可转债三要素策略:年化收益率（39.65%）
基于剩余规模、转股溢价率及到期收益率三个维度作为策略依据，从拉升难易程度、股债关联性和投资下限入手。选择期望收益率且投资收益下限确认的可转债标。注重寻找市场被低估的可转债，能有效减少波动性风险，并为投资组合带来稳定的收益。
概要
核心指标
- 累计收益率: 577.69%
- 年化收益率: 39.65%
- 基准收益率: 15.24%
- 阿尔法: 0.4
- 夏普比率: 1.27
- 最大回撤: 29.58%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 起帆转债(111000.SH) | 136.80102763562 | 9770 | 3 | 138.49 | 1353047.3 | 16501.26/1.235% |
| 2026-04-03 | 家联转债(123236.SZ) | 148.40450776053 | 9020 | 3 | 147.57 | 1331081.4 | -7527.26/-0.562% |
| 2026-04-03 | 天业转债(110087.SH) | 132.25966567164 | 10050 | 3 | 130.95 | 1316047.5 | -13162.14/-0.99% |
| 2026-04-03 | 金宏转债(118038.SH) | 157.22707113402 | 9700 | 8 | 146.97 | 1425609 | -99493.59/-6.524% |
| 2026-04-03 | 睿创转债(118030.SH) | 260.56789010989 | 5160 | 13 | 260.5 | 1344180 | -350.31/-0.026% |
| 2026-04-02 | 起帆转债(111000.SH) | 136.80102763562 | 9770 | 2 | 138.42 | 1352363.4 | 15817.36/1.183% |
| 2026-04-02 | 家联转债(123236.SZ) | 148.40450776053 | 9020 | 2 | 148.8 | 1342176 | 3567.34/0.266% |
| 2026-04-02 | 天业转债(110087.SH) | 132.25966567164 | 10050 | 2 | 129.27 | 1299163.5 | -30046.14/-2.26% |
| 2026-04-02 | 金宏转债(118038.SH) | 157.22707113402 | 9700 | 7 | 138.97 | 1348009 | -177093.59/-11.612% |
| 2026-04-02 | 睿创转债(118030.SH) | 260.56789010989 | 5160 | 12 | 260.65 | 1344954 | 423.69/0.032% |
交易详情
| 2026-04-01 | 天壕转债(123092.SZ) | 卖 | -10090 | 133 | -1341970 | ¥402.59 | -60960.75 |
| 2026-04-01 | 通裕转债(123149.SZ) | 卖 | -9750 | 134.1 | -1307475 | ¥392.24 | -140313.1 |
| 2026-04-01 | 节能转债(113051.SH) | 卖 | -9720 | 139 | -1351080 | ¥405.32 | 32652.59 |
| 2026-04-01 | 金宏转债(118038.SH) | 买 | 720 | 138.72 | 99878.4 | ¥29.96 | 0 |
| 2026-04-01 | 睿创转债(118030.SH) | 卖 | -300 | 263.01 | -78903 | ¥23.67 | 732.63 |
| 2026-04-01 | 天业转债(110087.SH) | 买 | 10050 | 132.22 | 1328811 | ¥398.64 | 0 |
| 2026-04-01 | 家联转债(123236.SZ) | 买 | 9020 | 148.36 | 1338207.2 | ¥401.46 | 0 |
| 2026-04-01 | 起帆转债(111000.SH) | 买 | 9770 | 136.76 | 1336145.2 | ¥400.84 | 0 |
| 2026-03-25 | 阿拉转债(118006.SH) | 卖 | -10530 | 136.31 | -1435344.3 | ¥430.6 | 60240.39 |
| 2026-03-25 | 水羊转债(123188.SZ) | 卖 | -9040 | 164.57 | -1487712.8 | ¥446.31 | 15649.72 |
