可转债摊大饼策略:年化收益率（29.4%）
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: 273.27%
- 年化收益率: 29.4%
- 基准收益率: -8.93%
- 阿尔法: 0.32
- 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
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 齐鲁转债(113065.SH) | 125.17754054054 | 1480 | 2 | 125.92 | 186361.6 | 1098.84/0.596% |
| 2025-04-28 | 豪24转债(113690.SH) | 202.19063736264 | 910 | 2 | 204.3 | 185913 | 1919.52/1.022% |
| 2025-04-28 | 雪榕转债(123056.SZ) | 124.73741216216 | 1480 | 2 | 121.65 | 180042 | -4569.37/-2.529% |
| 2025-04-28 | 强联转债(123161.SZ) | 139.05170454545 | 1320 | 2 | 136.26 | 179863.2 | -3685.05/-1.974% |
| 2025-04-28 | 严牌转债(123243.SZ) | 127.88227777778 | 1440 | 7 | 127.7 | 183888 | -262.48/-0.141% |
| 2025-04-28 | 运机转债(127092.SZ) | 165.33829357798 | 1090 | 7 | 173.35 | 188951.5 | 8732.76/4.909% |
| 2025-04-28 | 华翔转债(113637.SH) | 134.04370422535 | 1420 | 7 | 122.76 | 174319.2 | -16022.86/-7.877% |
| 2025-04-28 | 天源转债(123213.SZ) | 209.85026136364 | 880 | 12 | 215.3 | 189464 | 4795.77/2.635% |
| 2025-04-28 | 中宠转2(127076.SZ) | 153.99618803419 | 1070 | 12 | 191.4 | 204798 | 40022.08/23.947% |
| 2025-04-28 | 豪美转债(127053.SZ) | 138.26146268657 | 1240 | 17 | 152.8 | 189472 | 18027.79/10.256% |
交易详情
| 2025-04-25 | 奇正转债(128133.SZ) | 卖 | -1390 | 128.6 | -178754 | ¥53.63 | 85.42 |
| 2025-04-25 | 洪城转债(110077.SH) | 卖 | -940 | 192.58 | -181025.2 | ¥54.31 | 2371.62 |
| 2025-04-25 | 飞凯转债(123078.SZ) | 卖 | -1350 | 126.5 | -170775 | ¥51.23 | -7735.04 |
| 2025-04-25 | 华亚转债(127079.SZ) | 卖 | -1330 | 133.5 | -177555 | ¥53.27 | 558.72 |
| 2025-04-25 | 强联转债(123161.SZ) | 买 | 1320 | 139.01 | 183493.2 | ¥55.05 | 0 |
| 2025-04-25 | 雪榕转债(123056.SZ) | 买 | 1480 | 124.7 | 184556 | ¥55.37 | 0 |
| 2025-04-25 | 华翔转债(113637.SH) | 买 | 90 | 130.64 | 11757.6 | ¥5 | 0 |
| 2025-04-25 | 豪美转债(127053.SZ) | 卖 | -100 | 158.32 | -15832 | ¥5 | 2005.85 |
| 2025-04-25 | 中宠转2(127076.SZ) | 卖 | -100 | 193.39 | -19339 | ¥5.8 | 3939.38 |
| 2025-04-25 | 豪24转债(113690.SH) | 买 | 910 | 202.13 | 183938.3 | ¥55.18 | 0 |
