可转债摊大饼策略:年化收益率（31.45%）
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: 315.78%
- 年化收益率: 31.45%
- 基准收益率: -6.7%
- 阿尔法: 0.34
- 夏普比率: 1.12
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 超达转债(123187.SZ) | 141.04230136986 | 1460 | 2 | 140.5 | 205130 | -791.76/-0.384% |
| 2025-06-06 | 志特转债(123186.SZ) | 159.0477 | 1300 | 2 | 160.35 | 208455 | 1692.99/0.819% |
| 2025-06-06 | 亿田转债(123235.SZ) | 183.65508108108 | 1110 | 2 | 190.6 | 211566 | 7708.86/3.782% |
| 2025-06-06 | 天阳转债(123184.SZ) | 180.1240173913 | 1150 | 2 | 183.5 | 211025 | 3882.38/1.874% |
| 2025-06-06 | 恒辉转债(123248.SZ) | 173.04189915966 | 1190 | 2 | 165.43 | 196861.7 | -9058.16/-4.399% |
| 2025-06-06 | 中旗转债(127081.SZ) | 344.5165 | 620 | 7 | 318.8 | 197656 | -15944.23/-7.465% |
| 2025-06-06 | 川恒转债(127043.SZ) | 134.83540251572 | 1590 | 7 | 130.16 | 206954.4 | -7433.89/-3.467% |
| 2025-06-06 | 齐鲁转债(113065.SH) | 127.30818125 | 1600 | 12 | 129.91 | 207856 | 4162.91/2.044% |
| 2025-06-06 | 力诺转债(123221.SZ) | 148.46192413793 | 1450 | 12 | 161.71 | 234479.5 | 19209.71/8.924% |
| 2025-06-06 | 奇正转债(128133.SZ) | 131.03929746835 | 1580 | 2 | 130.4 | 206032 | -1010.09/-0.488% |
交易详情
| 2025-06-05 | 豪24转债(113690.SH) | 卖 | -850 | 230 | -195500 | ¥58.65 | 10864.56 |
| 2025-06-05 | 聚隆转债(123209.SZ) | 卖 | -1330 | 147.82 | -196600.6 | ¥58.98 | -4289.65 |
| 2025-06-05 | 精锻转债(123174.SZ) | 卖 | -1290 | 148.76 | -191900.4 | ¥57.57 | -10006.45 |
| 2025-06-05 | 杭银转债(110079.SH) | 卖 | -1530 | 148.51 | -227220.3 | ¥68.17 | 27933.41 |
| 2025-06-05 | 大禹转债(123063.SZ) | 卖 | -1530 | 130.72 | -200001.6 | ¥60 | -3273.96 |
| 2025-06-05 | 松霖转债(113651.SH) | 卖 | -1340 | 150.37 | -201495.8 | ¥60.45 | 1440.8 |
| 2025-06-05 | 豪美转债(127053.SZ) | 卖 | -1020 | 231 | -235620 | ¥70.69 | 94593.3 |
| 2025-06-05 | 欧通转债(123241.SZ) | 卖 | -850 | 237.63 | -201985.5 | ¥60.6 | 772.65 |
| 2025-06-05 | 水羊转债(123188.SZ) | 买 | 1420 | 144 | 204480 | ¥61.34 | 0 |
| 2025-06-05 | 恒辉转债(123248.SZ) | 买 | 1190 | 172.99 | 205858.1 | ¥61.76 | 0 |
