strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
core_20240905_151531
0 multin_zz1000_71002_barraindus_商贸零售_pv_z 323.46 359.93 296.76 383.47 401.20 299.70 187.73 134.08 178.15
1 multin_zz1000_71002_barraindus_传媒_pv_z 178.95 215.42 152.25 238.96 256.69 155.20 43.22 -10.42 33.65
2 multin_zz1000_71002_barraindus_房地产_pv_z 166.91 203.38 140.21 226.92 244.65 143.16 31.18 -22.46 21.61
3 multin_zz1000_71002_barraindus_商业贸易_pv_z 148.96 185.43 122.25 208.96 226.69 125.20 13.23 -40.42 3.65
4 multin_zz1000_71002_barraindus_计算机_pv_z 141.94 178.42 115.24 201.95 219.68 118.19 6.22 -47.43 -3.36
5 multin_zz1000_71002_barraindus_纺织服装_pv_z 111.76 148.23 85.06 171.77 189.50 88.01 -23.97 -77.61 -33.54
6 multin_zz1000_71002_barraindus_食品饮料_pv_z 99.66 136.13 72.95 159.66 177.39 75.90 -36.07 -89.72 -45.65
7 mx_2023_gen_merge1_filtered_no_idsctrl 91.22 127.70 64.52 151.23 168.96 67.47 -44.50 -98.15 -54.08
8 multin_zz1000_71002_barraindus_休闲服务_pv_z 90.70 127.17 64.00 150.71 168.44 66.95 -45.03 -98.67 -54.60
9 multin_zz1000_71002_barraindus_轻工制造_pv_z 85.53 122.00 58.82 145.53 163.26 61.77 -50.20 -103.85 -59.78
10 multin_zz1000_71002_barraindus_美容护理_pv_z 80.01 116.48 53.31 140.02 157.75 56.25 -55.72 -109.36 -65.29
11 mx_tenacity_restrict_primitive 68.31 104.79 41.61 128.32 146.05 44.56 -67.41 -121.06 -76.99
12 mx_tenacity_restrict 68.31 104.79 41.61 128.32 146.05 44.56 -67.41 -121.06 -76.99
13 multin_zz1000_61003_pv 64.48 100.95 37.78 124.49 142.22 40.72 -71.25 -124.89 -80.82
14 mx_adaptability 62.88 99.35 36.18 122.89 140.62 39.13 -72.85 -126.49 -82.42
15 mx_tenacity_morecapa 62.88 99.35 36.18 122.89 140.62 39.13 -72.85 -126.49 -82.42
16 mx_tenacity_morecapa_primitive 62.88 99.35 36.18 122.89 140.62 39.13 -72.85 -126.49 -82.42
17 multin_zz1000_71002_barraindus_医药生物_pv_z 62.41 98.88 35.71 122.42 140.15 38.66 -73.32 -126.96 -82.89
18 multin_zz1000_61004_pv 61.16 97.63 34.46 121.17 138.90 37.41 -74.57 -128.21 -84.14
19 multin_zz1000_61002_pv 61.16 97.63 34.46 121.17 138.90 37.41 -74.57 -128.21 -84.14
20 multin_zz1000_61003_pv_rm_blc 60.56 97.03 33.86 120.57 138.30 36.80 -75.17 -128.81 -84.74
21 multin1_real1 60.56 97.03 33.86 120.57 138.30 36.80 -75.17 -128.81 -84.74
22 multin1_real1_overnight 59.69 96.16 32.98 119.69 137.42 35.93 -76.04 -129.69 -85.62
23 multin_zz1000_61003_overnight_pv_rm_blc 59.69 96.16 32.98 119.69 137.42 35.93 -76.04 -129.69 -85.62
24 multin_zz1000_61002_pv_rm_blc 58.91 95.39 32.21 118.92 136.65 35.16 -76.81 -130.46 -86.39
25 multin_zz1000_61004_pv_rm_blc 58.91 95.39 32.21 118.92 136.65 35.16 -76.81 -130.46 -86.39
26 multin_zz1000_61002_overnight_pv_rm_blc 58.86 95.33 32.15 118.87 136.60 35.10 -76.87 -130.52 -86.45
27 multin_zz1000_61004_overnight_pv_rm_blc 58.86 95.33 32.15 118.87 136.60 35.10 -76.87 -130.52 -86.45
28 mx_tenacity 57.78 94.25 31.08 117.79 135.52 34.03 -77.95 -131.59 -87.52
29 mx_tenacity_primitive 57.78 94.25 31.08 117.79 135.52 34.03 -77.95 -131.59 -87.52
30 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 53.46 89.93 26.76 113.47 131.20 29.71 -82.27 -135.91 -91.84
31 multin_zz1000_71002_barraindus_建筑装饰_pv_z 52.41 88.88 25.70 112.41 130.14 28.65 -83.32 -136.97 -92.90
32 multin_zz1000_71002_barraindus_建筑材料_pv_z 52.00 88.47 25.29 112.01 129.74 28.24 -83.73 -137.38 -93.31
33 multin_zz1000_71002_barraindus_电子元器件_pv_z 50.84 87.31 24.13 110.84 128.58 27.08 -84.89 -138.54 -94.47
