可转债摊大饼策略:年化收益率（33.29%）
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: 478.96%
- 年化收益率: 33.29%
- 基准收益率: 17.04%
- 阿尔法: 0.32
- 夏普比率: 1.17
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 永贵转债(123253.SZ) | 158.4975326087 | 1840 | 4 | 149.7 | 275448 | -16187.46/-5.551% |
| 2026-05-15 | 洁美转债(128137.SZ) | 204.06120138889 | 1440 | 4 | 200.1 | 288144 | -5704.13/-1.941% |
| 2026-05-15 | 利柏转债(111023.SH) | 171.65147953216 | 1710 | 4 | 161.82 | 276712.2 | -16811.83/-5.728% |
| 2026-05-15 | 科利转债(127066.SZ) | 138.24146226415 | 2120 | 4 | 133.12 | 282214.4 | -10857.5/-3.705% |
| 2026-05-15 | 超声转债(127026.SZ) | 148.33448730964 | 1970 | 4 | 138 | 271860 | -20358.94/-6.967% |
| 2026-05-15 | 三房转债(110092.SH) | 69.620879518072 | 4150 | 4 | 70.05 | 290707.5 | 1780.85/0.616% |
| 2026-05-15 | 立昂转债(111010.SH) | 151.34538743455 | 1910 | 4 | 153.17 | 292554.7 | 3485.01/1.206% |
| 2026-05-15 | 泰坦转债(127096.SZ) | 345.1035 | 840 | 4 | 335.6 | 281904 | -7982.94/-2.754% |
| 2026-05-15 | 甬矽转债(118057.SH) | 185.27556329114 | 1580 | 4 | 179.83 | 284131.4 | -8603.99/-2.939% |
| 2026-05-15 | 洪城转债(110077.SH) | 223.61106153846 | 1300 | 9 | 218.96 | 284648 | -6046.38/-2.08% |
交易详情
| 2026-05-12 | 常银转债(113062.SH) | 卖 | -2070 | 131.4 | -271998 | ¥81.6 | 4151.27 |
| 2026-05-12 | 超达转债(123187.SZ) | 卖 | -1270 | 272.5 | -346075 | ¥103.82 | 107595.48 |
| 2026-05-12 | 博瑞转债(118004.SH) | 卖 | -1590 | 187.36 | -297902.4 | ¥89.37 | 24499.4 |
| 2026-05-12 | 华兴转债(118003.SH) | 卖 | -1400 | 238 | -333200 | ¥99.96 | 121036.37 |
| 2026-05-12 | 帝欧转债(127047.SZ) | 卖 | -1870 | 181.43 | -339274.1 | ¥101.78 | 79506.15 |
| 2026-05-12 | 欧通转债(123241.SZ) | 卖 | -310 | 1002 | -310620 | ¥93.19 | 61150.18 |
| 2026-05-12 | 瑞丰转债(123126.SZ) | 卖 | -1790 | 152.9 | -273691 | ¥82.11 | 3319.91 |
| 2026-05-12 | 盈峰转债(127024.SZ) | 卖 | -1550 | 197.95 | -306822.5 | ¥92.05 | 90946.75 |
| 2026-05-12 | 晶科转债(113048.SH) | 卖 | -1840 | 182 | -334880 | ¥100.46 | 78799.11 |
| 2026-05-12 | 闻泰转债(110081.SH) | 卖 | -2850 | 89.12 | -253992 | ¥76.2 | -17124.31 |
