Target weights; Thesis Gap held as cash. Measures the thesis itself.
+10.7% ann.+10.7% 年化17 holdings17 项持仓25.67% cash25.67% 现金
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RoboIndexRoboIndex 机器人瓶颈指数
Seven transparent robotics portfolio constructions, tested through one common risk-and-return framework against SPY.
七种透明的机器人投资组合构建方法，以统一的风险收益框架与 SPY 进行检验。
- RESEARCH CUT 2026-08-27研究截点 2026-08-27
7 PORTFOLIO CONSTRUCTIONS · 2 EXTERNAL BENCHMARKS · 1 COMMON TEST7 种投资组合构建 · 2 个外部基准 · 1 项统一检验
Seven portfolio lenses on the robotics thesis.审视机器人投资论点的七种投资组合视角。
Each portfolio encodes a different answer to the same question: which selection and weighting rule produces the strongest risk-adjusted public-market exposure to robotics?每个投资组合都以不同方式回答同一问题：哪种筛选与加权规则能形成风险调整后最强的机器人公开市场敞口？
Thesis Gap redistributed pro rata to names with headroom. Measures what an investor could actually own today.
+14.7% ann.+14.7% 年化17 holdings17 项持仓0.00% cash0.00% 现金
Market-cap weighted, 8% single-name cap, full eligible universe.
+34.4% ann.+34.4% 年化32 holdings32 项持仓0.00% cash0.00% 现金
COMMON SCOREBOARD统一记分板
Portfolio Comparison投资组合对比
| Portfolio投资组合 | Category类别 | Ann. return年化收益 | Ann. vol年化波动 | Max DD最大回撤 | Sharpe夏普比率 | Corr / SPY与 SPY 相关性 |
|---|---|---|---|---|---|---|
| RBI-system-ce-T | Thesis Gap Portfolio论点缺口投资组合 | +10.7% | 23.70% | -16.94% | 0.45 | 0.68 |
| RBI-system-ce-I | Fully Allocated Portfolio全额配置投资组合 | +14.7% | 32.95% | -23.00% | 0.45 | 0.67 |
| RBI-MCW | Market Scale Portfolio市场规模投资组合 | +34.4% | 23.83% | -17.97% | 1.44 | 0.59 |
Backtests, not live track records. Price return only; no dividends, transaction costs, tax, or currency hedging. Dates can differ by market calendar and available observations.这些是回测，不是实时业绩记录。仅含价格收益；不含股息、交易成本、税费或货币对冲。日期可能因市场日历和可用观测值而不同。