可转债小盘策略:年化收益率（7.16%）
选取流通盘小的可转债，结合转股溢价率的限制，利用短线资金的介入导致的价格上涨，与其进行博弈
概要
核心指标
- 累计收益率: 52.64%
- 年化收益率: 7.16%
- 基准收益率: 17.04%
- 阿尔法: 0.07
- 夏普比率: 0.28
- 最大回撤: 40%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 山玻转债(111001.SH) | 205.06150413223 | 1210 | 4 | 161.34 | 195221.4 | -52903.02/-21.321% |
| 2026-05-15 | 三房转债(110092.SH) | 69.620880886427 | 3610 | 4 | 70.05 | 252880.5 | 1549.12/0.616% |
| 2026-05-14 | 山玻转债(111001.SH) | 205.06150413223 | 1210 | 3 | 165 | 199650 | -48474.42/-19.536% |
| 2026-05-14 | 三房转债(110092.SH) | 69.620880886427 | 3610 | 3 | 72.24 | 260786.4 | 9455.02/3.762% |
| 2026-05-13 | 山玻转债(111001.SH) | 205.06150413223 | 1210 | 2 | 171.75 | 207817.5 | -40306.92/-16.245% |
| 2026-05-13 | 三房转债(110092.SH) | 69.620880886427 | 3610 | 2 | 70.29 | 253746.9 | 2415.52/0.961% |
| 2026-05-12 | 山玻转债(111001.SH) | 205.06150413223 | 1210 | 1 | 182.99 | 221417.9 | -26706.52/-10.763% |
| 2026-05-12 | 三房转债(110092.SH) | 69.620880886427 | 3610 | 1 | 66.84 | 241292.4 | -10038.98/-3.994% |
| 2026-05-12 | 闻泰转债(110081.SH) | 105.34158955224 | 0 | 16 | 88.13 | 0 | -44063.46/-15.608% |
| 2026-05-11 | 闻泰转债(110081.SH) | 105.34158955224 | 2680 | 15 | 88.9 | 238252 | -44063.46/-15.608% |
交易详情
| 2026-05-12 | 闻泰转债(110081.SH) | 卖 | -2680 | 89.12 | -238841.6 | ¥71.65 | -43473.86 |
| 2026-05-12 | 三房转债(110092.SH) | 买 | 3610 | 69.6 | 251256 | ¥75.38 | 0 |
| 2026-05-12 | 山玻转债(111001.SH) | 买 | 1210 | 205 | 248050 | ¥74.42 | 0 |
| 2026-04-30 | 山玻转债(111001.SH) | 卖 | -1740 | 154.8 | -269352 | ¥80.81 | 14539.58 |
| 2026-04-23 | 南药转债(110098.SH) | 卖 | -1860 | 141.99 | -264101.4 | ¥79.23 | -6274.89 |
| 2026-04-23 | 闻泰转债(110081.SH) | 买 | 130 | 95.1 | 12363 | ¥5 | 0 |
| 2026-04-23 | 山玻转债(111001.SH) | 买 | 1740 | 146.4 | 254736 | ¥76.42 | 0 |
| 2026-04-16 | 起帆转债(111000.SH) | 卖 | -1860 | 168 | -312480 | ¥93.74 | 53397.3 |
| 2026-04-16 | 新港转债(111013.SH) | 卖 | -1480 | 151.55 | -224294 | ¥67.29 | -27381.48 |
| 2026-04-16 | 闻泰转债(110081.SH) | 买 | 2550 | 105.83 | 269866.5 | ¥80.96 | 0 |
