可转债摊大饼策略最优参数配置:年化收益率（57.12%）
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: 3896.89%
- 年化收益率: 57.12%
- 基准收益率: 20.54%
- 阿尔法: 0.57
- 夏普比率: 1.66
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-29 | 泰坦转债(127096.SZ) | 780.5640982659 | 5190 | 1 | 720.4 | 3738876 | -312251.67/-7.708% |
| 2026-06-29 | 恒逸转2(127067.SZ) | 159.04770015949 | 25080 | 1 | 149.4 | 3746952 | -241964.32/-6.066% |
| 2026-06-29 | 天源转债(123213.SZ) | 277.59325272162 | 0 | 2 | 292.46 | 0 | -17917.23/-0.502% |
| 2026-06-29 | 密卫转债(113658.SH) | 141.25138818565 | 28440 | 2 | 139.9 | 3978756 | -38433.48/-0.957% |
| 2026-06-29 | 正川转债(113624.SH) | 142.17206503266 | 0 | 4 | 139.22 | 0 | -154020.56/-3.743% |
| 2026-06-29 | 集智转债(123245.SZ) | 426.12780041797 | 9570 | 1 | 337.76 | 3232363.2 | -845679.85/-20.737% |
| 2026-06-29 | 花园转债(123178.SZ) | 155.54665017395 | 23770 | 4 | 156 | 3708120 | 10776.13/0.291% |
| 2026-06-29 | 闻泰转债(110081.SH) | 93.173765577342 | 44700 | 6 | 95.95 | 4288965 | 124097.68/2.98% |
| 2026-06-29 | 华医转债(123251.SZ) | 309.4736637184 | 12550 | 8 | 335.79 | 4214164.5 | 330270.02/8.504% |
| 2026-06-29 | 水羊转债(123188.SZ) | 165.19166893008 | 0 | 9 | 138.95 | 0 | -779784.4/-16.551% |
交易详情
| 2026-06-29 | 正川转债(113624.SH) | 卖 | -28940 | 136.85 | -3960439 | ¥1188.13 | -154020.56 |
| 2026-06-29 | 天源转债(123213.SZ) | 卖 | -12860 | 282.03 | -3626905.8 | ¥1088.07 | 57056.57 |
| 2026-06-29 | 水羊转债(123188.SZ) | 卖 | -28520 | 137.7 | -3927204 | ¥1178.16 | -784062.4 |
| 2026-06-29 | 鹤21转债(113632.SH) | 买 | 560 | 136 | 76160 | ¥22.85 | 0 |
| 2026-06-29 | 闻泰转债(110081.SH) | 卖 | -1200 | 90.89 | -109068 | ¥32.72 | -2740.52 |
| 2026-06-29 | 银微转债(118011.SH) | 卖 | -3100 | 178.13 | -552203 | ¥165.66 | 126445.31 |
| 2026-06-29 | 恒逸转2(127067.SZ) | 买 | 25080 | 159 | 3987720 | ¥1196.32 | 0 |
| 2026-06-29 | 花园转债(123178.SZ) | 卖 | -700 | 171 | -119700 | ¥35.91 | 10817.34 |
| 2026-06-29 | 洪城转债(110077.SH) | 卖 | -400 | 193.53 | -77412 | ¥23.22 | -3229.78 |
| 2026-06-29 | 泰坦转债(127096.SZ) | 买 | 5190 | 780.33 | 4049912.7 | ¥1214.97 | 0 |