34 multin_zz1000_61001_pv 50.53 87.00 23.83 110.54 128.27 26.77 -85.20 -138.84 -94.77
35 multin_zz1000_71002_barraindus_汽车_pv_z 50.16 86.64 23.46 110.17 127.90 26.41 -85.56 -139.21 -95.14
36 multin_zz1000_71002_barraindus_环保_pv_z 49.23 85.71 22.53 109.24 126.97 25.48 -86.49 -140.14 -96.07
37 multin_zz1000_61001_overnight_pv_rm_blc 49.02 85.49 22.31 109.02 126.75 25.26 -86.71 -140.36 -96.29
38 multin_zz1000_61001_pv_rm_blc 48.95 85.42 22.24 108.95 126.68 25.19 -86.78 -140.43 -96.36
39 mx_adaptability_v2 48.02 84.50 21.32 108.03 125.76 24.27 -87.70 -141.35 -97.28
40 multin_zz1000_61003_pv_rm_blc2 47.61 84.08 20.90 107.61 125.34 23.85 -88.12 -141.77 -97.70
41 multin_zz1000_61003_overnight_pv_rm_blc2 46.93 83.40 20.23 106.94 124.67 23.17 -88.80 -142.44 -98.37
42 multin1_real0_overnight 45.90 82.38 19.20 105.91 123.64 22.15 -89.82 -143.47 -99.40
43 mx_gentleness 45.73 82.21 19.03 105.74 123.47 21.98 -89.99 -143.64 -99.57
44 multin_zz1000_61005_score_pv_z_top500rnk 44.97 81.44 18.27 104.98 122.71 21.22 -90.76 -144.40 -100.33
45 multin_zz1000_71002_barraindus_非银金融_pv_z 44.97 81.45 18.27 104.98 122.71 21.22 -90.75 -144.40 -100.33
46 multin_zz1000_71001_barra_earningsyield_botG 44.58 81.05 17.88 104.59 122.32 20.83 -91.15 -144.79 -100.72
47 multin_zz1000_71002_barraindus_通信_pv_z 44.08 80.55 17.37 104.08 121.81 20.32 -91.65 -145.30 -101.23
48 mx_2023_gen_merge2_filtered_idsctrl 43.91 80.38 17.20 103.91 121.64 20.15 -91.82 -145.47 -101.40
49 mx_capability_primitive 43.86 80.33 17.16 103.87 121.60 20.11 -91.87 -145.51 -101.44
50 mx_capability 43.86 80.33 17.16 103.87 121.60 20.11 -91.87 -145.51 -101.44
51 multin_zz1000_71001_barra_nonlinearsize_botG 42.05 78.52 15.35 102.06 119.79 18.30 -93.68 -147.32 -103.25
52 multin_zz1000_71001_barra_size_botG 42.05 78.52 15.35 102.06 119.79 18.30 -93.68 -147.32 -103.25
53 multin_zz1000_61005_score_pv_z_top300rnk 40.46 76.93 13.75 100.46 118.19 16.70 -95.27 -148.92 -104.85
54 multin_zz1000_61004_pv_rm_blc2 39.99 76.47 13.29 100.00 117.73 16.24 -95.73 -149.38 -105.31
55 mx_tenacity_ctrlonly 39.45 75.92 12.75 99.46 117.19 15.70 -96.28 -149.92 -105.85
56 multin_zz1000_61004_overnight_pv_rm_blc2 39.33 75.80 12.62 99.33 117.06 15.57 -96.40 -150.05 -105.98
57 multin_zz1000_71001_barra_growth_botG 38.87 75.34 12.16 98.87 116.60 15.11 -96.86 -150.51 -106.44
58 multin_zz1000_61002_pv_rm_fnd 38.35 74.82 11.65 98.36 116.09 14.59 -97.38 -151.02 -106.95
59 multin_zz1000_61004_pv_rm_fnd 38.35 74.82 11.65 98.36 116.09 14.59 -97.38 -151.02 -106.95
60 multin_zz1000_71002_barraindus_农林牧渔_pv_z 37.15 73.62 10.44 97.15 114.88 13.39 -98.58 -152.23 -108.16
61 multin_zz1000_61003_pv_rm_fnd 36.56 73.03 9.86 96.57 114.30 12.81 -99.17 -152.81 -108.74
62 multin_zz1000_61005_score_pv_z_top1000rnk 36.37 72.84 9.67 96.38 114.11 12.62 -99.36 -153.00 -108.93
63 multin_zz1000_61004_overnight_pv_rm_fnd 36.30 72.77 9.59 96.30 114.04 12.54 -99.43 -153.08 -109.01
64 multin_zz1000_61002_overnight_pv_rm_fnd 36.30 72.77 9.59 96.30 114.04 12.54 -99.43 -153.08 -109.01
65 mx_tenacity_morecapa_ctrlonly 35.35 71.82 8.65 95.36 113.09 11.60 -100.38 -154.02 -109.95
66 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 35.29 71.76 8.58 95.29 113.02 11.53 -100.44 -154.09 -110.02
67 multin_zz1000_61002_pv_rm_fnd_blc 35.09 71.56 8.39 95.10 112.83 11.34 -100.64 -154.28 -110.21
