科创板高研发投入优选策略:年化收益率（10.34%）
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: 14.33%
- 年化收益率: 10.34%
- 基准收益率: 14.4%
- 阿尔法: 0.13
- 夏普比率: 0.41
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 342 | 98.8 | 29442.4 | 19100.6/184.693% |
| 2025-06-06 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 342 | 21.64 | 1113594.4 | 124236.48/12.557% |
| 2025-06-05 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 341 | 103.87 | 30953.26 | 20611.46/199.302% |
| 2025-06-05 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 341 | 21.82 | 1122857.2 | 133499.28/13.494% |
| 2025-06-04 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 340 | 105.5 | 31439 | 21097.2/203.999% |
| 2025-06-04 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 340 | 21.4 | 1101244 | 111886.08/11.309% |
| 2025-06-03 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 339 | 93.24 | 27785.52 | 17443.72/168.672% |
| 2025-06-03 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 339 | 21.18 | 1089922.8 | 100564.88/10.165% |
| 2025-05-30 | 浩欧博(688656.SH) | 34.704026845638 | 298 | 338 | 95.83 | 28557.34 | 18215.54/176.135% |
| 2025-05-30 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 338 | 21.02 | 1081689.2 | 92331.28/9.332% |
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 |
