科创板高研发投入优选策略:年化收益率（24.85%）
本策略精选科创板上市满2年且研发投入占比超过10%的优质企业，掘金科创板中具备长期发展潜力的科技创新先锋。
概要
核心指标
- 累计收益率: 40.12%
- 年化收益率: 24.85%
- 基准收益率: 19.74%
- 阿尔法: 0.25
- 夏普比率: 0.62
- 最大回撤: 41.63%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 382 | 121.4 | 36177.2 | 25835.4/249.815% |
| 2025-08-01 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 382 | 26.52 | 1364719.2 | 375361.28/37.94% |
| 2025-07-31 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 381 | 125.32 | 37345.36 | 27003.56/261.111% |
| 2025-07-31 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 381 | 26.38 | 1357514.8 | 368156.88/37.212% |
| 2025-07-30 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 380 | 120.91 | 36031.18 | 25689.38/248.403% |
| 2025-07-30 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 380 | 27.09 | 1394051.4 | 404693.48/40.905% |
| 2025-07-29 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 379 | 124.82 | 37196.36 | 26854.56/259.67% |
| 2025-07-29 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 379 | 27.89 | 1435219.4 | 445861.48/45.066% |
| 2025-07-28 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 378 | 121.35 | 36162.3 | 25820.5/249.671% |
| 2025-07-28 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 378 | 27.54 | 1417208.4 | 427850.48/43.245% |
交易详情
| 2025-05-29 | 浩欧博(688656.SH) | 买 | 1 | 87.55 | -1.55 | ¥0 | 0 |
| 2024-06-14 | 浩欧博(688656.SH) | 买 | 5 | 22.76 | -0.08 | ¥0 | 0 |
| 2024-01-03 | *ST富吉(688272.SH) | 买 | 51460 | 19.22 | 989061.2 | ¥296.72 | 0 |
| 2024-01-03 | 浩欧博(688656.SH) | 买 | 292 | 35.4 | 10336.8 | ¥5 | 0 |
