可转债低溢价策略:年化收益率（24.99%）
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: 299.23%
- 年化收益率: 24.99%
- 基准收益率: 19.01%
- 阿尔法: 0.27
- 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
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-18 | 山玻转债(111001.SH) | 199.04969638554 | 4150 | 3 | 198.31 | 822986.5 | -3069.74/-0.372% |
| 2026-06-18 | 镇洋转债(113681.SH) | 132.70980162602 | 6150 | 3 | 130.53 | 802759.5 | -13405.78/-1.643% |
| 2026-06-18 | 鹤21转债(113632.SH) | 141.79907610619 | 5650 | 8 | 140.8 | 795520 | -5644.78/-0.705% |
| 2026-06-18 | 华亚转债(127079.SZ) | 227.94836335404 | 2920 | 8 | 268.11 | 782881.2 | 117271.98/17.619% |
| 2026-06-17 | 山玻转债(111001.SH) | 199.04969638554 | 4150 | 2 | 235.94 | 979151 | 153094.76/18.533% |
| 2026-06-17 | 镇洋转债(113681.SH) | 132.70980162602 | 6150 | 2 | 130.3 | 801345 | -14820.28/-1.816% |
| 2026-06-17 | 鹤21转债(113632.SH) | 141.79907610619 | 5650 | 7 | 152.74 | 862981 | 61816.22/7.716% |
| 2026-06-17 | 华亚转债(127079.SZ) | 227.94836335404 | 2920 | 7 | 264.9 | 773508 | 107898.78/16.211% |
| 2026-06-16 | 山玻转债(111001.SH) | 199.04969638554 | 4150 | 1 | 226.11 | 938356.5 | 112300.26/13.595% |
| 2026-06-16 | 镇洋转债(113681.SH) | 132.70980162602 | 6150 | 1 | 130.8 | 804420 | -11745.28/-1.439% |
交易详情
| 2026-06-16 | 泰坦转债(127096.SZ) | 卖 | -1260 | 780 | -982800 | ¥294.84 | 226623.62 |
| 2026-06-16 | 春23转债(113667.SH) | 卖 | -2550 | 285.89 | -729019.5 | ¥218.71 | -8151.59 |
| 2026-06-16 | 重银转债(113056.SH) | 卖 | -5550 | 128.67 | -714118.5 | ¥214.24 | -27.08 |
| 2026-06-16 | 镇洋转债(113681.SH) | 买 | 6150 | 132.67 | 815920.5 | ¥244.78 | 0 |
| 2026-06-16 | 鹤21转债(113632.SH) | 买 | 550 | 143.95 | 79172.5 | ¥23.75 | 0 |
| 2026-06-16 | 山玻转债(111001.SH) | 买 | 4150 | 198.99 | 825808.5 | ¥247.74 | 0 |
| 2026-06-16 | 华亚转债(127079.SZ) | 卖 | -300 | 278.2 | -83460 | ¥25.04 | 15075.49 |
| 2026-06-09 | 立昂转债(111010.SH) | 卖 | -4370 | 200 | -874000 | ¥262.2 | 229231.63 |
| 2026-06-09 | 甬矽转债(118057.SH) | 卖 | -3340 | 190 | -634600 | ¥190.38 | -88660.11 |
| 2026-06-09 | 冠中转债(123207.SZ) | 卖 | -2760 | 283.6 | -782736 | ¥234.82 | 34551.61 |
