可转债三要素策略:年化收益率（42.85%）
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: 734.16%
- 年化收益率: 42.85%
- 基准收益率: 26.33%
- 阿尔法: 0.42
- 夏普比率: 1.33
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-26 | 正川转债(113624.SH) | 142.24266026201 | 11450 | 3 | 136.85 | 1566932.5 | -61745.96/-3.791% |
| 2026-06-26 | 闻泰转债(110081.SH) | 91.52744991606 | 17870 | 3 | 90.52 | 1617592.4 | -18003.13/-1.101% |
| 2026-06-26 | 花园转债(123178.SZ) | 155.54664980916 | 10480 | 3 | 170.6 | 1787888 | 157759.11/9.678% |
| 2026-06-26 | 鹤21转债(113632.SH) | 143.42579806919 | 12430 | 8 | 135.89 | 1689112.7 | -93669.97/-5.254% |
| 2026-06-25 | 正川转债(113624.SH) | 142.24266026201 | 11450 | 2 | 139.66 | 1599107 | -29571.46/-1.816% |
| 2026-06-25 | 闻泰转债(110081.SH) | 91.52744991606 | 17870 | 2 | 88.07 | 1573810.9 | -61784.63/-3.777% |
| 2026-06-25 | 花园转债(123178.SZ) | 155.54664980916 | 10480 | 2 | 165.85 | 1738108 | 107979.11/6.624% |
| 2026-06-25 | 鹤21转债(113632.SH) | 143.42579806919 | 12430 | 7 | 138.82 | 1725532.6 | -57250.07/-3.211% |
| 2026-06-24 | 正川转债(113624.SH) | 142.24266026201 | 11450 | 1 | 146.47 | 1677081.5 | 48403.04/2.972% |
| 2026-06-24 | 闻泰转债(110081.SH) | 91.52744991606 | 17870 | 1 | 88.3 | 1577921 | -57674.53/-3.526% |
交易详情
| 2026-06-24 | 镇洋转债(113681.SH) | 卖 | -12900 | 131 | -1689900 | ¥506.97 | -22056.43 |
| 2026-06-24 | 山玻转债(111001.SH) | 卖 | -8700 | 190.01 | -1653087 | ¥495.93 | -78645.36 |
| 2026-06-24 | 艾迪转债(113644.SH) | 卖 | -12860 | 130 | -1671800 | ¥501.54 | -51021.1 |
| 2026-06-24 | 鹤21转债(113632.SH) | 买 | 590 | 132 | 77880 | ¥23.36 | 0 |
| 2026-06-24 | 花园转债(123178.SZ) | 买 | 10480 | 155.5 | 1629640 | ¥488.89 | 0 |
| 2026-06-24 | 闻泰转债(110081.SH) | 买 | 17870 | 91.5 | 1635105 | ¥490.53 | 0 |
| 2026-06-24 | 正川转债(113624.SH) | 买 | 11450 | 142.2 | 1628190 | ¥488.46 | 0 |
| 2026-06-16 | 水羊转债(123188.SZ) | 卖 | -8630 | 168.4 | -1453292 | ¥435.99 | -145585.52 |
| 2026-06-16 | 重银转债(113056.SH) | 卖 | -11550 | 128.67 | -1486138.5 | ¥445.84 | -15811.95 |
| 2026-06-16 | 春23转债(113667.SH) | 卖 | -5320 | 285.89 | -1520934.8 | ¥456.28 | -17006.44 |
