可转债小盘策略:年化收益率（-2.39%）
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: -12.22%
- 年化收益率: -2.39%
- 基准收益率: -0.9%
- 阿尔法: -0.05
- 夏普比率: -0.71
- 最大回撤: 17.13%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 浦发转债(110059.SH) | 115.39 | 10 | 1 | 114.33 | 1143.3 | -10.6/-0.919% |
| 2025-08-07 | 建工转债(110064.SH) | 117 | 0 | 16 | 118.78 | 0 | 29.8/2.547% |
| 2025-08-07 | 济川转债(110038.SH) | 113.89571428571 | 140 | 701 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-08-07 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1201 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-08-07 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1301 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-08-06 | 建工转债(110064.SH) | 117 | 10 | 15 | 119.98 | 1199.8 | 29.8/2.547% |
| 2025-08-06 | 济川转债(110038.SH) | 113.89571428571 | 140 | 700 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-08-06 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1200 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-08-06 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1300 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-08-05 | 建工转债(110064.SH) | 117 | 10 | 14 | 118.22 | 1182.2 | 12.2/1.043% |
交易详情
| 2025-08-07 | 建工转债(110064.SH) | 卖 | -10 | 119.9 | -1199 | ¥5 | 29 |
| 2025-08-07 | 浦发转债(110059.SH) | 买 | 10 | 114.89 | 1148.9 | ¥5 | 0 |
| 2025-07-17 | 浦发转债(110059.SH) | 卖 | -10 | 113.22 | -1132.2 | ¥5 | 35.8 |
| 2025-07-17 | 建工转债(110064.SH) | 买 | 10 | 116.5 | 1165 | ¥5 | 0 |
| 2025-04-18 | 李子转债(111014.SH) | 卖 | -10 | 114.97 | -1149.7 | ¥5 | -14 |
| 2025-04-18 | 浦发转债(110059.SH) | 买 | 10 | 109.14 | 1091.4 | ¥5 | 0 |
| 2025-04-11 | 李子转债(111014.SH) | 买 | 10 | 115.87 | 1158.7 | ¥5 | 0 |
| 2025-04-03 | 浦发转债(110059.SH) | 卖 | -10 | 108.89 | -1088.9 | ¥5 | -6.9 |
| 2025-03-20 | 浦发转债(110059.SH) | 买 | 10 | 109.08 | 1090.8 | ¥5 | 0 |
| 2025-02-27 | 浦发转债(110059.SH) | 卖 | -10 | 108.97 | -1089.7 | ¥5 | -7.3 |
