最强 原油 +70.3%最弱 以太坊 -36.6%52周高位 2 个 · 低位 7 个股债63d相关性 0.43 (一年均值 0.14, 对冲效果减弱)A股 ERP 百分位 40%
收益总览
美股
IWM罗素2000小盘+19.2%
IWD美股价值+17.7%
QQQ纳斯达克100+15.9%
SPYS&P 500+9.9%
国际股
HEWJ日本 (汇率对冲)+22.2%
EEM新兴市场+17.9%
EWJ日本+14.8%
VEA国际发达市场 (VEA)+11.7%
VWO新兴市场 (VWO)+9.4%
IEFA国际发达市场+8.3%
SCZ国际小盘+6.4%
VGK欧洲+5.1%
INDA印度-9.8%
FXI中国大盘-12.7%
商品
USO原油+70.3%
DBC广基商品+26.7%
DBA农产品+8.6%
GLD黄金-7.4%
UNG天然气-15.4%
SLV白银-19.0%
债券
OPPJ新兴市场美元债+24.2%
SHY短期美债 1-3Y-1.2%
HYG高收益债-1.4%
TIP通胀保护债-1.8%
AGG美国综合债-2.2%
LQD投资级公司债-2.9%
IEF美国中债7-10Y-3.0%
TLT美国长债20Y-3.7%
外汇
UUP美元指数+5.4%
FXA澳元+3.6%
FXE欧元-3.2%
REITs
VNQREITs+10.6%
RWX国际 REITs-3.0%
另类
AQMIXAQR 管理期货+10.7%
DBMF管理期货+10.5%
现金
BIL现金(T-Bill)+0.1%
Crypto
BTC-USD比特币-26.1%
ETH-USD以太坊-36.6%
红涨绿跌 · sparkline=近60交易日 · 滑标=当前价在52周区间的位置
风险-收益 (今年 · 气泡大小=|Sharpe|)
短窗口(1M/3M)年化仅供横比 · Sharpe 设 rf=0 · 点图例可隐藏类别 · 虚线=0轴/中位波动
年度收益排位 (悬停追踪同一资产 · 色=类别)
| 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD +34% | BTC-USD +124% | BTC-USD +1369% | UNG +6% | BTC-USD +92% | ETH-USD +469% | ETH-USD +399% | USO +29% | BTC-USD +155% | BTC-USD +121% | SLV +145% | USO +70% |
| OPPJ +12% | IWM +20% | EEM +35% | UUP +6% | QQQ +38% | BTC-USD +303% | USO +65% | AQMIX +20% | ETH-USD +91% | ETH-USD +46% | GLD +64% | DBC +27% |
| QQQ +8% | DBC +19% | INDA +35% | BIL +0% | USO +33% | QQQ +48% | BTC-USD +60% | DBC +19% | QQQ +54% | DBA +28% | OPPJ +34% | OPPJ +24% |
| EWJ +8% | SLV +15% | FXI +33% | SHY -0% | SPY +29% | SLV +47% | DBC +41% | UNG +13% | OPPJ +35% | FXI +27% | VGK +32% | HEWJ +22% |
| UUP +7% | IWD +14% | QQQ +31% | QQQ -1% | VNQ +24% | GLD +25% | VNQ +37% | DBMF +13% | HEWJ +33% | GLD +27% | EEM +31% | IWM +19% |
| SCZ +7% | SPY +10% | SCZ +29% | IEF -1% | IWM +24% | IWM +18% | UNG +36% | UUP +9% | SPY +24% | QQQ +25% | VEA +31% | EEM +18% |
| HEWJ +6% | VWO +9% | VWO +28% | GLD -2% | IWD +23% | TLT +16% | SPY +27% | SLV +2% | EWJ +18% | SPY +23% | SCZ +28% | IWD +18% |
| SHY -0% | EEM +9% | OPPJ +27% | AGG -3% | VGK +21% | SPY +16% | QQQ +27% | OPPJ +2% | INDA +17% | HEWJ +22% | IEFA +27% | QQQ +16% |
| BIL -0% | GLD +8% | VGK +23% | TIP -4% | SCZ +20% | EEM +15% | IWD +23% | DBA +2% | VGK +16% | SLV +21% | FXI +26% | EWJ +15% |
| IEF -0% | UNG +8% | IEFA +23% | TLT -4% | VEA +19% | INDA +14% | DBA +22% | BIL +0% | IWM +15% | OPPJ +16% | HEWJ +24% | VEA +12% |
| SPY -1% | HYG +7% | VEA +23% | FXE -5% | IEFA +19% | EWJ +14% | INDA +14% | GLD -1% | IEFA +14% | USO +13% | VWO +22% | AQMIX +11% |
| VNQ -2% | USO +7% | EWJ +23% | SPY -6% | GLD +18% | VWO +13% | IWM +13% | SHY -5% | VEA +14% | IWD +12% | RWX +22% | VNQ +11% |
| IEFA -2% | OPPJ +6% | HEWJ +20% | HYG -7% | HEWJ +17% | SCZ +10% | VGK +13% | FXA -7% | GLD +13% | IWM +10% | EWJ +20% | DBMF +11% |
