季度再平衡组合回测报告
515450 南方标普红利低波50ETF, 001323 东吴移动互联混合A, 富国中小盘精选混合A, 徐彦 大成策略回报A, 姜诚 中泰星元价值优选A, 刘旭 大成高新技术产业A, 招商量化精选股票发起式A, 红利低波, SPY, QQQ 参与配置；观察标的：中欧红利优享混合A、沪深300全收益(H00300)、10年期国债ETF(511260)、黄金(GLD)，目标权重为0%，不参与组合收益和再平衡；美股由 SPY 月末 MA252 控制风险；A股股息率保护：未启用；主动基金PE保护：未启用；季度再平衡模式：季度在全部标的间再平衡；美股风控触发时仅调整美股风险仓位；净值图采用以 2 为底的对数坐标，纵轴按初始净值百分比展示。
目标组合比例
下表展示 risk_on 且未触发保护规则时的常态目标仓位；美股 DMA252、A股股息率保护或标的数据缺失时，实际仓位会按规则转入现金或在可用标的间重分配；PE保护触发时主动/成长仓位低于目标不补、高于目标可止盈，其余资产按原目标比例重分配。
| 类别 | 标的 | 目标仓位 |
|---|---|---|
| A股/人民币资产 | 515450 南方标普红利低波50ETF | 10.00% |
| A股/人民币资产 | 001323 东吴移动互联混合A | 5.00% |
| A股/人民币资产 | 富国中小盘精选混合A | 5.00% |
| A股/人民币资产 | 徐彦 大成策略回报A | 5.00% |
| A股/人民币资产 | 姜诚 中泰星元价值优选A | 5.00% |
| A股/人民币资产 | 刘旭 大成高新技术产业A | 5.00% |
| A股/人民币资产 | 招商量化精选股票发起式A | 5.00% |
| A股/人民币资产 | 红利低波 | 10.00% |
| 观察标的（不计入组合） | 中欧红利优享混合A | 0.00% |
| 观察标的（不计入组合） | 沪深300全收益(H00300) | 0.00% |
| 观察标的（不计入组合） | 10年期国债ETF(511260) | 0.00% |
| 观察标的（不计入组合） | 黄金(GLD) | 0.00% |
| 美股/美元资产 | SPY | 25.00% |
| 美股/美元资产 | QQQ | 25.00% |
目标资金分配
按常态目标仓位实时计算；0%观察标的不分配资金，风控触发后的现金调整不在此处模拟。
| 类别 | 标的 | 目标比例 | 分配金额 |
|---|---|---|---|
| A股/人民币资产 | 515450 南方标普红利低波50ETF | 10.00% | -- |
| A股/人民币资产 | 001323 东吴移动互联混合A | 5.00% | -- |
| A股/人民币资产 | 富国中小盘精选混合A | 5.00% | -- |
| A股/人民币资产 | 徐彦 大成策略回报A | 5.00% | -- |
| A股/人民币资产 | 姜诚 中泰星元价值优选A | 5.00% | -- |
| A股/人民币资产 | 刘旭 大成高新技术产业A | 5.00% | -- |
| A股/人民币资产 | 招商量化精选股票发起式A | 5.00% | -- |
| A股/人民币资产 | 红利低波 | 10.00% | -- |
| 美股/美元资产 | SPY | 25.00% | -- |
| 美股/美元资产 | QQQ | 25.00% | -- |
| 合计 | 100.00% | -- | |
策略规则总览
| 类别 | 规则 | 设置 |
|---|---|---|
| 再平衡 | 执行频率 | 每季度最后一个回测交易日检查并执行再平衡 |
| 再平衡 | 偏离容忍度 | 目标值相对偏离超过 10.00% 时触发调仓；触发后按目标权重整体调回 |
| 再平衡 | 再平衡范围 | 季度在全部标的间再平衡；美股风控触发时仅调整美股风险仓位 |
| 美股风控 | DMA252 | 标普500指数(^GSPC) 月末收盘价高于 MA252 时持有美股仓位；否则清空 SPY/QQQ，转入美股防守货币基金 |
| A股风控 | 主动/成长仓位PE保护 | 未启用 |
| A股风控 | 股息率保护 | 未启用 |
| 现金 | 防守仓位收益 | A股现金/货币基金与美股防守货币基金均按 2.00% 年化收益估算 |
| 交易 | 交易成本 | 单边交易费率 0.01% |
| 计价 | 美元资产折算 | 按 USD/CNY 折算为人民币口径，数据源 FRED(DEXCHUS) |
回测参数
| 参数 | 值 |
|---|---|
| 回测区间 | 1993-01-29 ~ 2026-09-01 |
| 外部接口缓存 | 关闭 |
| 收益计价口径 | 人民币口径；美元资产、美元现金和美元融资负债按 USD/CNY 折算，数据源 FRED(DEXCHUS) |
| 货币基金年化收益假设 | 2.00% |
| 再平衡偏离容忍度 | 10.00% |
| 单边交易费率 | 0.01% |
| SPY 仓位数据源 | SPY |
| QQQ 仓位数据源 | QQQ |
| 美股风控数据源 | 标普500指数(^GSPC) |
| SPY 目标仓位 | 25.00% |
| QQQ 目标仓位 | 25.00% |
| risk_on 融资比例 | 0.00% |
| risk_on 融资加仓标的 | SPY |
| 融资年化费率 | 0.00% |
| 初始净值 | 1.0000 |
| 月度追加投入 | 0.0000 |
| 回测起始日期参数 | 默认：所有标的最早有数据时间 |
| 回测截止日期参数 | 默认：运行当日 20260901 |
| A股资产 | 515450 南方标普红利低波50ETF |
| A股只保留红利低波类标的 | 是 |
| 红利低波数据源 | 场内ETF行情(515450) |
| 自由现金流数据源 | 不适用 |
| 红利低波50数据源 | 不适用 |
| 红利低波50目标仓位 | 默认：A股基础仓位等分 |
| 黄金仓位 | 黄金(GLD)，仅观察，不计入组合 |
| 自由现金流目标仓位 | 默认：A股基础仓位等分 |
| 主动/成长仓位 | 001323 东吴移动互联混合A，数据源 基金分红再投资复权净值，目标总仓位 5.00% |
| 额外固定仓位 | 富国中小盘精选混合A，数据源 基金分红再投资复权净值，目标总仓位 5.00%；徐彦 大成策略回报A，数据源 基金分红再投资复权净值，目标总仓位 5.00%；姜诚 中泰星元价值优选A，数据源 基金分红再投资复权净值，目标总仓位 5.00%；刘旭 大成高新技术产业A，数据源 基金分红再投资复权净值，目标总仓位 5.00%；招商量化精选股票发起式A，数据源 基金分红再投资复权净值，目标总仓位 5.00%；红利低波，数据源 基金分红再投资复权净值，目标总仓位 10.00%；中欧红利优享混合A，数据源 基金分红再投资复权净值，仅观察，不计入组合；沪深300全收益(H00300)，数据源 中证指数线上接口，仅观察，不计入组合；10年期国债ETF(511260)，数据源 场内日线行情，仅观察，不计入组合 |
| 10年期国债ETF | 未启用 |
| SPY 替换为 QQQ | 否 |
| QQQ 替换为 SPY | 否 |
| SPY 风控规则 | 标普500指数(^GSPC) 月末收盘价高于 MA252 持有美股，否则转入美股防守货币基金 |
| A股股息率保护规则 | 未启用 |
| 主动基金PE保护规则 | 未启用 |
| 再平衡规则 | 季度在全部标的间再平衡；美股风控触发时仅调整美股风险仓位 |
数据区间
| 标的 | 开始日期 | 结束日期 |
|---|---|---|
| 515450 南方标普红利低波50ETF | 2020-01-17 | 2026-09-01 |
| 001323 东吴移动互联混合A | 2015-05-27 | 2026-08-31 |
| 富国中小盘精选混合A | 2015-01-23 | 2026-09-01 |
| 徐彦 大成策略回报A | 2008-11-26 | 2026-09-01 |
| 姜诚 中泰星元价值优选A | 2018-12-05 | 2026-08-31 |
| 刘旭 大成高新技术产业A | 2015-02-03 | 2026-08-31 |
| 招商量化精选股票发起式A | 2016-03-15 | 2026-08-31 |
| 红利低波 | 2019-07-15 | 2026-09-01 |
| 中欧红利优享混合A | 2018-04-19 | 2026-08-31 |
| 沪深300全收益(H00300) | 2010-01-01 | 2026-09-01 |
| 10年期国债ETF(511260) | 2017-08-04 | 2026-09-01 |
| 黄金(GLD) | 2004-11-18 | 2026-08-31 |
| SPY | 1993-01-29 | 2026-08-31 |
| QQQ | 1999-03-10 | 2026-08-31 |
| USD/CNY 汇率 | 1981-01-02 | 2026-08-28 |
| 美国30年期国债收益率 | 1977-02-15 | 2026-08-28 |
| 沪深300全收益基准 | 2004-12-31 | 2026-09-01 |
| 中证500全收益基准 | 2004-12-31 | 2026-09-01 |
| 000300.SH PE | 2005-04-29 | 2026-09-01 |
| 000300.SH 5年滚动PE分位 | 2005-04-29 | 2026-09-01 |
回测指标
| 指标 | 值 |
|---|---|
| 起始日期 | 1993-01-29 |
| 结束日期 | 2026-09-01 |
| 总收益 | 6763.93% |
| CAGR | 13.42% |
| 年化波动 | 15.95% |
| 最大回撤 | -25.68% |
| 夏普(0利率,粗略) | 0.8502 |
| 最终净值 | 68.6325 |
所有标的加入后指标
按所有非观察标的均有数据后的区间计算；最后加入时间为 2020-01-17，最后加入标的：515450 南方标普红利低波50ETF。
| 指标 | 值 |
|---|---|
| 起始日期 | 2020-01-17 |
| 结束日期 | 2026-09-01 |
| 总收益 | 159.09% |
| CAGR | 15.46% |
| 年化波动 | 10.54% |
| 最大回撤 | -16.09% |
| 夏普(0利率,粗略) | 1.3746 |
| 最终净值 | 2.5909 |
近五年指标
按回测结束日前五年区间计算；区间为 2021-09-01 ~ 2026-09-01。
| 指标 | 值 |
|---|---|
| 起始日期 | 2021-09-01 |
| 结束日期 | 2026-09-01 |
| 总收益 | 78.63% |
| CAGR | 12.30% |
| 年化波动 | 10.02% |
| 最大回撤 | -16.09% |
| 夏普(0利率,粗略) | 1.1715 |
| 最终净值 | 1.7863 |
末期权重
| 仓位 | 权重 |
|---|---|
| 515450 南方标普红利低波50ETF | 10.00% |
| 001323 东吴移动互联混合A | 5.00% |
| 富国中小盘精选混合A | 5.00% |
| 徐彦 大成策略回报A | 5.00% |
| 姜诚 中泰星元价值优选A | 5.00% |
| 刘旭 大成高新技术产业A | 5.00% |
| 招商量化精选股票发起式A | 5.00% |
| 红利低波 | 10.00% |
| 中欧红利优享混合A | 0.00% |
| 沪深300全收益(H00300) | 0.00% |
| 10年期国债ETF(511260) | 0.00% |
| 黄金(GLD) | 0.00% |
| SPY | 25.00% |
| QQQ | 25.00% |
| A股现金/货币基金 | 0.00% |
| 美股防守货币基金 | 0.00% |
| 融资负债 | -0.00% |
沪深300估值分位
左轴为指数点位，采用普通线性坐标；右轴为当前 PE 在过去 5 年数据中的滚动分位。70%仅作为估值观察参考线，当前组合未启用PE保护。
标的相关性矩阵
按回测日期索引对齐各标的价格并前向填充，使用日收益率计算 Pearson 相关系数；不同上市时间的标的按双方均有数据后的重叠区间参与计算。底色按相关系数绝对值着色：绿色表示不相关，红色表示高度相关；正负号表示同向或反向关系。
|r|=0 不相关
|r|=1 高度相关
| 标的 | 515450 南方标普红利低波50ETF | 001323 东吴移动互联混合A | 富国中小盘精选混合A | 徐彦 大成策略回报A | 姜诚 中泰星元价值优选A | 刘旭 大成高新技术产业A | 招商量化精选股票发起式A | 红利低波 | 中欧红利优享混合A | 沪深300全收益(H00300) | 10年期国债ETF(511260) | 黄金(GLD) | SPY | QQQ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 515450 南方标普红利低波50ETF | 1.00 | 0.15 | 0.16 | 0.59 | 0.77 | 0.53 | 0.44 | 0.87 | 0.68 | 0.57 | -0.14 | 0.05 | 0.02 | 0.00 |
| 001323 东吴移动互联混合A | 0.15 | 1.00 | 0.72 | 0.40 | 0.27 | 0.42 | 0.64 | 0.18 | 0.44 | 0.57 | -0.16 | 0.03 | 0.09 | 0.12 |
| 富国中小盘精选混合A | 0.16 | 0.72 | 1.00 | 0.66 | 0.34 | 0.68 | 0.71 | 0.21 | 0.47 | 0.70 | -0.16 | 0.01 | 0.09 | 0.11 |
| 徐彦 大成策略回报A | 0.59 | 0.40 | 0.66 | 1.00 | 0.71 | 0.89 | 0.82 | 0.65 | 0.75 | 0.84 | -0.21 | 0.02 | 0.09 | 0.10 |
| 姜诚 中泰星元价值优选A | 0.77 | 0.27 | 0.34 | 0.71 | 1.00 | 0.70 | 0.62 | 0.80 | 0.79 | 0.73 | -0.26 | 0.05 | 0.06 | 0.05 |
| 刘旭 大成高新技术产业A | 0.53 | 0.42 | 0.68 | 0.89 | 0.70 | 1.00 | 0.73 | 0.56 | 0.78 | 0.83 | -0.20 | 0.01 | 0.10 | 0.11 |
| 招商量化精选股票发起式A | 0.44 | 0.64 | 0.71 | 0.82 | 0.62 | 0.73 | 1.00 | 0.53 | 0.71 | 0.77 | -0.19 | 0.05 | 0.07 | 0.07 |
| 红利低波 | 0.87 | 0.18 | 0.21 | 0.65 | 0.80 | 0.56 | 0.53 | 1.00 | 0.73 | 0.58 | -0.20 | 0.04 | 0.04 | 0.02 |
| 中欧红利优享混合A | 0.68 | 0.44 | 0.47 | 0.75 | 0.79 | 0.78 | 0.71 | 0.73 | 1.00 | 0.80 | -0.23 | 0.08 | 0.08 | 0.08 |
| 沪深300全收益(H00300) | 0.57 | 0.57 | 0.70 | 0.84 | 0.73 | 0.83 | 0.77 | 0.58 | 0.80 | 1.00 | -0.23 | 0.03 | 0.10 | 0.12 |
| 10年期国债ETF(511260) | -0.14 | -0.16 | -0.16 | -0.21 | -0.26 | -0.20 | -0.19 | -0.20 | -0.23 | -0.23 | 1.00 | 0.04 | -0.07 | -0.06 |
| 黄金(GLD) | 0.05 | 0.03 | 0.01 | 0.02 | 0.05 | 0.01 | 0.05 | 0.04 | 0.08 | 0.03 | 0.04 | 1.00 | 0.05 | 0.04 |
| SPY | 0.02 | 0.09 | 0.09 | 0.09 | 0.06 | 0.10 | 0.07 | 0.04 | 0.08 | 0.10 | -0.07 | 0.05 | 1.00 | 0.85 |
| QQQ | 0.00 | 0.12 | 0.11 | 0.10 | 0.05 | 0.11 | 0.07 | 0.02 | 0.08 | 0.12 | -0.06 | 0.04 | 0.85 | 1.00 |
交互式资产全收益
曲线以各自首个有效点归一为 100%，纵轴使用对数坐标；橙色虚线为标的首次进入回测区间的时间点。可用顶部快捷按钮或底部缩略图拖选区间；点击图外 legend 可隐藏或恢复曲线。
所有标的共同有效区间增长曲线
使用全部标的均有有效净值的严格共同交易日，各曲线在共同首日统一归一为 100%。组合曲线仅作为参考，不参与决定共同区间；区间选择器与 legend 分区展示。
组合收益摘要
图中依次展示组合归一化净值、回撤、回撤修复时间、三年滚动年化、五年滚动年化、年度收益和A股牛熊周期区间收益；修复时间按每轮回撤谷底到首次恢复前高的自然日数计算，纵轴在0至300天采用线性坐标，300天以上采用以10为底的对数坐标，并标出0、20、60、100、300、600和1000天；数据末日仍未恢复的事件以“天数+”标记。净值图保留美股风控参考线和调仓点，并增加“SPY/QQQ/美股防守现金”与“A股标的/A股现金”两条子组合参考线。子组合采用资金流调整口径，只累计对应持仓的日盈亏，跨市场再平衡和月度投入不计为收益；交易成本仍统一计入整体组合。
年度收益
| 年份 | 年度收益 |
|---|---|
| 1993 | 9.18% |
| 1994 | 36.21% |
| 1995 | 31.74% |
| 1996 | 22.37% |
| 1997 | 33.18% |
| 1998 | 11.84% |
| 1999 | 51.07% |
| 2000 | -6.00% |
| 2001 | 2.00% |
| 2002 | 2.04% |
| 2003 | 28.48% |
| 2004 | 10.61% |
| 2005 | 0.56% |
| 2006 | 7.72% |
| 2007 | 4.66% |
| 2008 | -4.60% |
| 2009 | 22.44% |
| 2010 | -2.41% |
| 2011 | -6.33% |
| 2012 | 8.43% |
| 2013 | 29.99% |
| 2014 | 20.05% |
