科创板高研发投入优选策略:年化收益率（12.79%）
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: 17.01%
- 年化收益率: 12.79%
- 基准收益率: 14.85%
- 阿尔法: 0.15
- 夏普比率: 0.45
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 浩欧博(688656.SH) | 34.820875420875 | 297 | 328 | 88.88 | 26397.36 | 16055.56/166.639% |
| 2025-05-16 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 328 | 22.22 | 1143441.2 | 154083.28/15.631% |
| 2025-05-15 | 浩欧博(688656.SH) | 34.820875420875 | 297 | 327 | 86.5 | 25690.5 | 15348.7/150.576% |
| 2025-05-15 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 327 | 22.15 | 1139839 | 150481.08/15.1% |
| 2025-05-14 | 浩欧博(688656.SH) | 34.820875420875 | 297 | 326 | 86 | 25542 | 15200.2/140.213% |
| 2025-05-14 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 326 | 22.29 | 1147043.4 | 157685.48/15.332% |
| 2025-05-13 | 浩欧博(688656.SH) | 34.820875420875 | 297 | 325 | 87.68 | 26040.96 | 15699.16/155.739% |
| 2025-05-13 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 325 | 23.05 | 1186153 | 196795.08/19.087% |
| 2025-05-12 | 浩欧博(688656.SH) | 34.820875420875 | 297 | 324 | 86.8 | 25779.6 | 15437.8/133.038% |
| 2025-05-12 | *ST富吉(688272.SH) | 19.225766031869 | 51460 | 324 | 23.86 | 1227835.6 | 238477.68/25.261% |
交易详情
| 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 |
