可转债双低兼顾策略:年化收益率（22.33%）
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: 234.89%
- 年化收益率: 22.33%
- 基准收益率: 7.17%
- 阿尔法: 0.22
- 夏普比率: 0.88
- 最大回撤: 19.41%
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 | 侨银转债(128138.SZ) | 132.82983757339 | 5110 | 5 | 132.4 | 676564 | -2196.47/-0.324% |
| 2026-03-31 | 宏图转债(118027.SH) | 114.33429054054 | 5920 | 5 | 106.5 | 630480 | -46379/-6.852% |
| 2026-03-31 | 鼎龙转债(123255.SZ) | 215.77471159875 | 3190 | 10 | 226.2 | 721578 | 33256.67/4.832% |
| 2026-03-31 | 百润转债(127046.SZ) | 129.93582950192 | 5220 | 10 | 126.99 | 662887.8 | -15377.23/-2.267% |
| 2026-03-31 | 牧原转债(127045.SZ) | 137.32118406072 | 5170 | 15 | 127 | 656590 | -53360.52/-7.516% |
| 2026-03-30 | 侨银转债(128138.SZ) | 132.82983757339 | 5110 | 4 | 133.2 | 680652 | 1891.53/0.279% |
| 2026-03-30 | 宏图转债(118027.SH) | 114.33429054054 | 5920 | 4 | 109.07 | 645694.4 | -31164.6/-4.604% |
| 2026-03-30 | 鼎龙转债(123255.SZ) | 215.77471159875 | 3190 | 9 | 233.29 | 744195.1 | 55873.77/8.117% |
| 2026-03-30 | 百润转债(127046.SZ) | 129.93582950192 | 5220 | 9 | 126.75 | 661635 | -16630.03/-2.452% |
| 2026-03-30 | 牧原转债(127045.SZ) | 137.32118406072 | 5170 | 14 | 128.48 | 664241.6 | -45708.92/-6.438% |
交易详情
| 2026-03-25 | 鸿路转债(128134.SZ) | 卖 | -5360 | 126.53 | -678200.8 | ¥203.46 | -9532.66 |
| 2026-03-25 | 立讯转债(128136.SZ) | 卖 | -5520 | 123 | -678960 | ¥203.69 | -7160.97 |
| 2026-03-25 | 宏图转债(118027.SH) | 买 | 5920 | 114.3 | 676656 | ¥203 | 0 |
| 2026-03-25 | 侨银转债(128138.SZ) | 买 | 5110 | 132.79 | 678556.9 | ¥203.57 | 0 |
| 2026-03-25 | 百润转债(127046.SZ) | 买 | 10 | 127.8 | 1278 | ¥5 | 0 |
| 2026-03-18 | 荣23转债(113676.SH) | 卖 | -4840 | 140.03 | -677745.2 | ¥203.32 | 22767.6 |
| 2026-03-18 | 中贝转债(113678.SH) | 卖 | -4290 | 158.45 | -679750.5 | ¥203.93 | -49768.29 |
| 2026-03-18 | 睿创转债(118030.SH) | 卖 | -2530 | 260.42 | -658862.6 | ¥197.66 | -117182.14 |
| 2026-03-18 | 宏川转债(128121.SZ) | 卖 | -5670 | 125.22 | -709997.4 | ¥213 | -22825.43 |
| 2026-03-18 | 牧原转债(127045.SZ) | 卖 | -100 | 135.63 | -13563 | ¥5 | -169.12 |
