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_20241216_172021
0 multin_zz1000_71002_barraindus_商业贸易_pv_z 438.99 442.20 390.52 367.22 313.14 326.31 313.38 300.35 283.30
1 multin_zz1000_71002_barraindus_休闲服务_pv_z 287.09 290.31 238.63 215.32 161.25 174.42 161.48 148.46 131.40
2 multin_zz1000_71002_barraindus_美容护理_pv_z 286.88 290.09 238.42 215.11 161.03 174.20 161.27 148.25 131.19
3 multin_zz1000_71002_barraindus_社会服务_pv_z 264.82 268.03 216.35 193.04 138.97 152.14 139.21 126.18 109.13
4 multin_zz1000_71002_barraindus_纺织服装_pv_z 258.17 261.38 209.70 186.40 132.32 145.49 132.56 119.53 102.48
5 multin_zz1000_71002_barraindus_公用事业_pv_z 243.15 246.36 194.68 171.37 117.30 130.47 117.54 104.51 87.45
6 multin_zz1000_71002_barraindus_综合_pv_z 198.00 201.21 149.54 126.23 72.15 85.33 72.39 59.37 42.31
7 multin_zz1000_71002_barraindus_石油石化_pv_z 187.66 190.88 139.20 115.89 61.82 74.99 62.06 49.03 31.97
8 multin_zz1000_71002_barraindus_纺织服饰_pv_z 179.65 182.86 131.18 107.88 53.80 66.97 54.04 41.01 23.96
9 multin_zz1000_71002_barraindus_银行_pv_z 178.74 181.96 130.28 106.97 52.90 66.07 53.14 40.11 23.05
10 multin_zz1000_71002_barraindus_煤炭_pv_z 173.60 176.81 125.13 101.83 47.75 60.92 47.99 34.96 17.91
11 multin_zz1000_71002_barraindus_环保_pv_z 163.10 166.32 114.64 91.33 37.26 50.43 37.50 24.47 7.41
12 multin_zz1000_71002_barraindus_农林牧渔_pv_z 155.17 158.38 106.71 83.40 29.32 42.50 29.56 16.54 -0.52
13 multin_zz1000_71001_barra_size_botG 148.88 152.09 100.41 77.10 23.03 36.20 23.27 10.24 -6.82
14 multin_zz1000_71001_barra_nonlinearsize_botG 148.88 152.09 100.41 77.10 23.03 36.20 23.27 10.24 -6.82
15 multin_zz1000_61005_score_pv_z_top300rnk 141.94 145.15 93.48 70.17 16.09 29.26 16.33 3.30 -13.75
16 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 140.58 143.80 92.12 68.81 14.74 27.91 14.98 1.95 -15.11
17 multin_zz1000_61005_score_pv_z_top500rnk 140.29 143.50 91.82 68.52 14.44 27.61 14.68 1.65 -15.40
18 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 139.30 142.51 90.83 67.53 13.45 26.62 13.69 0.66 -16.39
19 multin_zz1000_71002_barraindus_交通运输_pv_z 137.51 140.72 89.04 65.73 11.66 24.83 11.90 -1.13 -18.18
20 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 134.78 137.99 86.31 63.00 8.93 22.10 9.17 -3.86 -20.91
21 multin_zz1000_61005_score_pv_z_top1000rnk 134.16 137.37 85.69 62.39 8.31 21.48 8.55 -4.48 -21.53
22 multin_zz1000_71001_barra_beta_botG 133.77 136.98 85.30 61.99 7.92 21.09 8.16 -4.87 -21.93
23 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 133.37 136.59 84.91 61.60 7.53 20.70 7.77 -5.26 -22.32
24 mx_2023_gen_merge1_filtered_no_idsctrl 131.58 134.79 83.12 59.81 5.73 18.90 5.97 -7.06 -24.11
25 multin_zz1000_71001_barra_btop_topG 130.85 134.07 82.39 59.08 5.01 18.18 5.25 -7.78 -24.84
26 multin_zz1000_71002_barraindus_轻工制造_pv_z 130.60 133.82 82.14 58.83 4.76 17.93 4.99 -8.03 -25.09
27 mx_gentleness 130.36 133.57 81.89 58.59 4.51 17.68 4.75 -8.28 -25.33
28 mx_opt1_absdef_50_v2 130.20 133.41 81.73 58.43 4.35 17.52 4.59 -8.44 -25.49
29 multin_zz500_21001_tp200 129.22 132.44 80.76 57.45 3.38 16.55 3.62 -9.41 -26.47
30 mx_2023_gen_merge2_filtered_idsctrl 127.85 131.06 79.39 56.08 2.00 15.17 2.24 -10.78 -27.84
31 mx_tenacity_restrict 127.34 130.55 78.87 55.56 1.49 14.66 1.73 -11.30 -28.35
