运行时间 2026-06-17 09:33:36.100333
- 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(2026-06-16) | 本期目标(2026-06-01) | 上期目标(2026-05-01) | |
|---|---|---|---|
| SCHH | 20.52% | 20.00% | 17.04% |
| IWM | 20.21% | 20.00% | 17.04% |
| VEA | 20.20% | 20.00% | 17.04% |
| QQQ | 19.82% | 20.00% | 17.04% |
| USCI | 19.25% | 20.00% | 17.04% |
| IEF | 14.81% |
| 期末持仓(2026-06-16) | 本期目标(2026-06-01) | 上期目标(2026-05-01) | |
|---|---|---|---|
| SCHH | 20.52% | 20.00% | 17.04% |
| IWM | 20.21% | 20.00% | 17.04% |
| VEA | 20.20% | 20.00% | 17.04% |
| QQQ | 19.82% | 20.00% | 17.04% |
| USCI | 19.25% | 20.00% | 17.04% |
| SHV | 14.81% |
| 期末持仓(2026-06-16) | 本期目标(2026-06-01) | 上期目标(2026-05-01) | |
|---|---|---|---|
| CBON | 45.76% | 45.71% | 48.30% |
| MBB | 34.11% | 34.02% | 32.24% |
| IVV | 7.58% | 7.64% | 7.34% |
| ASHR | 6.94% | 6.94% | 6.28% |
| QQQ | 5.62% | 5.69% | 5.84% |
| 期末持仓(2026-06-16) | 本期目标(2025-01-01) | 上期目标(2024-07-01) | |
|---|---|---|---|
| TSLA.O | 18.39% | 23.22% | |
| NVDA.O | 11.97% | 9.79% | |
| AAPL.O | 10.65% | 11.21% | 18.12% |
| LLY.N | 10.62% | 9.16% | 11.14% |
| GOOG.O | 9.32% | 6.02% | 6.16% |
| MSFT.O | 6.08% | 8.14% | 9.07% |
| JNJ.N | 5.83% | 4.35% | |
| AMZN.O | 5.31% | 5.99% | 5.49% |
| AVGO.O | 4.20% | 3.23% | 4.19% |
| ABBV.N | 4.08% | 3.92% | |
| UNH.N | 3.85% | 5.82% | 6.07% |
| META.O | 3.14% | 3.85% | 3.49% |
| AMGN.O | 1.93% | 1.75% | 2.17% |
| PWR.N | 1.50% | 0.83% | 10.76% |
| MPWR.O | 1.04% | 0.52% | |
| NFLX.O | 0.69% | 0.99% | 0.79% |
| ANET.N | 0.50% | 0.41% | |
| PANW.O | 0.43% | 0.36% | 0.62% |
| FSLR.O | 0.40% | 0.34% | 6.98% |
| ITRI.O | 0.05% | 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(2026-06-16) | 本期目标(2023-07-01) | 上期目标(2023-06-01) | |
|---|---|---|---|
| CITIC_Machinery | 20.88% | 16.67% | 16.67% |
| CITIC_HomeAppliances | 18.44% | 16.67% | 16.67% |
| CITIC_NonBankFinance | 17.90% | 16.67% | |
| CITIC_Power_Equipment | 17.50% | 16.67% | 16.67% |
| CITIC_Computers | 15.16% | 16.67% | 16.67% |
| CITIC_Food_Beverages | 10.14% | 16.67% | 16.67% |
| CITIC_Electricity_Utilities | 16.67% |
| 期末持仓(2026-06-16) | 本期目标(2026-06-17) | 上期目标(2026-06-16) | |
|---|---|---|---|
| CBON_Compostie | 91.75% | 83.33% | 91.67% |
| CITIC_Agriculture | 8.25% | 8.33% | 8.33% |
| CITIC_NonferrousMetals | 8.33% |
| 期末持仓(2026-06-16) | 本期目标(2023-10-01) | 上期目标(2023-09-01) | |
|---|---|---|---|
| WAC | 56.84% | 50.00% | 16.67% |
| CBON_Compostie | 43.16% | 50.00% | 83.33% |
| 期末持仓(2026-06-16) | 本期目标(2026-04-24) | 上期目标(2026-04-16) | |
|---|---|---|---|
| IVV | 100.00% | 100.00% | |
| BIL | 100.00% |
| 期末持仓(2026-06-16) | 本期目标(2026-04-24) | 上期目标(2026-04-16) | |
|---|---|---|---|
| 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 | 9.07% | 18.96% | -55.25% | 0.445 | 0.164 | 2001/01/01-2026/06/16 |
