -0.02% | 0.06% | 0.04% |
| 美国新动力 | 0.25% | 0.41% | 0.20% | 1.02% | 0.43% | 1.20% | -0.74% | 1.27% | -0.42% | 1.91% | -1.51% | |||||
| 多因子A股选股 | ||||||||||||||||
| 多因子A股行业轮动 | 1.75% | -0.48% | 0.74% | 0.08% | 1.21% | 1.95% | -0.30% | 0.88% | 0.34% | 1.15% | -0.37% | -0.13% | 0.85% | 0.86% | 0.71% | 0.03% |
| 市场情绪A股行业轮动 | 1.13% | -0.25% | 0.41% | -0.10% | 0.67% | 0.59% | -0.58% | 0.51% | -0.10% | 0.14% | 0.06% | 0.09% | 0.64% | 0.37% | 0.82% | -0.09% |
| 中国三维度择时分仓 | 0.87% | -0.06% | 0.49% | -0.02% | 0.60% | 0.73% | -0.47% | 0.53% | 0.13% | 0.46% | -0.11% | 0.01% | 0.33% | 0.40% | 0.41% | -0.06% |
| 美股择时_IVV | 1.53% | -0.39% | -0.27% | -0.53% | -0.05% | -0.23% | 0.00% | 0.37% | 1.06% | -0.20% | 0.76% | -0.06% | 0.74% | -0.48% | 1.52% | -1.61% |
| 美股择时_QQQ | 1.54% | -0.46% | -0.59% | -1.36% | -0.04% | -0.44% | -0.08% | 0.05% | 1.26% | -0.30% | 0.93% | 0.34% | 1.26% | -0.68% | 1.85% | -1.97% |
近1年各月收益率
| 2025/8 | 2025/7 | 2025/6 | 2025/5 | 2025/4 | 2025/3 | 2025/2 | 2025/1 | 2024/12 | 2024/11 | 2024/10 | 2024/9 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | 2.14% | 2.26% | 5.18% | 6.13% | -0.70% | -5.59% | -1.26% | 2.71% | -2.37% | 5.92% | -0.97% | 2.17% |
| 美国6040 | 1.78% | 1.11% | 3.74% | 3.18% | -0.00% | -3.22% | 0.36% | 1.88% | -2.33% | 3.96% | -1.94% | 1.86% |
| 老虎全球配 | 4.03% | -0.62% | 3.74% | 1.13% | 0.21% | 0.51% | -1.01% | 2.28% | -4.04% | 2.10% | -2.46% | 2.75% |
| 全球配(SHV) | 4.03% | -0.62% | 3.74% | 1.36% | 0.01% | 0.51% | -1.38% | 2.24% | -4.04% | 2.10% | -2.46% | 2.75% |
| 老虎安心配 | 0.43% | 0.39% | 0.46% | -0.35% | 0.32% | 0.10% | 0.23% | 0.11% | -1.83% | 1.32% | -2.57% | 2.57% |
| 美国新动力 | 4.06% | 2.45% | 3.69% | 6.45% | 0.83% | -7.71% | -7.07% | -0.59% | 4.61% | 8.01% | -0.11% | 4.05% |
| 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 | 9.65% | 3.64% | 3.32% | 1.81% | -4.60% | -0.32% | 5.39% | -2.94% | -2.16% | 1.22% | 1.77% | 27.42% |
| 市场情绪A股行业轮动 | 4.38% | 3.69% | 2.67% | 0.11% | 1.31% | 1.12% | 0.97% | -1.04% | 0.84% | -0.17% | 2.87% | 8.33% |
| 中国三维度择时分仓 | 4.31% | 2.35% | 2.59% | 1.18% | -1.00% | -0.31% | 1.91% | -0.96% | -0.14% | 1.12% | 1.22% | 9.94% |
| 美股择时_IVV | 2.14% | 2.26% | 5.18% | 6.13% | -1.03% | -6.32% | -1.26% | 2.71% | -0.74% | 5.92% | -0.97% | 2.17% |
| 美股择时_QQQ | 1.23% | 2.42% | 6.38% | 9.18% | 4.40% | -8.40% | -2.70% | 2.16% | 0.84% | 5.35% | -0.86% | 2.62% |
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 | 10.85% | 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 | 9.00% | 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 | 10.61% | 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) | 10.19% | 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 | 1.71% | 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 | 1.15% | 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 | 16.29% | 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 | 13.86% | 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 | 10.40% | 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 | 9.63% | 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 | 14.48% | 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% |