可转债三要素策略:年化收益率（41.56%）
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: 758.63%
- 年化收益率: 41.56%
- 基准收益率: 16.97%
- 阿尔法: 0.42
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-18 | 常银转债(113062.SH) | 128.31648307692 | 13000 | 3 | 128.025 | 1664325 | -3789.28/-0.227% |
| 2026-09-18 | 声迅转债(127080.SZ) | 216.71399487179 | 7800 | 3 | 236.809 | 1847110.2 | 156741.04/9.273% |
| 2026-09-18 | 金田转债(113046.SH) | 137.36974173713 | 13010 | 18 | 131.697 | 1713377.97 | -73802.37/-4.13% |
| 2026-09-18 | 重银转债(113056.SH) | 127.35939123979 | 13370 | 23 | 125.471 | 1677547.27 | -25247.79/-1.483% |
| 2026-09-18 | 上银转债(113042.SH) | 117.36673540813 | 14350 | 43 | 117.271 | 1682838.85 | -1373.8/-0.082% |
| 2026-09-17 | 常银转债(113062.SH) | 128.31648307692 | 13000 | 2 | 128.005 | 1664065 | -4049.28/-0.243% |
| 2026-09-17 | 声迅转债(127080.SZ) | 216.71399487179 | 7800 | 2 | 224.499 | 1751092.2 | 60723.04/3.592% |
| 2026-09-17 | 金田转债(113046.SH) | 137.36974173713 | 13010 | 17 | 130.785 | 1701512.85 | -85667.49/-4.793% |
| 2026-09-17 | 重银转债(113056.SH) | 127.35939123979 | 13370 | 22 | 125.975 | 1684285.75 | -18509.31/-1.087% |
| 2026-09-17 | 上银转债(113042.SH) | 117.36673540813 | 14350 | 42 | 117.702 | 1689023.7 | 4811.05/0.286% |
交易详情
| 2026-09-16 | 帝欧转债(127047.SZ) | 卖 | -12250 | 135.309 | -1657535.25 | ¥497.26 | -54290.89 |
| 2026-09-16 | 美锦转债(127061.SZ) | 卖 | -15120 | 111.8 | -1690416 | ¥507.12 | 63322.9 |
| 2026-09-16 | 上银转债(113042.SH) | 卖 | -300 | 117.879 | -35363.7 | ¥10.61 | 153.68 |
| 2026-09-16 | 金田转债(113046.SH) | 买 | 280 | 129.612 | 36291.36 | ¥10.89 | 0 |
| 2026-09-16 | 重银转债(113056.SH) | 卖 | -100 | 126.669 | -12666.9 | ¥5 | -69.04 |
| 2026-09-16 | 声迅转债(127080.SZ) | 买 | 7800 | 216.649 | 1689862.2 | ¥506.96 | 0 |
| 2026-09-16 | 常银转债(113062.SH) | 买 | 13000 | 128.278 | 1667614 | ¥500.28 | 0 |
| 2026-09-09 | 闻泰转债(110081.SH) | 卖 | -16150 | 106.197 | -1715081.55 | ¥514.52 | -45796.56 |
| 2026-09-09 | 金田转债(113046.SH) | 买 | 20 | 136.19 | 2723.8 | ¥5 | 0 |
| 2026-09-09 | 帝欧转债(127047.SZ) | 买 | 12250 | 139.699 | 1711312.75 | ¥513.39 | 0 |