| 2015 | 10.62% |
| 2016 | 10.57% |
| 2017 | 19.46% |
| 2018 | -7.68% |
| 2019 | 24.01% |
| 2020 | 24.73% |
| 2021 | 24.69% |
| 2022 | -9.82% |
| 2023 | 18.49% |
| 2024 | 25.71% |
| 2025 | 16.46% |
| 2026 | 9.78% |
年度标的贡献率
标的颜色固定为 SPY 浅蓝、QQQ 深蓝、红利类红色、价值基金浅红色、成长基金橙色；现金、融资与交易成本使用独立的中性色。
本金投入与资本利得
累计本金包含初始净值和所有月末追加投入；资本利得按“期末总资产 - 累计本金”计算，交易成本会降低资本利得。月度投入按投入当日正市值存量仓位等比例买入，融资负债不参与投入分配。
| 指标 | 值 |
|---|---|
| 期末总资产 | 68.6325 |
| 累计本金 | 1.0000 |
| 其中：累计月度投入 | 0.0000 |
| 月度投入次数 | 0 |
| 资本利得 | 67.6325 |
| 本金占比 | 1.46% |
| 资本利得占比 | 98.54% |
| 年份 | 年末总资产 | 累计本金 | 累计月度投入 | 资本利得 | 本金占比 | 资本利得占比 |
|---|---|---|---|---|---|---|
| 1993 | 1.0917 | 1.0000 | 0.0000 | 0.0917 | 91.60% | 8.40% |
| 1994 | 1.4870 | 1.0000 | 0.0000 | 0.4870 | 67.25% | 32.75% |
| 1995 | 1.9591 | 1.0000 | 0.0000 | 0.9591 | 51.04% | 48.96% |
| 1996 | 2.3972 | 1.0000 | 0.0000 | 1.3972 | 41.72% | 58.28% |
| 1997 | 3.1926 | 1.0000 | 0.0000 | 2.1926 | 31.32% | 68.68% |
| 1998 | 3.5706 | 1.0000 | 0.0000 | 2.5706 | 28.01% | 71.99% |
| 1999 | 5.3940 | 1.0000 | 0.0000 | 4.3940 | 18.54% | 81.46% |
| 2000 | 5.0705 | 1.0000 | 0.0000 | 4.0705 | 19.72% | 80.28% |
| 2001 | 5.1719 | 1.0000 | 0.0000 | 4.1719 | 19.34% | 80.66% |
| 2002 | 5.2774 | 1.0000 | 0.0000 | 4.2774 | 18.95% | 81.05% |
| 2003 | 6.7806 | 1.0000 | 0.0000 | 5.7806 | 14.75% | 85.25% |
| 2004 | 7.5002 | 1.0000 | 0.0000 | 6.5002 | 13.33% | 86.67% |
| 2005 | 7.5423 | 1.0000 | 0.0000 | 6.5423 | 13.26% | 86.74% |
| 2006 | 8.1244 | 1.0000 | 0.0000 | 7.1244 | 12.31% | 87.69% |
| 2007 | 8.5031 | 1.0000 | 0.0000 | 7.5031 | 11.76% | 88.24% |
| 2008 | 8.1121 | 1.0000 | 0.0000 | 7.1121 | 12.33% | 87.67% |
| 2009 | 9.9326 | 1.0000 | 0.0000 | 8.9326 | 10.07% | 89.93% |
| 2010 | 9.6930 | 1.0000 | 0.0000 | 8.6930 | 10.32% | 89.68% |
| 2011 | 9.0792 | 1.0000 | 0.0000 | 8.0792 | 11.01% | 88.99% |
| 2012 | 9.8442 | 1.0000 | 0.0000 | 8.8442 | 10.16% | 89.84% |
| 2013 | 12.7970 | 1.0000 | 0.0000 | 11.7970 | 7.81% | 92.19% |
| 2014 | 15.3632 | 1.0000 | 0.0000 | 14.3632 | 6.51% | 93.49% |
| 2015 | 16.9943 | 1.0000 | 0.0000 | 15.9943 | 5.88% | 94.12% |
| 2016 | 18.7900 | 1.0000 | 0.0000 | 17.7900 | 5.32% | 94.68% |
| 2017 | 22.4475 | 1.0000 | 0.0000 | 21.4475 | 4.45% | 95.55% |
| 2018 | 20.7230 | 1.0000 | 0.0000 | 19.7230 | 4.83% | 95.17% |
| 2019 | 25.6977 | 1.0000 | 0.0000 | 24.6977 | 3.89% | 96.11% |
| 2020 | 32.0516 | 1.0000 | 0.0000 | 31.0516 | 3.12% | 96.88% |
| 2021 | 39.9643 | 1.0000 | 0.0000 | 38.9643 | 2.50% | 97.50% |
| 2022 | 36.0387 | 1.0000 | 0.0000 | 35.0387 | 2.77% | 97.23% |
| 2023 | 42.7013 | 1.0000 | 0.0000 | 41.7013 | 2.34% | 97.66% |
| 2024 | 53.6788 | 1.0000 | 0.0000 | 52.6788 | 1.86% | 98.14% |
| 2025 | 62.5167 | 1.0000 | 0.0000 | 61.5167 | 1.60% | 98.40% |
| 2026 | 68.6325 | 1.0000 | 0.0000 | 67.6325 | 1.46% | 98.54% |
年底归因
| 年份 | 年初净值 | 年末净值 | 年度收益 | 515450 南方标普红利低波50ETF盈亏 | 515450 南方标普红利低波50ETF贡献 | 001323 东吴移动互联混合A盈亏 | 001323 东吴移动互联混合A贡献 | 富国中小盘精选混合A盈亏 | 富国中小盘精选混合A贡献 | 徐彦 大成策略回报A盈亏 | 徐彦 大成策略回报A贡献 | 姜诚 中泰星元价值优选A盈亏 | 姜诚 中泰星元价值优选A贡献 | 刘旭 大成高新技术产业A盈亏 | 刘旭 大成高新技术产业A贡献 | 招商量化精选股票发起式A盈亏 | 招商量化精选股票发起式A贡献 | 红利低波盈亏 | 红利低波贡献 | SPY盈亏 | SPY贡献 | QQQ盈亏 | QQQ贡献 | A股现金/货币基金盈亏 | A股现金/货币基金贡献 | 美股防守货币基金盈亏 | 美股防守货币基金贡献 | 融资负债盈亏 | 融资负债贡献 | 交易成本盈亏 | 交易成本贡献 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1993 | 0.9999 | 1.0917 | 9.18% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0918 | 9.18% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0001 | -0.01% |
| 1994 | 1.6331 | 1.4870 | -8.95% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.4187 | 25.64% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0229 | -1.40% | 0.0000 | 0.00% | -0.0005 | -0.03% |
| 1995 | 1.4871 | 1.9591 | 31.74% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.4710 | 31.67% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0012 | 0.08% | 0.0000 | 0.00% | -0.0001 | -0.01% |
| 1996 | 1.9801 | 2.3972 | 21.06% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.4381 | 22.13% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 1997 | 2.4033 | 3.1926 | 32.84% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.7954 | 33.10% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 1998 | 3.2091 | 3.5706 | 11.27% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.3806 | 11.86% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0020 | -0.06% | 0.0000 | 0.00% | -0.0006 | -0.02% |
| 1999 | 3.5627 | 5.3940 | 51.40% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.4422 | 12.41% | 1.3814 | 38.78% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0002 | -0.01% |
| 2000 | 5.4675 | 5.0705 | -7.26% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0532 | -0.97% | -0.2861 | -5.23% | 0.0000 | 0.00% | 0.0161 | 0.30% | 0.0000 | 0.00% | -0.0005 | -0.01% |
| 2001 | 5.0719 | 5.1719 | 1.97% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.1014 | 2.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2002 | 5.1724 | 5.2774 | 2.03% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.1055 | 2.04% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2003 | 5.2780 | 6.7806 | 28.47% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.5986 | 11.34% | 0.8726 | 16.53% | 0.0000 | 0.00% | 0.0326 | 0.62% | 0.0000 | 0.00% | -0.0005 | -0.01% |
| 2004 | 6.7697 | 7.5002 | 10.79% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.3480 | 5.14% | 0.3716 | 5.49% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2005 | 7.4422 | 7.5423 | 1.35% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0798 | 1.07% | -0.0377 | -0.51% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2006 | 7.6931 | 8.1244 | 5.61% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.4427 | 5.75% | 0.1394 | 1.81% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2007 | 8.1256 | 8.5031 | 4.65% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0709 | -0.87% | 0.4504 | 5.54% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0009 | -0.01% |
| 2008 | 8.5040 | 8.1121 | -4.61% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.3909 | -4.60% | 0.0000 | 0.00% | -0.0001 | -0.00% |
| 2009 | 8.1129 | 9.9326 | 22.43% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.5490 | 6.77% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.5417 | 6.68% | 0.6335 | 7.81% | 0.0000 | 0.00% | 0.0970 | 1.20% | 0.0000 | 0.00% | -0.0008 | -0.01% |
| 2010 | 10.0672 | 9.6930 | -3.72% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.1085 | 1.08% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.1127 | -1.12% | -0.1115 | -1.11% | 0.0000 | 0.00% | -0.1205 | -1.20% | 0.0000 | 0.00% | -0.0033 | -0.03% |
| 2011 | 9.7938 | 9.0792 | -7.30% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.2492 | -2.54% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.2252 | -2.30% | -0.0827 | -0.84% | 0.0000 | 0.00% | -0.0558 | -0.57% | 0.0000 | 0.00% | -0.0009 | -0.01% |
| 2012 | 9.0807 | 9.8442 | 8.41% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0207 | 0.23% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.3935 | 4.33% | 0.3194 | 3.52% | 0.0000 | 0.00% | 0.0324 | 0.36% | 0.0000 | 0.00% | -0.0008 | -0.01% |
| 2013 | 10.0992 | 12.7970 | 26.71% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.2268 | 2.25% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 1.3067 | 12.94% | 1.4193 | 14.05% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% |
| 2014 | 12.6881 | 15.3632 | 21.08% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.3427 | 2.70% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.9514 | 7.50% | 1.2723 | 10.03% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0000 | -0.00% |
| 2015 | 15.3385 | 16.9943 | 10.80% | 0.0000 | 0.00% | 0.0166 | 0.11% | 0.4594 | 3.00% | 0.5559 | 3.62% | 0.0000 | 0.00% | 0.2476 | 1.61% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0575 | 0.37% | 0.3645 | 2.38% | 0.0000 | 0.00% | -0.0666 | -0.43% | 0.0000 | 0.00% | -0.0039 | -0.03% |
| 2016 | 16.8249 | 18.7900 | 11.68% | 0.0000 | 0.00% | -0.0333 | -0.20% | -0.3465 | -2.06% | 0.0456 | 0.27% | 0.0000 | 0.00% | 0.0261 | 0.16% | 0.0972 | 0.58% | 0.0000 | 0.00% | 1.0395 | 6.18% | 0.9645 | 5.73% | 0.0000 | 0.00% | 0.0039 | 0.02% | 0.0000 | 0.00% | -0.0014 | -0.01% |
