可转债低价潜伏策略:年化收益率（21.05%）
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: 50.92%
- 年化收益率: 21.05%
- 基准收益率: 32.26%
- 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
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 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% |
| 2026-04-02 | 牧原转债(127045.SZ) | 137.27725352113 | 710 | 19 | 129.83 | 92179.3 | -5287.55/-5.425% |
| 2026-04-01 | 卫宁转债(123104.SZ) | 128.93867692308 | 650 | 2 | 131 | 85150 | 1339.86/1.599% |
| 2026-04-01 | 侨银转债(128138.SZ) | 133.43784057971 | 690 | 8 | 133.3 | 91977 | -95.11/-0.103% |
| 2026-04-01 | 宏图转债(118027.SH) | 113.17121428571 | 840 | 8 | 105.48 | 88603.2 | -6460.62/-6.796% |
| 2026-04-01 | 鼎龙转债(123255.SZ) | 218.11004545455 | 440 | 13 | 236.24 | 103945.6 | 7977.18/8.312% |
| 2026-04-01 | 牧原转债(127045.SZ) | 137.27725352113 | 710 | 18 | 129.56 | 91987.6 | -5479.25/-5.622% |
交易详情
| 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 |
| 2026-03-25 | 百润转债(127046.SZ) | 买 | 710 | 127.8 | 90738 | ¥27.22 | 0 |
| 2026-03-23 | 百润转债(127046.SZ) | 卖 | -730 | 126.52 | -92359.6 | ¥27.71 | -3920.68 |
| 2026-03-23 | 艾录转债(123229.SZ) | 卖 | -670 | 131.35 | -88004.5 | ¥26.4 | -1554.46 |
| 2026-03-23 | 宏图转债(118027.SH) | 买 | 800 | 113.4 | 90720 | ¥27.22 | 0 |
