RBI-HPRBI-HP
An equal-weight portfolio of hand-picked, high-purity robotics companies.
- 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-HP
Hand-picked: every eligible name with purity=High, equal-weighted.
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。
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 |
|---|---|---|---|---|
| CGNX | Cognex | US | 11.11% | High / industrial machine vision |
| EH | EHang | CN | 11.11% | High |
| 002747 | ESTUN | CN | 11.11% | High |
| 6324 | Harmonic Drive Systems | JP | 11.11% | High |
| HSAI / 2525 | Hesai | CN | 11.11% | High / LiDAR pure play |
| ISRG | Intuitive Surgical | US | 11.11% | High |
| 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-HP is constructedRBI-HP 的构建方式Expand +展开 +
Hypothesis假设
A concentrated basket of high-purity robotics companies may provide cleaner thematic exposure than a broad eligible universe.
Universe样本范围
The dated, human-curated hand-picked roster restricted to companies classified as High robotics purity.
Weighting权重方法
Equal weight across every selected company.
Caps权重上限
The equal weight is the effective cap; no company is intentionally overweighted.
Cash现金
Fully invested.
Rebalance再平衡
Quarterly back to equal weight.
Benchmark基准
SPY for broad-market comparison and RBI-MCW for breadth versus purity.
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.