可转债摊大饼策略最优参数配置:年化收益率（58.83%）
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: 4033.43%
- 年化收益率: 58.83%
- 基准收益率: 18.89%
- 阿尔法: 0.59
- 夏普比率: 1.71
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 甬矽转债(118057.SH) | 188.0564 | 21650 | 1 | 179.83 | 3893319.5 | -178101.56/-4.374% |
| 2026-05-15 | 金埔转债(123198.SZ) | 145.54365 | 27800 | 1 | 141.49 | 3933422 | -112691.47/-2.785% |
| 2026-05-15 | 瑞科转债(118018.SH) | 160.18804196933 | 24780 | 1 | 153.6 | 3806208 | -163251.68/-4.113% |
| 2026-05-15 | 冠中转债(123207.SZ) | 215.94476399791 | 19010 | 2 | 215.3 | 4092853 | -12256.96/-0.299% |
| 2026-05-15 | 科利转债(127066.SZ) | 135.47062887278 | 0 | 2 | 133.12 | 0 | -77992.88/-1.898% |
| 2026-05-15 | 星球转债(118041.SH) | 157.44360237275 | 26130 | 2 | 163.78 | 4279571.4 | 165570.07/4.025% |
| 2026-05-15 | 超声转债(127026.SZ) | 148.25475 | 0 | 4 | 138 | 0 | -161811.55/-3.929% |
| 2026-05-15 | 立昂转债(111010.SH) | 154.95080670585 | 26370 | 5 | 153.17 | 4039092.9 | -46959.87/-1.149% |
| 2026-05-15 | 华特转债(118033.SH) | 200.07189180459 | 18620 | 5 | 227.3 | 4232326 | 506987.37/13.609% |
| 2026-05-15 | 严牌转债(123243.SZ) | 233.23877314005 | 17260 | 7 | 277.56 | 4790685.6 | 764984.38/19.003% |
交易详情
| 2026-05-15 | 超声转债(127026.SZ) | 卖 | -27780 | 143 | -3972540 | ¥1191.76 | -145976.95 |
| 2026-05-15 | 新港转债(111013.SH) | 卖 | -29580 | 132 | -3904560 | ¥1171.37 | -515750.86 |
| 2026-05-15 | 科利转债(127066.SZ) | 卖 | -30340 | 132.63 | -4023994.2 | ¥1207.2 | -86184.68 |
| 2026-05-15 | 瑞科转债(118018.SH) | 买 | 24780 | 160.14 | 3968269.2 | ¥1190.48 | 0 |
| 2026-05-15 | 星球转债(118041.SH) | 买 | 150 | 156.77 | 23515.5 | ¥7.05 | 0 |
| 2026-05-15 | 富春转债(111005.SH) | 买 | 500 | 156.53 | 78265 | ¥23.48 | 0 |
| 2026-05-15 | 立昂转债(111010.SH) | 买 | 140 | 155 | 21700 | ¥6.51 | 0 |
| 2026-05-15 | 金埔转债(123198.SZ) | 买 | 27800 | 145.5 | 4044900 | ¥1213.47 | 0 |
| 2026-05-15 | 华特转债(118033.SH) | 卖 | -1200 | 205 | -246000 | ¥73.8 | 5913.73 |
| 2026-05-15 | 严牌转债(123243.SZ) | 卖 | -100 | 236.56 | -23656 | ¥7.1 | 332.12 |
