RBI-CNRBI-CN
A China-only capped market-cap robotics research portfolio.
- RESEARCH CUT 2026-08-27研究截点 2026-08-27
RESEARCH INDEX CONSTRUCTION · 9 HOLDINGS研究指数构建 · 9 项持仓
RBI-CN
China-only, market-cap weighted, 11.1% cap across the current 9-name universe.
CAPITAL POSITION资本配置
100.00%equities股票0.00% cash · 100.00% accounted for0.00% 现金 · 100.00% 已计入PORTFOLIO HEATMAP投资组合热力图
Where the weight sits.权重分布在哪里。
Every position, largest first. Darker tiles carry more portfolio weight.按权重从高到低展示全部持仓。颜色越深，投资组合权重越高。
LAST 13 MONTHS过去 13 个月
Growth of $100100 美元的增长
2025-07-28 to至 2026-08-27. SPY observations are aligned by date in the chart.图表中的 SPY 观测值按日期对齐。 8% cap is mathematically infeasible for this universe size (n=9); uses the min-feasible cap instead (11.1%).
PORTFOLIO EXPOSURE投资组合敞口
Where the portfolio is concentrated.投资组合集中在哪里。
Exposure is calculated across the complete portfolio shown above.敞口根据以上展示的完整投资组合计算。
Geography地域
Robotics purity机器人业务纯度
RELATIVE PERFORMANCE相对业绩
Against every construction and benchmark.与所有构建方法和基准对比。
| Portfolio投资组合 | 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 | +10.7% | 23.70% | -16.94% | 0.45 | 0.68 |
| RBI-system-ce-I | +14.7% | 32.95% | -23.00% | 0.45 | 0.67 |
| RBI-MCW | +34.4% | 23.83% | -17.97% | 1.44 | 0.59 |
| RBI-HP | +3.0% | 31.93% | -21.09% | 0.09 | 0.46 |
| RBI-US | +46.2% | 37.85% | -22.43% | 1.22 | — |
| RBI-JP | +40.7% | 43.70% | -24.39% | 0.93 | — |
| RBI-CN | -8.2% | 30.16% | -29.54% | -0.27 | — |
| SMH | +81.9% | 38.06% | -24.62% | 2.15 | 0.77 |
| SPY | +18.7% | 12.70% | -9.13% | 1.47 | — |
CAPITAL POSITIONS资本持仓
9 holdings · 100.00% invested.9 项持仓 · 已投资 100.00%。
| Ticker代码 | Company公司 | Country国家 | Portfolio weight投资组合权重 | Robotics purity机器人业务纯度 |
|---|---|---|---|---|
| 300750 / 3750 | CATL | CN | 11.11% | Very low / broad battery proxy |
| EH | EHang | CN | 11.11% | High |
| 002747 | ESTUN | CN | 11.11% | High |
| HSAI / 2525 | Hesai | CN | 11.11% | High / LiDAR pure play |
| 002415 | Hikvision / Hikrobot | CN | 11.11% | Low / subsidiary exposure opaque |
| 9660 | Horizon Robotics | CN | 11.11% | Medium-low / core business autonomous driving |
| 2498 | RoboSense | CN | 11.11% | High / LiDAR pure play |
| 300024 | SIASUN | CN | 11.11% | High |
| 9880 | UBTECH | CN | 11.11% | High |
| Total合计 | 99.99% | |||
- Ticker代码
- The exchange symbol used to identify the listed security.用于识别上市证券的交易所代码。
- Country国家
- The issuer's primary-market or headquarters classification in this snapshot.本快照中发行人的主要市场或总部分类。
- Portfolio weight投资组合权重
- The percentage of total capital assigned to the position; cash is included in the 100% total.分配给该持仓的总资本百分比；100% 合计中包括现金。
- Robotics purity机器人业务纯度
- A qualitative label for how directly the issuer's business is exposed to robotics.用于描述发行人业务与机器人领域直接相关程度的定性标签。
INDIVIDUAL METHODOLOGY单项方法论How RBI-CN is constructedRBI-CN 的构建方式Expand +展开 +
Hypothesis假设
China's embodied-AI, component, sensor, and robot-OEM ecosystem forms a distinct robotics portfolio.
Universe样本范围
Eligible companies whose portfolio country is China at the snapshot date.
Weighting权重方法
Market-cap weighted with capped redistribution, converted to USD without currency hedging.
Caps权重上限
The minimum feasible equal cap when an 8% cap cannot sum to 100%; derived from the current constituent count.
Cash现金
Fully invested.
Rebalance再平衡
Quarterly using market capitalization on each rebalance date.
Benchmark基准
SPY for broad-market comparison and the other country portfolios for geographic attribution.
Backtest limitations回测局限
- No dividends, buybacks, or transaction costs -- price return only.
- Non-USD prices converted to USD daily via yfinance FX history, unhedged.
- Shares outstanding is a single current snapshot applied across the whole window.
- Fixed small universe -- no survivorship-bias reconstruction.
- Mechanical construction, not analyst-reviewed the way RBI-system-ce-T/-I are: no per-company sourcing, caveat, or exclusion-gate review beyond the shared reconciliation/governance/valuation/tradeability screen.