可转债三要素策略:年化收益率（38.46%）
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: 426.36%
- 年化收益率: 38.46%
- 基准收益率: 6.75%
- 阿尔法: 0.39
- 夏普比率: 1.28
- 最大回撤: 29.62%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 东杰转债(123162.SZ) | 138.54154985755 | 7020 | 5 | 213.9 | 1501578 | 529016.32/54.394% |
| 2025-08-06 | 隆华转债(123120.SZ) | 146.27386870229 | 6550 | 5 | 146.34 | 958527 | 433.16/0.045% |
| 2025-08-06 | 东材转债(113064.SH) | 156.08681239804 | 6130 | 5 | 140 | 858200 | -98612.16/-10.306% |
| 2025-08-06 | 正邦转债(128114.SZ) | 86.775721590909 | 5280 | 500 | 84.81 | 447796.8 | -10379.01/-2.265% |
| 2025-08-06 | 搜特转债(128100.SZ) | 26.657994851259 | 17480 | 540 | 18 | 314640 | -151341.75/-32.478% |
| 2025-08-05 | 东杰转债(123162.SZ) | 138.54154985755 | 7020 | 4 | 243.2 | 1707264 | 734702.32/75.543% |
| 2025-08-05 | 隆华转债(123120.SZ) | 146.27386870229 | 6550 | 4 | 147.2 | 964160 | 6066.16/0.633% |
| 2025-08-05 | 东材转债(113064.SH) | 156.08681239804 | 6130 | 4 | 141.3 | 866169 | -90643.16/-9.473% |
| 2025-08-05 | 正邦转债(128114.SZ) | 86.775721590909 | 5280 | 499 | 84.81 | 447796.8 | -10379.01/-2.265% |
| 2025-08-05 | 搜特转债(128100.SZ) | 26.657994851259 | 17480 | 539 | 18 | 314640 | -151341.75/-32.478% |
交易详情
| 2025-07-31 | 大禹转债(123063.SZ) | 卖 | -5350 | 166.5 | -890775 | ¥267.23 | -18997.85 |
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -6230 | 172.86 | -1076917.8 | ¥323.08 | 187941.69 |
| 2025-07-31 | 友发转债(113058.SH) | 卖 | -7060 | 132.54 | -935732.4 | ¥280.72 | -2823.08 |
| 2025-07-31 | 东材转债(113064.SH) | 买 | 6130 | 156.04 | 956525.2 | ¥286.96 | 0 |
| 2025-07-31 | 隆华转债(123120.SZ) | 买 | 6550 | 146.23 | 957806.5 | ¥287.34 | 0 |
| 2025-07-31 | 东杰转债(123162.SZ) | 买 | 7020 | 138.5 | 972270 | ¥291.68 | 0 |
| 2025-07-24 | 永安转债(113609.SH) | 卖 | -6650 | 141.3 | -939645 | ¥281.89 | 15017.69 |
| 2025-07-24 | 博汇转债(123156.SZ) | 卖 | -5030 | 176.65 | -888549.5 | ¥266.56 | -36795.32 |
| 2025-07-24 | 大禹转债(123063.SZ) | 买 | 5350 | 170 | 909500 | ¥272.85 | 0 |
| 2025-07-24 | 濮耐转债(127035.SZ) | 卖 | -300 | 152.76 | -45828 | ¥13.75 | 3020.16 |
