可转债三要素策略:年化收益率（41.29%）
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: 627.68%
- 年化收益率: 41.29%
- 基准收益率: 18.5%
- 阿尔法: 0.41
- 夏普比率: 1.31
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-09 | 华兴转债(118003.SH) | 151.54545027322 | 9150 | 1 | 159.77 | 1461895.5 | 75254.63/5.427% |
| 2026-04-09 | 阿拉转债(118006.SH) | 137.06110562685 | 10130 | 1 | 133.57 | 1353064.1 | -35364.9/-2.547% |
| 2026-04-09 | 新港转债(111013.SH) | 170.051 | 8010 | 1 | 164.32 | 1316203.2 | -45905.31/-3.37% |
| 2026-04-09 | 起帆转债(111000.SH) | 136.80102763562 | 0 | 6 | 139.55 | 0 | 29202.26/2.185% |
| 2026-04-09 | 家联转债(123236.SZ) | 148.40450776053 | 0 | 6 | 154.35 | 0 | 100081.34/7.477% |
| 2026-04-09 | 天业转债(110087.SH) | 132.25966567164 | 0 | 6 | 134.74 | 0 | 20304.36/1.528% |
| 2026-04-09 | 金宏转债(118038.SH) | 157.22707113402 | 9700 | 11 | 146.86 | 1424542 | -100560.59/-6.594% |
| 2026-04-09 | 睿创转债(118030.SH) | 260.56789010989 | 5060 | 16 | 333.06 | 1685283.6 | 366810.08/27.821% |
| 2026-04-08 | 起帆转债(111000.SH) | 136.80102763562 | 9770 | 5 | 139.79 | 1365748.3 | 29202.26/2.185% |
| 2026-04-08 | 家联转债(123236.SZ) | 148.40450776053 | 9020 | 5 | 159.5 | 1438690 | 100081.34/7.477% |
交易详情
| 2026-04-09 | 天业转债(110087.SH) | 卖 | -10050 | 134.07 | -1347403.5 | ¥404.22 | 18193.86 |
| 2026-04-09 | 起帆转债(111000.SH) | 卖 | -9770 | 139.25 | -1360472.5 | ¥408.14 | 23926.46 |
| 2026-04-09 | 家联转债(123236.SZ) | 卖 | -9020 | 158.1 | -1426062 | ¥427.82 | 87453.34 |
| 2026-04-09 | 新港转债(111013.SH) | 买 | 8010 | 170 | 1361700 | ¥408.51 | 0 |
| 2026-04-09 | 睿创转债(118030.SH) | 卖 | -100 | 333.06 | -33306 | ¥9.99 | 7249.21 |
| 2026-04-09 | 阿拉转债(118006.SH) | 买 | 10130 | 137.02 | 1388012.6 | ¥416.4 | 0 |
| 2026-04-09 | 华兴转债(118003.SH) | 买 | 9150 | 151.5 | 1386225 | ¥415.87 | 0 |
| 2026-04-01 | 节能转债(113051.SH) | 卖 | -9720 | 139 | -1351080 | ¥405.32 | 32652.59 |
| 2026-04-01 | 通裕转债(123149.SZ) | 卖 | -9750 | 134.1 | -1307475 | ¥392.24 | -140313.1 |
| 2026-04-01 | 天壕转债(123092.SZ) | 卖 | -10090 | 133 | -1341970 | ¥402.59 | -60960.75 |
