可转债三要素策略:年化收益率（40.7%）
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: 737.01%
- 年化收益率: 40.7%
- 基准收益率: 12.04%
- 阿尔法: 0.41
- 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
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-09 | 重银转债(113056.SH) | 125.73670970149 | 13400 | 2 | 124.318 | 1665861.2 | -19010.71/-1.128% |
| 2026-10-09 | 起帆转债(111000.SH) | 135.17489243959 | 12830 | 7 | 129.626 | 1663101.58 | -71192.29/-4.105% |
| 2026-10-09 | 帝欧转债(127047.SZ) | 133.92762141195 | 12890 | 7 | 131.088 | 1689724.32 | -36602.72/-2.12% |
| 2026-10-09 | 宏图转债(118027.SH) | 92.028600109709 | 16730 | 7 | 106.151 | 1775906.23 | 236267.75/15.346% |
| 2026-10-09 | 金田转债(113046.SH) | 134.96285054348 | 14720 | 27 | 107.012 | 1575216.64 | -411436.52/-20.71% |
| 2026-10-08 | 重银转债(113056.SH) | 125.73670970149 | 13400 | 1 | 125.383 | 1680132.2 | -4739.71/-0.281% |
| 2026-10-08 | 起帆转债(111000.SH) | 135.17489243959 | 12830 | 6 | 130.021 | 1668169.43 | -66124.44/-3.813% |
| 2026-10-08 | 帝欧转债(127047.SZ) | 133.92762141195 | 12890 | 6 | 131.29 | 1692328.1 | -33998.94/-1.969% |
| 2026-10-08 | 宏图转债(118027.SH) | 92.028600109709 | 16730 | 6 | 106.487 | 1781527.51 | 241889.03/15.711% |
| 2026-10-08 | 金田转债(113046.SH) | 134.96285054348 | 14720 | 26 | 110.326 | 1623998.72 | -362654.44/-18.255% |
交易详情
| 2026-10-08 | 上银转债(113042.SH) | 卖 | -14690 | 117.699 | -1728998.31 | ¥518.7 | 5211.39 |
| 2026-10-08 | 金田转债(113046.SH) | 买 | 1470 | 115.1 | 169197 | ¥50.76 | 0 |
| 2026-10-08 | 宏图转债(118027.SH) | 卖 | -1500 | 101.645 | -152467.5 | ¥45.74 | 14424.6 |
| 2026-10-08 | 帝欧转债(127047.SZ) | 买 | 60 | 131.161 | 7869.66 | ¥5 | 0 |
| 2026-10-08 | 起帆转债(111000.SH) | 买 | 150 | 132.29 | 19843.5 | ¥5.95 | 0 |
| 2026-10-08 | 重银转债(113056.SH) | 买 | 13400 | 125.699 | 1684366.6 | ¥505.31 | 0 |
| 2026-09-23 | 重银转债(113056.SH) | 卖 | -13370 | 125.011 | -1671397.07 | ¥501.42 | -31397.99 |
| 2026-09-23 | 声迅转债(127080.SZ) | 卖 | -7800 | 236.666 | -1845994.8 | ¥553.8 | 155625.64 |
| 2026-09-23 | 常银转债(113062.SH) | 卖 | -13000 | 128.05 | -1664650 | ¥499.4 | -3464.28 |
| 2026-09-23 | 宏图转债(118027.SH) | 买 | 18230 | 92.001 | 1677178.23 | ¥503.15 | 0 |
