可转债摊大饼策略最优参数配置:年化收益率（58.11%）
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: 3994.61%
- 年化收益率: 58.11%
- 基准收益率: 17.85%
- 阿尔法: 0.58
- 夏普比率: 1.69
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-05 | 奕瑞转债(118025.SH) | 164.59936500816 | 24520 | 1 | 154.41 | 3786133.2 | -249843.23/-6.19% |
| 2026-06-05 | 水羊转债(123188.SZ) | 175.70269491525 | 23010 | 1 | 173.49 | 3992004.9 | -50914.11/-1.259% |
| 2026-06-05 | 集智转债(123245.SZ) | 357.70727977839 | 10430 | 2 | 384 | 4005120 | 274233.07/7.35% |
| 2026-06-05 | 山玻转债(111001.SH) | 155.04650020153 | 24710 | 2 | 167.91 | 4149056.1 | 317857.08/8.297% |
| 2026-06-05 | 贵燃转债(110084.SH) | 136.93370960027 | 0 | 4 | 132.11 | 0 | -152897.98/-3.815% |
| 2026-06-05 | 重银转债(113056.SH) | 129.69813903457 | 31550 | 5 | 129.53 | 4086671.5 | -5304.79/-0.13% |
| 2026-06-05 | 利柏转债(111023.SH) | 137.45693473656 | 33510 | 7 | 119.49 | 4004109.9 | -602071.98/-13.071% |
| 2026-06-05 | 泰坦转债(127096.SZ) | 553.52355782313 | 0 | 4 | 631 | 0 | 400401.85/9.842% |
| 2026-06-05 | 瑞科转债(118018.SH) | 172.44852110862 | 28030 | 12 | 141.82 | 3975214.6 | -858517.45/-17.761% |
| 2026-06-05 | 艾迪转债(113644.SH) | 135.13133020087 | 34780 | 11 | 123.99 | 4312372.2 | -387495.46/-8.245% |
交易详情
| 2026-06-05 | 贵燃转债(110084.SH) | 卖 | -29270 | 132.03 | -3864518.1 | ¥1159.36 | -143531.58 |
| 2026-06-05 | 泰坦转债(127096.SZ) | 卖 | -7350 | 627.11 | -4609258.5 | ¥1382.78 | 540860.35 |
| 2026-06-05 | 利柏转债(111023.SH) | 买 | 2370 | 122.01 | 289163.7 | ¥86.75 | 0 |
| 2026-06-05 | 瑞科转债(118018.SH) | 买 | 1150 | 144.23 | 165864.5 | ¥49.76 | 0 |
| 2026-06-05 | 冠中转债(123207.SZ) | 卖 | -300 | 286.16 | -85848 | ¥25.75 | 19493.63 |
| 2026-06-05 | 艾迪转债(113644.SH) | 买 | 1600 | 117.2 | 187520 | ¥56.26 | 0 |
| 2026-06-05 | 山玻转债(111001.SH) | 卖 | -100 | 165 | -16500 | ¥5 | 995.35 |
| 2026-06-05 | 集智转债(123245.SZ) | 卖 | -400 | 386.2 | -154480 | ¥46.34 | 11397.09 |
| 2026-06-05 | 立昂转债(111010.SH) | 卖 | -1600 | 192.34 | -307744 | ¥92.32 | 59870.78 |
| 2026-06-05 | 水羊转债(123188.SZ) | 买 | 23010 | 175.65 | 4041706.5 | ¥1212.51 | 0 |