68 multin_zz1000_61004_pv_rm_fnd_blc 35.09 71.56 8.39 95.10 112.83 11.34 -100.64 -154.28 -110.21
69 multin_zz1000_61003_overnight_pv_rm_fnd 34.75 71.22 8.05 94.76 112.49 10.99 -100.98 -154.63 -110.56
70 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 33.71 70.18 7.01 93.72 111.45 9.95 -102.02 -155.67 -111.60
71 multin_zz1000_61001_pv_rm_fnd 33.45 69.92 6.75 93.46 111.19 9.70 -102.28 -155.92 -111.85
72 multin_zz1000_61003_pv_rm_fnd_blc 32.76 69.23 6.06 92.77 110.50 9.00 -102.97 -156.61 -112.54
73 multin1_real2 32.76 69.23 6.06 92.77 110.50 9.00 -102.97 -156.61 -112.54
74 multin_zz1000_61002_overnight_pv_rm_fnd_blc 32.06 68.54 5.36 92.07 109.80 8.31 -103.66 -157.31 -113.24
75 multin_zz1000_61004_overnight_pv_rm_fnd_blc 32.06 68.54 5.36 92.07 109.80 8.31 -103.66 -157.31 -113.24
76 multin_zz1000_61001_overnight_pv_rm_fnd 31.43 67.90 4.73 91.44 109.17 7.67 -104.30 -157.94 -113.87
77 multin_zz1000_71002_barraindus_综合_pv_z 31.19 67.66 4.48 91.19 108.92 7.43 -104.54 -158.19 -114.12
78 multin_zz1000_61001_pv_rm_fnd_blc 30.88 67.35 4.17 90.88 108.61 7.12 -104.85 -158.50 -114.43
79 multin_zz1000_71001_barra_momentum_botG 30.72 67.19 4.01 90.72 108.45 6.96 -105.01 -158.66 -114.59
80 multin_zz1000_61005_score_pv_z_top2000rnk 30.40 66.87 3.69 90.40 108.13 6.64 -105.33 -158.98 -114.91
81 multin1_real2_overnight 29.88 66.36 3.18 89.89 107.62 6.13 -105.84 -159.49 -115.42
82 multin_zz1000_61003_overnight_pv_rm_fnd_blc 29.88 66.36 3.18 89.89 107.62 6.13 -105.84 -159.49 -115.42
83 multin_zz1000_71001_barra_leverage_topG 29.62 66.09 2.91 89.62 107.35 5.86 -106.11 -159.76 -115.69
84 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 29.18 65.66 2.48 89.19 106.92 5.43 -106.54 -160.19 -116.12
85 multin_zz1000_71001_barra_residualvolatility_topG 28.86 65.33 2.16 88.87 106.60 5.11 -106.87 -160.51 -116.44
86 multin_zz1000_61001_overnight_pv_rm_fnd_blc 27.69 64.16 0.99 87.70 105.43 3.94 -108.04 -161.68 -117.61
87 multin_zz1000_71001_barra_liquidity_topG 26.86 63.33 0.16 86.87 104.60 3.10 -108.87 -162.51 -118.44
88 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 24.82 61.29 -1.88 84.83 102.56 1.06 -110.91 -164.56 -120.49
89 multin_zz1000_61004_pv_rm_fnd_blc2 23.72 60.19 -2.99 83.72 101.45 -0.04 -112.01 -165.66 -121.59
90 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 22.04 58.51 -4.66 82.05 99.78 -1.71 -113.69 -167.33 -123.26
91 multin_zz1000_61003_pv_rm_fnd_blc2 21.79 58.27 -4.91 81.80 99.53 -1.96 -113.93 -167.58 -123.51
92 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 20.74 57.21 -5.96 80.75 98.48 -3.01 -114.99 -168.63 -124.56
93 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 20.52 56.99 -6.19 80.52 98.25 -3.24 -115.21 -168.86 -124.79
94 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 20.29 56.76 -6.42 80.29 98.02 -3.47 -115.44 -169.09 -125.02
95 multin_zz1000_61004_idxctrl_50010002000_pv 20.26 56.73 -6.45 80.26 97.99 -3.50 -115.47 -169.12 -125.05
96 multin_zz1000_71001_barra_btop_topG 20.25 56.72 -6.46 80.25 97.98 -3.51 -115.48 -169.13 -125.06
97 multin_zz1000_61002_idxctrl_50010002000_pv 20.22 56.70 -6.48 80.23 97.96 -3.53 -115.50 -169.15 -125.08
98 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 20.13 56.61 -6.57 80.14 97.87 -3.62 -115.60 -169.24 -125.17
99 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 20.07 56.54 -6.63 80.08 97.81 -3.68 -115.66 -169.30 -125.23
