可转债小盘策略:年化收益率（17.99%）
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: 132.9%
- 年化收益率: 17.99%
- 基准收益率: -8.93%
- 阿尔法: 0.21
- 夏普比率: 0.63
- 最大回撤: 40.26%
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 | 凌钢转债(110070.SH) | 115.03450165016 | 3030 | 2 | 114.36 | 346510.8 | -2043.74/-0.58% |
| 2025-04-28 | 浦发转债(110059.SH) | 109.17384735202 | 3210 | 7 | 109.16 | 350403.6 | -44.45/-0.013% |
| 2025-04-25 | 凌钢转债(110070.SH) | 115.03450165016 | 3030 | 1 | 115.57 | 350177.1 | 1622.56/0.468% |
| 2025-04-25 | 洪城转债(110077.SH) | 192.05760220994 | 0 | 6 | 192.23 | 0 | 2194.44/0.639% |
| 2025-04-25 | 浦发转债(110059.SH) | 109.17384735202 | 3210 | 6 | 109.12 | 350275.2 | -172.85/-0.049% |
| 2025-04-24 | 洪城转债(110077.SH) | 192.05760220994 | 1810 | 5 | 193.27 | 349818.7 | 2194.44/0.639% |
| 2025-04-24 | 浦发转债(110059.SH) | 109.17274294671 | 3190 | 5 | 109.08 | 347965.2 | -295.85/-0.085% |
| 2025-04-23 | 洪城转债(110077.SH) | 192.05760220994 | 1810 | 4 | 191.05 | 345800.5 | -1823.76/-0.519% |
| 2025-04-23 | 浦发转债(110059.SH) | 109.17274294671 | 3190 | 4 | 109.08 | 347965.2 | -295.85/-0.085% |
| 2025-04-22 | 洪城转债(110077.SH) | 192.05760220994 | 1810 | 3 | 193.05 | 349420.5 | 1796.24/0.524% |
交易详情
| 2025-04-25 | 洪城转债(110077.SH) | 卖 | -1810 | 192.58 | -348569.8 | ¥104.57 | 945.54 |
| 2025-04-25 | 浦发转债(110059.SH) | 买 | 20 | 109.1 | 2182 | ¥5 | 0 |
| 2025-04-25 | 凌钢转债(110070.SH) | 买 | 3030 | 115 | 348450 | ¥104.54 | 0 |
| 2025-04-18 | 上银转债(113042.SH) | 卖 | -2850 | 123.1 | -350835 | ¥105.25 | 3030.69 |
| 2025-04-18 | 李子转债(111014.SH) | 卖 | -3010 | 114.97 | -346059.7 | ¥103.82 | -2813.63 |
| 2025-04-18 | 浦发转债(110059.SH) | 买 | 3190 | 109.14 | 348156.6 | ¥104.45 | 0 |
| 2025-04-18 | 洪城转债(110077.SH) | 买 | 1810 | 192 | 347520 | ¥104.26 | 0 |
| 2025-04-11 | 聚合转债(111003.SH) | 卖 | -2740 | 126.4 | -346336 | ¥103.9 | -10299.76 |
| 2025-04-11 | 宏发转债(110082.SH) | 卖 | -2790 | 124 | -345960 | ¥103.79 | -12830 |
| 2025-04-11 | 李子转债(111014.SH) | 买 | 3010 | 115.87 | 348768.7 | ¥104.63 | 0 |
