可转债机构评级重仓策略:年化收益率（3.14%）
具有深度研究能力的基金机构会倾向于优质转债，这些转债通常拥有良好的表现，本策略根据机构评级，持有高评级可转债，获取长期收益
概要
核心指标
- 累计收益率: 24.75%
- 年化收益率: 3.14%
- 基准收益率: -5.22%
- 阿尔法: 0.01
- 夏普比率: 0.05
- 最大回撤: 10.09%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 现代转债(110057.SH) | 117.21481818182 | 660 | 1169 | 117.68 | 77668.8 | 307.02/0.397% |
| 2025-06-06 | 苏银转债(110053.SH) | 108.22257369118 | 2010 | 1469 | 130.56 | 262425.6 | 44898.23/20.64% |
| 2025-06-06 | 海尔转债(110049.SH) | 118.9532311828 | 1860 | 1529 | 132.02 | 245557.2 | 24304.19/10.985% |
| 2025-06-06 | 航电转债(110042.SH) | 103.23577308357 | 1730 | 1769 | 116.32 | 201233.6 | 22635.71/12.674% |
| 2025-06-06 | 蒙电转债(110041.SH) | 101.1594692426 | 1740 | 1769 | 145.03 | 252352.2 | 76334.72/43.368% |
| 2025-06-06 | 航信转债(110031.SH) | 100.54227471091 | 1950 | 1799 | 106.7 | 208065 | 12007.56/6.125% |
| 2025-06-05 | 现代转债(110057.SH) | 117.21481818182 | 660 | 1168 | 117.68 | 77668.8 | 307.02/0.397% |
| 2025-06-05 | 苏银转债(110053.SH) | 108.22257369118 | 2010 | 1468 | 130.56 | 262425.6 | 44898.23/20.64% |
| 2025-06-05 | 海尔转债(110049.SH) | 118.9532311828 | 1860 | 1528 | 132.02 | 245557.2 | 24304.19/10.985% |
| 2025-06-05 | 航电转债(110042.SH) | 103.23577308357 | 1730 | 1768 | 116.32 | 201233.6 | 22635.71/12.674% |
交易详情
| 2021-09-14 | 蒙电转债(110041.SH) | 卖 | -300 | 145.99 | -43797 | ¥13.14 | 13449.16 |
| 2021-09-14 | 苏银转债(110053.SH) | 买 | 30 | 122.43 | 3672.9 | ¥5 | 0 |
| 2021-09-14 | 现代转债(110057.SH) | 买 | 340 | 119.4 | 40596 | ¥12.18 | 0 |
| 2021-05-10 | 苏银转债(110053.SH) | 卖 | -100 | 117.53 | -11753 | ¥5 | 952.52 |
| 2021-05-10 | 现代转债(110057.SH) | 买 | 100 | 112.22 | 11222 | ¥5 | 0 |
| 2020-09-18 | 航信转债(110031.SH) | 买 | 10 | 110.02 | 1100.2 | ¥5 | 0 |
| 2020-09-18 | 苏银转债(110053.SH) | 卖 | -100 | 113.3 | -11330 | ¥5 | 529.52 |
| 2020-09-18 | 现代转债(110057.SH) | 买 | 100 | 112.51 | 11251 | ¥5 | 0 |
| 2020-08-07 | 航电转债(110042.SH) | 卖 | -200 | 143.31 | -28662 | ¥8.6 | 8014.85 |
| 2020-08-07 | 苏银转债(110053.SH) | 买 | 120 | 110.1 | 13212 | ¥5 | 0 |