32 mx_tenacity_restrict_primitive 127.34 130.55 78.87 55.56 1.49 14.66 1.73 -11.30 -28.35
33 mx_resilience_inthandsctrl 127.29 130.50 78.82 55.51 1.44 14.61 1.68 -11.35 -28.41
34 mx_resilience_inthandsctrl_amtctrl 127.29 130.50 78.82 55.51 1.44 14.61 1.68 -11.35 -28.41
35 mx_resilience 127.17 130.38 78.70 55.39 1.32 14.49 1.56 -11.47 -28.53
36 multin_zz1000_71001_barra_leverage_topG 127.05 130.27 78.59 55.28 1.21 14.38 1.44 -11.58 -28.64
37 mx_resilience_inthandsctrl_amtctrl_capctrl 126.76 129.97 78.29 54.98 0.91 14.08 1.15 -11.88 -28.94
38 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 126.76 129.97 78.29 54.98 0.91 14.08 1.15 -11.88 -28.94
39 multin_zz500_21001_tp200_rm_blc 126.62 129.83 78.15 54.85 0.77 13.94 1.01 -12.02 -29.07
40 mx_tenacity_morecapa_primitive 126.36 129.57 77.90 54.59 0.51 13.69 0.75 -12.27 -29.33
41 mx_adaptability 126.36 129.57 77.90 54.59 0.51 13.69 0.75 -12.27 -29.33
42 mx_tenacity_morecapa 126.36 129.57 77.90 54.59 0.51 13.69 0.75 -12.27 -29.33
43 multin_zz1000_61003_pv_rm_fnd_blc2 126.34 129.56 77.88 54.57 0.50 13.67 0.74 -12.29 -29.35
44 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 125.51 128.72 77.04 53.73 -0.34 12.83 -0.10 -13.13 -30.19
45 multin_zz1000_71001_barra_liquidity_botG 124.75 127.96 76.28 52.98 -1.10 12.07 -0.86 -13.89 -30.94
46 multin_zz1000_61003_pv_rm_fnd_blc 124.26 127.47 75.80 52.49 -1.59 11.58 -1.35 -14.37 -31.43
47 multin_zz1000_71001_barra_growth_botG 124.26 127.48 75.80 52.49 -1.58 11.59 -1.34 -14.37 -31.43
48 multin1_real2 124.26 127.47 75.80 52.49 -1.59 11.58 -1.35 -14.37 -31.43
49 multin1_real1_overnight 124.12 127.33 75.65 52.34 -1.73 11.44 -1.49 -14.52 -31.58
50 multin_zz1000_61003_overnight_pv_rm_blc 124.12 127.33 75.65 52.34 -1.73 11.44 -1.49 -14.52 -31.58
51 multin1_real1 124.02 127.24 75.56 52.25 -1.82 11.35 -1.58 -14.61 -31.67
52 multin1_real0_overnight 124.02 127.24 75.56 52.25 -1.82 11.35 -1.58 -14.61 -31.67
53 multin1_real0 124.02 127.24 75.56 52.25 -1.82 11.35 -1.58 -14.61 -31.67
54 multin_zz1000_61003_pv_rm_blc 124.02 127.24 75.56 52.25 -1.82 11.35 -1.58 -14.61 -31.67
55 multin_zz1000_61003_pv_rm_fnd 123.93 127.14 75.47 52.16 -1.92 11.25 -1.68 -14.71 -31.76
56 multin_zz1000_61003_overnight_pv_rm_fnd_blc 123.31 126.52 74.84 51.54 -2.54 10.63 -2.30 -15.33 -32.38
57 multin1_real2_overnight 123.31 126.52 74.84 51.54 -2.54 10.63 -2.30 -15.33 -32.38
58 multin_zz1000_61003_overnight_pv_rm_fnd 122.98 126.19 74.52 51.21 -2.87 10.31 -2.63 -15.65 -32.71
59 multin_zz1000_61003_pv 121.55 124.76 73.08 49.77 -4.30 8.87 -4.06 -17.09 -34.15
60 multin_zz1000_61003_pv_rm_blc2 121.46 124.67 72.99 49.69 -4.39 8.78 -4.15 -17.18 -34.23
61 multin_zz1000_61003_overnight_pv_rm_blc2 121.46 124.67 72.99 49.69 -4.39 8.78 -4.15 -17.18 -34.23
62 multin_zz1000_61005_score_pv_z_top2000rnk 120.11 123.32 71.64 48.33 -5.74 7.43 -5.50 -18.53 -35.59
63 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 119.05 122.26 70.58 47.27 -6.80 6.37 -6.56 -19.59 -36.65
64 multin_zz1000_21001_tp1000 117.69 120.90 69.22 45.91 -8.16 5.01 -7.92 -20.95 -38.00
65 multin_zz1000_21001_tp1000_rm_blc 117.31 120.52 68.84 45.54 -8.54 4.63 -8.30 -21.33 -38.38
66 multin_zz500_21001_tp500 117.28 120.49 68.81 45.50 -8.57 4.60 -8.33 -21.36 -38.42
67 multin_zz500_21001_tp500_rm_blc 116.14 119.36 67.68 44.37 -9.70 3.47 -9.47 -22.49 -39.55
