可转债摊大饼策略:年化收益率（29.14%）
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: 363.44%
- 年化收益率: 29.14%
- 基准收益率: 7.17%
- 阿尔法: 0.29
- 夏普比率: 1.05
- 最大回撤: 26.71%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
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|---|---|---|---|---|---|---|---|
| 2026-03-31 | 上银转债(113042.SH) | 124.85744444444 | 1890 | 5 | 123.65 | 233698.5 | -2282.07/-0.967% |
| 2026-03-31 | 超达转债(123187.SZ) | 184.97547619048 | 1260 | 5 | 188.9 | 238014 | 4944.9/2.122% |
| 2026-03-31 | 福22转债(113661.SH) | 139.60186904762 | 1680 | 5 | 136.36 | 229084.8 | -5446.34/-2.322% |
| 2026-03-31 | 洪城转债(110077.SH) | 214.0642 | 1100 | 5 | 210.66 | 231726 | -3744.62/-1.59% |
| 2026-03-31 | 天壕转债(123092.SZ) | 139.04169879518 | 1660 | 5 | 133.02 | 220813.2 | -9996.02/-4.331% |
| 2026-03-31 | 天业转债(110087.SH) | 137.19114619883 | 1710 | 5 | 132.31 | 226250.1 | -8346.76/-3.558% |
| 2026-03-31 | 天源转债(123213.SZ) | 252.02843877551 | 980 | 10 | 221.8 | 217364 | -29623.87/-11.994% |
| 2026-03-31 | 嘉泽转债(113039.SH) | 213.23395454545 | 1100 | 5 | 192.06 | 211266 | -23291.35/-9.93% |
| 2026-03-31 | 严牌转债(123243.SZ) | 193.12791735537 | 1210 | 10 | 215 | 260150 | 26465.22/11.325% |
| 2026-03-31 | 金宏转债(118038.SH) | 144.3732962963 | 1520 | 10 | 137.02 | 208270.4 | -11177.01/-5.093% |
交易详情
| 2026-03-25 | 水羊转债(123188.SZ) | 卖 | -1570 | 164.57 | -258374.9 | ¥77.51 | -17479.33 |
| 2026-03-25 | 塞力转债(113601.SH) | 卖 | -1220 | 172.72 | -210718.4 | ¥63.22 | -22188.45 |
| 2026-03-25 | 海优转债(118008.SH) | 卖 | -2220 | 108.5 | -240870 | ¥72.26 | -69129.49 |
| 2026-03-25 | 阿拉转债(118006.SH) | 卖 | -1800 | 136.31 | -245358 | ¥73.61 | -16751.15 |
| 2026-03-25 | 永02转债(113654.SH) | 卖 | -1730 | 141.72 | -245175.6 | ¥73.55 | -10214.39 |
| 2026-03-25 | 赛特转债(118044.SH) | 卖 | -1740 | 139.1 | -242034 | ¥72.61 | 8194.87 |
| 2026-03-25 | 三房转债(110092.SH) | 卖 | -2090 | 105.7 | -220913 | ¥66.27 | -13697.16 |
| 2026-03-25 | 振华转债(113687.SH) | 卖 | -520 | 451.1 | -234572 | ¥70.37 | -40670.55 |
| 2026-03-25 | 永22转债(113653.SH) | 卖 | -2130 | 106 | -225780 | ¥67.73 | -62522.85 |
| 2026-03-25 | 伟测转债(118055.SH) | 卖 | -1100 | 201 | -221100 | ¥66.33 | -43859.46 |
