可转债小盘策略:年化收益率（-2.4%）
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: -12.22%
- 年化收益率: -2.4%
- 基准收益率: -2.34%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 建工转债(110064.SH) | 117 | 10 | 12 | 118.38 | 1183.8 | 13.8/1.179% |
| 2025-08-01 | 济川转债(110038.SH) | 113.89571428571 | 140 | 697 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-08-01 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1197 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-08-01 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1297 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-07-31 | 建工转债(110064.SH) | 117 | 10 | 11 | 117.88 | 1178.8 | 8.8/0.752% |
| 2025-07-31 | 济川转债(110038.SH) | 113.89571428571 | 140 | 696 | 134.33 | 18806.2 | 2860.8/17.941% |
| 2025-07-31 | 航电转债(110042.SH) | 124.68916346154 | 1040 | 1196 | 116.32 | 120972.8 | -8703.93/-6.712% |
| 2025-07-31 | 曙光转债(113517.SH) | 121.55645192308 | 1040 | 1296 | 117.52 | 122220.8 | -4197.91/-3.321% |
| 2025-07-30 | 建工转债(110064.SH) | 117 | 10 | 10 | 118.97 | 1189.7 | 19.7/1.684% |
| 2025-07-30 | 济川转债(110038.SH) | 113.89571428571 | 140 | 695 | 134.33 | 18806.2 | 2860.8/17.941% |
交易详情
| 2025-07-17 | 浦发转债(110059.SH) | 卖 | -10 | 113.22 | -1132.2 | ¥5 | 35.8 |
| 2025-07-17 | 建工转债(110064.SH) | 买 | 10 | 116.5 | 1165 | ¥5 | 0 |
| 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 |