68 mx_tenacity_morecapa_ctrlonly 115.36 118.57 66.89 43.58 -10.49 2.68 -10.25 -23.28 -40.33
69 multin_zz1000_61004_pv_rm_fnd_blc2 115.09 118.30 66.62 43.31 -10.76 2.41 -10.52 -23.55 -40.61
70 multin_zz1000_71002_barraindus_传媒_pv_z 114.22 117.43 65.76 42.45 -11.63 1.54 -11.39 -24.41 -41.47
71 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 114.18 117.39 65.71 42.41 -11.67 1.50 -11.43 -24.46 -41.51
72 multin_zz1000_61004_pv_rm_fnd 113.28 116.49 64.82 41.51 -12.57 0.60 -12.33 -25.36 -42.41
73 multin_zz1000_61002_pv_rm_fnd 113.28 116.49 64.82 41.51 -12.57 0.60 -12.33 -25.36 -42.41
74 multin_zz1000_61004_pv_rm_fnd_blc 112.96 116.18 64.50 41.19 -12.88 0.29 -12.64 -25.67 -42.73
75 multin_zz1000_61002_pv_rm_fnd_blc 112.96 116.18 64.50 41.19 -12.88 0.29 -12.64 -25.67 -42.73
76 multin_zz1000_61002_overnight_pv_rm_fnd_blc 112.37 115.58 63.90 40.60 -13.48 -0.31 -13.24 -26.27 -43.32
77 multin_zz1000_61004_overnight_pv_rm_fnd_blc 112.37 115.58 63.90 40.60 -13.48 -0.31 -13.24 -26.27 -43.32
78 multin_zz1000_61002_overnight_pv_rm_fnd 112.26 115.47 63.80 40.49 -13.59 -0.42 -13.35 -26.37 -43.43
79 multin_zz1000_61004_overnight_pv_rm_fnd 112.26 115.47 63.80 40.49 -13.59 -0.42 -13.35 -26.37 -43.43
80 multin_zz1000_61002_overnight_pv_rm_blc 112.03 115.24 63.56 40.26 -13.82 -0.65 -13.58 -26.61 -43.66
81 multin_zz1000_61004_overnight_pv_rm_blc 112.03 115.24 63.56 40.26 -13.82 -0.65 -13.58 -26.61 -43.66
82 multin_zz1000_61004_pv_rm_blc 111.92 115.13 63.46 40.15 -13.93 -0.75 -13.69 -26.71 -43.77
83 multin_zz1000_61002_pv_rm_blc 111.92 115.13 63.46 40.15 -13.93 -0.75 -13.69 -26.71 -43.77
84 multin_zz1000_61004_overnight_pv_rm_blc2 111.86 115.08 63.40 40.09 -13.98 -0.81 -13.75 -26.77 -43.83
85 multin_zz1000_61004_pv_rm_blc2 111.86 115.08 63.40 40.09 -13.98 -0.81 -13.75 -26.77 -43.83
86 mx_tenacity_ctrlonly 110.77 113.98 62.31 39.00 -15.08 -1.90 -14.84 -27.86 -44.92
87 multin_zz1000_71002_barraindus_通信_pv_z 109.86 113.07 61.40 38.09 -15.99 -2.82 -15.75 -28.78 -45.83
88 multin_zz1000_61004_pv 109.60 112.81 61.13 37.83 -16.25 -3.08 -16.01 -29.04 -46.09
89 multin_zz1000_61002_pv 109.60 112.81 61.13 37.83 -16.25 -3.08 -16.01 -29.04 -46.09
90 multin_zz1000_61001_pv_rm_fnd 109.20 112.41 60.73 37.42 -16.65 -3.48 -16.41 -29.44 -46.49
91 multin_zz1000_61001_pv_rm_fnd_blc 108.74 111.95 60.27 36.96 -17.11 -3.94 -16.87 -29.90 -46.96
92 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 108.43 111.64 59.96 36.65 -17.42 -4.25 -17.18 -30.21 -47.27
93 mx_adaptability_v2 108.30 111.51 59.83 36.52 -17.55 -4.38 -17.31 -30.34 -47.40
94 multin_zz1000_61001_overnight_pv_rm_fnd_blc 108.22 111.43 59.75 36.44 -17.63 -4.46 -17.39 -30.42 -47.48
95 multin_zz1000_61001_overnight_pv_rm_fnd 108.20 111.42 59.74 36.43 -17.64 -4.47 -17.40 -30.43 -47.49
96 mx_opt_zz1000_pv_z_v10_stable_4 108.14 111.35 59.67 36.37 -17.71 -4.54 -17.47 -30.50 -47.55
97 mx_opt_zz1000_pv_z_v5_stable_4 107.17 110.38 58.70 35.40 -18.68 -5.51 -18.44 -31.47 -48.52
98 multin_zz1000_71001_barra_earningsyield_topG 107.03 110.24 58.56 35.25 -18.82 -5.65 -18.58 -31.61 -48.67
99 mx_opt_zz1000_pv_z_v1_stable_4 106.60 109.81 58.13 34.82 -19.25 -6.08 -19.01 -32.04 -49.10
100 mx_opt_zz500_pv_z_v13_stable_4 105.70 108.91 57.24 33.93 -20.15 -6.98 -19.91 -32.93 -49.99
