可转债摊大饼策略最优参数配置:年化收益率（56.96%）
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: 3576.7%
- 年化收益率: 56.96%
- 基准收益率: 16.68%
- 阿尔法: 0.57
- 夏普比率: 1.67
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 华特转债(118033.SH) | 189.90695506982 | 16470 | 1 | 212.95 | 3507286.5 | 379518.95/12.134% |
| 2026-04-24 | 翔丰转债(123225.SZ) | 154.9464700537 | 24210 | 1 | 158.65 | 3840916.5 | 89662.46/2.39% |
| 2026-04-24 | 华兴转债(118003.SH) | 197.26916298343 | 21720 | 1 | 185.51 | 4029277.2 | -255409.02/-5.961% |
| 2026-04-24 | 瑞丰转债(123126.SZ) | 151.04506169355 | 24800 | 2 | 148.64 | 3686272 | -59645.53/-1.592% |
| 2026-04-24 | 新港转债(111013.SH) | 153.03490389198 | 25180 | 3 | 139.7 | 3517646 | -335772.88/-8.714% |
| 2026-04-24 | 帝欧转债(127047.SZ) | 139.85591708724 | 27740 | 4 | 138.79 | 3850034.6 | -29568.54/-0.762% |
| 2026-04-24 | 欧通转债(123241.SZ) | 829.25660290828 | 0 | 6 | 833.5 | 0 | 70276.61/1.971% |
| 2026-04-24 | 旺能转债(128141.SZ) | 135.32009489192 | 28970 | 7 | 122.67 | 3553749.9 | -366473.25/-9.348% |
| 2026-04-24 | 永02转债(113654.SH) | 135.3385554165 | 28740 | 11 | 128.43 | 3691078.2 | -198551.88/-5.105% |
| 2026-04-24 | 超达转债(123187.SZ) | 239.87371049305 | 15820 | 4 | 222.5 | 3519950 | -274852.1/-7.243% |
交易详情
| 2026-04-24 | 晶科转债(113048.SH) | 卖 | -25860 | 165 | -4266900 | ¥1280.07 | 495531.24 |
| 2026-04-24 | 欧通转债(123241.SZ) | 卖 | -4300 | 838 | -3603400 | ¥1081.02 | 37596.61 |
| 2026-04-24 | 苏利转债(113640.SH) | 卖 | -27660 | 135 | -3734100 | ¥1120.23 | -374896.77 |
| 2026-04-24 | 华兴转债(118003.SH) | 买 | 21720 | 197.21 | 4283401.2 | ¥1285.02 | 0 |
| 2026-04-24 | 新港转债(111013.SH) | 买 | 680 | 148 | 100640 | ¥30.19 | 0 |
| 2026-04-24 | 旺能转债(128141.SZ) | 买 | 630 | 126 | 79380 | ¥23.81 | 0 |
| 2026-04-24 | 永02转债(113654.SH) | 买 | 680 | 130.82 | 88957.6 | ¥26.69 | 0 |
| 2026-04-24 | 超达转债(123187.SZ) | 买 | 700 | 235.52 | 164864 | ¥49.46 | 0 |
| 2026-04-24 | 翔丰转债(123225.SZ) | 买 | 24210 | 154.9 | 3750129 | ¥1125.04 | 0 |
| 2026-04-24 | 瑞丰转债(123126.SZ) | 买 | 20 | 150.5 | 3010 | ¥5 | 0 |
