可转债低溢价策略:年化收益率（21.27%）
本策略核心为选取低转股溢价率和高转股价值为标的，锁定具有投资价值的可转债。
概要
核心指标
- 累计收益率: 217.79%
- 年化收益率: 21.27%
- 基准收益率: 7.17%
- 阿尔法: 0.25
- 夏普比率: 0.64
- 最大回撤: 37.11%
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 | 天壕转债(123092.SZ) | 139.0417 | 4800 | 5 | 133.02 | 638496 | -28904.16/-4.331% |
| 2026-03-31 | 严牌转债(123243.SZ) | 211.09330841121 | 3210 | 5 | 215 | 690150 | 12540.48/1.851% |
| 2026-03-31 | 金宏转债(118038.SH) | 144.37329912664 | 4280 | 10 | 137.02 | 586445.6 | -31472.12/-5.093% |
| 2026-03-31 | 节能转债(113051.SH) | 135.64067967146 | 4670 | 10 | 137.01 | 639836.7 | 6394.73/1.01% |
| 2026-03-31 | 通裕转债(123149.SZ) | 148.52266522678 | 4630 | 10 | 133.43 | 617780.9 | -69879.04/-10.162% |
| 2026-03-30 | 天壕转债(123092.SZ) | 139.0417 | 4800 | 4 | 134.4 | 645120 | -22280.16/-3.338% |
| 2026-03-30 | 严牌转债(123243.SZ) | 211.09330841121 | 3210 | 4 | 214.88 | 689764.8 | 12155.28/1.794% |
| 2026-03-30 | 金宏转债(118038.SH) | 144.37329912664 | 4280 | 9 | 152.44 | 652443.2 | 34525.48/5.587% |
| 2026-03-30 | 节能转债(113051.SH) | 135.64067967146 | 4670 | 9 | 144.78 | 676122.6 | 42680.63/6.738% |
| 2026-03-30 | 通裕转债(123149.SZ) | 148.52266522678 | 4630 | 9 | 133.9 | 619957 | -67702.94/-9.845% |
交易详情
| 2026-03-25 | 旺能转债(128141.SZ) | 卖 | -4980 | 134.25 | -668565 | ¥200.57 | 4731.11 |
| 2026-03-25 | 三房转债(110092.SH) | 卖 | -5920 | 105.7 | -625744 | ¥187.72 | -38797.7 |
| 2026-03-25 | 通裕转债(123149.SZ) | 买 | 200 | 146 | 29200 | ¥8.76 | 0 |
| 2026-03-25 | 节能转债(113051.SH) | 卖 | -200 | 148.1 | -29620 | ¥8.89 | 2491.86 |
| 2026-03-25 | 金宏转债(118038.SH) | 卖 | -300 | 158.66 | -47598 | ¥14.28 | 4286.01 |
| 2026-03-25 | 严牌转债(123243.SZ) | 买 | 3210 | 211.03 | 677406.3 | ¥203.22 | 0 |
| 2026-03-25 | 天壕转债(123092.SZ) | 买 | 4800 | 139 | 667200 | ¥200.16 | 0 |
| 2026-03-18 | 荣23转债(113676.SH) | 卖 | -4840 | 140.03 | -677745.2 | ¥203.32 | -69774.99 |
| 2026-03-18 | 永22转债(113653.SH) | 卖 | -5610 | 110.04 | -617324.4 | ¥185.2 | -132957.62 |
| 2026-03-18 | 光力转债(123197.SZ) | 卖 | -4630 | 140.32 | -649681.6 | ¥194.9 | -105095.87 |