101 multin_zz1000_61006_halfhalf_usualv1 104.83 108.05 56.37 33.06 -21.01 -7.84 -20.77 -33.80 -50.86
102 multin_zz1000_71001_barra_residualvolatility_botG 103.96 107.17 55.49 32.18 -21.89 -8.72 -21.65 -34.68 -51.74
103 mx_tenacity_primitive 103.43 106.64 54.96 31.65 -22.42 -9.25 -22.18 -35.21 -52.26
104 mx_tenacity 103.43 106.64 54.96 31.65 -22.42 -9.25 -22.18 -35.21 -52.26
105 mx_opt_zz1000_pv_v2_stable_4 103.09 106.31 54.63 31.32 -22.75 -9.58 -22.51 -35.54 -52.60
106 mx_opt_zz1000_pv_v1_stable_4 103.03 106.24 54.56 31.26 -22.82 -9.65 -22.58 -35.61 -52.66
107 mx_opt_zz500_pv_z_v11_stable_4 102.33 105.54 53.86 30.56 -23.52 -10.35 -23.28 -36.31 -53.36
108 multin_zz1000_71002_barraindus_房地产_pv_z 101.03 104.24 52.56 29.25 -24.82 -11.65 -24.58 -37.61 -54.67
109 mx_opt_zz1000_pv_z_v13_stable_4 100.30 103.51 51.84 28.53 -25.55 -12.38 -25.31 -38.33 -55.39
110 multin_zz1000_71002_barraindus_基础化工_pv_z 99.27 102.48 50.80 27.50 -26.58 -13.41 -26.34 -39.37 -56.42
111 multin_zz1000_71002_barraindus_黑色金属_pv_z 98.91 102.12 50.44 27.14 -26.94 -13.77 -26.70 -39.73 -56.78
112 multin_zz1000_61006_halfhalf_stable4 97.82 101.03 49.35 26.04 -28.03 -14.86 -27.79 -40.82 -57.87
113 mx_opt_zz1000_pv_z_v2_stable_4 97.78 100.99 49.31 26.00 -28.07 -14.90 -27.83 -40.86 -57.91
114 mx_opt_zz1000_pv_z_v11_stable_4 97.64 100.85 49.17 25.87 -28.21 -15.04 -27.97 -41.00 -58.05
115 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 97.50 100.72 49.04 25.73 -28.34 -15.17 -28.10 -41.13 -58.19
116 multin_zz1000_71002_barraindus_医药生物_pv_z 96.89 100.10 48.42 25.12 -28.96 -15.79 -28.72 -41.75 -58.80
117 multin_zz1000_71002_barraindus_化工_pv_z 96.68 99.89 48.21 24.90 -29.17 -16.00 -28.93 -41.96 -59.02
118 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 96.44 99.65 47.97 24.67 -29.41 -16.24 -29.17 -42.20 -59.25
119 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 96.09 99.30 47.63 24.32 -29.76 -16.59 -29.52 -42.54 -59.60
120 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 96.03 99.24 47.57 24.26 -29.82 -16.65 -29.58 -42.60 -59.66
121 multin_zz1000_61001_overnight_pv_rm_blc 95.92 99.13 47.46 24.15 -29.93 -16.75 -29.69 -42.71 -59.77
122 multin_zz1000_61001_pv_rm_blc 95.79 99.00 47.32 24.02 -30.06 -16.89 -29.82 -42.85 -59.90
123 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 95.54 98.75 47.08 23.77 -30.31 -17.14 -30.07 -43.09 -60.15
124 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 94.95 98.16 46.48 23.18 -30.90 -17.73 -30.66 -43.69 -60.74
125 multin_zz1000_61006_halfhalf 94.85 98.06 46.38 23.07 -31.00 -17.83 -30.76 -43.79 -60.85
126 mx_opt_zz1000_pv_v3_stable_4 94.65 97.86 46.18 22.87 -31.20 -18.03 -30.96 -43.99 -61.05
127 multin_zz1000_61001_pv 94.50 97.71 46.03 22.72 -31.35 -18.18 -31.11 -44.14 -61.19
128 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 94.32 97.53 45.86 22.55 -31.53 -18.36 -31.29 -44.32 -61.37
129 multin_zz1000_71002_barraindus_建筑装饰_pv_z 93.91 97.12 45.45 22.14 -31.94 -18.76 -31.70 -44.72 -61.78
130 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 93.42 96.63 44.95 21.65 -32.43 -19.26 -32.19 -45.22 -62.27
131 mx_opt_zz1000_pv_z_v3_stable_4 93.38 96.59 44.92 21.61 -32.47 -19.30 -32.23 -45.25 -62.31
132 multin_zz1000_61006_halfhalf_usualv2 92.21 95.42 43.74 20.44 -33.64 -20.47 -33.40 -46.43 -63.48
