可转债低价潜伏策略:年化收益率（21.47%）
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: 51.81%
- 年化收益率: 21.47%
- 基准收益率: 31.41%
- 阿尔法: 0.12
- 夏普比率: 0.76
- 最大回撤: 18.53%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 卫宁转债(123104.SZ) | 128.93867692308 | 650 | 1 | 129.11 | 83921.5 | 111.36/0.133% |
| 2026-03-31 | 侨银转债(128138.SZ) | 133.43784057971 | 690 | 7 | 132.4 | 91356 | -716.11/-0.778% |
| 2026-03-31 | 宏图转债(118027.SH) | 113.17121428571 | 840 | 7 | 106.5 | 89460 | -5603.82/-5.895% |
| 2026-03-31 | 鼎龙转债(123255.SZ) | 218.11004545455 | 440 | 12 | 226.2 | 99528 | 3559.58/3.709% |
| 2026-03-31 | 百润转债(127046.SZ) | 127.83833802817 | 0 | 5 | 126.99 | 0 | -772.72/-0.851% |
| 2026-03-31 | 牧原转债(127045.SZ) | 137.27725352113 | 710 | 17 | 127 | 90170 | -7296.85/-7.486% |
| 2026-03-30 | 侨银转债(128138.SZ) | 133.43784057971 | 690 | 6 | 133.2 | 91908 | -164.11/-0.178% |
| 2026-03-30 | 宏图转债(118027.SH) | 113.434025 | 800 | 6 | 109.07 | 87256 | -3491.22/-3.847% |
| 2026-03-30 | 鼎龙转债(123255.SZ) | 218.11004545455 | 440 | 11 | 233.29 | 102647.6 | 6679.18/6.96% |
| 2026-03-30 | 百润转债(127046.SZ) | 127.83833802817 | 710 | 4 | 126.75 | 89992.5 | -772.72/-0.851% |
交易详情
| 2026-03-31 | 百润转债(127046.SZ) | 卖 | -710 | 127 | -90170 | ¥27.05 | -595.22 |
| 2026-03-31 | 牧原转债(127045.SZ) | 买 | 10 | 128.48 | 1284.8 | ¥5 | 0 |
| 2026-03-31 | 宏图转债(118027.SH) | 买 | 40 | 107.79 | 4311.6 | ¥5 | 0 |
| 2026-03-31 | 卫宁转债(123104.SZ) | 买 | 650 | 128.9 | 83785 | ¥25.14 | 0 |
| 2026-03-25 | 鸿路转债(128134.SZ) | 卖 | -730 | 126.53 | -92366.9 | ¥27.71 | -3989.31 |
| 2026-03-25 | 侨银转债(128138.SZ) | 买 | 10 | 132.79 | 1327.9 | ¥5 | 0 |
| 2026-03-25 | 百润转债(127046.SZ) | 买 | 710 | 127.8 | 90738 | ¥27.22 | 0 |
| 2026-03-23 | 艾录转债(123229.SZ) | 卖 | -670 | 131.35 | -88004.5 | ¥26.4 | -1554.46 |
| 2026-03-23 | 百润转债(127046.SZ) | 卖 | -730 | 126.52 | -92359.6 | ¥27.71 | -3920.68 |
| 2026-03-23 | 宏图转债(118027.SH) | 买 | 800 | 113.4 | 90720 | ¥27.22 | 0 |
