可转债双低兼顾策略:年化收益率（22.52%）
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: 191.42%
- 年化收益率: 22.52%
- 基准收益率: -4.97%
- 阿尔法: 0.23
- 夏普比率: 0.9
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 华亚转债(127079.SZ) | 139.63187769784 | 4170 | 1 | 137.4 | 572958 | -9306.93/-1.598% |
| 2025-06-26 | 齐鲁转债(113065.SH) | 132.23965986395 | 4410 | 1 | 132.02 | 582208.2 | -968.7/-0.166% |
| 2025-06-26 | 亿田转债(123235.SZ) | 181.65448125 | 0 | 6 | 189.65 | 0 | 14545.66/2.502% |
| 2025-06-26 | 冠盛转债(111011.SH) | 217.06510037175 | 2590 | 6 | 222.99 | 577544.1 | 15345.49/2.73% |
| 2025-06-26 | 中旗转债(127081.SZ) | 309.25275 | 0 | 11 | 295.7 | 0 | -20453.28/-3.445% |
| 2025-06-26 | 力诺转债(123221.SZ) | 167.53049725275 | 0 | 11 | 161.12 | 0 | -15763.01/-2.585% |
| 2025-06-25 | 亿田转债(123235.SZ) | 181.65448125 | 3200 | 5 | 186.2 | 595840 | 14545.66/2.502% |
| 2025-06-25 | 冠盛转债(111011.SH) | 217.06510037175 | 2690 | 5 | 227.95 | 613185.5 | 29280.38/5.015% |
| 2025-06-25 | 中旗转债(127081.SZ) | 309.25275 | 1920 | 10 | 298.6 | 573312 | -20453.28/-3.445% |
| 2025-06-25 | 力诺转债(123221.SZ) | 167.53049725275 | 3640 | 10 | 163.2 | 594048 | -15763.01/-2.585% |
交易详情
| 2025-06-26 | 亿田转债(123235.SZ) | 卖 | -3200 | 187.18 | -598976 | ¥179.69 | 17681.66 |
| 2025-06-26 | 力诺转债(123221.SZ) | 卖 | -3640 | 163.2 | -594048 | ¥178.21 | -15763.01 |
| 2025-06-26 | 中旗转债(127081.SZ) | 卖 | -1920 | 299.3 | -574656 | ¥172.4 | -19109.28 |
| 2025-06-26 | 冠盛转债(111011.SH) | 卖 | -100 | 221 | -22100 | ¥6.63 | 393.49 |
| 2025-06-26 | 齐鲁转债(113065.SH) | 买 | 4410 | 132.2 | 583002 | ¥174.9 | 0 |
| 2025-06-26 | 华亚转债(127079.SZ) | 买 | 4170 | 139.59 | 582090.3 | ¥174.63 | 0 |
| 2025-06-19 | 金丹转债(123204.SZ) | 卖 | -4520 | 123.66 | -558943.2 | ¥167.68 | -38780.06 |
| 2025-06-19 | 中宠转2(127076.SZ) | 卖 | -2430 | 227 | -551610 | ¥165.48 | -75109.46 |
| 2025-06-19 | 冠盛转债(111011.SH) | 买 | 2690 | 217 | 583730 | ¥175.12 | 0 |
| 2025-06-19 | 亿田转债(123235.SZ) | 买 | 3200 | 181.6 | 581120 | ¥174.34 | 0 |
