可转债双低兼顾策略:年化收益率（22.15%）
该策略通过筛选和投资转股价值较低但具有较好条件的可转债，来实现稳健的投资回报。
概要
核心指标
- 累计收益率: 232.5%
- 年化收益率: 22.15%
- 基准收益率: 7.87%
- 阿尔法: 0.22
- 夏普比率: 0.88
- 最大回撤: 19.41%
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) | 130.039 | 5070 | 2 | 129.84 | 658288.8 | -1008.93/-0.153% |
| 2026-04-02 | 侨银转债(128138.SZ) | 132.82983757339 | 5110 | 7 | 132.71 | 678148.1 | -612.37/-0.09% |
| 2026-04-02 | 宏图转债(118027.SH) | 113.91454617834 | 6280 | 7 | 98.1 | 616068 | -99315.35/-13.883% |
| 2026-04-02 | 鼎龙转债(123255.SZ) | 215.77471159875 | 2990 | 12 | 230 | 687700 | 42533.61/6.593% |
| 2026-04-02 | 牧原转债(127045.SZ) | 137.12704394572 | 5270 | 17 | 129.83 | 684204.1 | -38455.42/-5.321% |
| 2026-04-01 | 卫宁转债(123104.SZ) | 130.039 | 5070 | 1 | 131 | 664170 | 4872.27/0.739% |
| 2026-04-01 | 侨银转债(128138.SZ) | 132.82983757339 | 5110 | 6 | 133.3 | 681163 | 2402.53/0.354% |
| 2026-04-01 | 宏图转债(118027.SH) | 113.91454617834 | 6280 | 6 | 105.48 | 662414.4 | -52968.95/-7.404% |
| 2026-04-01 | 鼎龙转债(123255.SZ) | 215.77471159875 | 2990 | 11 | 236.24 | 706357.6 | 61191.21/9.485% |
| 2026-04-01 | 百润转债(127046.SZ) | 129.93582950192 | 0 | 11 | 129.8 | 0 | -15377.23/-2.267% |
交易详情
| 2026-04-01 | 百润转债(127046.SZ) | 卖 | -5220 | 127.2 | -663984 | ¥199.2 | -14281.03 |
| 2026-04-01 | 鼎龙转债(123255.SZ) | 卖 | -200 | 232.6 | -46520 | ¥13.96 | 3365.06 |
| 2026-04-01 | 宏图转债(118027.SH) | 买 | 360 | 106.98 | 38512.8 | ¥11.55 | 0 |
| 2026-04-01 | 牧原转债(127045.SZ) | 买 | 100 | 127.04 | 12704 | ¥5 | 0 |
| 2026-04-01 | 卫宁转债(123104.SZ) | 买 | 5070 | 130 | 659100 | ¥197.73 | 0 |
| 2026-03-25 | 立讯转债(128136.SZ) | 卖 | -5520 | 123 | -678960 | ¥203.69 | -7160.97 |
| 2026-03-25 | 鸿路转债(128134.SZ) | 卖 | -5360 | 126.53 | -678200.8 | ¥203.46 | -9532.66 |
| 2026-03-25 | 宏图转债(118027.SH) | 买 | 5920 | 114.3 | 676656 | ¥203 | 0 |
| 2026-03-25 | 侨银转债(128138.SZ) | 买 | 5110 | 132.79 | 678556.9 | ¥203.57 | 0 |
| 2026-03-25 | 百润转债(127046.SZ) | 买 | 10 | 127.8 | 1278 | ¥5 | 0 |
