可转债三要素策略:年化收益率（37.59%）
基于剩余规模、转股溢价率及到期收益率三个维度作为策略依据，从拉升难易程度、股债关联性和投资下限入手。选择期望收益率且投资收益下限确认的可转债标。注重寻找市场被低估的可转债，能有效减少波动性风险，并为投资组合带来稳定的收益。
概要
核心指标
- 累计收益率: 380.09%
- 年化收益率: 37.59%
- 基准收益率: -0.34%
- 阿尔法: 0.39
- 夏普比率: 1.26
- 最大回撤: 29.62%
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
|
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|---|---|---|---|---|---|---|---|
| 2025-05-30 | 齐鲁转债(113065.SH) | 127.57826187246 | 7370 | 3 | 130 | 958100 | 17848.21/1.898% |
| 2025-05-30 | 法兰转债(113598.SH) | 134.54034985423 | 6860 | 3 | 129.59 | 888987.4 | -33959.4/-3.679% |
| 2025-05-30 | 利民转债(128144.SZ) | 176.05279924242 | 4780 | 8 | 221.27 | 1057670.6 | 216138.22/25.684% |
| 2025-05-30 | 豪美转债(127053.SZ) | 208.06900223214 | 4480 | 8 | 208.55 | 934304 | 2154.87/0.231% |
| 2025-05-30 | 正邦转债(128114.SZ) | 86.775721590909 | 5280 | 453 | 84.81 | 447796.8 | -10379.01/-2.265% |
| 2025-05-30 | 搜特转债(128100.SZ) | 26.657994851259 | 17480 | 493 | 18 | 314640 | -151341.75/-32.478% |
| 2025-05-29 | 齐鲁转债(113065.SH) | 127.57826187246 | 7370 | 2 | 129.04 | 951024.8 | 10773.01/1.146% |
| 2025-05-29 | 法兰转债(113598.SH) | 134.54034985423 | 6860 | 2 | 134.32 | 921435.2 | -1511.6/-0.164% |
| 2025-05-29 | 利民转债(128144.SZ) | 176.05279924242 | 4780 | 7 | 202.9 | 969862 | 128329.62/15.25% |
| 2025-05-29 | 豪美转债(127053.SZ) | 208.06900223214 | 4480 | 7 | 212.71 | 952940.8 | 20791.67/2.231% |
交易详情
| 2025-05-28 | 华翔转债(113637.SH) | 卖 | -6060 | 141.59 | -858035.4 | ¥257.41 | 47193.57 |
| 2025-05-28 | 九洲转2(123089.SZ) | 卖 | -6120 | 149.5 | -914940 | ¥274.48 | 29406.52 |
| 2025-05-28 | 利民转债(128144.SZ) | 卖 | -500 | 208.39 | -104195 | ¥31.26 | 16168.6 |
| 2025-05-28 | 豪美转债(127053.SZ) | 买 | 10 | 210.52 | 2105.2 | ¥5 | 0 |
| 2025-05-28 | 法兰转债(113598.SH) | 买 | 6860 | 134.5 | 922670 | ¥276.8 | 0 |
| 2025-05-28 | 齐鲁转债(113065.SH) | 买 | 7370 | 127.54 | 939969.8 | ¥281.99 | 0 |
| 2025-05-21 | 强联转债(123161.SZ) | 卖 | -6170 | 152.47 | -940739.9 | ¥282.22 | 83819.1 |
| 2025-05-21 | 杭银转债(110079.SH) | 卖 | -520 | 133.56 | -69451.2 | ¥20.84 | -431.76 |
| 2025-05-21 | 雪榕转债(123056.SZ) | 卖 | -6420 | 172.97 | -1110467.4 | ¥333.14 | 245626.63 |
| 2025-05-21 | 九洲转2(123089.SZ) | 买 | 330 | 152.4 | 50292 | ¥15.09 | 0 |