| 2017 | 18.9528 | 22.4475 | 18.44% | 0.0000 | 0.00% | 0.1438 | 0.76% | 0.3736 | 1.97% | 0.3635 | 1.92% | 0.0000 | 0.00% | 0.4390 | 2.32% | -0.0613 | -0.32% | 0.0000 | 0.00% | 0.9071 | 4.79% | 1.4918 | 7.87% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0001 | -0.00% |
| 2018 | 22.6838 | 20.7230 | -8.64% | 0.0000 | 0.00% | -0.5100 | -2.25% | -0.6236 | -2.75% | -0.4696 | -2.07% | 0.0000 | 0.00% | -0.2629 | -1.16% | -0.4505 | -1.99% | 0.0000 | 0.00% | 0.0270 | 0.12% | 0.5842 | 2.58% | 0.0000 | 0.00% | -0.0143 | -0.06% | 0.0000 | 0.00% | -0.0047 | -0.02% |
| 2019 | 20.6098 | 25.6977 | 24.69% | 0.0000 | 0.00% | 0.3682 | 1.79% | 0.8004 | 3.88% | 0.4347 | 2.11% | 0.2081 | 1.01% | 0.5004 | 2.43% | 0.5734 | 2.78% | 0.2143 | 1.04% | 0.9694 | 4.70% | 1.2726 | 6.17% | 0.0000 | 0.00% | -0.3624 | -1.76% | 0.0000 | 0.00% | -0.0044 | -0.02% |
| 2020 | 26.0730 | 32.0516 | 22.93% | 0.4402 | 1.69% | 0.7431 | 2.85% | 0.8881 | 3.41% | 0.2664 | 1.02% | 0.5150 | 1.98% | 0.6997 | 2.68% | 0.5106 | 1.96% | 0.2538 | 0.97% | 0.4151 | 1.59% | 1.2942 | 4.96% | 0.0000 | 0.00% | 0.3306 | 1.27% | 0.0000 | 0.00% | -0.0030 | -0.01% |
| 2021 | 31.7950 | 39.9643 | 25.69% | 0.6289 | 1.98% | 0.8147 | 2.56% | 0.1490 | 0.47% | 0.3634 | 1.14% | 0.4720 | 1.48% | 0.4843 | 1.52% | 0.4419 | 1.39% | 0.5583 | 1.76% | 2.0384 | 6.41% | 1.9619 | 6.17% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0001 | -0.00% |
| 2022 | 40.0627 | 36.0387 | -10.04% | -0.1470 | -0.37% | -0.6680 | -1.67% | -0.4327 | -1.08% | -0.0571 | -0.14% | 0.0949 | 0.24% | -0.3486 | -0.87% | -0.0164 | -0.04% | 0.1216 | 0.30% | -1.3491 | -3.37% | -2.2807 | -5.69% | 0.0000 | 0.00% | 1.1632 | 2.90% | 0.0000 | 0.00% | -0.0056 | -0.01% |
| 2023 | 36.3192 | 42.7013 | 17.57% | 0.5604 | 1.54% | 0.8156 | 2.25% | -0.1009 | -0.28% | 0.1142 | 0.31% | -0.1440 | -0.40% | 0.0860 | 0.24% | 0.1723 | 0.47% | 0.3932 | 1.08% | 2.0298 | 5.59% | 3.2238 | 8.88% | 0.0000 | 0.00% | -0.4820 | -1.33% | 0.0000 | 0.00% | -0.0058 | -0.02% |
| 2024 | 42.5767 | 53.6788 | 26.08% | 1.3282 | 3.12% | 0.6797 | 1.60% | 0.2635 | 0.62% | 0.3730 | 0.88% | 0.4004 | 0.94% | 0.6128 | 1.44% | 0.3891 | 0.91% | 0.8977 | 2.11% | 2.9829 | 7.01% | 3.0503 | 7.16% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0001 | -0.00% |
| 2025 | 53.0956 | 62.5167 | 17.74% | 0.1625 | 0.31% | 2.2441 | 4.23% | 2.3608 | 4.45% | 0.3059 | 0.58% | 0.2175 | 0.41% | 0.3977 | 0.75% | 1.0459 | 1.97% | 0.2486 | 0.47% | 1.1126 | 2.10% | 0.8718 | 1.64% | 0.0000 | 0.00% | -0.1237 | -0.23% | 0.0000 | 0.00% | -0.0056 | -0.01% |
| 2026 | 62.4911 | 68.6325 | 9.83% | 0.2232 | 0.36% | 0.5844 | 0.94% | 1.3926 | 2.23% | 0.1590 | 0.25% | 0.0719 | 0.12% | -0.0572 | -0.09% | 0.0877 | 0.14% | 0.2999 | 0.48% | 1.3742 | 2.20% | 1.9807 | 3.17% | 0.0000 | 0.00% | 0.0000 | 0.00% | 0.0000 | 0.00% | -0.0006 | -0.00% |
调仓记录
| 日期 | 类型 | 分组 | 标的 | 组合调仓前权重 | 组合目标权重 | 组合调仓后权重 | 买卖金额 | 调仓前金额 | 调仓后金额 | 本次换手金额 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1993-01-29 | risk_on | US | SPY | 0.00% | 50.00% | 50.00% | 0.5000 | 0.0000 | 0.5000 | 0.5000 |
| 1993-01-29 | risk_on | US | 美股防守货币基金 | 50.00% | 0.00% | 0.00% | -0.5000 | 0.5000 | 0.0000 | 0.5000 |
| 1993-01-29 | quarter_rebalance | ALL | A股现金/货币基金 | 50.00% | 0.00% | 0.00% | -0.5000 | 0.5000 | 0.0000 | 0.5000 |
| 1993-01-29 | quarter_rebalance | ALL | SPY | 50.00% | 100.00% | 100.00% | 0.5000 | 0.5000 | 0.9999 | 0.5000 |
| 1994-03-31 | risk_off | US | SPY | 100.00% | 0.00% | 0.00% | -1.5777 | 1.5777 | 0.0000 | 1.5777 |
| 1994-03-31 | risk_off | US | 美股防守货币基金 | 0.00% | 100.00% | 100.00% | 1.5776 | 0.0000 | 1.5776 | 1.5777 |
| 1994-08-31 | risk_on | US | SPY | 0.00% | 100.00% | 100.00% | 1.5631 | 0.0000 | 1.5631 | 1.5633 |
| 1994-08-31 | risk_on | US | 美股防守货币基金 | 100.00% | 0.00% | 0.00% | -1.5633 | 1.5633 | 0.0000 | 1.5633 |
| 1994-11-30 | risk_off | US | SPY | 100.00% | 0.00% | 0.00% | -1.4958 | 1.4958 | 0.0000 | 1.4958 |
| 1994-11-30 | risk_off | US | 美股防守货币基金 | 0.00% | 100.00% | 100.00% | 1.4956 | 0.0000 | 1.4956 | 1.4958 |
| 1995-01-31 | risk_on | US | SPY | 0.00% | 100.00% | 100.00% | 1.4881 | 0.0000 | 1.4881 | 1.4882 |
| 1995-01-31 | risk_on | US | 美股防守货币基金 | 100.00% | 0.00% | 0.00% | -1.4882 | 1.4882 | 0.0000 | 1.4882 |
| 1998-08-31 | risk_off | US | SPY | 100.00% | 0.00% | 0.00% | -3.1768 | 3.1768 | 0.0000 | 3.1768 |
| 1998-08-31 | risk_off | US | 美股防守货币基金 | 0.00% | 100.00% | 100.00% | 3.1765 | 0.0000 | 3.1765 | 3.1768 |
| 1998-10-30 | risk_on | US | SPY | 0.00% | 100.00% | 100.00% | 3.1742 | 0.0000 | 3.1742 | 3.1745 |
| 1998-10-30 | risk_on | US | 美股防守货币基金 | 100.00% | 0.00% | 0.00% | -3.1745 | 3.1745 | 0.0000 | 3.1745 |
| 1999-03-31 | quarter_rebalance | ALL | SPY | 100.00% | 50.00% | 50.00% | -1.8635 | 3.7267 | 1.8633 | 1.8634 |
| 1999-03-31 | quarter_rebalance | ALL | QQQ | 0.00% | 50.00% | 50.00% | 1.8633 | 0.0000 | 1.8633 | 1.8634 |
| 1999-12-31 | quarter_rebalance | ALL | SPY | 39.85% | 50.00% | 50.00% | 0.5476 | 2.1494 | 2.6970 | 0.5477 |
| 1999-12-31 | quarter_rebalance | ALL | QQQ | 60.15% | 50.00% | 50.00% | -0.5477 | 3.2447 | 2.6970 | 0.5477 |
| 2000-10-31 | risk_off | US | SPY | 52.30% | 0.00% | 0.00% | -2.6439 | 2.6439 | 0.0000 | 5.0548 |
| 2000-10-31 | risk_off | US | QQQ | 47.70% | 0.00% | 0.00% | -2.4110 | 2.4110 | 0.0000 | 5.0548 |
| 2000-10-31 | risk_off | US | 美股防守货币基金 | 0.00% | 100.00% | 100.00% | 5.0543 | 0.0000 | 5.0543 | 5.0548 |
| 2003-04-30 | risk_on | US | SPY | 0.00% | 50.00% | 50.00% | 2.6547 | 0.0000 | 2.6547 | 5.3100 |
| 2003-04-30 | risk_on | US | QQQ | 0.00% | 50.00% | 50.00% | 2.6547 | 0.0000 | 2.6547 | 5.3100 |
| 2003-04-30 | risk_on | US | 美股防守货币基金 | 100.00% | 0.00% | 0.00% | -5.3100 | 5.3100 | 0.0000 | 5.3100 |
| 2007-12-31 | risk_off | US | SPY | 47.66% | 0.00% | 0.00% | -4.0529 | 4.0529 | 0.0000 | 8.5039 |
| 2007-12-31 | risk_off | US | QQQ | 52.34% | 0.00% | 0.00% | -4.4511 | 4.4511 | 0.0000 | 8.5039 |
| 2007-12-31 | risk_off | US | 美股防守货币基金 | 0.00% | 100.00% | 100.00% | 8.5031 | 0.0000 | 8.5031 | 8.5039 |
| 2008-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 0.00% | 9.09% | 9.09% | 0.7375 | 0.0000 | 0.7375 | 0.7375 |
| 2008-12-31 | quarter_rebalance | ALL | 美股防守货币基金 | 100.00% | 90.91% | 90.91% | -0.7375 | 8.1122 | 7.3746 | 0.7375 |
| 2009-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 11.14% | 9.09% | 9.09% | -0.1709 | 0.9302 | 0.7593 | 0.1709 |
| 2009-03-31 | quarter_rebalance | ALL | 美股防守货币基金 | 88.86% | 90.91% | 90.91% | 0.1709 | 7.4220 | 7.5929 | 0.1709 |
| 2009-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 11.33% | 9.09% | 9.09% | -0.1924 | 0.9744 | 0.7820 | 0.1924 |
| 2009-06-30 | quarter_rebalance | ALL | 美股防守货币基金 | 88.67% | 90.91% | 90.91% | 0.1924 | 7.6275 | 7.8199 | 0.1924 |
| 2009-07-31 | risk_on | US | SPY | 0.00% | 44.81% | 44.81% | 3.9171 | 0.0000 | 3.9171 | 7.8350 |
| 2009-07-31 | risk_on | US | QQQ | 0.00% | 44.81% | 44.81% | 3.9171 | 0.0000 | 3.9171 | 7.8350 |
| 2009-07-31 | risk_on | US | 美股防守货币基金 | 89.62% | 0.00% | 0.00% | -7.8350 | 7.8350 | 0.0000 | 7.8350 |
| 2010-06-30 | risk_off | US | SPY | 45.00% | 0.00% | 0.00% | -4.1395 | 4.1395 | 0.0000 | 8.3810 |
| 2010-06-30 | risk_off | US | QQQ | 46.11% | 0.00% | 0.00% | -4.2414 | 4.2414 | 0.0000 | 8.3810 |
| 2010-06-30 | risk_off | US | 美股防守货币基金 | 0.00% | 91.11% | 91.11% | 8.3801 | 0.0000 | 8.3801 | 8.3810 |
| 2010-07-30 | risk_on | US | SPY | 0.00% | 45.20% | 45.20% | 4.1915 | 0.0000 | 4.1915 | 8.3839 |
| 2010-07-30 | risk_on | US | QQQ | 0.00% | 45.20% | 45.20% | 4.1915 | 0.0000 | 4.1915 | 8.3839 |
| 2010-07-30 | risk_on | US | 美股防守货币基金 | 90.39% | 0.00% | 0.00% | -8.3839 | 8.3839 | 0.0000 | 8.3839 |
| 2010-08-31 | risk_off | US | SPY | 44.74% | 0.00% | 0.00% | -4.0227 | 4.0227 | 0.0000 | 8.0188 |
| 2010-08-31 | risk_off | US | QQQ | 44.45% | 0.00% | 0.00% | -3.9961 | 3.9961 | 0.0000 | 8.0188 |
| 2010-08-31 | risk_off | US | 美股防守货币基金 | 0.00% | 89.19% | 89.19% | 8.0180 | 0.0000 | 8.0180 | 8.0188 |
| 2010-09-30 | risk_on | US | SPY | 0.00% | 44.27% | 44.27% | 3.9465 | 0.0000 | 3.9465 | 7.8938 |
| 2010-09-30 | risk_on | US | QQQ | 0.00% | 44.27% | 44.27% | 3.9465 | 0.0000 | 3.9465 | 7.8938 |
| 2010-09-30 | risk_on | US | 美股防守货币基金 | 88.54% | 0.00% | 0.00% | -7.8938 | 7.8938 | 0.0000 | 7.8938 |
| 2010-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 11.46% | 9.09% | 9.09% | -0.2110 | 1.0214 | 0.8104 | 0.2110 |
