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_20250604_151522
0 multin_zz1000_71002_barraindus_美容护理_pv_z 289.07 301.42 379.11 334.63 379.11 266.30 186.38 214.81 168.46
1 multin_zz1000_71002_barraindus_纺织服饰_pv_z 286.25 298.59 376.28 331.80 376.28 263.47 183.56 211.99 165.64
2 multin_zz1000_71002_barraindus_食品饮料_pv_z 160.03 172.38 250.07 205.59 250.07 137.26 57.34 85.77 39.42
3 multin_zz1000_71002_barraindus_轻工制造_pv_z 141.68 154.02 231.71 187.23 231.71 118.90 38.99 67.41 21.07
4 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 135.51 147.86 225.55 181.07 225.55 112.74 32.82 61.25 14.90
5 multin_zz1000_71002_barraindus_煤炭_pv_z 104.80 117.14 194.84 150.36 194.84 82.03 2.11 30.54 -15.81
6 multin_zz1000_71002_barraindus_电力设备_pv_z 94.64 106.98 184.67 140.19 184.67 71.87 -8.05 20.38 -25.97
7 multin_zz1000_71002_barraindus_综合_pv_z 94.34 106.68 184.37 139.89 184.37 71.56 -8.35 20.07 -26.27
8 multin_zz1000_71002_barraindus_有色金属_pv_z 92.83 105.18 182.87 138.39 182.87 70.06 -9.85 18.57 -27.77
9 multin_zz1000_71002_barraindus_商贸零售_pv_z 82.96 95.30 172.99 128.51 173.00 60.19 -19.73 8.70 -37.65
10 multin_zz1000_71002_barraindus_休闲服务_pv_z 82.31 94.65 172.35 127.87 172.35 59.54 -20.38 8.05 -38.30
11 multin_zz1000_71002_barraindus_建筑材料_pv_z 73.29 85.63 163.32 118.84 163.32 50.51 -29.40 -0.98 -47.32
12 multin_zz1000_71002_barraindus_商业贸易_pv_z 68.50 80.85 158.54 114.06 158.54 45.73 -34.19 -5.76 -52.11
13 multin_zz1000_71002_barraindus_纺织服装_pv_z 68.39 80.73 158.42 113.94 158.42 45.61 -34.30 -5.88 -52.22
14 multin_zz1000_71002_barraindus_房地产_pv_z 61.73 74.07 151.76 107.28 151.76 38.95 -40.96 -12.54 -58.88
15 mx_tenacity_morecapa_ctrlonly 50.08 62.43 140.12 95.64 140.12 27.31 -52.61 -24.18 -70.52
16 mx_2023_gen_merge2_filtered_idsctrl 49.79 62.14 139.83 95.35 139.83 27.02 -52.89 -24.47 -70.81
17 mx_tenacity_ctrlonly 46.51 58.86 136.55 92.07 136.55 23.74 -56.17 -27.75 -74.09
18 multin_zz1000_71002_barraindus_通信_pv_z 45.88 58.22 135.92 91.44 135.92 23.11 -56.81 -28.38 -74.73
19 multin_zz1000_71001_barra_momentum_botG 45.16 57.50 135.19 90.71 135.19 22.38 -57.53 -29.11 -75.45
20 multin_zz1000_71002_barraindus_非银金融_pv_z 42.50 54.84 132.53 88.05 132.53 19.72 -60.19 -31.77 -78.11
21 multin_zz1000_71002_barraindus_基础化工_pv_z 41.91 54.25 131.94 87.46 131.94 19.14 -60.78 -32.35 -78.70
22 multin_zz1000_71002_barraindus_家用电器_pv_z 38.54 50.88 128.57 84.09 128.57 15.76 -64.15 -35.73 -82.07
23 mx_2023_gen_merge1_filtered_no_idsctrl 34.48 46.82 124.52 80.04 124.52 11.71 -68.21 -39.78 -86.13
