可转债小盘次新策略:年化收益率（3.11%）
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: 27.48%
- 年化收益率: 3.11%
- 基准收益率: 8.87%
- 阿尔法: 0.01
- 夏普比率: 0.09
- 最大回撤: 33.48%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 龙建转债(110100.SH) | 151.391525 | 3200 | 27 | 132.76 | 424832 | -59620.88/-12.307% |
| 2026-03-31 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 46 | 156.24 | 424972.8 | -87268.34/-17.037% |
| 2026-03-31 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 100 | 143.51 | 424789.6 | 7164.41/1.716% |
| 2026-03-30 | 龙建转债(110100.SH) | 151.391525 | 3200 | 26 | 133.68 | 427776 | -56676.88/-11.699% |
| 2026-03-30 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 45 | 156.57 | 425870.4 | -86370.74/-16.861% |
| 2026-03-30 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 99 | 147.59 | 436866.4 | 19241.21/4.607% |
| 2026-03-27 | 龙建转债(110100.SH) | 151.391525 | 3200 | 25 | 134.88 | 431616 | -52836.88/-10.907% |
| 2026-03-27 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 44 | 158.2 | 430304 | -81937.14/-15.996% |
| 2026-03-27 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 98 | 149.38 | 442164.8 | 24539.61/5.876% |
| 2026-03-26 | 龙建转债(110100.SH) | 151.391525 | 3200 | 24 | 134.59 | 430688 | -53764.88/-11.098% |
交易详情
| 2026-03-10 | 福能转债(110099.SH) | 卖 | -100 | 150.05 | -15005 | ¥5 | 896.04 |
| 2026-03-10 | 龙建转债(110100.SH) | 买 | 80 | 139 | 11120 | ¥5 | 0 |
| 2026-03-10 | 澳弘转债(111024.SH) | 买 | 30 | 163.41 | 4902.3 | ¥5 | 0 |
| 2026-03-03 | 福能转债(110099.SH) | 卖 | -100 | 150.2 | -15020 | ¥5 | 911.04 |
| 2026-03-03 | 龙建转债(110100.SH) | 买 | 60 | 146.81 | 8808.6 | ¥5 | 0 |
| 2026-03-03 | 澳弘转债(111024.SH) | 买 | 30 | 169.44 | 5083.2 | ¥5 | 0 |
| 2026-02-24 | 福能转债(110099.SH) | 卖 | -100 | 144.97 | -14497 | ¥5 | 388.04 |
| 2026-02-24 | 龙建转债(110100.SH) | 买 | 100 | 147.8 | 14780 | ¥5 | 0 |
| 2026-02-13 | 凯众转债(113698.SH) | 卖 | -2420 | 186 | -450120 | ¥135.04 | -24342.3 |
| 2026-02-13 | 龙建转债(110100.SH) | 买 | 2960 | 151.89 | 449594.4 | ¥134.88 | 0 |
