可转债摊大饼策略最优参数配置:年化收益率（56.76%）
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: 3332.06%
- 年化收益率: 56.76%
- 基准收益率: 12.92%
- 阿尔法: 0.57
- 夏普比率: 1.68
- 最大回撤: 19.68%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-09 | 振华转债(113687.SH) | 566.66994966443 | 5960 | 1 | 564.54 | 3364658.4 | -12694.5/-0.376% |
| 2026-03-09 | 汇成转债(118049.SH) | 223.8466966581 | 15560 | 2 | 213.43 | 3320970.8 | -162083.8/-4.653% |
| 2026-03-09 | 利扬转债(118048.SH) | 195.79421352113 | 17750 | 2 | 198.36 | 3520890 | 45542.71/1.31% |
| 2026-03-09 | 锋工转债(123239.SZ) | 159.09760633484 | 0 | 4 | 151.9 | 0 | -70888.1/-2.016% |
| 2026-03-09 | 安集转债(118054.SH) | 193.30722451331 | 17990 | 4 | 191.78 | 3450122.2 | -27474.77/-0.79% |
| 2026-03-09 | 松霖转债(113651.SH) | 226.48695794931 | 17360 | 5 | 196.47 | 3410719.2 | -521094.39/-13.253% |
| 2026-03-09 | 百川转2(127075.SZ) | 184.22590618068 | 20100 | 6 | 172.8 | 3473280 | -229660.71/-6.202% |
| 2026-03-09 | 海优转债(118008.SH) | 131.33234747879 | 31220 | 8 | 112.32 | 3506630.4 | -593565.49/-14.477% |
| 2026-03-09 | 嘉元转债(118000.SH) | 129.46424301624 | 24970 | 9 | 126.58 | 3160702.6 | -72019.55/-2.228% |
| 2026-03-09 | 宏柏转债(111019.SH) | 148.91164463291 | 17310 | 14 | 184.46 | 3193002.6 | 615342.03/23.872% |
交易详情
| 2026-03-09 | 锋工转债(123239.SZ) | 卖 | -22100 | 153.45 | -3391245 | ¥1017.37 | -124812.1 |
| 2026-03-09 | 嘉元转债(118000.SH) | 卖 | -300 | 135.8 | -40740 | ¥12.22 | 1900.73 |
| 2026-03-09 | 海优转债(118008.SH) | 买 | 350 | 110.5 | 38675 | ¥11.6 | 0 |
| 2026-03-09 | 松霖转债(113651.SH) | 买 | 490 | 195.2 | 95648 | ¥28.69 | 0 |
| 2026-03-09 | 安集转债(118054.SH) | 买 | 290 | 187.1 | 54259 | ¥16.28 | 0 |
| 2026-03-09 | 荣23转债(113676.SH) | 卖 | -300 | 133.5 | -40050 | ¥12.02 | -2068.51 |
| 2026-03-09 | 宏柏转债(111019.SH) | 卖 | -800 | 198.83 | -159064 | ¥47.72 | 39934.68 |
| 2026-03-09 | 百川转2(127075.SZ) | 卖 | -700 | 175 | -122500 | ¥36.75 | -6458.13 |
| 2026-03-09 | 汇成转债(118049.SH) | 买 | 490 | 217 | 106330 | ¥31.9 | 0 |
| 2026-03-09 | 利扬转债(118048.SH) | 买 | 400 | 188.6 | 75440 | ¥22.63 | 0 |
