可转债摊大饼策略最优参数配置:年化收益率（56.05%）
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: 2409.85%
- 年化收益率: 56.05%
- 基准收益率: -1.78%
- 阿尔法: 0.58
- 夏普比率: 1.71
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-11 | 亿田转债(123235.SZ) | 199.55985245902 | 610 | 1 | 198.54 | 121109.4 | -622.11/-0.511% |
| 2025-07-11 | 天路转债(110060.SH) | 211.12331841216 | 11840 | 1 | 219.23 | 2595683.2 | 95983.11/3.84% |
| 2025-07-11 | 宏丰转债(123141.SZ) | 134.83043702906 | 18580 | 1 | 132.13 | 2454975.4 | -50174.12/-2.003% |
| 2025-07-11 | 齐鲁转债(113065.SH) | 129.53884989648 | 19320 | 1 | 128.27 | 2478176.4 | -24514.18/-0.98% |
| 2025-07-11 | 景23转债(113669.SH) | 213.36399009901 | 0 | 2 | 201.09 | 0 | -4518.73/-2.097% |
| 2025-07-11 | 会通转债(118028.SH) | 123.96978982726 | 20840 | 2 | 122.2 | 2546648 | -36882.42/-1.428% |
| 2025-07-11 | 精装转债(127055.SZ) | 179.59386189802 | 0 | 2 | 178.07 | 0 | -18269.33/-0.72% |
| 2025-07-11 | 帝欧转债(127047.SZ) | 130.33909015112 | 19190 | 1 | 129.2 | 2479348 | -21859.14/-0.874% |
| 2025-07-11 | 永安转债(113609.SH) | 150.9132195122 | 16810 | 3 | 146 | 2454260 | -82591.22/-3.256% |
| 2025-07-11 | 家联转债(123236.SZ) | 130.039 | 0 | 3 | 130.3 | 0 | 5021.64/0.201% |
交易详情
| 2025-07-11 | 景23转债(113669.SH) | 卖 | -1010 | 209 | -211090 | ¥63.33 | -4407.63 |
| 2025-07-11 | 精装转债(127055.SZ) | 卖 | -14120 | 178.15 | -2515478 | ¥754.64 | -20387.33 |
| 2025-07-11 | 家联转债(123236.SZ) | 卖 | -19240 | 130 | -2501200 | ¥750.36 | -750.36 |
| 2025-07-11 | 北陆转债(123082.SZ) | 卖 | -18350 | 132.8 | -2436880 | ¥731.06 | -173806.97 |
| 2025-07-11 | 志特转债(123186.SZ) | 卖 | -17200 | 149.8 | -2576560 | ¥772.97 | 64248.63 |
| 2025-07-11 | 会通转债(118028.SH) | 买 | 480 | 120.65 | 57912 | ¥17.37 | 0 |
| 2025-07-11 | 泉峰转债(113629.SH) | 买 | 420 | 119.69 | 50269.8 | ¥15.08 | 0 |
| 2025-07-11 | 齐鲁转债(113065.SH) | 买 | 19320 | 129.5 | 2501940 | ¥750.58 | 0 |
| 2025-07-11 | 宏丰转债(123141.SZ) | 买 | 18580 | 134.79 | 2504398.2 | ¥751.32 | 0 |
| 2025-07-11 | 帝欧转债(127047.SZ) | 买 | 19190 | 130.3 | 2500457 | ¥750.14 | 0 |
