可转债低价潜伏策略:年化收益率（21.03%）
该策略选取溢价率最低的可转债，其具有较强的股性，能紧跟股票涨幅的同时，具有较低的风险性。通过每日调仓，选取最具性价比的低溢价标的
概要
核心指标
- 累计收益率: 51%
- 年化收益率: 21.03%
- 基准收益率: 31.14%
- 阿尔法: 0.12
- 夏普比率: 0.75
- 最大回撤: 18.53%
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 | 百润转债(127046.SZ) | 129.13872857143 | 700 | 1 | 128.4 | 89880 | -517.11/-0.572% |
| 2026-04-03 | 卫宁转债(123104.SZ) | 129.03643478261 | 690 | 4 | 129.47 | 89334.3 | 299.16/0.336% |
| 2026-04-03 | 侨银转债(128138.SZ) | 133.43784057971 | 690 | 10 | 132.68 | 91549.2 | -522.91/-0.568% |
| 2026-04-03 | 宏图转债(118027.SH) | 111.85741304348 | 920 | 10 | 97.35 | 89562 | -13346.82/-12.97% |
| 2026-04-03 | 鼎龙转债(123255.SZ) | 218.11004545455 | 0 | 15 | 234 | 0 | 5231.58/5.451% |
| 2026-04-03 | 牧原转债(127045.SZ) | 137.27725352113 | 710 | 20 | 130.49 | 92647.9 | -4818.95/-4.944% |
| 2026-04-02 | 卫宁转债(123104.SZ) | 128.93867692308 | 650 | 3 | 129.84 | 84396 | 585.86/0.699% |
| 2026-04-02 | 侨银转债(128138.SZ) | 133.43784057971 | 690 | 9 | 132.71 | 91569.9 | -502.21/-0.545% |
| 2026-04-02 | 宏图转债(118027.SH) | 113.17121428571 | 840 | 9 | 98.1 | 82404 | -12659.82/-13.317% |
| 2026-04-02 | 鼎龙转债(123255.SZ) | 218.11004545455 | 440 | 14 | 230 | 101200 | 5231.58/5.451% |
交易详情
| 2026-04-03 | 鼎龙转债(123255.SZ) | 卖 | -440 | 233 | -102520 | ¥30.76 | 6551.58 |
| 2026-04-03 | 宏图转债(118027.SH) | 买 | 80 | 98 | 7840 | ¥5 | 0 |
| 2026-04-03 | 卫宁转债(123104.SZ) | 买 | 40 | 130.5 | 5220 | ¥5 | 0 |
| 2026-04-03 | 百润转债(127046.SZ) | 买 | 700 | 129.1 | 90370 | ¥27.11 | 0 |
| 2026-03-31 | 百润转债(127046.SZ) | 卖 | -710 | 127 | -90170 | ¥27.05 | -595.22 |
| 2026-03-31 | 牧原转债(127045.SZ) | 买 | 10 | 128.48 | 1284.8 | ¥5 | 0 |
| 2026-03-31 | 宏图转债(118027.SH) | 买 | 40 | 107.79 | 4311.6 | ¥5 | 0 |
| 2026-03-31 | 卫宁转债(123104.SZ) | 买 | 650 | 128.9 | 83785 | ¥25.14 | 0 |
| 2026-03-25 | 鸿路转债(128134.SZ) | 卖 | -730 | 126.53 | -92366.9 | ¥27.71 | -3989.31 |
| 2026-03-25 | 侨银转债(128138.SZ) | 买 | 10 | 132.79 | 1327.9 | ¥5 | 0 |