| 美国6040 | 8.50% | 10.41% | -32.69% | 0.639 | 0.26 | 2003/01/01-2026/06/16 |
| 老虎全球配 | 9.47% | 10.43% | -19.75% | 0.724 | 0.48 | 2005/01/03-2026/06/16 |
| 全球配(SHV) | 8.66% | 9.79% | -12.30% | 0.688 | 0.704 | 2005/01/03-2026/06/16 |
| 老虎安心配 | 4.50% | 5.09% | -18.43% | 0.487 | 0.244 | 2005/01/03-2026/06/16 |
| 美国新动力 | 25.58% | 25.48% | -36.07% | 0.971 | 0.709 | 2016/01/04-2026/06/16 |
| 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 | 20.20% | 27.57% | -70.21% | 0.754 | 0.288 | 2005/12/01-2026/06/16 |
| 市场情绪A股行业轮动 | 18.56% | 8.89% | -9.27% | 1.834 | 2.001 | 2010/01/04-2026/06/16 |
| 中国三维度择时分仓 | 14.84% | 11.38% | -19.86% | 1.094 | 0.747 | 2002/02/01-2026/06/16 |
| 美股择时_IVV | 12.99% | 12.33% | -17.14% | 0.893 | 0.758 | 2008/01/03-2026/06/16 |
| 美股择时_QQQ | 17.85% | 15.76% | -24.89% | 0.997 | 0.717 | 2008/01/18-2026/06/16 |
| 近1月 | 近3月 | 近1年 | 近3年 | 年初至今 | 成立至今 | |
|---|---|---|---|---|---|---|
| 标普500 | 1.56% | 12.51% | 26.04% | 77.29% | 10.37% | 813.70% |
| 美国6040 | 1.51% | 7.25% | 17.13% | 46.48% | 6.23% | 578.77% |
| 老虎全球配 | 1.83% | 4.26% | 18.09% | 33.29% | 6.77% | 598.05% |
| 全球配(SHV) | 1.67% | 4.30% | 18.15% | 32.36% | 6.81% | 495.11% |
| 老虎安心配 | 1.37% | 1.64% | 7.03% | 11.08% | 2.46% | 157.15% |
| 美国新动力 | -1.97% | 10.29% | 32.64% | 112.47% | 3.57% | 982.51% |
| 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 | -4.93% | -4.18% | 17.76% | 17.20% | -2.34% | 4291.79% |
| 市场情绪A股行业轮动 | -0.15% | 3.27% | 23.14% | 47.95% | 7.76% | 1547.27% |
| 中国三维度择时分仓 | -0.27% | 2.62% | 18.34% | 24.41% | 5.85% | 2821.05% |
| 美股择时_IVV | 1.56% | 10.94% | 25.81% | 77.93% | 8.83% | 853.10% |
| 美股择时_QQQ | 2.95% | 18.86% | 36.45% | 105.61% | 16.16% | 1960.43% |
最近日频收益
| 6/16 | 6/15 | 6/12 | 6/11 | 6/10 | 6/9 | 6/8 | 6/5 | 6/4 | 6/3 | 6/2 | 6/1 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -0.57% | 1.77% | 0.55% | 1.66% | -1.60% | -0.26% | 0.24% | -2.62% | 0.47% | -0.76% | 0.14% | 0.26% |
| 美国6040 | -0.24% | 1.10% | 0.26% | 1.27% | -0.99% | -0.04% | 0.10% | -1.79% | 0.33% | -0.56% | 0.11% | 0.08% |
| 老虎全球配 | -0.60% | 0.66% | 0.38% | 1.79% | -0.74% | 0.14% | 0.43% | -2.49% | 0.30% | -0.48% | 0.51% | -0.15% |
| 全球配(SHV) | -0.60% | 0.66% | 0.38% | 1.79% | -0.74% | 0.14% | 0.43% | -2.49% | 0.30% | -0.48% | 0.51% | -0.15% |
| 老虎安心配 | -0.05% | 0.52% | 0.11% | 0.58% | -0.23% | 0.11% | 0.02% | -1.00% | 0.01% | -0.11% | 0.13% | -0.07% |
| 美国新动力 | -0.90% | 1.51% | 0.06% | 1.95% | -2.13% | -1.04% | 0.86% | -3.06% | 0.68% | -0.68% | -0.01% | -0.88% |
| 多因子A股选股 | ||||||||||||
| 多因子A股行业轮动 | 0.43% | 1.81% | 0.98% | -0.90% | -0.90% | 1.27% | -1.95% | -0.58% | -0.81% | -0.42% | 0.16% | 0.03% |
| 市场情绪A股行业轮动 | -0.05% | 0.03% | 0.01% | -0.07% | -0.30% | 0.34% | -0.29% | -0.01% | 0.21% | 0.18% | 0.32% | -0.38% |