133 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 92.11 95.32 43.64 20.34 -33.74 -20.57 -33.50 -46.53 -63.58
134 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 92.11 95.32 43.64 20.34 -33.74 -20.57 -33.50 -46.53 -63.58
135 mx_capability_primitive 92.10 95.31 43.63 20.33 -33.75 -20.58 -33.51 -46.54 -63.59
136 mx_capability 92.10 95.31 43.63 20.33 -33.75 -20.58 -33.51 -46.54 -63.59
137 multin_zz1000_61002_idscapctrl_pv_rm_fnd 91.90 95.11 43.43 20.12 -33.95 -20.78 -33.71 -46.74 -63.80
138 multin_zz1000_61004_idscapctrl_pv_rm_fnd 91.90 95.11 43.43 20.12 -33.95 -20.78 -33.71 -46.74 -63.80
139 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 91.00 94.21 42.53 19.23 -34.85 -21.68 -34.61 -47.64 -64.69
140 multin1_real3 91.00 94.21 42.53 19.23 -34.85 -21.68 -34.61 -47.64 -64.69
141 multin_zz1000_61001_idscapctrl_pv_rm_fnd 90.85 94.07 42.39 19.08 -34.99 -21.82 -34.75 -47.78 -64.84
142 mx_opt_zz500_pv_z_v10_stable_4 90.31 93.53 41.85 18.54 -35.53 -22.36 -35.30 -48.32 -65.38
143 multin_zz1000_61007_mix6 90.02 93.24 41.56 18.25 -35.82 -22.65 -35.58 -48.61 -65.67
144 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 89.57 92.78 41.11 17.80 -36.28 -23.11 -36.04 -49.06 -66.12
145 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 88.71 91.93 40.25 16.94 -37.13 -23.96 -36.89 -49.92 -66.98
146 multin_zz500_61007_mix6 88.56 91.77 40.09 16.79 -37.29 -24.12 -37.05 -50.08 -67.13
147 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 88.45 91.66 39.98 16.67 -37.40 -24.23 -37.16 -50.19 -67.25
148 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 88.37 91.58 39.90 16.60 -37.48 -24.31 -37.24 -50.27 -67.32
149 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 86.85 90.06 38.39 15.08 -39.00 -25.83 -38.76 -51.79 -68.84
150 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 86.32 89.53 37.86 14.55 -39.53 -26.36 -39.29 -52.31 -69.37
151 mx_opt3_usual_300_v1 85.64 88.86 37.18 13.87 -40.21 -27.03 -39.97 -52.99 -70.05
152 mx_opt_zz1000_pv_z_v4_stable_4 83.30 86.51 34.83 11.52 -42.55 -29.38 -42.31 -55.34 -72.40
153 mx_opt_zz1000_z_v1_stable_4 82.19 85.40 33.73 10.42 -43.66 -30.48 -43.42 -56.44 -73.50
154 mx_opt_zz1000_z_v2_stable_4 81.27 84.49 32.81 9.50 -44.57 -31.40 -44.33 -57.36 -74.42
155 multin_zz1000_71002_barraindus_商贸零售_pv_z 80.79 84.00 32.32 9.02 -45.06 -31.89 -44.82 -57.85 -74.90
156 multin_zz1000_71002_barraindus_电气设备_pv_z 77.04 80.25 28.57 5.26 -48.81 -35.64 -48.57 -61.60 -78.66
157 multin_zz1000_71002_barraindus_建筑材料_pv_z 76.00 79.22 27.54 4.23 -49.84 -36.67 -49.60 -62.63 -79.69
158 multin_zz1000_71001_barra_momentum_botG 75.80 79.01 27.33 4.02 -50.05 -36.88 -49.81 -62.84 -79.90
159 mx_opt_zz1000_z_v3_stable_4 75.67 78.89 27.21 3.90 -50.17 -37.00 -49.93 -62.96 -80.02
160 mx_opt_zz1000_pv_v4_stable_4 75.49 78.70 27.02 3.71 -50.36 -37.19 -50.12 -63.15 -80.21
161 multin_zz1000_71002_barraindus_有色金属_pv_z 74.38 77.59 25.91 2.61 -51.47 -38.30 -51.23 -64.26 -81.31
162 multin_zz1000_61004_idscapctrl_pv_rm_blc 73.38 76.60 24.92 1.61 -52.46 -39.29 -52.22 -65.25 -82.31
163 multin_zz1000_61002_idscapctrl_pv_rm_blc 73.38 76.60 24.92 1.61 -52.46 -39.29 -52.22 -65.25 -82.31
164 multin_zz1000_61002_idscapctrl_pv 73.05 76.27 24.59 1.28 -52.79 -39.62 -52.55 -65.58 -82.64
165 multin_zz1000_61004_idscapctrl_pv 73.05 76.27 24.59 1.28 -52.79 -39.62 -52.55 -65.58 -82.64
