可转债三要素策略:年化收益率（42.79%）
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: 646.27%
- 年化收益率: 42.79%
- 基准收益率: 20.82%
- 阿尔法: 0.42
- 夏普比率: 1.36
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-04 | 众和转债(110094.SH) | 132.81983421331 | 9470 | 6 | 137.29 | 1300136.3 | 42332.47/3.366% |
| 2026-03-04 | 优彩转债(127078.SZ) | 155.12652380952 | 11130 | 6 | 154.3 | 1717359 | -9199.21/-0.533% |
| 2026-03-04 | 凤21转债(113623.SH) | 135.06050592525 | 10970 | 6 | 129.33 | 1418750.1 | -62863.65/-4.243% |
| 2026-03-04 | 嘉元转债(118000.SH) | 129.03869964664 | 11320 | 6 | 141.11 | 1597365.2 | 136647.12/9.355% |
| 2026-03-04 | 荣23转债(113676.SH) | 143.24810828025 | 10890 | 21 | 131.13 | 1428005.7 | -131966.2/-8.46% |
| 2026-03-03 | 众和转债(110094.SH) | 132.81983421331 | 9470 | 5 | 137.29 | 1300136.3 | 42332.47/3.366% |
| 2026-03-03 | 优彩转债(127078.SZ) | 155.12652380952 | 11130 | 5 | 154.3 | 1717359 | -9199.21/-0.533% |
| 2026-03-03 | 凤21转债(113623.SH) | 135.06050592525 | 10970 | 5 | 129.33 | 1418750.1 | -62863.65/-4.243% |
| 2026-03-03 | 嘉元转债(118000.SH) | 129.03869964664 | 11320 | 5 | 141.11 | 1597365.2 | 136647.12/9.355% |
| 2026-03-03 | 荣23转债(113676.SH) | 143.24810828025 | 10890 | 20 | 131.13 | 1428005.7 | -131966.2/-8.46% |
交易详情
| 2026-02-25 | 恒逸转债(127022.SZ) | 卖 | -10610 | 139.77 | -1482959.7 | ¥444.89 | -13711.37 |
| 2026-02-25 | 帝欧转债(127047.SZ) | 卖 | -11130 | 130.32 | -1450461.6 | ¥435.14 | -56992.5 |
| 2026-02-25 | 双良转债(110095.SH) | 卖 | -8480 | 173.9 | -1474672 | ¥442.4 | 193807.86 |
| 2026-02-25 | 凤21转债(113623.SH) | 买 | 10970 | 135.02 | 1481169.4 | ¥444.35 | 0 |
| 2026-02-25 | 优彩转债(127078.SZ) | 买 | 11130 | 155.08 | 1726040.4 | ¥517.81 | 0 |
| 2026-02-25 | 荣23转债(113676.SH) | 卖 | -100 | 136.3 | -13630 | ¥5 | -694.81 |
| 2026-02-25 | 嘉元转债(118000.SH) | 买 | 11320 | 129 | 1460280 | ¥438.08 | 0 |
| 2026-02-25 | 众和转债(110094.SH) | 买 | 9470 | 132.78 | 1257426.6 | ¥377.23 | 0 |
| 2026-02-10 | 兴发转债(110089.SH) | 卖 | -10900 | 134.6 | -1467140 | ¥440.14 | -159686.91 |
| 2026-02-10 | 华正转债(113639.SH) | 卖 | -8440 | 185 | -1561400 | ¥468.42 | 129968.7 |
