可转债双低兼顾策略:年化收益率（20.03%）
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: 205.25%
- 年化收益率: 20.03%
- 基准收益率: 17.04%
- 阿尔法: 0.19
- 夏普比率: 0.8
- 最大回撤: 19.41%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 宙邦转债(123158.SZ) | 235.948 | 2790 | 9 | 183.06 | 510737.4 | -147557.52/-22.415% |
| 2026-05-15 | 海顺转债(123183.SZ) | 144.54335044643 | 4380 | 9 | 142.88 | 625814.4 | -7285.47/-1.151% |
| 2026-05-15 | 九强转债(123150.SZ) | 143.34299101124 | 4450 | 4 | 138.53 | 616458.5 | -21417.81/-3.358% |
| 2026-05-15 | 神马转债(110093.SH) | 135.72093604651 | 5160 | 14 | 121.34 | 626114.4 | -74205.63/-10.596% |
| 2026-05-15 | 瑞科转债(118018.SH) | 140.43211704312 | 4370 | 19 | 153.6 | 671232 | 57543.65/9.377% |
| 2026-05-14 | 宙邦转债(123158.SZ) | 235.948 | 2790 | 8 | 188.51 | 525942.9 | -132352.02/-20.105% |
| 2026-05-14 | 海顺转债(123183.SZ) | 144.54335044643 | 4380 | 8 | 142.81 | 625507.8 | -7592.07/-1.199% |
| 2026-05-14 | 九强转债(123150.SZ) | 143.34299101124 | 4450 | 3 | 138.02 | 614189 | -23687.31/-3.713% |
| 2026-05-14 | 神马转债(110093.SH) | 135.72093604651 | 5160 | 13 | 122.22 | 630655.2 | -69664.83/-9.948% |
| 2026-05-14 | 瑞科转债(118018.SH) | 140.43211704312 | 4370 | 18 | 163.18 | 713096.6 | 99408.25/16.198% |
交易详情
| 2026-05-12 | 闻泰转债(110081.SH) | 卖 | -6940 | 89.12 | -618492.8 | ¥185.55 | -111143.13 |
| 2026-05-12 | 海顺转债(123183.SZ) | 卖 | -100 | 145.81 | -14581 | ¥5 | 126.66 |
| 2026-05-12 | 九强转债(123150.SZ) | 买 | 4450 | 143.3 | 637685 | ¥191.31 | 0 |
| 2026-05-12 | 宙邦转债(123158.SZ) | 买 | 60 | 222.54 | 13352.4 | ¥5 | 0 |
| 2026-04-30 | 保隆转债(113692.SH) | 卖 | -4860 | 135.1 | -656586 | ¥196.98 | -2773.55 |
| 2026-04-30 | 瑞科转债(118018.SH) | 卖 | -200 | 158.09 | -31618 | ¥9.49 | 3531.58 |
| 2026-04-30 | 海顺转债(123183.SZ) | 买 | 4480 | 144.5 | 647360 | ¥194.21 | 0 |
| 2026-04-30 | 神马转债(110093.SH) | 买 | 320 | 125.55 | 40176 | ¥12.05 | 0 |
| 2026-04-30 | 宙邦转债(123158.SZ) | 买 | 2730 | 236.17 | 644744.1 | ¥193.42 | 0 |
| 2026-04-23 | 卫宁转债(123104.SZ) | 卖 | -5190 | 133.5 | -692865 | ¥207.86 | 17620.47 |