166 mx_opt_zz1000_hssanbai 71.61 74.82 23.14 -0.16 -54.24 -41.07 -54.00 -67.03 -84.08
167 mx_opt_hs300_stable_4 71.61 74.82 23.14 -0.16 -54.24 -41.07 -54.00 -67.03 -84.08
168 multin_zz1000_61001_idscapctrl_pv_rm_blc 71.21 74.42 22.74 -0.57 -54.64 -41.47 -54.40 -67.43 -84.49
169 multin_zz1000_61001_idscapctrl_pv 70.96 74.17 22.50 -0.81 -54.89 -41.72 -54.65 -67.67 -84.73
170 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 67.69 70.90 19.22 -4.09 -58.16 -44.99 -57.92 -70.95 -88.01
171 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 67.17 70.38 18.70 -4.61 -58.68 -45.51 -58.44 -71.47 -88.52
172 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 67.15 70.37 18.69 -4.62 -58.69 -45.52 -58.45 -71.48 -88.54
173 mx_opt2_dyna_300_v2 67.06 70.28 18.60 -4.71 -58.78 -45.61 -58.55 -71.57 -88.63
174 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 66.65 69.86 18.18 -5.12 -59.20 -46.03 -58.96 -71.99 -89.04
175 multin_zz1000_61004_idscapctrl_pv_rm_blc2 66.16 69.38 17.70 -5.61 -59.68 -46.51 -59.44 -72.47 -89.53
176 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 65.75 68.96 17.28 -6.02 -60.10 -46.93 -59.86 -72.89 -89.94
177 mx_opt1_absdef_zz1000_hssanbai_v2 65.67 68.88 17.20 -6.11 -60.18 -47.01 -59.94 -72.97 -90.03
178 mx_opt1_absdef_300_v2 65.67 68.88 17.20 -6.11 -60.18 -47.01 -59.94 -72.97 -90.03
179 multin_zz1000_71002_barraindus_机械设备_pv_z 65.55 68.77 17.09 -6.22 -60.29 -47.12 -60.05 -73.08 -90.14
180 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 65.52 68.73 17.05 -6.25 -60.33 -47.16 -60.09 -73.12 -90.17
181 multin_zz1000_71002_barraindus_汽车_pv_z 65.25 68.46 16.79 -6.52 -60.60 -47.43 -60.36 -73.38 -90.44
182 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 65.20 68.41 16.74 -6.57 -60.65 -47.48 -60.41 -73.43 -90.49
183 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 64.73 67.94 16.27 -7.04 -61.12 -47.94 -60.88 -73.90 -90.96
184 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 64.55 67.77 16.09 -7.22 -61.29 -48.12 -61.05 -74.08 -91.14
185 multin_zz1000_61004_idxctrl_50010002000_pv 64.50 67.72 16.04 -7.27 -61.35 -48.17 -61.11 -74.13 -91.19
186 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 64.20 67.41 15.74 -7.57 -61.65 -48.48 -61.41 -74.44 -91.49
187 multin_zz1000_61002_idxctrl_top3800_pv 63.68 66.89 15.22 -8.09 -62.17 -48.99 -61.93 -74.95 -92.01
188 multin_zz1000_61002_idxctrl_50010002000_pv 63.47 66.69 15.01 -8.30 -62.37 -49.20 -62.13 -75.16 -92.22
189 multin_zz1000_61004_idxctrl_top3800_pv 63.35 66.56 14.88 -8.43 -62.50 -49.33 -62.26 -75.29 -92.35
190 multin_zz1000_61002_idxctrl_pv_rm_fnd 62.51 65.73 14.05 -9.26 -63.33 -50.16 -63.09 -76.12 -93.18
191 multin_zz1000_61004_idxctrl_pv_rm_fnd 62.51 65.73 14.05 -9.26 -63.33 -50.16 -63.09 -76.12 -93.18
192 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 61.91 65.12 13.44 -9.86 -63.94 -50.77 -63.70 -76.73 -93.78
193 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 61.91 65.12 13.44 -9.86 -63.94 -50.77 -63.70 -76.73 -93.78
194 mx_opt_zz1000_z_v4_stable_4 61.35 64.57 12.89 -10.42 -64.49 -51.32 -64.25 -77.28 -94.34
195 mx_opt3_usual_300_v2 60.40 63.61 11.93 -11.38 -65.45 -52.28 -65.21 -78.24 -95.30
196 multin_zz1000_61001_idxctrl_pv_rm_fnd 60.38 63.59 11.92 -11.39 -65.47 -52.29 -65.23 -78.25 -95.31
