可转债摊大饼策略最优参数配置:年化收益率（52.75%）
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: 3377.86%
- 年化收益率: 52.75%
- 基准收益率: 10.34%
- 阿尔法: 0.54
- 夏普比率: 1.57
- 最大回撤: 21%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 平煤转债(113066.SH) | 138.39150480769 | 24960 | 1 | 137.528 | 3432698.88 | -21553.08/-0.624% |
| 2026-09-11 | 起帆转债(111000.SH) | 142.82299306406 | 24510 | 2 | 141.358 | 3464684.58 | -35906.98/-1.026% |
| 2026-09-11 | 声迅转债(127080.SZ) | 262.89884633028 | 13080 | 1 | 275.353 | 3601617.24 | 162900.33/4.737% |
| 2026-09-11 | 胜蓝转02(123258.SZ) | 256.05540942596 | 0 | 6 | 241.5 | 0 | -310578.25/-8.246% |
| 2026-09-11 | 帝欧转债(127047.SZ) | 140.90660761056 | 25390 | 6 | 135.5 | 3440345 | -137273.77/-3.837% |
| 2026-09-11 | 冠中转债(123207.SZ) | 221.40778988095 | 0 | 8 | 199.721 | 0 | -272274.07/-7.32% |
| 2026-09-11 | 常银转债(113062.SH) | 129.13749045142 | 27040 | 8 | 128.75 | 3481400 | -10477.74/-0.3% |
| 2026-09-11 | 严牌转债(123243.SZ) | 208.51729998754 | 15470 | 10 | 230.762 | 3569888.14 | 344125.51/10.668% |
| 2026-09-11 | 金田转债(113046.SH) | 136.26970454476 | 26570 | 17 | 129.386 | 3437786.02 | -182900.03/-5.052% |
| 2026-09-11 | 重银转债(113056.SH) | 127.47044175799 | 27330 | 40 | 126.801 | 3465471.33 | -18295.84/-0.525% |
交易详情
| 2026-09-11 | 胜蓝转02(123258.SZ) | 卖 | -14710 | 235.001 | -3456864.71 | ¥1037.06 | -309710.36 |
| 2026-09-11 | 冠中转债(123207.SZ) | 卖 | -16800 | 204.4 | -3433920 | ¥1030.18 | -285730.87 |
| 2026-09-11 | 金田转债(113046.SH) | 买 | 220 | 129.999 | 28599.78 | ¥8.58 | 0 |
| 2026-09-11 | 上银转债(113042.SH) | 卖 | -300 | 118.255 | -35476.5 | ¥10.64 | 196.36 |
| 2026-09-11 | 严牌转债(123243.SZ) | 买 | 150 | 223.08 | 33462 | ¥10.04 | 0 |
| 2026-09-11 | 美锦转债(127061.SZ) | 卖 | -200 | 113.799 | -22759.8 | ¥6.83 | 1735.44 |
| 2026-09-11 | 帝欧转债(127047.SZ) | 买 | 80 | 136.44 | 10915.2 | ¥5 | 0 |
| 2026-09-11 | 重银转债(113056.SH) | 卖 | -200 | 127.21 | -25442 | ¥7.63 | -52.09 |
| 2026-09-11 | 常银转债(113062.SH) | 卖 | -100 | 128.8 | -12880 | ¥5 | -33.75 |
| 2026-09-11 | 起帆转债(111000.SH) | 买 | 210 | 140.6 | 29526 | ¥8.86 | 0 |
