可转债摊大饼策略:年化收益率（31%）
以当期收益率为正的前提，将资金分散到较多的可转债上，避免系统性风险的策略
概要
核心指标
- 累计收益率: 314.59%
- 年化收益率: 31%
- 基准收益率: -4.97%
- 阿尔法: 0.33
- 夏普比率: 1.11
- 最大回撤: 26.65%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 聚隆转债(123209.SZ) | 150.67518604651 | 1290 | 1 | 150.66 | 194351.4 | -19.59/-0.01% |
| 2025-06-26 | 泉峰转债(113629.SH) | 138.5415472973 | 1480 | 1 | 135.12 | 199977.6 | -5063.89/-2.47% |
| 2025-06-26 | 广大转债(118023.SH) | 131.03930188679 | 1590 | 6 | 136.55 | 217114.5 | 8762.01/4.205% |
| 2025-06-26 | 利民转债(128144.SZ) | 277.08310666667 | 750 | 6 | 232.25 | 174187.5 | -33624.83/-16.18% |
| 2025-06-26 | 华亚转债(127079.SZ) | 135.86074675325 | 1540 | 6 | 137.4 | 211596 | 2370.45/1.133% |
| 2025-06-26 | 强联转债(123161.SZ) | 173.45201612903 | 0 | 6 | 159.63 | 0 | -15713.3/-7.306% |
| 2025-06-26 | 冠盛转债(111011.SH) | 217.06510309278 | 970 | 6 | 222.99 | 216300.3 | 5747.15/2.73% |
| 2025-06-26 | 欧通转债(123241.SZ) | 247.58425301205 | 830 | 11 | 276.9 | 229827 | 24332.07/11.841% |
| 2025-06-26 | 天路转债(110060.SH) | 190.95513636364 | 1000 | 11 | 205.64 | 205640 | 14684.86/7.69% |
| 2025-06-26 | 豪美转债(127053.SZ) | 209.28276767677 | 990 | 11 | 212.7 | 210573 | 3383.06/1.633% |
交易详情
| 2025-06-26 | 强联转债(123161.SZ) | 卖 | -1240 | 160.86 | -199466.4 | ¥59.84 | -15614.1 |
| 2025-06-26 | 川恒转债(127043.SZ) | 卖 | -1620 | 128.42 | -208040.4 | ¥62.41 | -10256.79 |
| 2025-06-26 | 泉峰转债(113629.SH) | 买 | 1480 | 138.5 | 204980 | ¥61.49 | 0 |
| 2025-06-26 | 雪榕转债(123056.SZ) | 买 | 40 | 173 | 6920 | ¥5 | 0 |
| 2025-06-26 | 中旗转债(127081.SZ) | 买 | 20 | 299.3 | 5986 | ¥5 | 0 |
| 2025-06-26 | 天路转债(110060.SH) | 卖 | -100 | 210.85 | -21085 | ¥6.33 | 1989.49 |
| 2025-06-26 | 精装转债(127055.SZ) | 买 | 80 | 176.88 | 14150.4 | ¥5 | 0 |
| 2025-06-26 | 中宠转2(127076.SZ) | 买 | 10 | 221.2 | 2212 | ¥5 | 0 |
| 2025-06-26 | 聚隆转债(123209.SZ) | 买 | 1290 | 150.63 | 194312.7 | ¥58.29 | 0 |
| 2025-06-19 | 金丹转债(123204.SZ) | 卖 | -1570 | 123.66 | -194146.2 | ¥58.24 | -13470.07 |
