可转债三要素策略:年化收益率（39.6%）
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: 702.27%
- 年化收益率: 39.6%
- 基准收益率: 8.23%
- 阿尔法: 0.41
- 夏普比率: 1.25
- 最大回撤: 29.58%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-16 | 美锦转债(127061.SZ) | 107.01209407895 | 15200 | 2 | 106 | 1611200 | -15383.83/-0.946% |
| 2026-10-16 | 重银转债(113056.SH) | 125.73670970149 | 13200 | 7 | 123.562 | 1631018.4 | -28706.17/-1.73% |
| 2026-10-16 | 起帆转债(111000.SH) | 135.1140813323 | 12910 | 12 | 125.198 | 1616306.18 | -128016.61/-7.339% |
| 2026-10-16 | 宏图转债(118027.SH) | 92.028600109709 | 16430 | 12 | 95.745 | 1573090.35 | 61060.45/4.038% |
| 2026-10-16 | 镇洋转债(113681.SH) | 134.12922704508 | 11980 | 2 | 132.743 | 1590261.14 | -16607/-1.034% |
| 2026-10-15 | 美锦转债(127061.SZ) | 107.01209407895 | 15200 | 1 | 105.31 | 1600712 | -25871.83/-1.591% |
| 2026-10-15 | 重银转债(113056.SH) | 125.73670970149 | 13200 | 6 | 122.919 | 1622530.8 | -37193.77/-2.241% |
| 2026-10-15 | 起帆转债(111000.SH) | 135.1140813323 | 12910 | 11 | 123.118 | 1589453.38 | -154869.41/-8.878% |
| 2026-10-15 | 帝欧转债(127047.SZ) | 133.92762141195 | 0 | 11 | 127.389 | 0 | -50627.04/-2.933% |
| 2026-10-15 | 宏图转债(118027.SH) | 92.028600109709 | 16430 | 11 | 96.118 | 1579218.74 | 67188.84/4.444% |
交易详情
| 2026-10-15 | 金田转债(113046.SH) | 卖 | -14720 | 103.031 | -1516616.32 | ¥454.98 | -470036.84 |
| 2026-10-15 | 帝欧转债(127047.SZ) | 卖 | -12890 | 129.887 | -1674243.43 | ¥502.27 | -52083.61 |
| 2026-10-15 | 重银转债(113056.SH) | 卖 | -200 | 124.3 | -24860 | ¥7.46 | -287.34 |
| 2026-10-15 | 宏图转债(118027.SH) | 卖 | -300 | 97.501 | -29250.3 | ¥8.78 | 1641.72 |
| 2026-10-15 | 起帆转债(111000.SH) | 买 | 80 | 125.299 | 10023.92 | ¥5 | 0 |
| 2026-10-15 | 美锦转债(127061.SZ) | 买 | 15200 | 106.98 | 1626096 | ¥487.83 | 0 |
| 2026-10-15 | 镇洋转债(113681.SH) | 买 | 11980 | 134.089 | 1606386.22 | ¥481.92 | 0 |
| 2026-10-08 | 上银转债(113042.SH) | 卖 | -14690 | 117.699 | -1728998.31 | ¥518.7 | 5211.39 |
| 2026-10-08 | 金田转债(113046.SH) | 买 | 1470 | 115.1 | 169197 | ¥50.76 | 0 |
| 2026-10-08 | 宏图转债(118027.SH) | 卖 | -1500 | 101.645 | -152467.5 | ¥45.74 | 14424.6 |