100 multin_zz1000_61002_idxctrl_top3800_pv 19.79 56.27 -6.91 79.80 97.53 -3.96 -115.93 -169.58 -125.51
101 mx_resilience 19.75 56.22 -6.95 79.76 97.49 -4.01 -115.98 -169.63 -125.56
102 multin_zz1000_61004_idxctrl_top3800_pv 19.35 55.82 -7.36 79.35 97.08 -4.41 -116.38 -170.03 -125.96
103 mx_resilience_inthandsctrl 19.20 55.67 -7.50 79.21 96.94 -4.55 -116.53 -170.17 -126.10
104 mx_opt_zz1000_pv_z_v10_stable_4 18.92 55.40 -7.78 78.93 96.66 -4.83 -116.80 -170.45 -126.38
105 multin_zz1000_71002_barraindus_交通运输_pv_z 16.61 53.08 -10.10 76.61 94.34 -7.15 -119.12 -172.77 -128.70
106 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 16.53 53.00 -10.17 76.54 94.27 -7.23 -119.20 -172.84 -128.77
107 multin_zz1000_61001_idxctrl_50010002000_pv 15.62 52.09 -11.08 75.63 93.36 -8.13 -120.11 -173.75 -129.68
108 multin_zz1000_71001_barra_beta_topG 15.53 52.00 -11.18 75.53 93.26 -8.23 -120.20 -173.85 -129.78
109 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 15.10 51.58 -11.60 75.11 92.84 -8.65 -120.62 -174.27 -130.20
110 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 14.76 51.24 -11.94 74.77 92.50 -8.99 -120.96 -174.61 -130.54
111 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 14.62 51.09 -12.08 74.63 92.36 -9.13 -121.11 -174.75 -130.68
112 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 14.55 51.02 -12.15 74.56 92.29 -9.20 -121.18 -174.82 -130.75
113 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 14.39 50.86 -12.31 74.40 92.13 -9.36 -121.34 -174.98 -130.91
114 multin_zz1000_61001_idxctrl_top3800_pv 14.36 50.83 -12.35 74.37 92.10 -9.40 -121.37 -175.02 -130.95
115 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 14.25 50.73 -12.45 74.26 91.99 -9.50 -121.48 -175.12 -131.05
116 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 13.91 50.39 -12.79 73.92 91.65 -9.84 -121.81 -175.46 -131.39
117 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 13.90 50.37 -12.80 73.91 91.64 -9.85 -121.83 -175.47 -131.40
118 multin_zz1000_61004_idxctrl_zz1000_pv 13.74 50.21 -12.96 73.75 91.48 -10.02 -121.99 -175.63 -131.56
119 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 13.73 50.21 -12.97 73.74 91.47 -10.02 -121.99 -175.64 -131.57
120 multin_zz1000_61002_idxctrl_zz1000_pv 13.69 50.16 -13.01 73.70 91.43 -10.07 -122.04 -175.68 -131.61
121 multin_zz1000_61001_idxctrl_zz1000_pv 12.69 49.17 -14.01 72.70 90.43 -11.06 -123.03 -176.68 -132.61
122 mx_resilience_inthandsctrl_amtctrl 12.14 48.61 -14.57 72.14 89.88 -11.62 -123.59 -177.24 -133.17
123 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.59 48.06 -15.12 71.59 89.32 -12.17 -124.14 -177.79 -133.72
124 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 11.07 47.54 -15.64 71.07 88.80 -12.69 -124.66 -178.31 -134.24
125 mx_opt2_dyna_1000_v2 10.45 46.92 -16.26 70.45 88.18 -13.31 -125.28 -178.93 -134.86
126 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 10.04 46.52 -16.66 70.05 87.78 -13.71 -125.68 -179.33 -135.26
127 mx_resilience_inthandsctrl_amtctrl_capctrl 9.88 46.35 -16.82 69.89 87.62 -13.88 -125.85 -179.49 -135.42
128 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 9.88 46.35 -16.82 69.89 87.62 -13.88 -125.85 -179.49 -135.42
129 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 9.43 45.90 -17.27 69.44 87.17 -14.33 -126.30 -179.94 -135.88
