可转债低溢价策略:年化收益率（20.48%）
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: 171.97%
- 年化收益率: 20.48%
- 基准收益率: -2.34%
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 东材转债(113064.SH) | 156.08681196581 | 3510 | 2 | 144.46 | 507054.6 | -40810.11/-7.449% |
| 2025-08-01 | 万凯转债(123247.SZ) | 135.43061670762 | 4070 | 2 | 134 | 545380 | -5822.61/-1.056% |
| 2025-08-01 | 金盘转债(118019.SH) | 140.3051380597 | 2380 | 307 | 161.6 | 384608 | 50681.77/15.178% |
| 2025-07-31 | 东材转债(113064.SH) | 156.08681196581 | 3510 | 1 | 148.48 | 521164.8 | -26699.91/-4.873% |
| 2025-07-31 | 万凯转债(123247.SZ) | 135.43061670762 | 4070 | 1 | 133.71 | 544199.7 | -7002.91/-1.27% |
| 2025-07-31 | 大禹转债(123063.SZ) | 170.051 | 0 | 6 | 166.69 | 0 | -125.05/-0.024% |
| 2025-07-31 | 濮耐转债(127035.SZ) | 142.69279459459 | 0 | 11 | 170.52 | 0 | 94345.94/18.366% |
| 2025-07-31 | 金盘转债(118019.SH) | 140.3051380597 | 2380 | 306 | 161.6 | 384608 | 50681.77/15.178% |
| 2025-07-30 | 大禹转债(123063.SZ) | 170.051 | 3050 | 5 | 170.01 | 518530.5 | -125.05/-0.024% |
| 2025-07-30 | 濮耐转债(127035.SZ) | 142.69279459459 | 3600 | 10 | 168.9 | 608040 | 94345.94/18.366% |
交易详情
| 2025-07-31 | 濮耐转债(127035.SZ) | 卖 | -3600 | 172.86 | -622296 | ¥186.69 | 108601.94 |
| 2025-07-31 | 大禹转债(123063.SZ) | 卖 | -3050 | 166.5 | -507825 | ¥152.35 | -10830.55 |
| 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 |
| 2025-07-24 | 濮耐转债(127035.SZ) | 卖 | -100 | 152.76 | -15276 | ¥5 | 1006.72 |
| 2025-07-17 | 景23转债(113669.SH) | 卖 | -2620 | 205 | -537100 | ¥161.13 | -21913.65 |
| 2025-07-17 | 白电转债(113549.SH) | 卖 | -1330 | 133.5 | -177555 | ¥53.27 | 1277.13 |