197 mx_opt3_usual_500_v1 60.06 63.27 11.59 -11.72 -65.79 -52.62 -65.55 -78.58 -95.64
198 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 59.76 62.97 11.29 -12.01 -66.09 -52.92 -65.85 -78.88 -95.93
199 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 57.46 60.67 8.99 -14.31 -68.39 -55.22 -68.15 -81.18 -98.23
200 multin_zz1000_61001_idxctrl_50010002000_pv 56.40 59.61 7.94 -15.37 -69.45 -56.28 -69.21 -82.23 -99.29
201 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 55.14 58.35 6.68 -16.63 -70.71 -57.54 -70.47 -83.49 -100.55
202 multin_zz1000_61001_idxctrl_top3800_pv 54.09 57.30 5.63 -17.68 -71.76 -58.59 -71.52 -84.54 -101.60
203 mx_opt2_dyna_500_v2 53.18 56.39 4.72 -18.59 -72.67 -59.50 -72.43 -85.45 -102.51
204 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 52.04 55.25 3.57 -19.73 -73.81 -60.64 -73.57 -86.60 -103.65
205 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 51.62 54.84 3.16 -20.15 -74.22 -61.05 -73.98 -87.01 -104.07
206 mx_opt_zz1000_pv_z_v8_stable_4 50.93 54.15 2.47 -20.84 -74.92 -61.74 -74.68 -87.70 -104.76
207 multin_zz1000_71001_barra_leverage_botG 50.83 54.04 2.37 -20.94 -75.02 -61.84 -74.78 -87.80 -104.86
208 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 50.77 53.98 2.30 -21.00 -75.08 -61.91 -74.84 -87.87 -104.92
209 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 50.35 53.56 1.88 -21.43 -75.50 -62.33 -75.26 -88.29 -105.34
210 mx_opt_zz1000_pv_z_v6_stable_4 50.30 53.51 1.83 -21.48 -75.55 -62.38 -75.31 -88.34 -105.40
211 mx_opt3_usual_500_v2 49.83 53.05 1.37 -21.94 -76.01 -62.84 -75.77 -88.80 -105.86
212 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 49.32 52.54 0.86 -22.45 -76.52 -63.35 -76.28 -89.31 -106.37
213 mx_opt_zz1000_pv_z_v9_stable_4 48.86 52.07 0.39 -22.91 -76.99 -63.82 -76.75 -89.78 -106.83
214 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 48.01 51.22 -0.46 -23.76 -77.84 -64.67 -77.60 -90.63 -107.68
215 mx_opt_zz1000_pv_z_v12_stable_4 44.38 47.59 -4.09 -27.39 -81.47 -68.30 -81.23 -94.26 -111.31
216 mx_opt_zz500_pv_z_v12_stable_4 43.33 46.54 -5.14 -28.45 -82.52 -69.35 -82.28 -95.31 -112.36
217 mx_opt3_usual_1000_v1 41.88 45.09 -6.58 -29.89 -83.97 -70.80 -83.73 -96.76 -113.81
218 multin_zz500_61002_idxctrl_zz500_pv 41.53 44.74 -6.94 -30.24 -84.32 -71.15 -84.08 -97.11 -114.16
219 multin_zz500_61004_idxctrl_zz500_pv 41.16 44.38 -7.30 -30.61 -84.68 -71.51 -84.44 -97.47 -114.53
220 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 41.13 44.34 -7.33 -30.64 -84.72 -71.55 -84.48 -97.50 -114.56
221 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 40.74 43.95 -7.73 -31.03 -85.11 -71.94 -84.87 -97.90 -114.95
222 multin_zz500_61001_idxctrl_zz500_pv 38.97 42.18 -9.50 -32.80 -86.88 -73.71 -86.64 -99.67 -116.72
223 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 38.58 41.79 -9.89 -33.19 -87.27 -74.10 -87.03 -100.06 -117.11
224 mx_opt_zz1000_pv_z_v7_stable_4 35.80 39.01 -12.67 -35.98 -90.05 -76.88 -89.81 -102.84 -119.90
225 multin_zz1000_61004_idxctrl_pv 34.90 38.11 -13.57 -36.87 -90.95 -77.78 -90.71 -103.74 -120.79
226 multin_zz1000_61002_idxctrl_pv 34.90 38.11 -13.57 -36.87 -90.95 -77.78 -90.71 -103.74 -120.79
227 multin_zz1000_61004_idxctrl_pv_rm_blc 34.75 37.96 -13.72 -37.03 -91.10 -77.93 -90.86 -103.89 -120.94
228 multin_zz1000_61002_idxctrl_pv_rm_blc 34.75 37.96 -13.72 -37.03 -91.10 -77.93 -90.86 -103.89 -120.94
