可转债摊大饼策略最优参数配置:年化收益率（56.64%）
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: 2548.74%
- 年化收益率: 56.64%
- 基准收益率: -0.79%
- 阿尔法: 0.59
- 夏普比率: 1.73
- 最大回撤: 18.56%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 泰坦转债(127096.SZ) | 148.04440066225 | 3020 | 1 | 156.85 | 473687 | 26592.91/5.948% |
| 2025-08-01 | 华医转债(123251.SZ) | 149.5448497978 | 17310 | 1 | 145.25 | 2514277.5 | -74343.85/-2.872% |
| 2025-08-01 | 东杰转债(123162.SZ) | 142.47101706109 | 18170 | 2 | 171.6 | 3117972 | 529273.62/20.446% |
| 2025-08-01 | 东材转债(113064.SH) | 155.65715034169 | 17560 | 2 | 144.46 | 2536717.6 | -196621.96/-7.193% |
| 2025-08-01 | 万凯转债(123247.SZ) | 135.43061684643 | 0 | 2 | 134 | 0 | -33500.41/-1.27% |
| 2025-08-01 | 友发转债(113058.SH) | 133.74010983525 | 0 | 3 | 130.99 | 0 | -65300/-2.438% |
| 2025-08-01 | 隆华转债(123120.SZ) | 140.0658720353 | 18130 | 4 | 142.5 | 2583525 | 44130.74/1.738% |
| 2025-08-01 | 大禹转债(123063.SZ) | 169.91418462687 | 0 | 7 | 155 | 0 | -47556.72/-1.898% |
| 2025-08-01 | 设研转债(123130.SZ) | 140.66218595721 | 18230 | 1 | 141.46 | 2578815.8 | 14544.15/0.567% |
| 2025-08-01 | 帝欧转债(127047.SZ) | 130.58523833955 | 20940 | 9 | 125.5 | 2627970 | -106484.89/-3.894% |
交易详情
| 2025-08-01 | 友发转债(113058.SH) | 卖 | -20030 | 132.5 | -2653975 | ¥796.19 | -24839.4 |
| 2025-08-01 | 万凯转债(123247.SZ) | 卖 | -19470 | 133.36 | -2596519.2 | ¥778.96 | -40314.91 |
| 2025-08-01 | 大禹转债(123063.SZ) | 卖 | -14750 | 166.69 | -2458677.5 | ¥737.6 | -47556.72 |
| 2025-08-01 | 华医转债(123251.SZ) | 买 | 17310 | 149.5 | 2587845 | ¥776.35 | 0 |
| 2025-08-01 | 东杰转债(123162.SZ) | 买 | 13700 | 143.71 | 1968827 | ¥590.65 | 0 |
| 2025-08-01 | 东材转债(113064.SH) | 买 | 780 | 146.37 | 114168.6 | ¥34.25 | 0 |
| 2025-08-01 | 隆华转债(123120.SZ) | 买 | 100 | 144.32 | 14432 | ¥5 | 0 |
| 2025-08-01 | 金铜转债(113068.SH) | 买 | 60 | 134.27 | 8056.2 | ¥5 | 0 |
| 2025-08-01 | 设研转债(123130.SZ) | 买 | 18230 | 140.62 | 2563502.6 | ¥769.05 | 0 |
| 2025-08-01 | 泰坦转债(127096.SZ) | 买 | 3020 | 148 | 446960 | ¥134.09 | 0 |