130 multin_zz1000_61006_halfhalf_usualv2 9.34 45.81 -17.36 69.35 87.08 -14.41 -126.39 -180.03 -135.96
131 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 9.13 45.60 -17.57 69.14 86.87 -14.62 -126.60 -180.24 -136.17
132 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 9.10 45.57 -17.60 69.11 86.84 -14.66 -126.63 -180.27 -136.20
133 multin_zz1000_71002_barraindus_国防军工_pv_z 8.99 45.47 -17.71 69.00 86.73 -14.76 -126.73 -180.38 -136.31
134 multin_zz1000_71001_barra_liquidity_botG 8.86 45.33 -17.84 68.87 86.60 -14.89 -126.87 -180.51 -136.44
135 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 8.83 45.30 -17.88 68.83 86.56 -14.93 -126.90 -180.55 -136.48
136 multin_zz1000_61004_idscapctrl_pv 8.70 45.17 -18.00 68.71 86.44 -15.05 -127.03 -180.67 -136.60
137 multin_zz1000_61002_idscapctrl_pv 8.70 45.17 -18.00 68.71 86.44 -15.05 -127.03 -180.67 -136.60
138 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 7.91 44.39 -18.79 67.92 85.65 -15.84 -127.81 -181.46 -137.39
139 mx_opt_zz500_pv_z_v10_stable_4 7.41 43.88 -19.29 67.42 85.15 -16.34 -128.32 -181.96 -137.89
140 multin_zz1000_61001_idscapctrl_pv 7.35 43.82 -19.35 67.36 85.09 -16.40 -128.38 -182.02 -137.95
141 mx_opt3_usual_1000_v1 7.17 43.64 -19.54 67.18 84.91 -16.59 -128.56 -182.21 -138.14
142 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.13 43.60 -19.58 67.13 84.86 -16.63 -128.60 -182.25 -138.18
143 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.99 43.46 -19.71 67.00 84.73 -16.76 -128.74 -182.38 -138.31
144 multin_zz500_21001_tp500 6.89 43.36 -19.81 66.90 84.63 -16.87 -128.84 -182.48 -138.42
145 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 6.26 42.73 -20.44 66.27 84.00 -17.49 -129.47 -183.11 -139.04
146 mx_opt3_usual_1000_v2 6.14 42.61 -20.56 66.15 83.88 -17.62 -129.59 -183.23 -139.16
147 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 6.02 42.49 -20.68 66.03 83.76 -17.74 -129.71 -183.35 -139.28
148 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.94 42.41 -20.77 65.94 83.67 -17.82 -129.79 -183.44 -139.37
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 5.60 42.07 -21.10 65.61 83.34 -18.16 -130.13 -183.77 -139.70
150 multin_zz1000_71002_barraindus_机械设备_pv_z 5.37 41.84 -21.33 65.38 83.11 -18.39 -130.36 -184.00 -139.93
151 multin_zz1000_61006_halfhalf_usualv1 5.05 41.52 -21.65 65.06 82.79 -18.70 -130.68 -184.32 -140.25
152 multin_zz1000_21001_tp1000_rm_blc 3.99 40.46 -22.71 64.00 81.73 -19.76 -131.74 -185.38 -141.31
153 multin_zz1000_61002_idscapctrl_pv_rm_blc 3.75 40.22 -22.95 63.76 81.49 -20.00 -131.98 -185.62 -141.55
154 multin_zz1000_61004_idscapctrl_pv_rm_blc 3.75 40.22 -22.95 63.76 81.49 -20.00 -131.98 -185.62 -141.55
155 multin_zz1000_71001_barra_btop_botG 2.72 39.19 -23.99 62.72 80.45 -21.04 -133.01 -186.66 -142.59
156 multin_zz1000_61001_idscapctrl_pv_rm_blc 2.67 39.14 -24.04 62.67 80.40 -21.09 -133.06 -186.71 -142.64
157 multin_zz500_21001_tp200_rm_blc 1.47 37.95 -25.23 61.48 79.21 -22.28 -134.25 -187.90 -143.83
158 multin_zz1000_71001_barra_residualvolatility_botG 1.07 37.54 -25.63 61.08 78.81 -22.68 -134.66 -188.30 -144.23
159 multin_zz500_21001_tp200 0.97 37.44 -25.73 60.98 78.71 -22.79 -134.76 -188.40 -144.33
160 multin_zz500_21001_tp500_rm_blc 0.82 37.29 -25.89 60.82 78.55 -22.94 -134.91 -188.56 -144.49
161 multin_zz1000_71001_barra_leverage_botG 0.50 36.97 -26.20 60.51 78.24 -23.25 -135.23 -188.87 -144.80
