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
barraDefence_20250303_151527
0 multin_zz1000_71001_barra_liquidity_botG 54.87 18.41 50.02 66.95 68.02 5.26 -97.13 -106.35 -52.81
1 multin_zz1000_71001_barra_growth_topG 41.44 4.97 36.58 53.52 54.59 -8.18 -110.57 -119.78 -66.25
2 multin_zz1000_71001_barra_leverage_topG 29.96 -6.51 25.11 42.04 43.11 -19.66 -122.04 -131.26 -77.72
3 multin_zz1000_71001_barra_earningsyield_topG 29.31 -7.15 24.46 41.39 42.46 -20.31 -122.69 -131.91 -78.37
4 multin_zz1000_71001_barra_btop_topG 20.66 -15.80 15.81 32.74 33.81 -28.96 -131.34 -140.56 -87.02
5 multin_zz1000_71001_barra_nonlinearsize_topG 13.84 -22.63 8.98 25.92 26.99 -35.78 -138.17 -147.39 -93.85
6 multin_zz1000_71001_barra_beta_botG 10.00 -26.47 5.14 22.08 23.15 -39.62 -142.01 -151.22 -97.69
7 multin_zz1000_71001_barra_size_topG -3.68 -40.14 -8.53 8.40 9.47 -53.30 -155.68 -164.90 -111.36
8 multin_zz1000_71001_barra_momentum_topG -66.17 -102.63 -71.02 -54.08 -53.01 -115.78 -218.17 -227.39 -173.85
9 multin_zz1000_71001_barra_residualvolatility_topG -83.75 -120.22 -88.60 -71.67 -70.60 -133.37 -235.75 -244.97 -191.43