| 2010-09-30 | quarter_rebalance | ALL | SPY | 44.27% | 45.45% | 45.45% | 0.1055 | 3.9465 | 4.0520 | 0.2110 |
| 2010-09-30 | quarter_rebalance | ALL | QQQ | 44.27% | 45.45% | 45.45% | 0.1055 | 3.9465 | 4.0520 | 0.2110 |
| 2011-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.98% | 9.09% | 9.09% | 0.1123 | 0.8074 | 0.9197 | 0.1123 |
| 2011-03-31 | quarter_rebalance | ALL | SPY | 45.98% | 45.45% | 45.45% | -0.0533 | 4.6517 | 4.5983 | 0.1123 |
| 2011-03-31 | quarter_rebalance | ALL | QQQ | 46.04% | 45.45% | 45.45% | -0.0589 | 4.6573 | 4.5983 | 0.1123 |
| 2011-08-31 | risk_off | US | SPY | 44.55% | 0.00% | 0.00% | -4.1488 | 4.1488 | 0.0000 | 8.4522 |
| 2011-08-31 | risk_off | US | QQQ | 46.21% | 0.00% | 0.00% | -4.3034 | 4.3034 | 0.0000 | 8.4522 |
| 2011-08-31 | risk_off | US | 美股防守货币基金 | 0.00% | 90.76% | 90.76% | 8.4514 | 0.0000 | 8.4514 | 8.4522 |
| 2011-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.53% | 9.09% | 9.09% | 0.1417 | 0.6837 | 0.8254 | 0.1417 |
| 2011-12-31 | quarter_rebalance | ALL | 美股防守货币基金 | 92.47% | 90.91% | 90.91% | -0.1417 | 8.3955 | 8.2538 | 0.1417 |
| 2012-01-31 | risk_on | US | SPY | 0.00% | 45.56% | 45.56% | 4.1427 | 0.0000 | 4.1427 | 8.2862 |
| 2012-01-31 | risk_on | US | QQQ | 0.00% | 45.56% | 45.56% | 4.1427 | 0.0000 | 4.1427 | 8.2862 |
| 2012-01-31 | risk_on | US | 美股防守货币基金 | 91.13% | 0.00% | 0.00% | -8.2862 | 8.2862 | 0.0000 | 8.2862 |
| 2012-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 8.16% | 9.09% | 9.09% | 0.0918 | 0.8068 | 0.8986 | 0.1305 |
| 2012-03-31 | quarter_rebalance | ALL | SPY | 45.06% | 45.45% | 45.45% | 0.0387 | 4.4541 | 4.4928 | 0.1305 |
| 2012-03-31 | quarter_rebalance | ALL | QQQ | 46.77% | 45.45% | 45.45% | -0.1305 | 4.6233 | 4.4928 | 0.1305 |
| 2014-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 8.17% | 9.09% | 9.09% | 0.1283 | 1.1385 | 1.2667 | 0.1283 |
| 2014-06-30 | quarter_rebalance | ALL | SPY | 46.26% | 45.45% | 45.45% | -0.1124 | 6.4460 | 6.3336 | 0.1283 |
| 2014-06-30 | quarter_rebalance | ALL | QQQ | 45.57% | 45.45% | 45.45% | -0.0159 | 6.3495 | 6.3336 | 0.1283 |
| 2014-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 10.65% | 9.09% | 9.09% | -0.2389 | 1.6356 | 1.3967 | 0.2629 |
| 2014-12-31 | quarter_rebalance | ALL | SPY | 43.74% | 45.45% | 45.45% | 0.2628 | 6.7204 | 6.9833 | 0.2629 |
| 2014-12-31 | quarter_rebalance | ALL | QQQ | 45.61% | 45.45% | 45.45% | -0.0239 | 7.0072 | 6.9833 | 0.2629 |
| 2015-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 0.00% | 7.69% | 7.69% | 1.2248 | 0.0000 | 1.2248 | 2.4497 |
| 2015-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 10.88% | 7.69% | 7.69% | -0.5073 | 1.7322 | 1.2248 | 2.4497 |
| 2015-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 0.00% | 7.69% | 7.69% | 1.2248 | 0.0000 | 1.2248 | 2.4497 |
| 2015-03-31 | quarter_rebalance | ALL | SPY | 44.20% | 38.46% | 38.46% | -0.9144 | 7.0385 | 6.1241 | 2.4497 |
| 2015-03-31 | quarter_rebalance | ALL | QQQ | 44.92% | 38.46% | 38.46% | -1.0281 | 7.1522 | 6.1241 | 2.4497 |
| 2015-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 0.00% | 7.14% | 7.14% | 1.1840 | 0.0000 | 1.1840 | 1.1841 |
| 2015-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 8.72% | 7.14% | 7.14% | -0.2611 | 1.4451 | 1.1840 | 1.1841 |
| 2015-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 8.65% | 7.14% | 7.14% | -0.2502 | 1.4342 | 1.1840 | 1.1841 |
| 2015-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 8.05% | 7.14% | 7.14% | -0.1511 | 1.3352 | 1.1840 | 1.1841 |
| 2015-06-30 | quarter_rebalance | ALL | SPY | 37.03% | 35.71% | 35.71% | -0.2173 | 6.1376 | 5.9202 | 1.1841 |
| 2015-06-30 | quarter_rebalance | ALL | QQQ | 37.55% | 35.71% | 35.71% | -0.3044 | 6.2246 | 5.9202 | 1.1841 |
| 2015-08-31 | risk_off | US | SPY | 37.21% | 0.00% | 0.00% | -5.8463 | 5.8463 | 0.0000 | 11.7777 |
| 2015-08-31 | risk_off | US | QQQ | 37.75% | 0.00% | 0.00% | -5.9313 | 5.9313 | 0.0000 | 11.7777 |
| 2015-08-31 | risk_off | US | 美股防守货币基金 | 0.00% | 74.96% | 74.96% | 11.7765 | 0.0000 | 11.7765 | 11.7777 |
| 2015-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 7.52% | 7.14% | 7.14% | -0.0596 | 1.1781 | 1.1185 | 0.6326 |
| 2015-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.05% | 7.14% | 7.14% | 0.3277 | 0.7907 | 1.1185 | 0.6326 |
| 2015-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 6.29% | 7.14% | 7.14% | 0.1336 | 0.9849 | 1.1185 | 0.6326 |
| 2015-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.05% | 7.14% | 7.14% | 0.1713 | 0.9472 | 1.1185 | 0.6326 |
| 2015-09-30 | quarter_rebalance | ALL | 美股防守货币基金 | 75.09% | 71.43% | 71.43% | -0.5731 | 11.7579 | 11.1849 | 0.6326 |
| 2015-10-30 | risk_on | US | SPY | 0.00% | 34.42% | 34.42% | 5.5678 | 0.0000 | 5.5678 | 11.1368 |
| 2015-10-30 | risk_on | US | QQQ | 0.00% | 34.42% | 34.42% | 5.5678 | 0.0000 | 5.5678 | 11.1368 |
| 2015-10-30 | risk_on | US | 美股防守货币基金 | 68.84% | 0.00% | 0.00% | -11.1368 | 11.1368 | 0.0000 | 11.1368 |
| 2015-12-31 | risk_off | US | SPY | 33.13% | 0.00% | 0.00% | -5.6305 | 5.6305 | 0.0000 | 11.2823 |
| 2015-12-31 | risk_off | US | QQQ | 33.25% | 0.00% | 0.00% | -5.6518 | 5.6518 | 0.0000 | 11.2823 |
| 2015-12-31 | risk_off | US | 美股防守货币基金 | 0.00% | 66.38% | 66.38% | 11.2812 | 0.0000 | 11.2812 | 11.2823 |
| 2015-12-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.71% | 7.14% | 7.14% | 0.0728 | 1.1411 | 1.2139 | 0.9305 |
| 2015-12-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 10.30% | 7.14% | 7.14% | -0.5371 | 1.7509 | 1.2139 | 0.9305 |
| 2015-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.82% | 7.14% | 7.14% | -0.1148 | 1.3287 | 1.2139 | 0.9305 |
| 2015-12-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 8.78% | 7.14% | 7.14% | -0.2787 | 1.4926 | 1.2139 | 0.9305 |
| 2015-12-31 | quarter_rebalance | ALL | 美股防守货币基金 | 66.38% | 71.43% | 71.43% | 0.8576 | 11.2812 | 12.1388 | 0.9305 |
| 2016-03-31 | risk_on | US | SPY | 0.00% | 37.06% | 37.05% | 6.0708 | 0.0000 | 6.0708 | 12.1427 |
| 2016-03-31 | risk_on | US | QQQ | 0.00% | 37.06% | 37.05% | 6.0708 | 0.0000 | 6.0708 | 12.1427 |
| 2016-03-31 | risk_on | US | 美股防守货币基金 | 74.11% | 0.00% | 0.00% | -12.1427 | 12.1427 | 0.0000 | 12.1427 |
| 2016-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 7.38% | 6.67% | 6.67% | -0.1169 | 1.2091 | 1.0922 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.72% | 6.67% | 6.67% | 0.1552 | 0.9370 | 1.0922 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 6.60% | 6.67% | 6.67% | 0.0103 | 1.0819 | 1.0922 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.19% | 6.67% | 6.67% | 0.0785 | 1.0138 | 1.0922 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 0.00% | 6.67% | 6.67% | 1.0922 | 0.0000 | 1.0922 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | SPY | 37.05% | 33.33% | 33.33% | -0.6097 | 6.0708 | 5.4610 | 1.3362 |
| 2016-03-31 | quarter_rebalance | ALL | QQQ | 37.05% | 33.33% | 33.33% | -0.6097 | 6.0708 | 5.4610 | 1.3362 |
| 2016-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.90% | 6.67% | 6.67% | 0.1377 | 1.0662 | 1.2038 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.01% | 6.67% | 6.67% | 0.1183 | 1.0856 | 1.2038 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 6.99% | 6.67% | 6.67% | -0.0584 | 1.2622 | 1.2038 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 7.28% | 6.67% | 6.67% | -0.1116 | 1.3154 | 1.2038 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 6.38% | 6.67% | 6.67% | 0.0526 | 1.1512 | 1.2038 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | SPY | 33.26% | 33.33% | 33.33% | 0.0141 | 6.0051 | 6.0192 | 0.3227 |
| 2016-09-30 | quarter_rebalance | ALL | QQQ | 34.18% | 33.33% | 33.33% | -0.1527 | 6.1719 | 6.0192 | 0.3227 |
| 2017-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.56% | 6.67% | 6.67% | 0.0218 | 1.3128 | 1.3347 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.92% | 6.67% | 6.67% | 0.1487 | 1.1860 | 1.3347 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 6.19% | 6.67% | 6.67% | 0.0961 | 1.2386 | 1.3347 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.31% | 6.67% | 6.67% | 0.0710 | 1.2636 | 1.3347 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 6.07% | 6.67% | 6.67% | 0.1196 | 1.2151 | 1.3347 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | SPY | 34.17% | 33.33% | 33.33% | -0.1677 | 6.8410 | 6.6733 | 0.4572 |
