可转债摊大饼策略最优参数配置:年化收益率（51.5%）
以当期收益率为正的前提，将资金分散到较多的可转债上，避免系统性风险的可转债策略
概要
核心指标
- 累计收益率: 3215.2%
- 年化收益率: 51.5%
- 基准收益率: 5.45%
- 阿尔法: 0.53
- 夏普比率: 1.54
- 最大回撤: 23.47%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-08 | 泰瑞转债(113686.SH) | 147.04410013471 | 22270 | 1 | 148.019 | 3296383.13 | 21711.02/0.663% |
| 2026-10-08 | 微导转债(118058.SH) | 348.22114725698 | 10390 | 2 | 282.183 | 2931881.37 | -686136.35/-18.964% |
| 2026-10-08 | 美锦转债(127061.SZ) | 107.33212076341 | 0 | 3 | 108.4 | 0 | 20266.46/0.621% |
| 2026-10-08 | 常银转债(113062.SH) | 125.32358563327 | 26250 | 3 | 126.432 | 3318840 | 29095.88/0.884% |
| 2026-10-08 | 宏图转债(118027.SH) | 92.037008276271 | 32760 | 6 | 106.487 | 3488514.12 | 473381.73/15.7% |
| 2026-10-08 | 起帆转债(111000.SH) | 142.49155609489 | 25320 | 15 | 130.021 | 3292131.72 | -315754.48/-8.752% |
| 2026-10-08 | 帝欧转债(127047.SZ) | 140.56726417494 | 25440 | 19 | 131.29 | 3340017.6 | -236013.6/-6.6% |
| 2026-10-08 | 严牌转债(123243.SZ) | 212.36314415468 | 13230 | 23 | 273 | 3611790 | 802225.6/28.553% |
| 2026-10-08 | 金田转债(113046.SH) | 133.73334141134 | 29050 | 30 | 110.326 | 3204970.3 | -679983.27/-17.503% |
| 2026-10-08 | 重银转债(113056.SH) | 127.40891797083 | 26540 | 53 | 125.383 | 3327664.82 | -53767.86/-1.59% |
交易详情
| 2026-10-08 | 美锦转债(127061.SZ) | 卖 | -30390 | 107.999 | -3282089.61 | ¥984.63 | 20266.46 |
| 2026-10-08 | 金田转债(113046.SH) | 卖 | -1000 | 115.1 | -115100 | ¥34.53 | -18633.34 |
| 2026-10-08 | 宏图转债(118027.SH) | 卖 | -900 | 101.645 | -91480.5 | ¥27.44 | 8647.19 |
| 2026-10-08 | 上银转债(113042.SH) | 卖 | -400 | 117.699 | -47079.6 | ¥14.12 | 38.5 |
| 2026-10-08 | 帝欧转债(127047.SZ) | 卖 | -100 | 131.161 | -13116.1 | ¥5 | -940.63 |
| 2026-10-08 | 严牌转债(123243.SZ) | 买 | 630 | 250.49 | 157808.7 | ¥47.34 | 0 |
| 2026-10-08 | 起帆转债(111000.SH) | 卖 | -100 | 132.29 | -13229 | ¥5 | -1020.16 |
| 2026-10-08 | 重银转债(113056.SH) | 卖 | -400 | 125.699 | -50279.6 | ¥15.08 | -683.97 |
| 2026-10-08 | 微导转债(118058.SH) | 买 | 640 | 319.426 | 204432.64 | ¥61.33 | 0 |
| 2026-10-08 | 常银转债(113062.SH) | 卖 | -200 | 126.82 | -25364 | ¥7.61 | 299.28 |
