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_20250320_152955
0 multin_zz1000_71001_barra_btop_topG 68.51 89.61 21.79 107.91 21.79 55.32 349.69 458.13 486.95
1 multin_zz1000_71001_barra_leverage_topG 59.84 80.95 13.12 99.24 13.12 46.65 341.02 449.46 478.28
2 multin_zz1000_71001_barra_liquidity_botG 52.26 73.37 5.54 91.67 5.54 39.07 333.44 441.88 470.70
3 multin_zz1000_71001_barra_earningsyield_topG 27.73 48.83 -19.00 67.13 -18.99 14.54 308.90 417.35 446.16
4 multin_zz1000_71001_barra_beta_botG 9.91 31.01 -36.81 49.31 -36.81 -3.28 291.09 399.53 428.34
5 multin_zz1000_71001_barra_nonlinearsize_topG 5.09 26.19 -41.64 44.49 -41.64 -8.10 286.26 394.71 423.52
6 multin_zz1000_71001_barra_residualvolatility_topG -4.73 16.38 -51.45 34.68 -51.45 -17.91 276.45 384.89 413.71
7 multin_zz1000_71001_barra_size_topG -13.30 7.80 -60.02 26.10 -60.02 -26.49 267.88 376.32 405.13
8 multin_zz1000_71001_barra_momentum_topG -15.32 5.78 -62.04 24.08 -62.04 -28.51 265.86 374.30 403.11
9 multin_zz1000_71001_barra_growth_topG -15.96 5.15 -62.68 23.45 -62.68 -29.14 265.22 373.66 402.48