| 2017-03-31 | quarter_rebalance | ALL | QQQ | 34.78% | 33.33% | 33.33% | -0.2895 | 6.9629 | 6.6733 | 0.4572 |
| 2017-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.64% | 6.67% | 6.67% | 0.0057 | 1.3670 | 1.3728 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.75% | 6.67% | 6.67% | -0.0174 | 1.3902 | 1.3728 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.04% | 6.67% | 6.67% | -0.0772 | 1.4500 | 1.3728 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 7.36% | 6.67% | 6.67% | -0.1429 | 1.5157 | 1.3728 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 6.03% | 6.67% | 6.67% | 0.1309 | 1.2419 | 1.3728 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | SPY | 32.90% | 33.33% | 33.33% | 0.0894 | 6.7744 | 6.8638 | 0.2375 |
| 2017-06-30 | quarter_rebalance | ALL | QQQ | 33.28% | 33.33% | 33.33% | 0.0115 | 6.8523 | 6.8638 | 0.2375 |
| 2018-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.87% | 6.67% | 6.67% | 0.1841 | 1.3528 | 1.5368 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.00% | 6.67% | 6.67% | 0.1547 | 1.3821 | 1.5368 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 6.20% | 6.67% | 6.67% | 0.1067 | 1.4301 | 1.5368 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.54% | 6.67% | 6.67% | 0.0287 | 1.5081 | 1.5368 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.64% | 6.67% | 6.67% | 0.2367 | 1.3001 | 1.5368 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | SPY | 33.22% | 33.33% | 33.33% | 0.0272 | 7.6570 | 7.6842 | 0.7382 |
| 2018-06-30 | quarter_rebalance | ALL | QQQ | 36.54% | 33.33% | 33.33% | -0.7382 | 8.4224 | 7.6842 | 0.7382 |
| 2018-09-28 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.61% | 6.67% | 6.67% | 0.2570 | 1.3593 | 1.6163 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.88% | 6.67% | 6.67% | 0.1897 | 1.4266 | 1.6163 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.67% | 6.67% | 6.67% | 0.2420 | 1.3743 | 1.6163 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.02% | 6.67% | 6.67% | 0.1572 | 1.4591 | 1.6163 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.74% | 6.67% | 6.67% | 0.2247 | 1.3916 | 1.6163 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | SPY | 35.41% | 33.33% | 33.33% | -0.5042 | 8.5858 | 8.0816 | 1.0707 |
| 2018-09-28 | quarter_rebalance | ALL | QQQ | 35.67% | 33.33% | 33.33% | -0.5665 | 8.6481 | 8.0816 | 1.0707 |
| 2018-10-31 | risk_off | US | SPY | 34.26% | 0.00% | 0.00% | -7.6389 | 7.6389 | 0.0000 | 15.1394 |
| 2018-10-31 | risk_off | US | QQQ | 33.64% | 0.00% | 0.00% | -7.5006 | 7.5006 | 0.0000 | 15.1394 |
| 2018-10-31 | risk_off | US | 美股防守货币基金 | 0.00% | 67.90% | 67.90% | 15.1379 | 0.0000 | 15.1379 | 15.1394 |
| 2018-11-30 | risk_on | US | SPY | 0.00% | 33.64% | 33.64% | 7.5611 | 0.0000 | 7.5611 | 15.1236 |
| 2018-11-30 | risk_on | US | QQQ | 0.00% | 33.64% | 33.64% | 7.5611 | 0.0000 | 7.5611 | 15.1236 |
| 2018-11-30 | risk_on | US | 美股防守货币基金 | 67.28% | 0.00% | 0.00% | -15.1236 | 15.1236 | 0.0000 | 15.1236 |
| 2018-12-31 | risk_off | US | SPY | 32.89% | 0.00% | 0.00% | -6.8157 | 6.8157 | 0.0000 | 13.6422 |
| 2018-12-31 | risk_off | US | QQQ | 32.94% | 0.00% | 0.00% | -6.8265 | 6.8265 | 0.0000 | 13.6422 |
| 2018-12-31 | risk_off | US | 美股防守货币基金 | 0.00% | 65.83% | 65.82% | 13.6409 | 0.0000 | 13.6409 | 13.6422 |
| 2018-12-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.29% | 6.25% | 6.25% | -0.0087 | 1.3039 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.59% | 6.25% | 6.25% | -0.0713 | 1.3665 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.11% | 6.25% | 6.25% | -0.1777 | 1.4729 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 0.00% | 6.25% | 6.25% | 1.2952 | 0.0000 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 7.22% | 6.25% | 6.25% | -0.2017 | 1.4969 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 6.96% | 6.25% | 6.25% | -0.1469 | 1.4421 | 1.2952 | 1.2952 |
| 2018-12-31 | quarter_rebalance | ALL | 美股防守货币基金 | 65.82% | 62.50% | 62.50% | -0.6890 | 13.6409 | 12.9519 | 1.2952 |
| 2019-02-28 | risk_on | US | SPY | 0.00% | 29.50% | 29.50% | 6.3219 | 0.0000 | 6.3219 | 12.6451 |
| 2019-02-28 | risk_on | US | QQQ | 0.00% | 29.50% | 29.50% | 6.3219 | 0.0000 | 6.3219 | 12.6451 |
| 2019-02-28 | risk_on | US | 美股防守货币基金 | 58.99% | 0.00% | 0.00% | -12.6451 | 12.6451 | 0.0000 | 12.6451 |
| 2019-03-29 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.59% | 6.25% | 6.25% | -0.0771 | 1.4848 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | 富国中小盘精选混合A | 7.70% | 6.25% | 6.25% | -0.3262 | 1.7339 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 7.16% | 6.25% | 6.25% | -0.2050 | 1.6128 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 6.05% | 6.25% | 6.25% | 0.0460 | 1.3617 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 7.01% | 6.25% | 6.25% | -0.1715 | 1.5792 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 7.57% | 6.25% | 6.25% | -0.2984 | 1.7061 | 1.4077 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | SPY | 28.66% | 31.25% | 31.25% | 0.5830 | 6.4556 | 7.0386 | 1.0780 |
| 2019-03-29 | quarter_rebalance | ALL | QQQ | 29.26% | 31.25% | 31.25% | 0.4489 | 6.5897 | 7.0386 | 1.0780 |
| 2019-05-31 | risk_off | US | SPY | 32.05% | 0.00% | 0.00% | -7.0547 | 7.0547 | 0.0000 | 14.0640 |
| 2019-05-31 | risk_off | US | QQQ | 31.84% | 0.00% | 0.00% | -7.0093 | 7.0093 | 0.0000 | 14.0640 |
| 2019-05-31 | risk_off | US | 美股防守货币基金 | 0.00% | 63.89% | 63.89% | 14.0626 | 0.0000 | 14.0626 | 14.0640 |
| 2019-06-28 | risk_on | US | SPY | 0.00% | 31.43% | 31.43% | 7.0028 | 0.0000 | 7.0028 | 14.0070 |
| 2019-06-28 | risk_on | US | QQQ | 0.00% | 31.43% | 31.43% | 7.0028 | 0.0000 | 7.0028 | 14.0070 |
| 2019-06-28 | risk_on | US | 美股防守货币基金 | 62.86% | 0.00% | 0.00% | -14.0070 | 14.0070 | 0.0000 | 14.0070 |
| 2019-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.44% | 5.56% | 5.56% | -0.2078 | 1.5191 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.94% | 5.56% | 5.56% | -0.3260 | 1.6372 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.87% | 5.56% | 5.56% | -0.0748 | 1.3860 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.73% | 5.56% | 5.56% | -0.0407 | 1.3520 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 6.38% | 5.56% | 5.56% | -0.1936 | 1.5048 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.92% | 5.56% | 5.56% | -0.0861 | 1.3973 | 1.3112 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | 红利低波 | 0.00% | 11.11% | 11.11% | 2.6225 | 0.0000 | 2.6225 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | SPY | 31.43% | 27.78% | 27.78% | -0.8630 | 7.4191 | 6.5561 | 2.6225 |
| 2019-09-30 | quarter_rebalance | ALL | QQQ | 31.30% | 27.78% | 27.78% | -0.8307 | 7.3869 | 6.5561 | 2.6225 |
| 2020-02-28 | risk_off | US | SPY | 25.49% | 0.00% | 0.00% | -6.4325 | 6.4325 | 0.0000 | 13.4367 |
| 2020-02-28 | risk_off | US | QQQ | 27.75% | 0.00% | 0.00% | -7.0042 | 7.0042 | 0.0000 | 13.4367 |
| 2020-02-28 | risk_off | US | 美股防守货币基金 | 0.00% | 53.24% | 53.24% | 13.4353 | 0.0000 | 13.4353 | 13.4367 |
| 2020-03-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 0.00% | 10.00% | 10.00% | 2.4613 | 0.0000 | 2.4613 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.75% | 5.00% | 5.00% | -0.1849 | 1.4156 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 6.54% | 5.00% | 5.00% | -0.3794 | 1.6101 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.35% | 5.00% | 5.00% | -0.0856 | 1.3163 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.55% | 5.00% | 5.00% | -0.1357 | 1.3664 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.38% | 5.00% | 5.00% | -0.0943 | 1.3250 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.81% | 5.00% | 5.00% | -0.2002 | 1.4309 | 1.2306 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 红利低波 | 10.23% | 10.00% | 10.00% | -0.0555 | 2.5168 | 2.4613 | 2.4613 |
| 2020-03-31 | quarter_rebalance | ALL | 美股防守货币基金 | 55.39% | 50.00% | 50.00% | -1.3258 | 13.6323 | 12.3065 | 2.4613 |
| 2020-05-29 | risk_on | US | SPY | 0.00% | 24.41% | 24.41% | 6.2194 | 0.0000 | 6.2194 | 12.4400 |
| 2020-05-29 | risk_on | US | QQQ | 0.00% | 24.41% | 24.41% | 6.2194 | 0.0000 | 6.2194 | 12.4400 |
| 2020-05-29 | risk_on | US | 美股防守货币基金 | 48.83% | 0.00% | 0.00% | -12.4400 | 12.4400 | 0.0000 | 12.4400 |
