可转债三要素策略:年化收益率（41.47%）
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: 705.14%
- 年化收益率: 41.47%
- 基准收益率: 19.33%
- 阿尔法: 0.41
- 夏普比率: 1.29
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-07-20 | 恒逸转2(127067.SZ) | 142.05260271318 | 10320 | 4 | 146.6 | 1512912 | 46929.14/3.201% |
| 2026-07-20 | 密卫转债(113658.SH) | 142.87697839506 | 12960 | 9 | 114.3 | 1481328 | -370357.64/-20.001% |
| 2026-07-20 | 正川转债(113624.SH) | 141.54147348194 | 13010 | 19 | 112.15 | 1459071.5 | -382383.07/-20.765% |
| 2026-07-20 | 闻泰转债(110081.SH) | 91.537326933626 | 15430 | 19 | 104.76 | 1616446.8 | 204025.85/14.445% |
| 2026-07-20 | 洪城转债(110077.SH) | 207.97237288136 | 8260 | 9 | 212.3 | 1753598 | 35746.2/2.081% |
| 2026-07-17 | 恒逸转2(127067.SZ) | 142.05260271318 | 10320 | 3 | 140.9 | 1454088 | -11894.86/-0.811% |
| 2026-07-17 | 密卫转债(113658.SH) | 142.87697839506 | 12960 | 8 | 115.9 | 1502064 | -349621.64/-18.881% |
| 2026-07-17 | 正川转债(113624.SH) | 141.54147348194 | 13010 | 18 | 126.08 | 1640300.8 | -201153.77/-10.924% |
| 2026-07-17 | 闻泰转债(110081.SH) | 91.537326933626 | 15430 | 18 | 107.97 | 1665977.1 | 253556.15/17.952% |
| 2026-07-17 | 洪城转债(110077.SH) | 207.97237288136 | 8260 | 8 | 207.65 | 1715189 | -2662.8/-0.155% |
交易详情
| 2026-07-15 | 水羊转债(123188.SZ) | 卖 | -11310 | 136.8 | -1547208 | ¥464.16 | -161114.34 |
| 2026-07-15 | 正川转债(113624.SH) | 买 | 450 | 131.93 | 59368.5 | ¥17.81 | 0 |
| 2026-07-15 | 密卫转债(113658.SH) | 买 | 1150 | 131.58 | 151317 | ¥45.4 | 0 |
| 2026-07-15 | 恒逸转2(127067.SZ) | 买 | 10320 | 142.01 | 1465543.2 | ¥439.66 | 0 |
| 2026-07-15 | 闻泰转债(110081.SH) | 卖 | -2100 | 108.02 | -226842 | ¥68.05 | 34613.61 |
| 2026-07-08 | 银微转债(118011.SH) | 卖 | -8440 | 255 | -2152200 | ¥645.66 | 487332.69 |
| 2026-07-08 | 鹤21转债(113632.SH) | 卖 | -12330 | 124.95 | -1540633.5 | ¥462.19 | -227806.59 |
| 2026-07-08 | 宏图转债(118027.SH) | 卖 | -18630 | 86.5 | -1611495 | ¥483.45 | -72603.18 |
| 2026-07-08 | 正川转债(113624.SH) | 买 | 930 | 136.86 | 127279.8 | ¥38.18 | 0 |
| 2026-07-08 | 密卫转债(113658.SH) | 买 | 11810 | 143.93 | 1699813.3 | ¥509.94 | 0 |
