可转债低价潜伏策略:年化收益率（8.92%）
该策略选取溢价率最低的可转债，其具有较强的股性，能紧跟股票涨幅的同时，具有较低的风险性。通过每日调仓，选取最具性价比的低溢价标的
概要
核心指标
- 累计收益率: 24.29%
- 年化收益率: 8.92%
- 基准收益率: 34.42%
- 阿尔法: 0.02
- 夏普比率: 0.34
- 最大回撤: 27.98%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 苏利转债(113640.SH) | 130.439125 | 560 | 1 | 131.95 | 73892 | 846.09/1.158% |
| 2026-08-25 | 力合转债(118036.SH) | 144.2732745098 | 510 | 2 | 144.96 | 73929.6 | 350.23/0.476% |
| 2026-08-25 | 贵燃转债(110084.SH) | 133.447 | 560 | 6 | 131.85 | 73836 | -894.32/-1.197% |
| 2026-08-25 | 蓝天转债(111017.SH) | 134.09039285714 | 0 | 9 | 133.46 | 0 | -1013.82/-1.35% |
| 2026-08-25 | 晓鸣转债(123189.SZ) | 144.07419230769 | 520 | 10 | 142.4 | 74048 | -870.58/-1.162% |
| 2026-08-25 | 优彩转债(127078.SZ) | 158.92767346939 | 490 | 14 | 152.38 | 74666.2 | -3208.36/-4.12% |
| 2026-08-24 | 力合转债(118036.SH) | 144.2732745098 | 510 | 1 | 143.24 | 73052.4 | -526.97/-0.716% |
| 2026-08-24 | 苏利转债(113640.SH) | 132.63978571429 | 0 | 4 | 130.29 | 0 | -750.28/-1.01% |
| 2026-08-24 | 贵燃转债(110084.SH) | 133.447 | 560 | 5 | 131.1 | 73416 | -1314.32/-1.759% |
| 2026-08-24 | 蓝天转债(111017.SH) | 134.09039285714 | 560 | 8 | 132.28 | 74076.8 | -1013.82/-1.35% |
交易详情
| 2026-08-25 | 蓝天转债(111017.SH) | 卖 | -560 | 132.32 | -74099.2 | ¥22.23 | -991.42 |
| 2026-08-25 | 苏利转债(113640.SH) | 买 | 560 | 130.4 | 73024 | ¥21.91 | 0 |
| 2026-08-24 | 苏利转债(113640.SH) | 卖 | -560 | 131.3 | -73528 | ¥22.06 | -750.28 |
| 2026-08-24 | 力合转债(118036.SH) | 买 | 510 | 144.23 | 73557.3 | ¥22.07 | 0 |
| 2026-08-20 | 贵燃转债(110084.SH) | 买 | 10 | 131.13 | 1311.3 | ¥5 | 0 |
| 2026-08-19 | 中特转债(127056.SZ) | 卖 | -590 | 130.13 | -76776.7 | ¥23.03 | -1185.68 |
| 2026-08-19 | 苏利转债(113640.SH) | 买 | 560 | 132.6 | 74256 | ¥22.28 | 0 |
| 2026-08-18 | 苏利转债(113640.SH) | 卖 | -560 | 133 | -74480 | ¥22.34 | 621.85 |
| 2026-08-18 | 蓝天转债(111017.SH) | 买 | 10 | 132.5 | 1325 | ¥5 | 0 |
| 2026-08-18 | 贵燃转债(110084.SH) | 买 | 550 | 133.44 | 73392 | ¥22.02 | 0 |
