可转债小盘次新策略:年化收益率（2.82%）
本策略利用可转债上市不足6个月时，董监高和持股5%以上股东需要锁定而造成的流通盘小的情况，考虑当期收益率限制，与短线资金展开博弈，赚取收益
概要
核心指标
- 累计收益率: 22.14%
- 年化收益率: 2.82%
- 基准收益率: -3.46%
- 阿尔法: 0.02
- 夏普比率: 0.07
- 最大回撤: 33.45%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 78 | 125.11 | 416616.3 | 3640.28/0.881% |
| 2025-06-26 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 102 | 124.05 | 416808 | 15518.08/3.867% |
| 2025-06-25 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 77 | 125.25 | 417082.5 | 4106.48/0.994% |
| 2025-06-25 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 101 | 124.33 | 417748.8 | 16458.88/4.101% |
| 2025-06-24 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 76 | 124.07 | 413153.1 | 177.08/0.043% |
| 2025-06-24 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 100 | 123.4 | 414624 | 13334.08/3.323% |
| 2025-06-23 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 75 | 123.56 | 411454.8 | -1521.22/-0.368% |
| 2025-06-23 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 99 | 122.87 | 412843.2 | 11553.28/2.879% |
| 2025-06-20 | 志邦转债(113693.SH) | 122.33668923077 | 0 | 18 | 119 | 0 | -9511.74/-2.392% |
| 2025-06-20 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 74 | 123.35 | 410755.5 | -2220.52/-0.538% |
交易详情
| 2025-06-20 | 志邦转债(113693.SH) | 卖 | -3250 | 119.18 | -387335 | ¥116.2 | -10259.24 |
| 2025-05-27 | 保隆转债(113692.SH) | 卖 | -3210 | 124 | -398040 | ¥119.41 | -13348.58 |
| 2025-05-27 | 志邦转债(113693.SH) | 买 | 3250 | 122.3 | 397475 | ¥119.24 | 0 |
| 2025-05-20 | 豪24转债(113690.SH) | 卖 | -1650 | 249.13 | -411064.5 | ¥123.32 | 14153.46 |
| 2025-05-20 | 保隆转债(113692.SH) | 买 | 3210 | 128.12 | 411265.2 | ¥123.38 | 0 |
| 2025-05-19 | 渝水转债(113070.SH) | 买 | 10 | 123.95 | 1239.5 | ¥5 | 0 |
| 2025-05-15 | 天润转债(110097.SH) | 卖 | -2940 | 135.45 | -398223 | ¥119.47 | 33080.52 |
| 2025-05-15 | 豪24转债(113690.SH) | 买 | 1650 | 240.48 | 396792 | ¥119.04 | 0 |
| 2025-05-06 | 天润转债(110097.SH) | 买 | 180 | 136.05 | 24489 | ¥7.35 | 0 |
| 2025-04-30 | 南药转债(110098.SH) | 卖 | -100 | 121.5 | -12150 | ¥5 | 206.85 |
