可转债摊大饼策略:年化收益率（29.01%）
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: 362.03%
- 年化收益率: 29.01%
- 基准收益率: 6.95%
- 阿尔法: 0.29
- 夏普比率: 1.04
- 最大回撤: 26.71%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 常银转债(113062.SH) | 129.13873184358 | 1790 | 3 | 129.61 | 232001.9 | 843.57/0.365% |
| 2026-04-03 | 精达转债(110074.SH) | 387.35616393443 | 610 | 3 | 386.07 | 235502.7 | -784.56/-0.332% |
| 2026-04-03 | 苏利转债(113640.SH) | 138.37149681529 | 1570 | 3 | 145.94 | 229125.8 | 11882.55/5.47% |
| 2026-04-03 | 阿拉转债(118006.SH) | 131.83954285714 | 1750 | 3 | 121.07 | 211872.5 | -18846.7/-8.169% |
| 2026-04-03 | 万顺转2(123085.SZ) | 141.74251219512 | 1640 | 3 | 137.06 | 224778.4 | -7679.32/-3.304% |
| 2026-04-03 | 起帆转债(111000.SH) | 136.80102941176 | 1700 | 3 | 138.49 | 235433 | 2871.25/1.235% |
| 2026-04-03 | 家联转债(123236.SZ) | 148.40450955414 | 1570 | 3 | 147.57 | 231684.9 | -1310.18/-0.562% |
| 2026-04-03 | 振华转债(113687.SH) | 398.00936666667 | 600 | 3 | 425.36 | 255216 | 16410.38/6.872% |
| 2026-04-03 | 超达转债(123187.SZ) | 184.97547619048 | 1260 | 8 | 197.19 | 248459.4 | 15390.3/6.603% |
| 2026-04-03 | 洪城转债(110077.SH) | 214.0642 | 1100 | 8 | 209.91 | 230901 | -4569.62/-1.941% |
交易详情
| 2026-04-01 | 通裕转债(123149.SZ) | 卖 | -1610 | 134.1 | -215901 | ¥64.77 | -23273.94 |
| 2026-04-01 | 绿动转债(113054.SH) | 卖 | -1760 | 125.5 | -220880 | ¥66.26 | -15030.75 |
| 2026-04-01 | 福22转债(113661.SH) | 卖 | -1680 | 137 | -230160 | ¥69.05 | -4371.14 |
| 2026-04-01 | 天壕转债(123092.SZ) | 卖 | -1660 | 133 | -220780 | ¥66.23 | -10029.22 |
| 2026-04-01 | 冠中转债(123207.SZ) | 卖 | -1120 | 203.6 | -228032 | ¥68.41 | -16338.43 |
| 2026-04-01 | 晶能转债(118034.SH) | 卖 | -1950 | 122.8 | -239460 | ¥71.84 | -15696.02 |
| 2026-04-01 | 上银转债(113042.SH) | 卖 | -1890 | 123.7 | -233793 | ¥70.14 | -2187.57 |
| 2026-04-01 | 旺能转债(128141.SZ) | 卖 | -1770 | 131.34 | -232471.8 | ¥69.74 | -3483.66 |
| 2026-04-01 | 金宏转债(118038.SH) | 买 | 170 | 138.72 | 23582.4 | ¥7.07 | 0 |
| 2026-04-01 | 振华转债(113687.SH) | 买 | 600 | 397.89 | 238734 | ¥71.62 | 0 |
