可转债三要素策略:年化收益率（38.4%）
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: 675.18%
- 年化收益率: 38.4%
- 基准收益率: 5.21%
- 阿尔法: 0.4
- 夏普比率: 1.22
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-11-06 | 宏图转债(118027.SH) | 84.0252 | 17900 | 2 | 86.551 | 1549262.9 | 45211.82/3.006% |
| 2026-11-06 | 美锦转债(127061.SZ) | 98.581565384615 | 15600 | 2 | 97.5 | 1521000 | -16872.42/-1.097% |
| 2026-11-06 | 常银转债(113062.SH) | 124.64403976131 | 12460 | 12 | 125.092 | 1558646.32 | 5581.58/0.359% |
| 2026-11-06 | 重银转债(113056.SH) | 125.73670970149 | 12500 | 22 | 124.141 | 1551762.5 | -19946.37/-1.269% |
| 2026-11-06 | 镇洋转债(113681.SH) | 134.12922704508 | 11480 | 17 | 135.248 | 1552647.04 | 12843.51/0.834% |
| 2026-11-05 | 宏图转债(118027.SH) | 84.0252 | 17900 | 1 | 87.604 | 1568111.6 | 64060.52/4.259% |
| 2026-11-05 | 万凯转债(123247.SZ) | 176.05279977117 | 0 | 6 | 182.4 | 0 | -3258.27/-0.212% |
| 2026-11-05 | 皖天转债(113631.SH) | 129.22875729775 | 0 | 6 | 129.416 | 0 | -5332.64/-0.344% |
| 2026-11-05 | 美锦转债(127061.SZ) | 98.581565384615 | 15600 | 1 | 99 | 1544400 | 6527.58/0.424% |
| 2026-11-05 | 常银转债(113062.SH) | 124.64403976131 | 12460 | 11 | 124.899 | 1556241.54 | 3176.8/0.205% |
交易详情
| 2026-11-05 | 皖天转债(113631.SH) | 卖 | -11990 | 128.8 | -1544312 | ¥463.29 | -5140.8 |
| 2026-11-05 | 万凯转债(123247.SZ) | 卖 | -8740 | 174.5 | -1525130 | ¥457.54 | -13571.47 |
| 2026-11-05 | 常银转债(113062.SH) | 买 | 180 | 123.56 | 22240.8 | ¥6.67 | 0 |
| 2026-11-05 | 美锦转债(127061.SZ) | 买 | 15600 | 98.552 | 1537411.2 | ¥461.22 | 0 |
| 2026-11-05 | 宏图转债(118027.SH) | 买 | 17900 | 84 | 1503600 | ¥451.08 | 0 |
| 2026-11-05 | 镇洋转债(113681.SH) | 卖 | -100 | 134.4 | -13440 | ¥5 | 27.08 |
| 2026-10-29 | 东亚转债(111015.SH) | 卖 | -12290 | 128.16 | -1575086.4 | ¥472.53 | -17069 |
| 2026-10-29 | 宏图转债(118027.SH) | 卖 | -18130 | 76.488 | -1386727.44 | ¥416.02 | -273416.88 |
| 2026-10-29 | 重银转债(113056.SH) | 卖 | -300 | 124.184 | -37255.2 | ¥11.18 | -465.81 |
| 2026-10-29 | 常银转债(113062.SH) | 卖 | -400 | 126.181 | -50472.4 | ¥15.14 | 608.65 |
