可转债摊大饼策略:年化收益率（31.93%）
以当期收益率为正的前提，将资金分散到较多的可转债上，避免系统性风险的策略
概要
核心指标
- 累计收益率: 342.78%
- 年化收益率: 31.93%
- 基准收益率: -2.34%
- 阿尔法: 0.33
- 夏普比率: 1.14
- 最大回撤: 26.65%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 明电转债(123087.SZ) | 135.84073913043 | 1610 | 2 | 130.9 | 210749 | -7954.59/-3.637% |
| 2025-08-01 | 纽泰转债(123201.SZ) | 154.42631205674 | 1410 | 2 | 148.81 | 209822.1 | -7919/-3.637% |
| 2025-08-01 | 华医转债(123251.SZ) | 148.04440268456 | 1490 | 2 | 145.25 | 216422.5 | -4163.66/-1.888% |
| 2025-08-01 | 东杰转债(123162.SZ) | 138.54154938272 | 1620 | 2 | 171.6 | 277992 | 53554.69/23.862% |
| 2025-08-01 | 东材转债(113064.SH) | 156.08680851064 | 1410 | 2 | 144.46 | 203688.6 | -16393.8/-7.449% |
| 2025-08-01 | 万凯转债(123247.SZ) | 135.43061585366 | 1640 | 2 | 134 | 219760 | -2346.21/-1.056% |
| 2025-08-01 | 宏丰转债(123141.SZ) | 144.9553190184 | 1630 | 7 | 130.03 | 211948.9 | -24328.27/-10.296% |
| 2025-08-01 | 博瑞转债(118004.SH) | 277.67328205128 | 780 | 7 | 288.38 | 224936.4 | 8351.24/3.856% |
| 2025-08-01 | 中旗转债(127081.SZ) | 297.92181818182 | 770 | 7 | 281.35 | 216639.5 | -12760.3/-5.562% |
| 2025-08-01 | 大禹转债(123063.SZ) | 169.81085496183 | 1310 | 7 | 155 | 203050 | -19402.22/-8.722% |
交易详情
| 2025-07-31 | 泰福转债(123160.SZ) | 卖 | -1580 | 147 | -232260 | ¥69.68 | 18421.87 |
| 2025-07-31 | 景23转债(113669.SH) | 卖 | -1000 | 291.5 | -291500 | ¥87.45 | 119348.37 |
| 2025-07-31 | 联诚转债(128120.SZ) | 卖 | -1600 | 132.44 | -211904 | ¥63.57 | -1439.98 |
| 2025-07-31 | 永安转债(113609.SH) | 卖 | -1530 | 153.7 | -235161 | ¥70.55 | 5878.12 |
| 2025-07-31 | 西子转债(127052.SZ) | 卖 | -1620 | 131.7 | -213354 | ¥64.01 | 1880.58 |
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -1440 | 172.86 | -248918.4 | ¥74.68 | 43440.78 |
| 2025-07-31 | 万凯转债(123247.SZ) | 买 | 1640 | 135.39 | 222039.6 | ¥66.61 | 0 |
| 2025-07-31 | 东材转债(113064.SH) | 买 | 1410 | 156.04 | 220016.4 | ¥66 | 0 |
| 2025-07-31 | 东杰转债(123162.SZ) | 买 | 1620 | 138.5 | 224370 | ¥67.31 | 0 |
| 2025-07-31 | 金铜转债(113068.SH) | 买 | 130 | 133.9 | 17407 | ¥5.22 | 0 |
