RBI-US

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RESEARCH INDEX CONSTRUCTION · 8 HOLDINGS研究指数构建 · 8 项持仓

US-only, market-cap weighted, 12.5% cap across the current 8-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

Annualized return年化收益+46.22%+27.55% vs SPY+27.55% 对比 SPY

Annualized volatility年化波动率37.85%SPY 12.70%

Maximum drawdown最大回撤-22.43%SPY -9.13%

Sharpe ratio夏普比率1.22SPY 1.47

Correlation to SPY与 SPY 的相关性—daily returns日收益率

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。

AMBA 12.50% AMPX 12.50% CGNX 12.50% ISRG 12.50% NVDA 12.50% ROK 12.50% TER 12.50% TSLA 12.50%

Lower weight较低权重Higher weight较高权重

LAST 13 MONTHS过去 13 个月

Growth of $100100 美元的增长

RBI-USSPY

2025-07-28 to至 2026-08-26. 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=8); uses the min-feasible cap instead (12.5%).

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

US100.00%

Robotics purity机器人业务纯度

Medium / edge AI across endpoints12.50%

Medium / battery pure play, robotics indirect12.50%

High / industrial machine vision12.50%

High12.50%

Low / highly diversified12.50%

Low / diversified industrial automation12.50%

Medium-low / robotics segment within test equipment group12.50%

Very low / current robotics option12.50%

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

8 holdings · 100.00% invested.8 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
AMBA	Ambarella	US	12.50%	Medium / edge AI across endpoints
AMPX	Amprius Technologies	US	12.50%	Medium / battery pure play, robotics indirect
CGNX	Cognex	US	12.50%	High / industrial machine vision
ISRG	Intuitive Surgical	US	12.50%	High
NVDA	NVIDIA	US	12.50%	Low / highly diversified
ROK	Rockwell Automation	US	12.50%	Low / diversified industrial automation
TER	Teradyne	US	12.50%	Medium-low / robotics segment within test equipment group
TSLA	Tesla	US	12.50%	Very low / current robotics option
Total合计			100.00%

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-US is constructedRBI-US 的构建方式Expand +展开 +

Hypothesis假设

US-listed robotics exposure may offer a distinct return profile driven by software, semiconductors, automation, and capital-market depth.

Universe样本范围

Eligible companies whose portfolio country is the United States at the snapshot date.

Weighting权重方法

Market-cap weighted with capped redistribution.

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.