可转债机构评级重仓策略:年化收益率（5.39%）
具有深度研究能力的基金机构会倾向于优质转债，这些转债通常拥有良好的表现，本策略根据机构评级，持有高评级可转债，获取长期收益
概要
核心指标
- 累计收益率: 44.73%
- 年化收益率: 5.39%
- 基准收益率: -7.48%
- 阿尔法: 0.03
- 夏普比率: 0.29
- 最大回撤: 12.75%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 杭银转债(110079.SH) | 111.85008685048 | 2300 | 274 | 129.3 | 297390 | 40134.8/15.74% |
| 2025-04-28 | 南航转债(110075.SH) | 120.59804201681 | 2380 | 364 | 122.26 | 290978.8 | 3955.46/1.383% |
| 2025-04-28 | 国投转债(110073.SH) | 110.6932 | 2550 | 424 | 110.2 | 281010 | -1257.66/-0.442% |
| 2025-04-28 | 烽火转债(110062.SH) | 114.63269425895 | 2440 | 814 | 118.32 | 288700.8 | 8997.03/3.166% |
| 2025-04-28 | 浦发转债(110059.SH) | 103.71907763353 | 2640 | 1114 | 109.16 | 288182.4 | 14364.04/5.248% |
| 2025-04-25 | 杭银转债(110079.SH) | 111.85008685048 | 2300 | 273 | 128.31 | 295113 | 37857.8/14.753% |
| 2025-04-25 | 南航转债(110075.SH) | 120.59804201681 | 2380 | 363 | 121.82 | 289931.6 | 2908.26/1.017% |
| 2025-04-25 | 国投转债(110073.SH) | 110.6932 | 2550 | 423 | 111.03 | 283126.5 | 858.84/0.305% |
| 2025-04-25 | 烽火转债(110062.SH) | 114.63269425895 | 2440 | 813 | 120.14 | 293141.6 | 13437.83/4.833% |
| 2025-04-25 | 浦发转债(110059.SH) | 103.71907763353 | 2640 | 1113 | 109.12 | 288076.8 | 14258.44/5.209% |
交易详情
| 2025-03-11 | 浦发转债(110059.SH) | 买 | 110 | 108.83 | 11971.3 | ¥5 | 0 |
| 2025-03-11 | 烽火转债(110062.SH) | 卖 | -100 | 126.49 | -12649 | ¥5 | 1185.73 |
| 2025-03-11 | 南航转债(110075.SH) | 买 | 60 | 124.5 | 7470 | ¥5 | 0 |
| 2025-03-11 | 杭银转债(110079.SH) | 买 | 40 | 129.05 | 5162 | ¥5 | 0 |
| 2025-01-20 | 杭银转债(110079.SH) | 卖 | -100 | 129.6 | -12960 | ¥5 | 1805.65 |
| 2024-09-04 | 烽火转债(110062.SH) | 买 | 120 | 106.63 | 12795.6 | ¥5 | 0 |
| 2024-07-24 | 杭银转债(110079.SH) | 卖 | -100 | 118.16 | -11816 | ¥5 | 661.65 |
| 2024-03-12 | 浦发转债(110059.SH) | 买 | 10 | 108.86 | 1088.6 | ¥5 | 0 |
| 2024-03-12 | 南航转债(110075.SH) | 买 | 170 | 118.8 | 20196 | ¥6.06 | 0 |
| 2024-03-12 | 杭银转债(110079.SH) | 买 | 2460 | 111.51 | 274314.6 | ¥82.29 | 0 |
