可转债小盘次新策略:年化收益率（2.94%）
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: 23.03%
- 年化收益率: 2.94%
- 基准收益率: -5.22%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 志邦转债(113693.SH) | 122.33668923077 | 3250 | 8 | 122.36 | 397670 | 75.76/0.019% |
| 2025-06-06 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 64 | 125.11 | 416616.3 | 3640.28/0.881% |
| 2025-06-06 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 88 | 123.59 | 415262.4 | 13972.48/3.482% |
| 2025-06-05 | 志邦转债(113693.SH) | 122.33668923077 | 3250 | 7 | 122.6 | 398450 | 855.76/0.215% |
| 2025-06-05 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 63 | 124.98 | 416183.4 | 3207.38/0.777% |
| 2025-06-05 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 87 | 123.61 | 415329.6 | 14039.68/3.499% |
| 2025-06-04 | 志邦转债(113693.SH) | 122.33668923077 | 3250 | 6 | 123.13 | 400172.5 | 2578.26/0.648% |
| 2025-06-04 | 渝水转债(113070.SH) | 124.01682229598 | 3330 | 62 | 125.3 | 417249 | 4272.98/1.035% |
| 2025-06-04 | 南药转债(110098.SH) | 119.43152341211 | 3360 | 86 | 123.76 | 415833.6 | 14543.68/3.624% |
| 2025-06-03 | 志邦转债(113693.SH) | 122.33668923077 | 3250 | 5 | 121.69 | 395492.5 | -2101.74/-0.529% |
交易详情
| 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 |
| 2025-04-30 | 渝水转债(113070.SH) | 卖 | -100 | 122.64 | -12264 | ¥5 | -137.55 |