162 multin_zz1000_61004_idscapctrl_pv_rm_blc2 0.48 36.95 -26.22 60.49 78.22 -23.28 -135.25 -188.89 -144.82
163 multin_zz1000_61002_idscapctrl_pv_rm_fnd -0.19 36.28 -26.89 59.82 77.55 -23.94 -135.92 -189.56 -145.49
164 multin_zz1000_61004_idscapctrl_pv_rm_fnd -0.19 36.28 -26.89 59.82 77.55 -23.94 -135.92 -189.56 -145.49
165 multin_zz1000_61001_idscapctrl_pv_rm_fnd -0.98 35.50 -27.68 59.03 76.76 -24.73 -136.70 -190.35 -146.28
166 multin_zz1000_61006_halfhalf -2.32 34.15 -29.02 57.69 75.42 -26.07 -138.05 -191.69 -147.62
167 multin_zz1000_61006_halfhalf_stable4 -3.70 32.78 -30.40 56.31 74.04 -27.45 -139.42 -193.07 -149.00
168 multin_zz1000_61004_idxctrl_pv -3.88 32.59 -30.59 56.12 73.85 -27.64 -139.61 -193.26 -149.19
169 multin_zz1000_61002_idxctrl_pv -3.88 32.59 -30.59 56.12 73.85 -27.64 -139.61 -193.26 -149.19
170 multin_zz1000_71001_barra_nonlinearsize_topG -4.64 31.83 -31.35 55.36 73.09 -28.40 -140.37 -194.02 -149.95
171 multin_zz1000_61001_idxctrl_pv -5.05 31.42 -31.76 54.95 72.68 -28.81 -140.78 -194.43 -150.36
172 multin_zz1000_21001_tp1000 -5.24 31.23 -31.95 54.76 72.49 -29.00 -140.97 -194.62 -150.55
173 multin_zz1000_71001_barra_growth_topG -5.49 30.98 -32.19 54.52 72.25 -29.25 -141.22 -194.86 -150.79
174 mx_opt1_absdef_1000_v2 -7.73 28.74 -34.43 52.28 70.01 -31.48 -143.46 -197.10 -153.03
175 multin1_real0 -7.98 28.49 -34.68 52.03 69.76 -31.73 -143.71 -197.35 -153.28
176 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 -8.81 27.66 -35.52 51.19 68.92 -32.57 -144.54 -198.19 -154.12
177 multin_zz1000_61002_idxctrl_pv_rm_blc -9.04 27.43 -35.75 50.96 68.69 -32.80 -144.77 -198.42 -154.35
178 multin_zz1000_61004_idxctrl_pv_rm_blc -9.04 27.43 -35.75 50.96 68.69 -32.80 -144.77 -198.42 -154.35
179 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 -9.60 26.87 -36.30 50.41 68.14 -33.35 -145.33 -198.97 -154.90
180 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -9.76 26.72 -36.46 50.25 67.98 -33.51 -145.48 -199.13 -155.06
181 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -9.76 26.72 -36.46 50.25 67.98 -33.51 -145.48 -199.13 -155.06
182 multin_zz1000_71002_barraindus_纺织服饰_pv_z -10.07 26.40 -36.78 49.93 67.66 -33.83 -145.80 -199.45 -155.38
183 multin_zz1000_61001_idxctrl_pv_rm_blc -10.13 26.34 -36.83 49.88 67.61 -33.88 -145.86 -199.50 -155.43
184 multin1_real3 -10.31 26.16 -37.01 49.70 67.43 -34.06 -146.04 -199.68 -155.61
185 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -10.31 26.16 -37.01 49.70 67.43 -34.06 -146.04 -199.68 -155.61
186 multin_zz1000_61007_mix6 -11.79 24.68 -38.49 48.22 65.95 -35.54 -147.52 -201.16 -157.09
187 multin_zz1000_61004_idxctrl_pv_rm_fnd -12.12 24.35 -38.82 47.89 65.62 -35.87 -147.85 -201.49 -157.42
188 multin_zz1000_61002_idxctrl_pv_rm_fnd -12.12 24.35 -38.82 47.89 65.62 -35.87 -147.85 -201.49 -157.42
189 multin_zz1000_71001_barra_earningsyield_topG -12.71 23.77 -39.41 47.30 65.03 -36.46 -148.43 -202.08 -158.01
190 multin_zz1000_61001_idxctrl_pv_rm_fnd -12.94 23.54 -39.64 47.07 64.80 -36.69 -148.66 -202.31 -158.24
191 multin_zz1000_71002_barraindus_家用电器_pv_z -13.63 22.85 -40.33 46.38 64.11 -37.38 -149.35 -203.00 -158.93
192 mx_opt_zz1000_pv_v1_stable_4 -14.23 22.24 -40.94 45.77 63.50 -37.99 -149.96 -203.61 -159.54
193 mx_opt_zz1000_pv_v2_stable_4 -14.80 21.67 -41.51 45.20 62.93 -38.56 -150.53 -204.18 -160.11