| AGG -2% | QQQ +6% | SPY +19% | LQD -7% | EWJ +17% | TIP +10% | HEWJ +11% | FXE -7% | SCZ +10% | UUP +9% | QQQ +20% | SPY +10% |
| TIP -2% | VNQ +4% | IWM +13% | INDA -8% | VWO +17% | FXA +9% | OPPJ +8% | INDA -9% | IWD +9% | INDA +8% | SPY +16% | VWO +9% |
| VEA -3% | TIP +3% | FXE +13% | AQMIX -9% | OPPJ +16% | IEF +9% | VEA +8% | IWD -10% | VNQ +7% | VWO +7% | IWD +14% | DBA +9% |
| AQMIX -4% | UUP +3% | GLD +13% | SLV -9% | SLV +15% | HEWJ +9% | IEFA +8% | AGG -15% | EEM +6% | EWJ +5% | FXE +13% | IEFA +8% |
| TLT -4% | LQD +3% | RWX +12% | DBA -10% | EEM +15% | LQD +8% | SCZ +7% | HYG -15% | VWO +5% | AQMIX +4% | AQMIX +12% | SCZ +6% |
| LQD -5% | EWJ +1% | IWD +11% | FXA -10% | LQD +13% | FXE +8% | UUP +6% | IEF -17% | HYG +5% | EEM +4% | IWM +11% | UUP +5% |
| VGK -5% | SHY +0% | FXA +8% | VNQ -10% | FXI +12% | VEA +7% | RWX +4% | IEFA -17% | LQD +5% | HYG +2% | FXA +8% | VGK +5% |
| IWM -6% | AGG +0% | TLT +6% | IWD -11% | TLT +11% | FXI +6% | TIP +1% | TIP -18% | FXE +3% | DBMF +2% | DBMF +7% | FXA +4% |
| RWX -6% | BIL +0% | SLV +6% | IWM -12% | DBC +10% | IEFA +6% | DBMF +1% | VEA -18% | DBA +3% | VNQ +1% | DBC +5% | BIL +0% |
| IWD -6% | SCZ -0% | DBC +5% | RWX -13% | RWX +10% | AGG +5% | BIL -0% | EWJ -19% | AGG +2% | BIL +0% | IEF +4% | SHY -1% |
| INDA -8% | VEA -0% | LQD +4% | DBC -13% | HYG +8% | VGK +3% | HYG -0% | VGK -19% | RWX +2% | SHY -0% | TIP +3% | HYG -1% |
| HYG -10% | IEF -1% | USO +2% | FXI -15% | TIP +6% | SHY +2% | EWJ -1% | SPY -19% | SHY +1% | IEFA -0% | LQD +3% | TIP -2% |
| GLD -11% | FXA -1% | AGG +1% | EWJ -15% | IEF +6% | DBMF +1% | SHY -1% | LQD -20% | TIP +1% | VEA -0% | AGG +3% | AGG -2% |
| FXE -11% | TLT -1% | HYG +1% | HEWJ -16% | AGG +6% | IWD +0% | VWO -1% | VWO -21% | IEF +1% | TIP -1% | INDA +3% | LQD -3% |
| FXA -11% | IEFA -1% | TIP +1% | IEFA -17% | INDA +5% | BIL +0% | AGG -3% | IWM -22% | FXA +0% | VGK -2% | HYG +3% | RWX -3% |
| SLV -12% | FXI -2% | IEF +1% | VWO -17% | UUP +2% | HYG -1% | LQD -4% | EEM -22% | BIL -0% | SCZ -2% | SHY +1% | IEF -3% |
| FXI -15% | INDA -3% | VNQ +1% | EEM -17% | SHY +1% | DBA -3% | IEF -4% | FXI -23% | TLT -1% | AGG -2% | BIL -0% | FXE -3% |
| DBA -17% | HEWJ -3% | BIL +0% | VEA -17% | BIL -0% | AQMIX -6% | GLD -4% | SCZ -23% | SLV -1% | DBC -3% | TLT -0% | TLT -4% |
| EEM -18% | DBA -3% | SHY -1% | VGK -18% | FXA -0% | OPPJ -6% | EEM -5% | RWX -25% | UUP -3% | LQD -3% | VNQ -1% | GLD -7% |
| VWO -18% | VGK -4% | AQMIX -1% | USO -20% | AQMIX -1% | UUP -7% | TLT -6% | VNQ -29% | USO -5% | IEF -4% | DBA -4% | INDA -10% |
| DBC -28% | FXE -4% | DBA -6% | SCZ -20% | DBA -2% | DBC -8% | FXA -6% | TLT -33% | AQMIX -6% | FXE -6% | BTC-USD -6% | FXI -13% |
| UNG -41% | RWX -8% | UUP -9% | OPPJ -20% | ETH-USD -3% | VNQ -8% | AQMIX -8% | QQQ -33% | DBC -11% | FXA -9% | UUP -8% | UNG -15% |
