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_20250331_151527
0 multin_zz1000_71001_barra_momentum_topG 18.73 47.38 -49.57 16.93 -49.56 75.37 416.43 465.28 446.83
1 multin_zz1000_71001_barra_size_topG -9.81 18.84 -78.11 -11.62 -78.11 46.83 387.89 436.74 418.29
2 multin_zz1000_71001_barra_residualvolatility_topG -14.98 13.67 -83.28 -16.79 -83.28 41.66 382.72 431.57 413.11
3 multin_zz1000_71001_barra_beta_botG -24.15 4.50 -92.45 -25.96 -92.45 32.49 373.55 422.40 403.95
4 multin_zz1000_71001_barra_nonlinearsize_topG -31.18 -2.52 -99.47 -32.98 -99.47 25.46 366.52 415.37 396.92
5 multin_zz1000_71001_barra_growth_topG -35.39 -6.74 -103.69 -37.20 -103.69 21.25 362.31 411.16 392.71
6 multin_zz1000_71001_barra_earningsyield_topG -37.15 -8.50 -105.45 -38.96 -105.45 19.48 360.55 409.40 390.94
7 multin_zz1000_71001_barra_liquidity_botG -67.95 -39.29 -136.24 -69.75 -136.24 -11.31 329.75 378.60 360.15
8 multin_zz1000_71001_barra_btop_topG -68.28 -39.63 -136.58 -70.09 -136.58 -11.64 329.42 378.27 359.82
9 multin_zz1000_71001_barra_leverage_topG -71.13 -42.48 -139.43 -72.94 -139.43 -14.49 326.57 375.42 356.97