194 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -16.25 20.23 -42.95 43.76 61.49 -40.00 -151.97 -205.62 -161.55
195 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -16.25 20.23 -42.95 43.76 61.49 -40.00 -151.97 -205.62 -161.55
196 mx_opt_zz1000_pv_v4_stable_4 -16.94 19.54 -43.64 43.07 60.80 -40.69 -152.66 -206.31 -162.24
197 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -17.06 19.41 -43.76 42.95 60.68 -40.81 -152.79 -206.43 -162.36
198 mx_opt_zz1000_pv_z_v13_stable_4 -18.04 18.44 -44.74 41.97 59.70 -41.79 -153.77 -207.41 -163.34
199 mx_opt_zz1000_pv_v3_stable_4 -18.19 18.28 -44.90 41.81 59.54 -41.95 -153.92 -207.57 -163.50
200 multin_zz1000_71001_barra_momentum_topG -18.28 18.20 -44.98 41.73 59.46 -42.03 -154.00 -207.65 -163.58
201 mx_opt_zz1000_pv_z_v5_stable_4 -21.99 14.48 -48.69 38.02 55.75 -45.74 -157.72 -211.36 -167.29
202 multin_zz500_61007_mix6 -22.16 14.31 -48.86 37.85 55.58 -45.91 -157.89 -211.53 -167.46
203 multin_zz500_61004_idxctrl_zz500_pv -22.71 13.76 -49.42 37.29 55.02 -46.47 -158.44 -212.09 -168.02
204 multin_zz500_61002_idxctrl_zz500_pv -22.94 13.53 -49.64 37.07 54.80 -46.69 -158.67 -212.31 -168.24
205 multin_zz500_61001_idxctrl_zz500_pv -23.89 12.58 -50.59 36.12 53.85 -47.65 -159.62 -213.26 -169.19
206 mx_opt_zz1000_pv_z_v3_stable_4 -24.36 12.11 -51.07 35.64 53.37 -48.12 -160.09 -213.74 -169.67
207 mx_opt_zz1000_z_v1_stable_4 -24.50 11.97 -51.21 35.50 53.23 -48.26 -160.23 -213.88 -169.81
208 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -24.57 11.90 -51.27 35.44 53.17 -48.33 -160.30 -213.95 -169.88
209 mx_opt_zz1000_z_v3_stable_4 -24.63 11.84 -51.33 35.38 53.11 -48.39 -160.36 -214.00 -169.93
210 mx_opt3_usual_500_v1 -24.74 11.74 -51.44 35.27 53.00 -48.49 -160.46 -214.11 -170.04
211 mx_opt_zz1000_pv_z_v1_stable_4 -24.85 11.62 -51.55 35.16 52.89 -48.60 -160.58 -214.22 -170.15
212 mx_opt_zz1000_z_v2_stable_4 -24.98 11.49 -51.69 35.03 52.76 -48.74 -160.71 -214.36 -170.29
213 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -25.00 11.48 -51.70 35.01 52.74 -48.75 -160.72 -214.37 -170.30
214 mx_opt2_dyna_500_v2 -25.41 11.06 -52.11 34.60 52.33 -49.17 -161.14 -214.78 -170.71
215 mx_opt_zz1000_pv_z_v2_stable_4 -25.60 10.87 -52.31 34.40 52.13 -49.36 -161.33 -214.98 -170.91
216 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -25.65 10.82 -52.35 34.36 52.09 -49.40 -161.38 -215.02 -170.95
217 mx_opt_zz1000_z_v4_stable_4 -25.78 10.69 -52.48 34.23 51.96 -49.53 -161.51 -215.15 -171.08
218 multin_zz1000_71002_barraindus_基础化工_pv_z -26.23 10.24 -52.93 33.78 51.51 -49.99 -161.96 -215.60 -171.53
219 multin_zz1000_71002_barraindus_公用事业_pv_z -26.95 9.52 -53.66 33.05 50.78 -50.71 -162.68 -216.33 -172.26
220 mx_opt_zz1000_pv_z_v11_stable_4 -27.06 9.41 -53.77 32.94 50.67 -50.82 -162.79 -216.44 -172.37
221 multin_zz1000_71002_barraindus_电子_pv_z -27.39 9.09 -54.09 32.62 50.35 -51.14 -163.11 -216.76 -172.69
222 multin_zz1000_71001_barra_beta_botG -28.27 8.20 -54.97 31.74 49.47 -52.03 -164.00 -217.65 -173.58
223 mx_opt3_usual_500_v2 -28.78 7.69 -55.49 31.23 48.96 -52.54 -164.51 -218.16 -174.09
224 mx_opt_zz1000_pv_z_v4_stable_4 -29.23 7.25 -55.93 30.78 48.51 -52.98 -164.95 -218.60 -174.53
225 multin_zz1000_71002_barraindus_石油石化_pv_z -29.69 6.78 -56.39 30.32 48.05 -53.44 -165.42 -219.06 -174.99
226 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -31.98 4.50 -58.68 28.03 45.76 -55.73 -167.70 -221.35 -177.28
