可转债三要素策略:年化收益率（40.68%）
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: 647.33%
- 年化收益率: 40.68%
- 基准收益率: 25%
- 阿尔法: 0.4
- 夏普比率: 1.28
- 最大回撤: 29.58%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-05 | 水羊转债(123188.SZ) | 186.45592020592 | 7770 | 4 | 173.49 | 1348017.3 | -100745.2/-6.954% |
| 2026-06-05 | 瑞科转债(118018.SH) | 142.03259667969 | 10240 | 4 | 141.82 | 1452236.8 | -2176.99/-0.15% |
| 2026-06-05 | 贵燃转债(110084.SH) | 137.0411 | 10500 | 4 | 132.11 | 1387155 | -51776.55/-3.598% |
| 2026-06-05 | 艾迪转债(113644.SH) | 133.89313446055 | 12420 | 9 | 123.99 | 1539955.8 | -122996.93/-7.396% |
| 2026-06-05 | 立昂转债(111010.SH) | 151.34538984674 | 8740 | 19 | 198.7 | 1736638 | 413879.29/31.289% |
| 2026-06-04 | 水羊转债(123188.SZ) | 186.45592020592 | 7770 | 3 | 177.19 | 1376766.3 | -71996.2/-4.969% |
| 2026-06-04 | 瑞科转债(118018.SH) | 142.03259667969 | 10240 | 3 | 145.53 | 1490227.2 | 35813.41/2.462% |
| 2026-06-04 | 贵燃转债(110084.SH) | 137.0411 | 10500 | 3 | 131.71 | 1382955 | -55976.55/-3.89% |
| 2026-06-04 | 艾迪转债(113644.SH) | 133.89313446055 | 12420 | 8 | 117.29 | 1456741.8 | -206210.93/-12.4% |
| 2026-06-04 | 立昂转债(111010.SH) | 151.34538984674 | 8740 | 18 | 193.5 | 1691190 | 368431.29/27.853% |
交易详情
| 2026-06-02 | 金埔转债(123198.SZ) | 卖 | -11250 | 125.91 | -1416487.5 | ¥424.95 | -171988.7 |
| 2026-06-02 | 星球转债(118041.SH) | 卖 | -10790 | 129.83 | -1400865.7 | ¥420.26 | -339034.11 |
| 2026-06-02 | 华特转债(118033.SH) | 卖 | -8240 | 180.34 | -1486001.6 | ¥445.8 | -293263.02 |
| 2026-06-02 | 立昂转债(111010.SH) | 卖 | -1000 | 165 | -165000 | ¥49.5 | 13654.61 |
| 2026-06-02 | 贵燃转债(110084.SH) | 买 | 10500 | 137 | 1438500 | ¥431.55 | 0 |
| 2026-06-02 | 艾迪转债(113644.SH) | 买 | 1340 | 116.1 | 155574 | ¥46.67 | 0 |
| 2026-06-02 | 瑞科转债(118018.SH) | 买 | 10240 | 141.99 | 1453977.6 | ¥436.19 | 0 |
| 2026-06-02 | 水羊转债(123188.SZ) | 买 | 7770 | 186.4 | 1448328 | ¥434.5 | 0 |
| 2026-05-26 | 瑞科转债(118018.SH) | 卖 | -9870 | 188.06 | -1856152.2 | ¥556.85 | 330779.73 |
| 2026-05-26 | 星球转债(118041.SH) | 买 | 1010 | 143.8 | 145238 | ¥43.57 | 0 |
