可转债双低兼顾策略:年化收益率（24.7%）
该策略通过筛选和投资转股价值较低但具有较好条件的可转债，来实现稳健的投资回报。
概要
核心指标
- 累计收益率: 228.04%
- 年化收益率: 24.7%
- 基准收益率: -0.93%
- 阿尔法: 0.25
- 夏普比率: 0.97
- 最大回撤: 19.44%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 中辰转债(123147.SZ) | 134.77041870824 | 4490 | 5 | 138.3 | 620967 | 15847.82/2.619% |
| 2025-08-06 | 睿创转债(118030.SH) | 182.87484592145 | 3310 | 5 | 199.88 | 661602.8 | 56287.06/9.299% |
| 2025-08-06 | 金埔转债(123198.SZ) | 132.33074613687 | 4530 | 10 | 136.8 | 619704 | 20245.72/3.377% |
| 2025-08-06 | 奇正转债(128133.SZ) | 135.53064637002 | 3970 | 10 | 156.15 | 619915.5 | 81858.83/15.214% |
| 2025-08-06 | 聚隆转债(123209.SZ) | 193.73234516129 | 3100 | 10 | 239 | 740900 | 140329.73/23.366% |
| 2025-08-05 | 中辰转债(123147.SZ) | 134.77041870824 | 4490 | 4 | 137.5 | 617375 | 12255.82/2.025% |
| 2025-08-05 | 睿创转债(118030.SH) | 182.87484592145 | 3310 | 4 | 185.81 | 615031.1 | 9715.36/1.605% |
| 2025-08-05 | 金埔转债(123198.SZ) | 132.33074613687 | 4530 | 9 | 136.43 | 618027.9 | 18569.62/3.098% |
| 2025-08-05 | 奇正转债(128133.SZ) | 135.53064637002 | 3970 | 9 | 164.32 | 652350.4 | 114293.73/21.242% |
| 2025-08-05 | 聚隆转债(123209.SZ) | 193.73234516129 | 3100 | 9 | 213.18 | 660858 | 60287.73/10.038% |
交易详情
| 2025-07-31 | 海亮转债(128081.SZ) | 卖 | -4790 | 117.86 | -564549.4 | ¥169.36 | -13058.33 |
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -3790 | 172.86 | -655139.4 | ¥196.54 | 114333.71 |
| 2025-07-31 | 奇正转债(128133.SZ) | 卖 | -300 | 158 | -47400 | ¥14.22 | 6740.81 |
| 2025-07-31 | 金埔转债(123198.SZ) | 买 | 250 | 133.85 | 33462.5 | ¥10.04 | 0 |
| 2025-07-31 | 聚隆转债(123209.SZ) | 买 | 30 | 194 | 5820 | ¥5 | 0 |
| 2025-07-31 | 睿创转债(118030.SH) | 买 | 3310 | 182.82 | 605134.2 | ¥181.54 | 0 |
| 2025-07-31 | 中辰转债(123147.SZ) | 买 | 4490 | 134.73 | 604937.7 | ¥181.48 | 0 |
| 2025-07-24 | 白电转债(113549.SH) | 卖 | -4320 | 131 | -565920 | ¥169.78 | -6651.72 |
| 2025-07-24 | 广大转债(118023.SH) | 卖 | -4710 | 123 | -579330 | ¥173.8 | -40867.4 |
| 2025-07-24 | 京源转债(118016.SH) | 卖 | -3610 | 168.23 | -607310.3 | ¥182.19 | 51203.52 |