| 2020-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.13% | 10.00% | 10.00% | 0.2337 | 2.4482 | 2.6819 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.83% | 5.00% | 5.00% | -0.2224 | 1.5633 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.82% | 5.00% | 5.00% | -0.2192 | 1.5601 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.26% | 5.00% | 5.00% | -0.0686 | 1.4096 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.14% | 5.00% | 5.00% | -0.0370 | 1.3779 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.63% | 5.00% | 5.00% | -0.1692 | 1.5101 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.65% | 5.00% | 5.00% | -0.1732 | 1.5141 | 1.3409 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | 红利低波 | 9.78% | 10.00% | 10.00% | 0.0600 | 2.6219 | 2.6819 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | SPY | 23.37% | 25.00% | 25.00% | 0.4368 | 6.2679 | 6.7047 | 0.8895 |
| 2020-06-30 | quarter_rebalance | ALL | QQQ | 24.41% | 25.00% | 25.00% | 0.1589 | 6.5458 | 6.7047 | 0.8895 |
| 2020-09-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.08% | 10.00% | 10.00% | -0.0248 | 2.9811 | 2.9563 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.87% | 5.00% | 5.00% | 0.0374 | 1.4408 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.24% | 5.00% | 5.00% | -0.0708 | 1.5490 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.05% | 5.00% | 5.00% | -0.0160 | 1.4942 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.58% | 5.00% | 5.00% | -0.1718 | 1.6500 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.49% | 5.00% | 5.00% | -0.1453 | 1.6235 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.31% | 5.00% | 5.00% | -0.0916 | 1.5697 | 1.4782 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | 红利低波 | 10.15% | 10.00% | 10.00% | -0.0429 | 2.9993 | 2.9563 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | SPY | 23.76% | 25.00% | 25.00% | 0.3652 | 7.0256 | 7.3908 | 0.5632 |
| 2020-09-30 | quarter_rebalance | ALL | QQQ | 24.46% | 25.00% | 25.00% | 0.1606 | 7.2302 | 7.3908 | 0.5632 |
| 2021-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.57% | 10.00% | 10.00% | 0.1549 | 3.4386 | 3.5935 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.83% | 5.00% | 5.00% | -0.2966 | 2.0933 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.95% | 5.00% | 5.00% | 0.0190 | 1.7778 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.81% | 5.00% | 5.00% | 0.0693 | 1.7275 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.20% | 5.00% | 5.00% | -0.0733 | 1.8701 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.97% | 5.00% | 5.00% | 0.0121 | 1.7847 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.86% | 5.00% | 5.00% | 0.0493 | 1.7475 | 1.7968 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | 红利低波 | 9.49% | 10.00% | 10.00% | 0.1826 | 3.4109 | 3.5935 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | SPY | 25.27% | 25.00% | 25.00% | -0.0974 | 9.0811 | 8.9838 | 0.4872 |
| 2021-06-30 | quarter_rebalance | ALL | QQQ | 25.06% | 25.00% | 25.00% | -0.0200 | 9.0038 | 8.9838 | 0.4872 |
| 2021-12-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.74% | 10.00% | 10.00% | 0.1021 | 3.8943 | 3.9964 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.68% | 5.00% | 5.00% | -0.2716 | 2.2698 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.58% | 5.00% | 5.00% | 0.1680 | 1.8302 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.95% | 5.00% | 5.00% | 0.0193 | 1.9789 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.20% | 5.00% | 5.00% | -0.0795 | 2.0777 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.55% | 5.00% | 5.00% | -0.2197 | 2.2179 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.06% | 5.00% | 5.00% | -0.0228 | 2.0210 | 1.9982 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | 红利低波 | 9.49% | 10.00% | 10.00% | 0.2034 | 3.7931 | 3.9964 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | SPY | 24.78% | 25.00% | 25.00% | 0.0865 | 9.9046 | 9.9911 | 0.5936 |
| 2021-12-31 | quarter_rebalance | ALL | QQQ | 24.96% | 25.00% | 25.00% | 0.0142 | 9.9769 | 9.9911 | 0.5936 |
| 2022-02-28 | risk_off | US | SPY | 24.44% | 0.00% | 0.00% | -9.0923 | 9.0923 | 0.0000 | 17.7136 |
| 2022-02-28 | risk_off | US | QQQ | 23.17% | 0.00% | 0.00% | -8.6213 | 8.6213 | 0.0000 | 17.7136 |
| 2022-02-28 | risk_off | US | 美股防守货币基金 | 0.00% | 47.61% | 47.61% | 17.7118 | 0.0000 | 17.7118 | 17.7136 |
| 2022-03-31 | risk_on | US | SPY | 0.00% | 24.30% | 24.30% | 8.9134 | 0.0000 | 8.9134 | 17.8285 |
| 2022-03-31 | risk_on | US | QQQ | 0.00% | 24.30% | 24.30% | 8.9134 | 0.0000 | 8.9134 | 17.8285 |
| 2022-03-31 | risk_on | US | 美股防守货币基金 | 48.60% | 0.00% | 0.00% | -17.8285 | 17.8285 | 0.0000 | 17.8285 |
| 2022-03-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.71% | 10.00% | 10.00% | -0.2606 | 3.9288 | 3.6683 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.41% | 5.00% | 5.00% | 0.2160 | 1.6181 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.27% | 5.00% | 5.00% | 0.2672 | 1.5670 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.12% | 5.00% | 5.00% | -0.0440 | 1.8782 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.63% | 5.00% | 5.00% | -0.2297 | 2.0639 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.52% | 5.00% | 5.00% | 0.1759 | 1.6582 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.27% | 5.00% | 5.00% | -0.0991 | 1.9333 | 1.8341 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | 红利低波 | 11.47% | 10.00% | 10.00% | -0.5403 | 4.2085 | 3.6683 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | SPY | 24.30% | 25.00% | 25.00% | 0.2573 | 8.9134 | 9.1706 | 1.1737 |
| 2022-03-31 | quarter_rebalance | ALL | QQQ | 24.30% | 25.00% | 25.00% | 0.2573 | 8.9134 | 9.1706 | 1.1737 |
| 2022-04-29 | risk_off | US | SPY | 25.22% | 0.00% | 0.00% | -8.7203 | 8.7203 | 0.0000 | 16.9800 |
| 2022-04-29 | risk_off | US | QQQ | 23.89% | 0.00% | 0.00% | -8.2597 | 8.2597 | 0.0000 | 16.9800 |
| 2022-04-29 | risk_off | US | 美股防守货币基金 | 0.00% | 49.11% | 49.11% | 16.9783 | 0.0000 | 16.9783 | 16.9800 |
| 2022-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.02% | 10.00% | 10.00% | -0.0059 | 3.6322 | 3.6263 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.74% | 5.00% | 5.00% | -0.2693 | 2.0824 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.37% | 5.00% | 5.00% | -0.1347 | 1.9479 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.04% | 5.00% | 5.00% | -0.0143 | 1.8274 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.26% | 5.00% | 5.00% | -0.0953 | 1.9085 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.35% | 5.00% | 5.00% | -0.1286 | 1.9417 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.37% | 5.00% | 5.00% | -0.1329 | 1.9460 | 1.8131 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 红利低波 | 10.23% | 10.00% | 10.00% | -0.0827 | 3.7090 | 3.6263 | 0.8637 |
| 2022-06-30 | quarter_rebalance | ALL | 美股防守货币基金 | 47.62% | 50.00% | 50.00% | 0.8636 | 17.2677 | 18.1314 | 0.8637 |
| 2022-09-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.49% | 10.00% | 10.00% | 0.1851 | 3.4432 | 3.6282 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 3.86% | 5.00% | 5.00% | 0.4120 | 1.4021 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.82% | 5.00% | 5.00% | 0.0668 | 1.7473 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.70% | 5.00% | 5.00% | 0.1089 | 1.7053 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.64% | 5.00% | 5.00% | 0.1300 | 1.6841 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.57% | 5.00% | 5.00% | 0.1564 | 1.6577 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.71% | 5.00% | 5.00% | 0.1042 | 1.7099 | 1.8141 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 红利低波 | 9.87% | 10.00% | 10.00% | 0.0475 | 3.5807 | 3.6282 | 1.2110 |
| 2022-09-30 | quarter_rebalance | ALL | 美股防守货币基金 | 53.34% | 50.00% | 50.00% | -1.2110 | 19.3521 | 18.1411 | 1.2110 |