227 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -32.32 4.15 -59.02 27.69 45.42 -56.08 -168.05 -221.69 -177.62
228 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -32.89 3.59 -59.59 27.12 44.85 -56.64 -168.61 -222.26 -178.19
229 multin_zz1000_71002_barraindus_社会服务_pv_z -33.45 3.02 -60.15 26.56 44.29 -57.20 -169.18 -222.82 -178.75
230 mx_opt_zz500_pv_z_v11_stable_4 -34.86 1.61 -61.57 25.14 42.87 -58.62 -170.59 -224.24 -180.17
231 mx_opt_zz500_pv_z_v13_stable_4 -36.77 -0.30 -63.47 23.24 40.97 -60.52 -172.50 -226.14 -182.07
232 mx_opt1_absdef_500_v2 -39.29 -2.82 -66.00 20.71 38.44 -63.05 -175.02 -228.67 -184.60
233 mx_opt_zz1000_pv_z_v12_stable_4 -39.91 -3.44 -66.62 20.10 37.83 -63.67 -175.64 -229.29 -185.22
234 multin_zz1000_71002_barraindus_黑色金属_pv_z -39.96 -3.49 -66.66 20.05 37.78 -63.72 -175.69 -229.34 -185.27
235 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -40.44 -3.97 -67.14 19.57 37.30 -64.19 -176.17 -229.81 -185.74
236 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -40.71 -4.24 -67.42 19.29 37.02 -64.47 -176.44 -230.09 -186.02
237 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -40.95 -4.48 -67.65 19.06 36.79 -64.70 -176.68 -230.32 -186.25
238 mx_opt3_usual_300_v2 -41.88 -5.41 -68.58 18.13 35.86 -65.63 -177.61 -231.25 -187.18
239 mx_opt_zz1000_pv_z_v8_stable_4 -43.50 -7.03 -70.21 16.50 34.23 -67.26 -179.23 -232.88 -188.81
240 multin_zz1000_71001_barra_size_topG -44.00 -7.53 -70.70 16.01 33.74 -67.75 -179.73 -233.37 -189.30
241 mx_opt_zz1000_pv_z_v6_stable_4 -45.70 -9.23 -72.41 14.30 32.03 -69.46 -181.43 -235.08 -191.01
242 mx_opt_zz1000_pv_z_v9_stable_4 -45.91 -9.44 -72.62 14.09 31.82 -69.67 -181.64 -235.29 -191.22
243 multin_zz1000_71002_barraindus_电力设备_pv_z -47.99 -11.52 -74.69 12.02 29.75 -71.74 -183.72 -237.36 -193.29
244 mx_opt3_usual_300_v1 -50.46 -13.99 -77.16 9.55 27.28 -74.21 -186.19 -239.83 -195.76
245 multin_zz1000_71002_barraindus_电气设备_pv_z -51.60 -15.12 -78.30 8.41 26.14 -75.35 -187.32 -240.97 -196.90
246 mx_opt_zz1000_pv_z_v7_stable_4 -54.86 -18.39 -81.56 5.15 22.88 -78.61 -190.59 -244.23 -200.16
247 multin_zz1000_71002_barraindus_有色金属_pv_z -61.87 -25.40 -88.58 -1.87 15.86 -85.63 -197.60 -251.25 -207.18
248 mx_opt_zz500_pv_z_v12_stable_4 -64.10 -27.62 -90.80 -4.09 13.64 -87.85 -199.82 -253.47 -209.40
249 mx_opt1_absdef_zz1000_hssanbai_v2 -65.20 -28.73 -91.90 -5.19 12.54 -88.95 -200.93 -254.57 -210.50
250 mx_opt1_absdef_300_v2 -65.20 -28.73 -91.90 -5.19 12.54 -88.95 -200.93 -254.57 -210.50
251 mx_opt1_absdef_50_v2 -65.62 -29.15 -92.32 -5.61 12.12 -89.38 -201.35 -254.99 -210.92
252 mx_opt2_dyna_300_v2 -65.81 -29.34 -92.51 -5.80 11.93 -89.57 -201.54 -255.18 -211.11
253 mx_opt_hs300_stable_4 -67.95 -31.48 -94.66 -7.95 9.79 -91.71 -203.68 -257.33 -213.26
254 mx_opt_zz1000_hssanbai -67.95 -31.48 -94.66 -7.95 9.79 -91.71 -203.68 -257.33 -213.26
255 multin_zz1000_71002_barraindus_化工_pv_z -72.03 -35.55 -98.73 -12.02 5.71 -95.78 -207.75 -261.40 -217.33
256 multin_zz1000_71002_barraindus_钢铁_pv_z -85.38 -48.91 -112.08 -25.37 -7.64 -109.13 -221.11 -274.75 -230.68
257 multin_zz1000_71002_barraindus_银行_pv_z -90.34 -53.87 -117.04 -30.33 -12.60 -114.09 -226.07 -279.71 -235.64
258 multin_zz1000_71002_barraindus_煤炭_pv_z -103.74 -67.26 -130.44 -43.73 -26.00 -127.49 -239.46 -293.11 -249.04