可转债机构评级重仓策略:年化收益率（4.5%）
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: 41.84%
- 年化收益率: 4.5%
- 基准收益率: 8.65%
- 阿尔法: 0.02
- 夏普比率: 0.2
- 最大回撤: 14.49%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 财通转债(113043.SH) | 144.68131162791 | 2150 | 50 | 122.23 | 262794.5 | -48270.32/-15.518% |
| 2026-04-03 | 上银转债(113042.SH) | 126.45246887967 | 2410 | 80 | 124 | 298840 | -5910.45/-1.939% |
| 2026-04-03 | 神马转债(110093.SH) | 127.03809958506 | 2210 | 170 | 132.68 | 293222.8 | 12468.6/4.441% |
| 2026-04-03 | 南航转债(110075.SH) | 120.809736 | 2300 | 590 | 119.1 | 273930 | -3932.39/-1.415% |
| 2026-04-03 | 国投转债(110073.SH) | 111.0488 | 2700 | 650 | 107.04 | 289008 | -10823.76/-3.61% |
| 2026-04-02 | 财通转债(113043.SH) | 144.68131162791 | 2150 | 49 | 120.8 | 259720 | -51344.82/-16.506% |
| 2026-04-02 | 上银转债(113042.SH) | 126.45246887967 | 2410 | 79 | 124.11 | 299105.1 | -5645.35/-1.852% |
| 2026-04-02 | 神马转债(110093.SH) | 127.03809958506 | 2210 | 169 | 131.62 | 290880.2 | 10126/3.607% |
| 2026-04-02 | 南航转债(110075.SH) | 120.809736 | 2300 | 589 | 119.65 | 275195 | -2667.39/-0.96% |
| 2026-04-02 | 国投转债(110073.SH) | 111.0488 | 2700 | 649 | 107.14 | 289278 | -10553.76/-3.52% |
交易详情
| 2026-03-09 | 神马转债(110093.SH) | 卖 | -100 | 136.5 | -13650 | ¥5 | 946.19 |
| 2026-03-09 | 财通转债(113043.SH) | 买 | 100 | 132.49 | 13249 | ¥5 | 0 |
| 2026-01-16 | 国投转债(110073.SH) | 买 | 70 | 113.54 | 7947.8 | ¥5 | 0 |
| 2026-01-16 | 南航转债(110075.SH) | 卖 | -100 | 135.5 | -13550 | ¥5 | 1469.03 |
| 2026-01-16 | 神马转债(110093.SH) | 卖 | -100 | 137.33 | -13733 | ¥5 | 1029.19 |
| 2026-01-16 | 上银转债(113042.SH) | 买 | 30 | 127.44 | 3823.2 | ¥5 | 0 |
| 2026-01-16 | 财通转债(113043.SH) | 买 | 2050 | 145.23 | 297721.5 | ¥89.32 | 0 |
| 2025-12-03 | 国投转债(110073.SH) | 买 | 10 | 114.53 | 1145.3 | ¥5 | 0 |
| 2025-12-03 | 南航转债(110075.SH) | 卖 | -100 | 129.9 | -12990 | ¥5 | 909.03 |
| 2025-12-03 | 上银转债(113042.SH) | 买 | 2380 | 126.4 | 300832 | ¥90.25 | 0 |
