可转债摊大饼策略最优参数配置:年化收益率（54.94%）
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: 3118.88%
- 年化收益率: 54.94%
- 基准收益率: 8.87%
- 阿尔法: 0.56
- 夏普比率: 1.63
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 万顺转2(123085.SZ) | 141.54245004382 | 22820 | 1 | 140.78 | 3212599.6 | -17399.11/-0.539% |
| 2026-03-31 | 天业转债(110087.SH) | 132.86984906428 | 24580 | 1 | 132.31 | 3252179.8 | -13761.09/-0.421% |
| 2026-03-31 | 振华转债(113687.SH) | 399.99315096618 | 8280 | 2 | 384.47 | 3183411.6 | -128531.69/-3.881% |
| 2026-03-31 | 阿拉转债(118006.SH) | 131.73951018011 | 25440 | 2 | 131.77 | 3352228.8 | 775.66/0.023% |
| 2026-03-31 | 旺能转债(128141.SZ) | 134.26826470588 | 0 | 5 | 130.68 | 0 | -67385.14/-1.995% |
| 2026-03-31 | 天壕转债(123092.SZ) | 140.06095017872 | 24390 | 6 | 133.02 | 3244357.8 | -171728.77/-5.027% |
| 2026-03-31 | 严牌转债(123243.SZ) | 196.27398292644 | 15330 | 6 | 215 | 3295950 | 287069.84/9.541% |
| 2026-03-31 | 金宏转债(118038.SH) | 145.19711426527 | 21500 | 8 | 137.02 | 2945930 | -175807.96/-5.632% |
| 2026-03-31 | 睿创转债(118030.SH) | 260.26791644287 | 12430 | 10 | 258.7 | 3215641 | -19489.2/-0.602% |
| 2026-03-31 | 通裕转债(123149.SZ) | 148.27009436547 | 24480 | 12 | 133.43 | 3266366.4 | -363285.51/-10.009% |
交易详情
| 2026-03-31 | 节能转债(113051.SH) | 卖 | -21930 | 144.09 | -3159893.7 | ¥947.97 | 122784.69 |
| 2026-03-31 | 旺能转债(128141.SZ) | 卖 | -25160 | 131.6 | -3311056 | ¥993.32 | -67133.54 |
| 2026-03-31 | 阿拉转债(118006.SH) | 卖 | -100 | 130.5 | -13050 | ¥5 | -123.95 |
| 2026-03-31 | 汇成转债(118049.SH) | 卖 | -300 | 191 | -57300 | ¥17.19 | -8620.88 |
| 2026-03-31 | 睿创转债(118030.SH) | 卖 | -500 | 263.91 | -131955 | ¥39.59 | 1821.04 |
| 2026-03-31 | 天业转债(110087.SH) | 买 | 24580 | 132.83 | 3264961.4 | ¥979.49 | 0 |
| 2026-03-31 | 金宏转债(118038.SH) | 买 | 180 | 147 | 26460 | ¥7.94 | 0 |
| 2026-03-31 | 振华转债(113687.SH) | 买 | 210 | 395 | 82950 | ¥24.89 | 0 |
| 2026-03-31 | 通裕转债(123149.SZ) | 买 | 190 | 133.5 | 25365 | ¥7.61 | 0 |
| 2026-03-31 | 天壕转债(123092.SZ) | 买 | 310 | 133 | 41230 | ¥12.37 | 0 |
