可转债三要素策略:年化收益率（40.93%）
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: 609.35%
- 年化收益率: 40.93%
- 基准收益率: 16.85%
- 阿尔法: 0.41
- 夏普比率: 1.3
- 最大回撤: 29.58%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-27 | 天壕转债(123092.SZ) | 139.04169970268 | 10090 | 3 | 138.88 | 1401299.2 | -1631.55/-0.116% |
| 2026-03-27 | 金宏转债(118038.SH) | 158.70759799555 | 8980 | 3 | 157.08 | 1410578.4 | -14615.83/-1.026% |
| 2026-03-27 | 睿创转债(118030.SH) | 260.56789010989 | 5460 | 8 | 260.7 | 1423422 | 721.32/0.051% |
| 2026-03-27 | 通裕转债(123149.SZ) | 148.49108717949 | 9750 | 8 | 137.7 | 1342575 | -105213.1/-7.267% |
| 2026-03-27 | 节能转债(113051.SH) | 135.6406798419 | 9720 | 8 | 152.53 | 1482591.6 | 164164.19/12.452% |
| 2026-03-26 | 天壕转债(123092.SZ) | 139.04169970268 | 10090 | 2 | 140.9 | 1421681 | 18750.25/1.337% |
| 2026-03-26 | 金宏转债(118038.SH) | 158.70759799555 | 8980 | 2 | 147.03 | 1320329.4 | -104864.83/-7.358% |
| 2026-03-26 | 睿创转债(118030.SH) | 260.56789010989 | 5460 | 7 | 254.75 | 1390935 | -31765.68/-2.233% |
| 2026-03-26 | 通裕转债(123149.SZ) | 148.49108717949 | 9750 | 7 | 141.55 | 1380112.5 | -67675.6/-4.674% |
| 2026-03-26 | 节能转债(113051.SH) | 135.6406798419 | 9720 | 7 | 155.12 | 1507766.4 | 189338.99/14.361% |
交易详情
| 2026-03-25 | 水羊转债(123188.SZ) | 卖 | -9040 | 164.57 | -1487712.8 | ¥446.31 | 15649.72 |
| 2026-03-25 | 阿拉转债(118006.SH) | 卖 | -10530 | 136.31 | -1435344.3 | ¥430.6 | 60240.39 |
| 2026-03-25 | 通裕转债(123149.SZ) | 买 | 540 | 146 | 78840 | ¥23.65 | 0 |
| 2026-03-25 | 节能转债(113051.SH) | 卖 | -400 | 148.1 | -59240 | ¥17.77 | 4983.73 |
| 2026-03-25 | 金宏转债(118038.SH) | 买 | 8980 | 158.66 | 1424766.8 | ¥427.43 | 0 |
| 2026-03-25 | 睿创转债(118030.SH) | 买 | 160 | 262.8 | 42048 | ¥12.61 | 0 |
| 2026-03-25 | 天壕转债(123092.SZ) | 买 | 10090 | 139 | 1402510 | ¥420.75 | 0 |
| 2026-03-18 | 永22转债(113653.SH) | 卖 | -11600 | 110.04 | -1276464 | ¥382.94 | -274921.28 |
| 2026-03-18 | 荣23转债(113676.SH) | 卖 | -10080 | 140.03 | -1411502.4 | ¥423.45 | -27486.93 |
| 2026-03-18 | 新致转债(118021.SH) | 卖 | -10030 | 137.9 | -1383137 | ¥414.94 | -160441.43 |
