可转债小盘策略:年化收益率（-2.45%）
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: -12.23%
- 年化收益率: -2.45%
- 基准收益率: -7.09%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-23 | 浦发转债(110059.SH) | 109.64 | 10 | 43 | 111.98 | 1119.8 | 23.4/2.134% |
| 2025-06-23 | 济川转债(110038.SH) | 113.89571428571 | 140 | 668 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-06-23 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1168 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-06-23 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1268 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-06-20 | 浦发转债(110059.SH) | 109.64 | 10 | 42 | 111.88 | 1118.8 | 22.4/2.043% |
| 2025-06-20 | 济川转债(110038.SH) | 113.89571428571 | 140 | 667 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-06-20 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1167 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-06-20 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1267 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-06-19 | 浦发转债(110059.SH) | 109.64 | 10 | 41 | 111.15 | 1111.5 | 15.1/1.377% |
| 2025-06-19 | 济川转债(110038.SH) | 113.89571428571 | 140 | 666 | 134.33 | 18806.2 | 2860.8/17.941% |
交易详情
| 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 |
| 2025-01-22 | 浦发转债(110059.SH) | 买 | 10 | 109.2 | 1092 | ¥5 | 0 |
| 2025-01-15 | 浦发转债(110059.SH) | 卖 | -10 | 109.05 | -1090.5 | ¥5 | -7.7 |
| 2024-12-31 | 永和转债(111007.SH) | 卖 | -10 | 123 | -1230 | ¥5 | 33.5 |
| 2024-12-31 | 浦发转债(110059.SH) | 买 | 10 | 109.32 | 1093.2 | ¥5 | 0 |