| 中国三维度择时分仓 | 0.40% | 1.66% | 0.51% | -0.30% | -0.74% | 1.22% | -1.57% | -0.66% | -0.23% | 0.23% | 0.43% | -0.40% |
| 美股择时_IVV | -0.57% | 1.77% | 0.55% | 1.66% | -1.60% | -0.26% | 0.24% | -2.62% | 0.47% | -0.76% | 0.14% | 0.26% |
| 美股择时_QQQ | -1.90% | 3.14% | 0.59% | 3.38% | -2.00% | -1.15% | 1.56% | -4.80% | -0.48% | -0.26% | 0.46% | 0.60% |
近1年各月收益率
| 2026/6 | 2026/5 | 2026/4 | 2026/3 | 2026/2 | 2026/1 | 2025/12 | 2025/11 | 2025/10 | 2025/9 | 2025/8 | 2025/7 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 标普500 | -0.80% | 5.26% | 10.54% | -5.00% | -0.81% | 1.47% | 0.07% | 0.24% | 2.38% | 3.55% | 2.11% | 2.26% |
| 美国6040 | -0.40% | 3.14% | 6.26% | -3.93% | 0.50% | 0.79% | -0.26% | 0.54% | 1.71% | 2.39% | 1.92% | 1.11% |
| 老虎全球配 | -0.31% | 2.59% | 5.33% | -9.24% | 4.06% | 4.93% | 0.37% | 0.86% | 1.30% | 4.10% | 3.77% | -0.62% |
| 全球配(SHV) | -0.31% | 2.64% | 5.33% | -9.24% | 4.06% | 4.93% | 0.37% | 0.86% | 1.30% | 4.10% | 3.77% | -0.62% |
| 老虎安心配 | -0.00% | 1.84% | 0.27% | -1.59% | 1.34% | 0.62% | 0.12% | 0.14% | 1.14% | 1.73% | 0.52% | 0.39% |
| 美国新动力 | -3.71% | 7.82% | 11.11% | -5.97% | -3.01% | -1.55% | -0.03% | 1.90% | 5.01% | 11.06% | 3.87% | 2.45% |
| 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 | -0.94% | -2.72% | 6.39% | -9.12% | 1.89% | 2.87% | 2.38% | -2.67% | 0.35% | 1.77% | 10.84% | 3.64% |
| 市场情绪A股行业轮动 | -0.01% | 0.32% | 3.41% | 0.23% | -0.70% | 4.37% | 1.96% | -0.31% | 0.09% | -0.25% | 6.17% | 3.69% |
| 中国三维度择时分仓 | 0.53% | 0.56% | 4.98% | -4.88% | 1.41% | 3.39% | 1.78% | -1.26% | 0.27% | 1.33% | 5.42% | 2.35% |
| 美股择时_IVV | -0.80% | 5.26% | 9.00% | -5.00% | -0.81% | 1.47% | 0.07% | 0.78% | 3.10% | 3.55% | 2.11% | 2.26% |
| 美股择时_QQQ | -1.14% | 10.57% | 12.97% | -4.84% | -2.34% | 1.23% | -0.67% | -0.75% | 5.79% | 5.38% | 0.95% | 2.42% |
分年收益率
| 2026 | 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 | 10.37% | 17.85% | 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 | 6.23% | 13.99% | 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 | 6.77% | 17.78% | 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) | 6.81% | 17.33% | 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 | 2.46% | 5.02% | 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 | 3.57% | 19.96% | 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 | -2.34% | 19.63% | 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 | 7.76% | 17.53% | 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 | 5.85% | 13.94% | 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 | 8.83% | 17.99% | 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 | 16.16% | 25.47% | 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% |