可转债三要素策略:年化收益率（38.51%）
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: 398.75%
- 年化收益率: 38.51%
- 基准收益率: 0.53%
- 阿尔法: 0.4
- 夏普比率: 1.29
- 最大回撤: 29.62%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 精装转债(127055.SZ) | 198.05939919355 | 4960 | 2 | 204 | 1011840 | 29465.38/2.999% |
| 2025-06-06 | 齐鲁转债(113065.SH) | 127.65669189907 | 7530 | 7 | 129.91 | 978222.3 | 16967.41/1.765% |
| 2025-06-06 | 水羊转债(123188.SZ) | 144.04319970414 | 6760 | 2 | 137.11 | 926863.6 | -46868.43/-4.813% |
| 2025-06-06 | 利民转债(128144.SZ) | 176.05279924242 | 4380 | 12 | 245 | 1073100 | 301988.74/39.163% |
| 2025-06-06 | 正邦转债(128114.SZ) | 86.775721590909 | 5280 | 457 | 84.81 | 447796.8 | -10379.01/-2.265% |
| 2025-06-06 | 搜特转债(128100.SZ) | 26.657994851259 | 17480 | 497 | 18 | 314640 | -151341.75/-32.478% |
| 2025-06-05 | 精装转债(127055.SZ) | 198.05939919355 | 4960 | 1 | 199.1 | 987536 | 5161.38/0.525% |
| 2025-06-05 | 齐鲁转债(113065.SH) | 127.65669189907 | 7530 | 6 | 130.27 | 980933.1 | 19678.21/2.047% |
| 2025-06-05 | 水羊转债(123188.SZ) | 144.04319970414 | 6760 | 1 | 140.7 | 951132 | -22600.03/-2.321% |
| 2025-06-05 | 法兰转债(113598.SH) | 134.54034985423 | 0 | 6 | 128.56 | 0 | -34576.8/-3.746% |
交易详情
| 2025-06-05 | 豪美转债(127053.SZ) | 卖 | -4480 | 231 | -1034880 | ¥310.46 | 102730.87 |
| 2025-06-05 | 法兰转债(113598.SH) | 卖 | -6860 | 129.29 | -886929.4 | ¥266.08 | -36017.4 |
| 2025-06-05 | 水羊转债(123188.SZ) | 买 | 6760 | 144 | 973440 | ¥292.03 | 0 |
| 2025-06-05 | 利民转债(128144.SZ) | 卖 | -400 | 228.89 | -91556 | ¥27.47 | 21134.88 |
| 2025-06-05 | 精装转债(127055.SZ) | 买 | 4960 | 198 | 982080 | ¥294.62 | 0 |
| 2025-06-05 | 齐鲁转债(113065.SH) | 买 | 160 | 131.23 | 20996.8 | ¥6.3 | 0 |
| 2025-05-28 | 华翔转债(113637.SH) | 卖 | -6060 | 141.59 | -858035.4 | ¥257.41 | 47193.57 |
| 2025-05-28 | 九洲转2(123089.SZ) | 卖 | -6120 | 149.5 | -914940 | ¥274.48 | 29406.52 |
| 2025-05-28 | 利民转债(128144.SZ) | 卖 | -500 | 208.39 | -104195 | ¥31.26 | 16168.6 |
| 2025-05-28 | 豪美转债(127053.SZ) | 买 | 10 | 210.52 | 2105.2 | ¥5 | 0 |
