可转债低溢价策略:年化收益率（20.24%）
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: 169.82%
- 年化收益率: 20.24%
- 基准收益率: -0.9%
- 阿尔法: 0.25
- 夏普比率: 0.63
- 最大回撤: 37.12%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 豪鹏转债(127101.SZ) | 154.53634757835 | 3510 | 1 | 144.86 | 508458.6 | -33963.98/-6.262% |
| 2025-08-07 | 东材转债(113064.SH) | 156.08681196581 | 0 | 6 | 136.59 | 0 | -56464.71/-10.306% |
| 2025-08-07 | 万凯转债(123247.SZ) | 135.43061670762 | 0 | 6 | 140.65 | 0 | 18515.99/3.359% |
| 2025-08-07 | 金盘转债(118019.SH) | 140.3051380597 | 2380 | 311 | 161.6 | 384608 | 50681.77/15.178% |
| 2025-08-06 | 东材转债(113064.SH) | 156.08681196581 | 3510 | 5 | 140 | 491400 | -56464.71/-10.306% |
| 2025-08-06 | 万凯转债(123247.SZ) | 135.43061670762 | 4070 | 5 | 139.98 | 569718.6 | 18515.99/3.359% |
| 2025-08-06 | 金盘转债(118019.SH) | 140.3051380597 | 2380 | 310 | 161.6 | 384608 | 50681.77/15.178% |
| 2025-08-05 | 东材转债(113064.SH) | 156.08681196581 | 3510 | 4 | 141.3 | 495963 | -51901.71/-9.473% |
| 2025-08-05 | 万凯转债(123247.SZ) | 135.43061670762 | 4070 | 4 | 136.8 | 556776 | 5573.39/1.011% |
| 2025-08-05 | 金盘转债(118019.SH) | 140.3051380597 | 2380 | 309 | 161.6 | 384608 | 50681.77/15.178% |
交易详情
| 2025-08-07 | 万凯转债(123247.SZ) | 卖 | -4070 | 140.9 | -573463 | ¥172.04 | 22260.39 |
| 2025-08-07 | 东材转债(113064.SH) | 卖 | -3510 | 140.1 | -491751 | ¥147.53 | -56113.71 |
| 2025-08-07 | 豪鹏转债(127101.SZ) | 买 | 3510 | 154.49 | 542259.9 | ¥162.68 | 0 |
| 2025-07-31 | 大禹转债(123063.SZ) | 卖 | -3050 | 166.5 | -507825 | ¥152.35 | -10830.55 |
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -3600 | 172.86 | -622296 | ¥186.69 | 108601.94 |
| 2025-07-31 | 万凯转债(123247.SZ) | 买 | 4070 | 135.39 | 551037.3 | ¥165.31 | 0 |
| 2025-07-31 | 东材转债(113064.SH) | 买 | 3510 | 156.04 | 547700.4 | ¥164.31 | 0 |
| 2025-07-24 | 亿田转债(123235.SZ) | 卖 | -2280 | 248 | -565440 | ¥169.63 | 45444.05 |
| 2025-07-24 | 博汇转债(123156.SZ) | 卖 | -2850 | 176.65 | -503452.5 | ¥151.04 | -20848.24 |
| 2025-07-24 | 大禹转债(123063.SZ) | 买 | 3050 | 170 | 518500 | ¥155.55 | 0 |
