可转债三要素策略:年化收益率（42.5%）
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: 689.31%
- 年化收益率: 42.5%
- 基准收益率: 26.11%
- 阿尔法: 0.41
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 立昂转债(111010.SH) | 151.34538984674 | 10440 | 4 | 153.17 | 1599094.8 | 19048.93/1.206% |
| 2026-05-15 | 富春转债(111005.SH) | 168.05040021008 | 9520 | 4 | 156.22 | 1487214.4 | -112625.41/-7.04% |
| 2026-05-15 | 翔丰转债(123225.SZ) | 152.73580740038 | 10540 | 4 | 147.89 | 1558760.6 | -51074.81/-3.173% |
| 2026-05-15 | 华特转债(118033.SH) | 219.8659394773 | 7270 | 4 | 227.3 | 1652471 | 54045.62/3.381% |
| 2026-05-15 | 新港转债(111013.SH) | 152.77371729958 | 11850 | 14 | 130.42 | 1545477 | -264891.55/-14.632% |
| 2026-05-14 | 立昂转债(111010.SH) | 151.34538984674 | 10440 | 3 | 153.38 | 1601287.2 | 21241.33/1.344% |
| 2026-05-14 | 富春转债(111005.SH) | 168.05040021008 | 9520 | 3 | 153.41 | 1460463.2 | -139376.61/-8.712% |
| 2026-05-14 | 翔丰转债(123225.SZ) | 152.73580740038 | 10540 | 3 | 141.9 | 1495626 | -114209.41/-7.094% |
| 2026-05-14 | 华特转债(118033.SH) | 219.8659394773 | 7270 | 3 | 218.24 | 1586604.8 | -11820.58/-0.74% |
| 2026-05-14 | 新港转债(111013.SH) | 152.77371729958 | 11850 | 13 | 134.2 | 1590270 | -220098.55/-12.158% |
交易详情
| 2026-05-12 | 晶科转债(113048.SH) | 卖 | -9520 | 182 | -1732640 | ¥519.79 | 267358.15 |
| 2026-05-12 | 华兴转债(118003.SH) | 卖 | -7050 | 238 | -1677900 | ¥503.37 | 167125.4 |
| 2026-05-12 | 帝欧转债(127047.SZ) | 卖 | -9560 | 181.43 | -1734470.8 | ¥520.34 | 243619.68 |
| 2026-05-12 | 瑞丰转债(123126.SZ) | 卖 | -9250 | 152.9 | -1414325 | ¥424.3 | -63065.58 |
| 2026-05-12 | 华特转债(118033.SH) | 买 | 7270 | 219.8 | 1597946 | ¥479.38 | 0 |
| 2026-05-12 | 新港转债(111013.SH) | 买 | 880 | 135.53 | 119266.4 | ¥35.78 | 0 |
| 2026-05-12 | 翔丰转债(123225.SZ) | 买 | 10540 | 152.69 | 1609352.6 | ¥482.81 | 0 |
| 2026-05-12 | 富春转债(111005.SH) | 买 | 9520 | 168 | 1599360 | ¥479.81 | 0 |
| 2026-05-12 | 立昂转债(111010.SH) | 买 | 10440 | 151.3 | 1579572 | ¥473.87 | 0 |
| 2026-04-30 | 旺能转债(128141.SZ) | 卖 | -11950 | 126.7 | -1514065 | ¥454.22 | -87595.85 |
