可转债摊大饼策略最优参数配置:年化收益率（55.26%）
以当期收益率为正的前提，将资金分散到较多的可转债上，避免系统性风险的可转债策略
概要
核心指标
- 累计收益率: 3189.4%
- 年化收益率: 55.26%
- 基准收益率: 8.65%
- 阿尔法: 0.57
- 夏普比率: 1.64
- 最大回撤: 19.68%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 超达转债(123187.SZ) | 187.2761662844 | 17440 | 1 | 197.19 | 3438993.6 | 172897.26/5.294% |
| 2026-04-03 | 家联转债(123236.SZ) | 149.73490686052 | 22010 | 1 | 147.57 | 3248015.7 | -47649.6/-1.446% |
| 2026-04-03 | 泰福转债(123160.SZ) | 193.24795691203 | 0 | 2 | 185.6 | 0 | -104403.36/-3.233% |
| 2026-04-03 | 新港转债(111013.SH) | 153.84614015322 | 19890 | 2 | 152.06 | 3024473.4 | -35526.33/-1.161% |
| 2026-04-03 | 美诺转债(113618.SH) | 186.85603997716 | 16710 | 2 | 190.08 | 3176236.8 | 53872.37/1.725% |
| 2026-04-03 | 阿拉转债(118006.SH) | 129.8272045021 | 26210 | 2 | 121.07 | 3173244.7 | -229526.33/-6.745% |
| 2026-04-03 | 起帆转债(111000.SH) | 136.84946056516 | 0 | 3 | 138.49 | 0 | 37237.49/1.148% |
| 2026-04-03 | 振华转债(113687.SH) | 399.50212389234 | 8540 | 5 | 425.36 | 3632574.4 | 220826.26/6.473% |
| 2026-04-03 | 金宏转债(118038.SH) | 144.3168286695 | 23650 | 11 | 146.97 | 3475840.5 | 62747.5/1.838% |
| 2026-04-03 | 睿创转债(118030.SH) | 260.27991100914 | 12570 | 13 | 260.5 | 3274485 | 2766.52/0.085% |
交易详情
| 2026-04-03 | 泰福转债(123160.SZ) | 卖 | -16710 | 187.66 | -3135798.6 | ¥940.74 | -93374.76 |
| 2026-04-03 | 起帆转债(111000.SH) | 卖 | -23710 | 138.83 | -3291659.3 | ¥987.5 | 46958.59 |
| 2026-04-03 | 美诺转债(113618.SH) | 卖 | -800 | 195.84 | -156672 | ¥47 | 7187.17 |
| 2026-04-03 | 阿拉转债(118006.SH) | 买 | 1160 | 125 | 145000 | ¥43.5 | 0 |
| 2026-04-03 | 振华转债(113687.SH) | 买 | 270 | 385 | 103950 | ¥31.19 | 0 |
| 2026-04-03 | 汇成转债(118049.SH) | 买 | 930 | 183.5 | 170655 | ¥51.2 | 0 |
| 2026-04-03 | 金宏转债(118038.SH) | 卖 | -1000 | 142 | -142000 | ¥42.6 | -2316.83 |
| 2026-04-03 | 睿创转债(118030.SH) | 买 | 130 | 261.1 | 33943 | ¥10.18 | 0 |
| 2026-04-03 | 新港转债(111013.SH) | 卖 | -2300 | 171 | -393300 | ¥117.99 | 39453.88 |
| 2026-04-03 | 惠城转债(123118.SZ) | 买 | 120 | 848 | 101760 | ¥30.53 | 0 |
