可转债小盘次新策略:年化收益率（3.08%）
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: 24.77%
- 年化收益率: 3.08%
- 基准收益率: -0.79%
- 阿尔法: 0.02
- 夏普比率: 0.08
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 8 | 130.81 | 417283.9 | 4600.01/1.115% |
| 2025-08-01 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 14 | 138.45 | 422272.5 | 4695.69/1.125% |
| 2025-07-31 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 7 | 130.34 | 415784.6 | 3100.71/0.751% |
| 2025-07-31 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 13 | 138.51 | 422455.5 | 4878.69/1.168% |
| 2025-07-30 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 6 | 130.46 | 416167.4 | 3483.51/0.844% |
| 2025-07-30 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 12 | 139.03 | 424041.5 | 6464.69/1.548% |
| 2025-07-29 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 5 | 130.49 | 416263.1 | 3579.21/0.867% |
| 2025-07-29 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 11 | 139.02 | 424011 | 6434.19/1.541% |
| 2025-07-28 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 4 | 130.82 | 417315.8 | 4631.91/1.122% |
| 2025-07-28 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 10 | 138.32 | 421876 | 4299.19/1.03% |
交易详情
| 2025-07-24 | 利柏转债(111023.SH) | 买 | 20 | 128.99 | 2579.8 | ¥5 | 0 |
| 2025-07-23 | 渝水转债(113070.SH) | 卖 | -3250 | 126.86 | -412295 | ¥123.69 | -91.18 |
| 2025-07-23 | 利柏转债(111023.SH) | 买 | 3170 | 129.33 | 409976.1 | ¥122.99 | 0 |
| 2025-07-22 | 南药转债(110098.SH) | 卖 | -3260 | 128.88 | -420148.8 | ¥126.04 | 30802.03 |
| 2025-07-22 | 渝水转债(113070.SH) | 买 | 3250 | 126.85 | 412262.5 | ¥123.68 | 0 |
| 2025-07-17 | 锡振转债(111022.SH) | 买 | 20 | 134 | 2680 | ¥5 | 0 |
| 2025-07-16 | 锡振转债(111022.SH) | 买 | 110 | 133.88 | 14726.8 | ¥5 | 0 |
| 2025-07-15 | 渝水转债(113070.SH) | 卖 | -3330 | 125.58 | -418181.4 | ¥125.45 | 5205.38 |
| 2025-07-15 | 锡振转债(111022.SH) | 买 | 2920 | 137 | 400040 | ¥120.01 | 0 |
| 2025-07-02 | 南药转债(110098.SH) | 卖 | -100 | 125.57 | -12557 | ¥5 | 613.85 |
