可转债摊大饼策略:年化收益率（32.97%）
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: 32.97%
- 基准收益率: -0.93%
- 阿尔法: 0.34
- 夏普比率: 1.17
- 最大回撤: 26.65%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 明电转债(123087.SZ) | 135.84073913043 | 1610 | 5 | 134.54 | 216609.4 | -2094.19/-0.958% |
| 2025-08-06 | 纽泰转债(123201.SZ) | 154.42631205674 | 1410 | 5 | 163.09 | 229956.9 | 12215.8/5.61% |
| 2025-08-06 | 华医转债(123251.SZ) | 148.04440268456 | 1490 | 5 | 142.9 | 212921 | -7665.16/-3.475% |
| 2025-08-06 | 东杰转债(123162.SZ) | 138.54154938272 | 1620 | 5 | 213.9 | 346518 | 122080.69/54.394% |
| 2025-08-06 | 东材转债(113064.SH) | 156.08680851064 | 1410 | 5 | 140 | 197400 | -22682.4/-10.306% |
| 2025-08-06 | 万凯转债(123247.SZ) | 135.43061585366 | 1640 | 5 | 139.98 | 229567.2 | 7460.99/3.359% |
| 2025-08-06 | 宏丰转债(123141.SZ) | 144.9553190184 | 1630 | 10 | 135.6 | 221028 | -15249.17/-6.454% |
| 2025-08-06 | 博瑞转债(118004.SH) | 277.67328205128 | 780 | 10 | 335.68 | 261830.4 | 45245.24/20.89% |
| 2025-08-06 | 中旗转债(127081.SZ) | 297.92181818182 | 770 | 10 | 279.5 | 215215 | -14184.8/-6.183% |
| 2025-08-06 | 大禹转债(123063.SZ) | 169.81085496183 | 1310 | 10 | 148.15 | 194076.5 | -28375.72/-12.756% |
交易详情
| 2025-07-31 | 泰福转债(123160.SZ) | 卖 | -1580 | 147 | -232260 | ¥69.68 | 18421.87 |
| 2025-07-31 | 西子转债(127052.SZ) | 卖 | -1620 | 131.7 | -213354 | ¥64.01 | 1880.58 |
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -1440 | 172.86 | -248918.4 | ¥74.68 | 43440.78 |
| 2025-07-31 | 联诚转债(128120.SZ) | 卖 | -1600 | 132.44 | -211904 | ¥63.57 | -1439.98 |
| 2025-07-31 | 景23转债(113669.SH) | 卖 | -1000 | 291.5 | -291500 | ¥87.45 | 119348.37 |
| 2025-07-31 | 永安转债(113609.SH) | 卖 | -1530 | 153.7 | -235161 | ¥70.55 | 5878.12 |
| 2025-07-31 | 万凯转债(123247.SZ) | 买 | 1640 | 135.39 | 222039.6 | ¥66.61 | 0 |
| 2025-07-31 | 东材转债(113064.SH) | 买 | 1410 | 156.04 | 220016.4 | ¥66 | 0 |
| 2025-07-31 | 东杰转债(123162.SZ) | 买 | 1620 | 138.5 | 224370 | ¥67.31 | 0 |
| 2025-07-31 | 金铜转债(113068.SH) | 买 | 130 | 133.9 | 17407 | ¥5.22 | 0 |