229 multin_zz1000_71001_barra_size_topG 34.20 37.41 -14.27 -37.58 -91.65 -78.48 -91.41 -104.44 -121.50
230 multin_zz1000_61001_idxctrl_pv 32.77 35.98 -15.70 -39.00 -93.08 -79.91 -92.84 -105.87 -122.92
231 multin_zz1000_61001_idxctrl_pv_rm_blc 32.60 35.81 -15.87 -39.17 -93.25 -80.08 -93.01 -106.04 -123.09
232 multin_zz1000_61004_idxctrl_zz1000_pv 31.96 35.17 -16.51 -39.81 -93.89 -80.72 -93.65 -106.68 -123.73
233 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 31.89 35.11 -16.57 -39.88 -93.95 -80.78 -93.71 -106.74 -123.80
234 multin_zz1000_61002_idxctrl_zz1000_pv 31.66 34.87 -16.80 -40.11 -94.19 -81.02 -93.95 -106.97 -124.03
235 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 31.61 34.82 -16.86 -40.16 -94.24 -81.07 -94.00 -107.03 -124.08
236 mx_opt2_dyna_1000_v2 31.60 34.81 -16.87 -40.18 -94.25 -81.08 -94.01 -107.04 -124.10
237 mx_opt3_usual_1000_v2 30.84 34.05 -17.63 -40.93 -95.01 -81.84 -94.77 -107.80 -124.85
238 multin_zz1000_61001_idxctrl_zz1000_pv 29.38 32.59 -19.09 -42.39 -96.47 -83.30 -96.23 -109.26 -126.31
239 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 29.30 32.51 -19.17 -42.47 -96.55 -83.38 -96.31 -109.34 -126.39
240 multin_zz1000_71002_barraindus_电子元器件_pv_z 29.09 32.30 -19.38 -42.69 -96.76 -83.59 -96.52 -109.55 -126.61
241 mx_opt1_absdef_500_v2 18.70 21.92 -29.76 -53.07 -107.14 -93.97 -106.91 -119.93 -136.99
242 multin_zz1000_71002_barraindus_非银金融_pv_z 17.60 20.81 -30.86 -54.17 -108.25 -95.08 -108.01 -121.03 -138.09
243 multin_zz1000_71001_barra_earningsyield_botG 7.46 10.68 -41.00 -64.31 -118.38 -105.21 -118.15 -131.17 -148.23
244 multin_zz1000_71002_barraindus_计算机_pv_z 4.64 7.85 -43.83 -67.14 -121.21 -108.04 -120.97 -134.00 -151.05
245 multin_zz1000_71001_barra_nonlinearsize_topG 2.34 5.55 -46.13 -69.43 -123.51 -110.34 -123.27 -136.30 -153.35
246 multin_zz1000_71001_barra_growth_topG 2.09 5.31 -46.37 -69.68 -123.75 -110.58 -123.51 -136.54 -153.60
247 multin_zz1000_71002_barraindus_食品饮料_pv_z 1.73 4.94 -46.74 -70.04 -124.12 -110.95 -123.88 -136.91 -153.96
248 multin_zz1000_71002_barraindus_电力设备_pv_z -1.14 2.07 -49.61 -72.91 -126.99 -113.82 -126.75 -139.78 -156.83
249 mx_opt1_absdef_1000_v2 -1.78 1.43 -50.25 -73.56 -127.63 -114.46 -127.39 -140.42 -157.47
250 multin_zz1000_71001_barra_residualvolatility_topG -8.26 -5.05 -56.73 -80.03 -134.11 -120.94 -133.87 -146.90 -163.95
251 multin_zz1000_71002_barraindus_家用电器_pv_z -9.59 -6.38 -58.06 -81.37 -135.44 -122.27 -135.20 -148.23 -165.28
252 multin_zz1000_71002_barraindus_钢铁_pv_z -11.93 -8.72 -60.40 -83.71 -137.78 -124.61 -137.54 -150.57 -167.62
253 multin_zz1000_71001_barra_beta_topG -13.90 -10.69 -62.37 -85.68 -139.75 -126.58 -139.51 -152.54 -169.60
254 multin_zz1000_71001_barra_momentum_topG -18.47 -15.26 -66.94 -90.24 -144.32 -131.15 -144.08 -157.11 -174.16
255 multin_zz1000_71001_barra_btop_botG -24.79 -21.58 -73.26 -96.56 -150.64 -137.47 -150.40 -163.43 -180.48
256 multin_zz1000_71001_barra_liquidity_topG -26.09 -22.88 -74.55 -97.86 -151.94 -138.77 -151.70 -164.73 -181.78
257 multin_zz1000_71002_barraindus_国防军工_pv_z -34.52 -31.30 -82.98 -106.29 -160.36 -147.19 -160.13 -173.15 -190.21
258 multin_zz1000_71002_barraindus_电子_pv_z -50.65 -47.44 -99.11 -122.42 -176.50 -163.33 -176.26 -189.28 -206.34