| 2022-12-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.46% | 10.00% | 10.00% | -0.1641 | 3.7680 | 3.6039 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.69% | 5.00% | 5.00% | 0.1129 | 1.6890 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.90% | 5.00% | 5.00% | 0.0371 | 1.7648 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.53% | 5.00% | 5.00% | -0.1898 | 1.9917 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.27% | 5.00% | 5.00% | -0.0960 | 1.8979 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.14% | 5.00% | 5.00% | -0.0514 | 1.8533 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.14% | 5.00% | 5.00% | -0.0520 | 1.8540 | 1.8019 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 红利低波 | 9.83% | 10.00% | 10.00% | 0.0614 | 3.5425 | 3.6039 | 0.5533 |
| 2022-12-31 | quarter_rebalance | ALL | 美股防守货币基金 | 49.05% | 50.00% | 50.00% | 0.3419 | 17.6775 | 18.0193 | 0.5533 |
| 2023-01-31 | risk_on | US | SPY | 0.00% | 24.10% | 24.10% | 8.8366 | 0.0000 | 8.8366 | 17.6749 |
| 2023-01-31 | risk_on | US | QQQ | 0.00% | 24.10% | 24.10% | 8.8366 | 0.0000 | 8.8366 | 17.6749 |
| 2023-01-31 | risk_on | US | 美股防守货币基金 | 48.20% | 0.00% | 0.00% | -17.6749 | 17.6749 | 0.0000 | 17.6749 |
| 2023-02-28 | risk_off | US | SPY | 23.64% | 0.00% | 0.00% | -8.8421 | 8.8421 | 0.0000 | 17.8795 |
| 2023-02-28 | risk_off | US | QQQ | 24.16% | 0.00% | 0.00% | -9.0375 | 9.0375 | 0.0000 | 17.8795 |
| 2023-02-28 | risk_off | US | 美股防守货币基金 | 0.00% | 47.80% | 47.80% | 17.8777 | 0.0000 | 17.8777 | 17.8795 |
| 2023-03-31 | risk_on | US | SPY | 0.00% | 23.26% | 23.25% | 8.8692 | 0.0000 | 8.8692 | 17.7402 |
| 2023-03-31 | risk_on | US | QQQ | 0.00% | 23.26% | 23.25% | 8.8692 | 0.0000 | 8.8692 | 17.7402 |
| 2023-03-31 | risk_on | US | 美股防守货币基金 | 46.51% | 0.00% | 0.00% | -17.7402 | 17.7402 | 0.0000 | 17.7402 |
| 2023-03-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.53% | 10.00% | 10.00% | -0.2030 | 4.0169 | 3.8139 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.61% | 5.00% | 5.00% | -0.6156 | 2.5225 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.69% | 5.00% | 5.00% | -0.2647 | 2.1717 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.09% | 5.00% | 5.00% | -0.0330 | 1.9399 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.80% | 5.00% | 5.00% | 0.0756 | 1.8314 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.09% | 5.00% | 5.00% | -0.0355 | 1.9424 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.46% | 5.00% | 5.00% | -0.1743 | 2.0812 | 1.9070 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | 红利低波 | 10.21% | 10.00% | 10.00% | -0.0809 | 3.8948 | 3.8139 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | SPY | 23.25% | 25.00% | 25.00% | 0.6656 | 8.8692 | 9.5348 | 1.4068 |
| 2023-03-31 | quarter_rebalance | ALL | QQQ | 23.25% | 25.00% | 25.00% | 0.6656 | 8.8692 | 9.5348 | 1.4068 |
| 2023-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.57% | 10.00% | 10.00% | 0.1807 | 4.0684 | 4.2491 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.50% | 5.00% | 5.00% | -0.2130 | 2.3376 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.39% | 5.00% | 5.00% | 0.2574 | 1.8671 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.66% | 5.00% | 5.00% | 0.1437 | 1.9809 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.35% | 5.00% | 5.00% | 0.2748 | 1.8498 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.75% | 5.00% | 5.00% | 0.1078 | 2.0168 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.55% | 5.00% | 5.00% | 0.1927 | 1.9318 | 2.1245 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | 红利低波 | 9.16% | 10.00% | 10.00% | 0.3564 | 3.8927 | 4.2491 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | SPY | 25.75% | 25.00% | 25.00% | -0.3187 | 10.9414 | 10.6227 | 1.5135 |
| 2023-06-30 | quarter_rebalance | ALL | QQQ | 27.31% | 25.00% | 25.00% | -0.9818 | 11.6045 | 10.6227 | 1.5135 |
| 2023-09-29 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.50% | 10.00% | 10.00% | -0.2091 | 4.3616 | 4.1525 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.40% | 5.00% | 5.00% | 0.2507 | 1.8256 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.37% | 5.00% | 5.00% | 0.2613 | 1.8150 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.04% | 5.00% | 5.00% | -0.0164 | 2.0926 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.23% | 5.00% | 5.00% | -0.0960 | 2.1723 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.03% | 5.00% | 5.00% | -0.0117 | 2.0879 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.87% | 5.00% | 5.00% | 0.0559 | 2.0203 | 2.0763 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | 红利低波 | 10.66% | 10.00% | 10.00% | -0.2732 | 4.4257 | 4.1525 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | SPY | 24.91% | 25.00% | 25.00% | 0.0377 | 10.3436 | 10.3813 | 0.6064 |
| 2023-09-29 | quarter_rebalance | ALL | QQQ | 25.00% | 25.00% | 25.00% | 0.0007 | 10.3806 | 10.3813 | 0.6064 |
| 2023-12-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.21% | 10.00% | 10.00% | 0.3373 | 3.9328 | 4.2701 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.78% | 5.00% | 5.00% | 0.0954 | 2.0396 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.58% | 5.00% | 5.00% | 0.1801 | 1.9550 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.71% | 5.00% | 5.00% | 0.1246 | 2.0105 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.48% | 5.00% | 5.00% | 0.2228 | 1.9123 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.56% | 5.00% | 5.00% | 0.1865 | 1.9486 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.80% | 5.00% | 5.00% | 0.0864 | 2.0487 | 2.1351 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | 红利低波 | 9.37% | 10.00% | 10.00% | 0.2708 | 3.9993 | 4.2701 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | SPY | 26.41% | 25.00% | 25.00% | -0.6028 | 11.2781 | 10.6753 | 1.5040 |
| 2023-12-31 | quarter_rebalance | ALL | QQQ | 27.11% | 25.00% | 25.00% | -0.9012 | 11.5765 | 10.6753 | 1.5040 |
| 2024-03-29 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.18% | 10.00% | 10.00% | -0.0847 | 4.7406 | 4.6559 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 4.96% | 5.00% | 5.00% | 0.0209 | 2.3070 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 富国中小盘精选混合A | 4.34% | 5.00% | 5.00% | 0.3070 | 2.0210 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.64% | 5.00% | 5.00% | 0.1667 | 2.1612 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.88% | 5.00% | 5.00% | 0.0570 | 2.2710 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.06% | 5.00% | 5.00% | -0.0275 | 2.3555 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.73% | 5.00% | 5.00% | 0.1253 | 2.2027 | 2.3279 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | 红利低波 | 10.12% | 10.00% | 10.00% | -0.0542 | 4.7101 | 4.6559 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | SPY | 25.76% | 25.00% | 25.00% | -0.3544 | 11.9941 | 11.6397 | 0.6769 |
| 2024-03-29 | quarter_rebalance | ALL | QQQ | 25.34% | 25.00% | 25.00% | -0.1562 | 11.7959 | 11.6397 | 0.6769 |
| 2024-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 9.89% | 10.00% | 10.00% | 0.0537 | 4.8443 | 4.8979 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.29% | 5.00% | 5.00% | -0.1439 | 2.5928 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.05% | 5.00% | 5.00% | -0.0243 | 2.4733 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.73% | 5.00% | 5.00% | 0.1346 | 2.3144 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.87% | 5.00% | 5.00% | 0.0631 | 2.3859 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.05% | 5.00% | 5.00% | -0.0255 | 2.4744 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.47% | 5.00% | 5.00% | 0.2594 | 2.1895 | 2.4490 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | 红利低波 | 9.87% | 10.00% | 10.00% | 0.0627 | 4.8353 | 4.8979 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | SPY | 24.95% | 25.00% | 25.00% | 0.0265 | 12.2184 | 12.2449 | 0.6000 |
| 2024-06-30 | quarter_rebalance | ALL | QQQ | 25.83% | 25.00% | 25.00% | -0.4064 | 12.6512 | 12.2449 | 0.6000 |
| 2025-03-31 | risk_off | US | SPY | 24.12% | 0.00% | 0.00% | -12.6870 | 12.6870 | 0.0000 | 24.7082 |
| 2025-03-31 | risk_off | US | QQQ | 22.85% | 0.00% | 0.00% | -12.0212 | 12.0212 | 0.0000 | 24.7082 |
| 2025-03-31 | risk_off | US | 美股防守货币基金 | 0.00% | 46.97% | 46.97% | 24.7057 | 0.0000 | 24.7057 | 24.7082 |