| USO -46% | AQMIX -8% | UNG -38% | BTC-USD -74% | FXE -3% | RWX -12% | FXE -8% | HEWJ -34% | DBMF -12% | TLT -12% | USO -8% | SLV -19% |
| ETH-USD -82% | UNG -32% | UNG -45% | SLV -12% | BTC-USD -64% | FXI -15% | RWX -16% | ETH-USD -11% | BTC-USD -26% | |||
| USO -68% | FXI -21% | ETH-USD -68% | UNG -64% | UNG -17% | UNG -27% | ETH-USD -37% |
日收益相关性矩阵
SPY | QQQ | IWM | IWD | VEA | VWO | IEFA | EEM | VGK | SCZ | EWJ | HEWJ | INDA | FXI | SLV | GLD | DBA | UNG | DBC | USO | HYG | OPPJ | LQD | AGG | IEF | TLT | TIP | SHY | FXA | FXE | UUP | RWX | VNQ | DBMF | AQMIX | BIL | ETH-USD | BTC-USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | ||||||||||||||||||||||||||||||||||||||
| QQQ | ||||||||||||||||||||||||||||||||||||||
| IWM | ||||||||||||||||||||||||||||||||||||||
| IWD | ||||||||||||||||||||||||||||||||||||||
| VEA | ||||||||||||||||||||||||||||||||||||||
| VWO | ||||||||||||||||||||||||||||||||||||||
| IEFA | ||||||||||||||||||||||||||||||||||||||
| EEM | ||||||||||||||||||||||||||||||||||||||
| VGK | ||||||||||||||||||||||||||||||||||||||
| SCZ | ||||||||||||||||||||||||||||||||||||||
| EWJ | ||||||||||||||||||||||||||||||||||||||
| HEWJ | ||||||||||||||||||||||||||||||||||||||
| INDA | ||||||||||||||||||||||||||||||||||||||
| FXI | ||||||||||||||||||||||||||||||||||||||
| SLV | ||||||||||||||||||||||||||||||||||||||
| GLD | ||||||||||||||||||||||||||||||||||||||
| DBA | ||||||||||||||||||||||||||||||||||||||
| UNG | ||||||||||||||||||||||||||||||||||||||
| DBC | ||||||||||||||||||||||||||||||||||||||
| USO | ||||||||||||||||||||||||||||||||||||||
| HYG | ||||||||||||||||||||||||||||||||||||||
| OPPJ | ||||||||||||||||||||||||||||||||||||||
| LQD | ||||||||||||||||||||||||||||||||||||||
| AGG | ||||||||||||||||||||||||||||||||||||||
| IEF | ||||||||||||||||||||||||||||||||||||||
| TLT | ||||||||||||||||||||||||||||||||||||||
| TIP | ||||||||||||||||||||||||||||||||||||||
| SHY | ||||||||||||||||||||||||||||||||||||||
| FXA | ||||||||||||||||||||||||||||||||||||||
| FXE | ||||||||||||||||||||||||||||||||||||||
| UUP | ||||||||||||||||||||||||||||||||||||||
| RWX | ||||||||||||||||||||||||||||||||||||||
| VNQ | ||||||||||||||||||||||||||||||||||||||
| DBMF | ||||||||||||||||||||||||||||||||||||||
| AQMIX | ||||||||||||||||||||||||||||||||||||||
| BIL | ||||||||||||||||||||||||||||||||||||||
| ETH-USD | ||||||||||||||||||||||||||||||||||||||
| BTC-USD |
红=正相关 绿=负相关 灰=数据不足 · 按类别+与SPY相关性排序 · 悬停看数值
分散化排行
与 SPY 1年相关性最低 · 右列为当期收益
USO 原油-0.37+70.3%
UUP 美元指数-0.32+5.4%
DBC 广基商品-0.19+26.7%
UNG 天然气-0.17-15.4%
BIL 现金(T-Bill)-0.08+0.1%
AQMIX AQR 管理期货0.02+10.7%
DBA 农产品0.02+8.6%
SHY 短期美债 1-3Y0.23-1.2%
滚动相关性 · SPY × TLT
虚线: 0轴 / 一年均值(琥珀) · 拖动下方滑块看全历史
数据: Yahoo Finance · 每日 18:15 自动刷新 (fetch-momentum-history.py)