可转债三要素策略:年化收益率（41.43%）
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: 642.99%
- 年化收益率: 41.43%
- 基准收益率: 23.77%
- 阿尔法: 0.4
- 夏普比率: 1.31
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 超达转债(123187.SZ) | 251.07529984301 | 6370 | 2 | 222.5 | 1417325 | -182024.66/-11.381% |
| 2026-04-24 | 新港转债(111013.SH) | 155.4866321394 | 10330 | 2 | 139.7 | 1443101 | -163075.91/-10.153% |
| 2026-04-24 | 旺能转债(128141.SZ) | 134.03019665272 | 11950 | 2 | 122.67 | 1465906.5 | -135754.35/-8.476% |
| 2026-04-24 | 永02转债(113654.SH) | 123.08691508656 | 11830 | 7 | 128.43 | 1519326.9 | 63208.69/4.341% |
| 2026-04-24 | 苏利转债(113640.SH) | 143.81915662651 | 11620 | 7 | 136.25 | 1583225 | -87953.6/-5.263% |
| 2026-04-23 | 超达转债(123187.SZ) | 251.07529984301 | 6370 | 1 | 237.99 | 1515996.3 | -83353.36/-5.212% |
| 2026-04-23 | 新港转债(111013.SH) | 155.4866321394 | 10330 | 1 | 149.61 | 1545471.3 | -60705.61/-3.78% |
| 2026-04-23 | 旺能转债(128141.SZ) | 134.03019665272 | 11950 | 1 | 130.01 | 1553619.5 | -48041.35/-2.999% |
| 2026-04-23 | 永02转债(113654.SH) | 123.08691508656 | 11830 | 6 | 131.08 | 1550676.4 | 94558.19/6.494% |
| 2026-04-23 | 家联转债(123236.SZ) | 138.64157977737 | 0 | 6 | 142.77 | 0 | 3432.57/0.23% |
交易详情
| 2026-04-23 | 家联转债(123236.SZ) | 卖 | -10780 | 142 | -1530760 | ¥459.23 | 36203.77 |
| 2026-04-23 | 华兴转债(118003.SH) | 卖 | -9150 | 184.88 | -1691652 | ¥507.5 | 305011.13 |
| 2026-04-23 | 盈峰转债(127024.SZ) | 卖 | -9770 | 177.3 | -1732221 | ¥519.67 | 195036.68 |
| 2026-04-23 | 永02转债(113654.SH) | 卖 | -300 | 137.5 | -41250 | ¥12.38 | 4323.93 |
| 2026-04-23 | 旺能转债(128141.SZ) | 买 | 11950 | 133.99 | 1601180.5 | ¥480.35 | 0 |
| 2026-04-23 | 新港转债(111013.SH) | 买 | 10330 | 155.44 | 1605695.2 | ¥481.71 | 0 |
| 2026-04-23 | 超达转债(123187.SZ) | 买 | 6370 | 251 | 1598870 | ¥479.66 | 0 |
| 2026-04-23 | 苏利转债(113640.SH) | 买 | 1400 | 133.6 | 187040 | ¥56.11 | 0 |
| 2026-04-16 | 新港转债(111013.SH) | 卖 | -8010 | 151.55 | -1213915.5 | ¥364.17 | -148193.01 |
| 2026-04-16 | 睿创转债(118030.SH) | 卖 | -5060 | 387 | -1958220 | ¥587.47 | 639746.48 |
