可转债低溢价策略:年化收益率（24.9%）
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: 289.15%
- 年化收益率: 24.9%
- 基准收益率: 17.04%
- 阿尔法: 0.28
- 夏普比率: 0.72
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 甬矽转债(118057.SH) | 185.27556690998 | 4110 | 4 | 179.83 | 739101.3 | -22381.28/-2.939% |
| 2026-05-15 | 严牌转债(123243.SZ) | 235.0705 | 3220 | 4 | 277.56 | 893743.2 | 136816.19/18.075% |
| 2026-05-15 | 富春转债(111005.SH) | 168.05039911308 | 4510 | 4 | 156.22 | 704552.2 | -53355.1/-7.04% |
| 2026-05-15 | 翔丰转债(123225.SZ) | 152.73580761523 | 4990 | 4 | 147.89 | 737971.1 | -24180.58/-3.173% |
| 2026-05-15 | 华特转债(118033.SH) | 219.86593895349 | 3440 | 4 | 227.3 | 781912 | 25573.17/3.381% |
| 2026-05-14 | 甬矽转债(118057.SH) | 185.27556690998 | 4110 | 3 | 181.98 | 747937.8 | -13544.78/-1.779% |
| 2026-05-14 | 严牌转债(123243.SZ) | 235.0705 | 3220 | 3 | 234.99 | 756667.8 | -259.21/-0.034% |
| 2026-05-14 | 富春转债(111005.SH) | 168.05039911308 | 4510 | 3 | 153.41 | 691879.1 | -66028.2/-8.712% |
| 2026-05-14 | 翔丰转债(123225.SZ) | 152.73580761523 | 4990 | 3 | 141.9 | 708081 | -54070.68/-7.094% |
| 2026-05-14 | 华特转债(118033.SH) | 219.86593895349 | 3440 | 3 | 218.24 | 750745.6 | -5593.23/-0.74% |
交易详情
| 2026-05-12 | 帝欧转债(127047.SZ) | 卖 | -4520 | 181.43 | -820063.6 | ¥246.02 | 115184.2 |
| 2026-05-12 | 盈峰转债(127024.SZ) | 卖 | -3830 | 197.95 | -758148.5 | ¥227.44 | 155547.07 |
| 2026-05-12 | 瑞丰转债(123126.SZ) | 卖 | -4370 | 152.9 | -668173 | ¥200.45 | -29794.23 |
| 2026-05-12 | 晶科转债(113048.SH) | 卖 | -3940 | 182 | -717080 | ¥215.12 | 110650.33 |
| 2026-05-12 | 华兴转债(118003.SH) | 卖 | -3330 | 238 | -792540 | ¥237.76 | 78940.08 |
| 2026-05-12 | 华特转债(118033.SH) | 买 | 3440 | 219.8 | 756112 | ¥226.83 | 0 |
| 2026-05-12 | 翔丰转债(123225.SZ) | 买 | 4990 | 152.69 | 761923.1 | ¥228.58 | 0 |
| 2026-05-12 | 富春转债(111005.SH) | 买 | 4510 | 168 | 757680 | ¥227.3 | 0 |
| 2026-05-12 | 严牌转债(123243.SZ) | 买 | 3220 | 235 | 756700 | ¥227.01 | 0 |
| 2026-05-12 | 甬矽转债(118057.SH) | 买 | 4110 | 185.22 | 761254.2 | ¥228.38 | 0 |