| 2025-03-31 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.41% | 10.00% | 10.00% | -0.2142 | 5.4744 | 5.2603 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 5.27% | 5.00% | 5.00% | -0.1410 | 2.7711 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 富国中小盘精选混合A | 5.57% | 5.00% | 5.00% | -0.2974 | 2.9276 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.41% | 5.00% | 5.00% | -0.2162 | 2.8463 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.09% | 5.00% | 5.00% | -0.0484 | 2.6785 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.44% | 5.00% | 5.00% | -0.2329 | 2.8630 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 6.08% | 5.00% | 5.00% | -0.5680 | 3.1982 | 2.6301 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 红利低波 | 9.77% | 10.00% | 10.00% | 0.1220 | 5.1382 | 5.2603 | 1.7179 |
| 2025-03-31 | quarter_rebalance | ALL | 美股防守货币基金 | 46.97% | 50.00% | 50.00% | 1.5957 | 24.7057 | 26.3015 | 1.7179 |
| 2025-05-30 | risk_on | US | SPY | 0.00% | 24.90% | 24.90% | 13.0875 | 0.0000 | 13.0875 | 26.1777 |
| 2025-05-30 | risk_on | US | QQQ | 0.00% | 24.90% | 24.90% | 13.0875 | 0.0000 | 13.0875 | 26.1777 |
| 2025-05-30 | risk_on | US | 美股防守货币基金 | 49.80% | 0.00% | 0.00% | -26.1777 | 26.1777 | 0.0000 | 26.1777 |
| 2025-09-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 8.60% | 10.00% | 10.00% | 0.8671 | 5.3187 | 6.1858 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 7.90% | 5.00% | 5.00% | -1.7949 | 4.8878 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 7.49% | 5.00% | 5.00% | -1.5385 | 4.6313 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.80% | 5.00% | 5.00% | 0.1216 | 2.9713 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.49% | 5.00% | 5.00% | 0.3173 | 2.7756 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.54% | 5.00% | 5.00% | 0.2831 | 2.8098 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 5.48% | 5.00% | 5.00% | -0.2956 | 3.3884 | 3.0929 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | 红利低波 | 8.67% | 10.00% | 10.00% | 0.8245 | 5.3613 | 6.1858 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | SPY | 23.78% | 25.00% | 25.00% | 0.7525 | 14.7120 | 15.4645 | 3.6288 |
| 2025-09-30 | quarter_rebalance | ALL | QQQ | 24.25% | 25.00% | 25.00% | 0.4625 | 15.0020 | 15.4645 | 3.6288 |
| 2026-06-30 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 8.74% | 10.00% | 10.00% | 0.8636 | 5.9682 | 6.8318 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 6.42% | 5.00% | 5.00% | -0.9703 | 4.3862 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 富国中小盘精选混合A | 7.96% | 5.00% | 5.00% | -2.0212 | 5.4371 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 4.30% | 5.00% | 5.00% | 0.4790 | 2.9369 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 4.22% | 5.00% | 5.00% | 0.5337 | 2.8822 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 4.24% | 5.00% | 5.00% | 0.5159 | 2.9000 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.64% | 5.00% | 5.00% | 0.2433 | 3.1726 | 3.4159 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | 红利低波 | 8.54% | 10.00% | 10.00% | 1.0002 | 5.8317 | 6.8318 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | SPY | 24.38% | 25.00% | 25.00% | 0.4205 | 16.6591 | 17.0796 | 4.0565 |
| 2026-06-30 | quarter_rebalance | ALL | QQQ | 26.56% | 25.00% | 25.00% | -1.0652 | 18.1447 | 17.0796 | 4.0565 |
| 2026-09-01 | quarter_rebalance | ALL | 515450 南方标普红利低波50ETF | 10.88% | 10.00% | 10.00% | -0.6064 | 7.4697 | 6.8632 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 001323 东吴移动互联混合A | 3.81% | 5.00% | 5.00% | 0.8175 | 2.6142 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 富国中小盘精选混合A | 3.76% | 5.00% | 5.00% | 0.8542 | 2.5775 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 徐彦 大成策略回报A | 5.33% | 5.00% | 5.00% | -0.2270 | 3.6586 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 姜诚 中泰星元价值优选A | 5.46% | 5.00% | 5.00% | -0.3160 | 3.7476 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 刘旭 大成高新技术产业A | 5.25% | 5.00% | 5.00% | -0.1700 | 3.6016 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 招商量化精选股票发起式A | 4.99% | 5.00% | 5.00% | 0.0094 | 3.4223 | 3.4316 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | 红利低波 | 11.18% | 10.00% | 10.00% | -0.8082 | 7.6714 | 6.8632 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | SPY | 25.34% | 25.00% | 25.00% | -0.2325 | 17.3906 | 17.1581 | 2.3599 |
| 2026-09-01 | quarter_rebalance | ALL | QQQ | 24.01% | 25.00% | 25.00% | 0.6789 | 16.4793 | 17.1581 | 2.3599 |
各标的摘要
摘要首部先展示 A 股子组合和美股子组合两个合成标的。子组合净值采用资金流调整口径，只累计对应持仓及现金的日盈亏，跨市场再平衡和月度投入不计为收益；交易成本仍统一计入整体组合。收益、波动和回撤按各标的自身数据区间计算；近3年、近5年指标截至标的最后一个有效数据点，夏普按0利率粗略计算。观察标的只参与本章节、相关性矩阵和交互曲线分析，不参与组合收益和再平衡。每张图上方为从首个有效数据点归一化为 100% 的净值曲线，并使用以 2 为底的对数坐标；下方依次为相对红利低波50累计超额、该标的自身回撤、回撤修复时间、三年滚动年化、五年滚动年化、年度收益、相对沪深300年度超额、相对中证500年度超额和A股牛熊周期区间收益。回撤修复时间按每轮回撤谷底到首次恢复前高的自然日数计算，纵轴在0至300天采用线性坐标，300天以上采用以10为底的对数坐标，并标出0、20、60、100、300、600和1000天；数据末日仍未恢复的事件以“天数+”标记。累计超额从双方共同区间首日归零，按“标的归一化净值 ÷ 红利低波50归一化净值 - 1”计算，红色区域表示跑赢、绿色区域表示跑输。年度超额按“标的年度收益 - 基准年度收益”计算，基准采用沪深300全收益(H00300)和中证500全收益(H00905)，首末年均使用双方实际共同区间；结果表示收益率的百分点差，因此数值可能低于 -100%；红柱表示跑赢，绿柱表示跑输。年度收益首年按首个有效数据点至当年末计算，末年按年初至最后一个有效数据点计算，浅灰虚线为 ±10%、±15% 和 ±20% 参考线。A股周期子图中每段走势独立从0%起算，红色表示牛市、绿色表示熊市；标的在周期中途才有数据时，从其首个有效点起算。若标的受 PE 保护约束，浅绿色表示可正常补仓/止盈，浅红色表示触发保护、低于目标不补仓且高于目标才止盈。
| 标的 | 组合角色 | 开始日期 | 结束日期 | 数据点数 | 期初点位/价格 | 期末点位/价格 | 区间收益 | CAGR | 年化波动 | 最大回撤 | 近5年CAGR | 近5年夏普 | 近3年CAGR | 近3年夏普 | 与组合日收益相关性 | 期末组合权重 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A股子组合（含A股现金） | A股子组合 | 2008-12-31 | 2026-09-01 | 4600 | 1.0000 | 12.4882 | 1148.82% | 15.36% | 18.65% | -40.40% | 12.57% | 0.9228 | 17.44% | 1.2539 | 0.48 | 50.00% |
| 美股子组合（SPY/QQQ/防守现金） | 美股子组合 | 1993-01-29 | 2026-09-01 | 8612 | 1.0000 | 59.9542 | 5895.42% | 12.96% | 16.94% | -25.68% | 11.44% | 0.8036 | 16.76% | 1.1024 | 0.95 | 50.00% |
| 515450 南方标普红利低波50ETF | 组合资产 | 2020-01-17 | 2026-09-01 | 1587 | 0.7129 | 1.4220 | 99.45% | 10.99% | 14.67% | -14.52% | 10.12% | 0.7624 | 9.54% | 0.7619 | 0.47 | 10.00% |
| 001323 东吴移动互联混合A | 组合资产 | 2015-05-27 | 2026-08-31 | 2747 | 1.0000 | 6.6301 | 563.01% | 18.29% | 29.01% | -39.55% | 22.58% | 0.7582 | 38.30% | 1.0815 | 0.49 | 5.00% |
| 富国中小盘精选混合A | 组合资产 | 2015-01-23 | 2026-09-01 | 2803 | 1.0000 | 5.8739 | 487.39% | 16.48% | 28.09% | -54.05% | 15.29% | 0.6742 | 36.80% | 1.2364 | 0.56 | 5.00% |
| 徐彦 大成策略回报A | 组合资产 | 2008-11-26 | 2026-09-01 | 4316 | 1.0000 | 9.8812 | 888.12% | 13.76% | 19.92% | -39.88% | 7.62% | 0.6912 | 9.08% | 0.8086 | 0.44 | 5.00% |
| 姜诚 中泰星元价值优选A | 组合资产 | 2018-12-05 | 2026-08-31 | 1839 | 1.0000 | 2.6452 | 164.52% | 13.40% | 16.01% | -17.20% | 5.92% | 0.4668 | 5.97% | 0.4937 | 0.53 | 5.00% |
| 刘旭 大成高新技术产业A | 组合资产 | 2015-02-03 | 2026-08-31 | 2814 | 1.0000 | 5.0623 | 406.23% | 15.04% | 21.42% | -45.77% | 7.33% | 0.6032 | 10.62% | 0.8969 | 0.58 | 5.00% |
| 招商量化精选股票发起式A | 组合资产 | 2016-03-15 | 2026-08-31 | 2536 | 1.0000 | 3.7715 | 277.15% | 13.53% | 21.34% | -37.50% | 12.41% | 0.6626 | 18.46% | 0.8675 | 0.58 | 5.00% |
| 红利低波 | 组合资产 | 2019-07-15 | 2026-09-01 | 1717 | 1.0000 | 2.0519 | 105.19% | 10.60% | 15.42% | -15.45% | 8.05% | 0.6034 | 8.18% | 0.6590 | 0.49 | 10.00% |
| 中欧红利优享混合A | 观察（0%） | 2018-04-19 | 2026-08-31 | 2024 | 1.0000 | 2.6974 | 169.74% | 12.59% | 20.18% | -25.26% | 9.92% | 0.6017 | 16.90% | 0.9395 | 0.56 | 0.00% |
| 沪深300全收益(H00300) | 观察（0%） | 2010-01-01 | 2026-09-01 | 4049 | 3697.6700 | 6914.9800 | 87.01% | 3.83% | 21.56% | -46.06% | 1.40% | 0.1702 | 9.54% | 0.6128 | 0.47 | 0.00% |
| 10年期国债ETF(511260) | 观察（0%） | 2017-08-04 | 2026-09-01 | 2189 | 97.0036 | 135.7830 | 39.98% | 3.78% | 2.68% | -4.62% | 4.01% | 1.9562 | 4.32% | 2.0305 | -0.16 | 0.00% |
| 黄金(GLD) | 观察（0%） | 2004-11-18 | 2026-08-31 | 5479 | 367.3111 | 2747.0330 | 647.88% | 9.68% | 18.03% | -45.56% | 20.17% | 1.1051 | 28.10% | 1.2992 | 0.06 | 0.00% |
| SPY | 组合资产 | 1993-01-29 | 2026-08-31 | 8454 | 139.6013 | 5159.1782 | 3595.65% | 11.35% | 20.39% | -59.19% | 13.61% | 0.8299 | 17.88% | 1.1481 | 0.70 | 25.00% |
| QQQ | 组合资产 | 1999-03-10 | 2026-08-31 | 6912 | 356.2123 | 4820.9278 | 1253.39% | 9.95% | 26.86% | -82.97% | 15.14% | 0.7336 | 21.37% | 1.0524 | 0.63 | 25.00% |
A股子组合（含A股现金）
美股子组合（SPY/QQQ/防守现金）
515450 南方标普红利低波50ETF
001323 东吴移动互联混合A
富国中小盘精选混合A
徐彦 大成策略回报A
姜诚 中泰星元价值优选A
刘旭 大成高新技术产业A
招商量化精选股票发起式A
红利低波
中欧红利优享混合A
沪深300全收益(H00300)
10年期国债ETF(511260)
黄金(GLD)
SPY
QQQ
汇率走势
USD/CNY 采用普通线性坐标，数值表示 1 美元兑换多少人民币。
美国30年期国债收益率
采用普通线性坐标，数据为美联储发布的30年期恒定期限国债市场收益率，单位为年化百分比，来源 FRED(DGS30)。该序列曾于 2002-02-18 停止发布，并于 2006-02-09 恢复，图中保留该数据缺口。