24 mx_gentleness 34.48 46.82 124.52 80.04 124.52 11.71 -68.21 -39.78 -86.13
25 multin_zz1000_71002_barraindus_钢铁_pv_z 33.49 45.83 123.52 79.04 123.52 10.71 -69.20 -40.78 -87.12
26 multin_zz1000_61001_idscapctrl_pv_rm_blc 32.85 45.19 122.88 78.40 122.88 10.07 -69.84 -41.42 -87.76
27 multin_zz1000_61001_idscapctrl_pv 32.81 45.15 122.84 78.36 122.84 10.03 -69.88 -41.46 -87.80
28 multin1_real1_keep_bjs_keep500 32.72 45.06 122.75 78.27 122.75 9.94 -69.97 -41.55 -87.89
29 multin1_real0_overnight_中性 32.72 45.06 122.75 78.27 122.75 9.94 -69.97 -41.55 -87.89
30 multin_zz1000_61002_idscapctrl_pv_rm_blc 32.42 44.76 122.45 77.97 122.45 9.64 -70.27 -41.84 -88.19
31 multin_zz1000_61004_idscapctrl_pv_rm_blc 32.42 44.76 122.45 77.97 122.45 9.64 -70.27 -41.84 -88.19
32 multin_zz1000_61004_idscapctrl_pv 32.32 44.66 122.35 77.87 122.35 9.54 -70.37 -41.95 -88.29
33 multin_zz1000_61002_idscapctrl_pv 32.32 44.66 122.35 77.87 122.35 9.54 -70.37 -41.95 -88.29
34 mx_resilience_inthandsctrl_amtctrl 31.62 43.96 121.65 77.17 121.65 8.84 -71.07 -42.65 -88.99
35 multin_zz1000_71002_barraindus_农林牧渔_pv_z 31.19 43.53 121.22 76.74 121.22 8.41 -71.50 -43.08 -89.42
36 mx_resilience_inthandsctrl 30.24 42.58 120.27 75.79 120.27 7.46 -72.45 -44.03 -90.37
37 mx_resilience 30.17 42.51 120.20 75.72 120.20 7.39 -72.52 -44.09 -90.44
38 multin1_real1_rm_bjs_keep500 29.44 41.78 119.47 74.99 119.47 6.66 -73.25 -44.83 -91.17
39 mx_resilience_inthandsctrl_amtctrl_capctrl 28.68 41.02 118.71 74.23 118.71 5.90 -74.01 -45.58 -91.93
40 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 28.68 41.02 118.71 74.23 118.71 5.90 -74.01 -45.58 -91.93
41 multin_zz1000_71001_barra_momentum_topG 27.78 40.12 117.81 73.33 117.81 5.00 -74.91 -46.49 -92.83
42 mx_tenacity_restrict 27.70 40.04 117.73 73.25 117.74 4.93 -74.99 -46.56 -92.91
43 mx_tenacity_restrict_primitive 27.70 40.04 117.73 73.25 117.74 4.93 -74.99 -46.56 -92.91
44 multin_zz1000_61003_pv 27.33 39.67 117.36 72.88 117.36 4.56 -75.36 -46.93 -93.28
45 multin_zz1000_71002_barraindus_石油石化_pv_z 26.71 39.05 116.74 72.26 116.75 3.94 -75.98 -47.55 -93.90
46 multin1_real1_overnight 26.70 39.05 116.74 72.26 116.74 3.93 -75.99 -47.56 -93.90
47 multin_zz1000_61003_overnight_pv_rm_blc 26.70 39.05 116.74 72.26 116.74 3.93 -75.99 -47.56 -93.90
48 multin_zz1000_61003_pv_rm_blc 26.69 39.04 116.73 72.25 116.73 3.92 -75.99 -47.57 -93.91
49 multin1_real1 26.69 39.04 116.73 72.25 116.73 3.92 -75.99 -47.57 -93.91
50 multin1_real1_keep_bjs_keep1k 25.76 38.10 115.79 71.31 115.79 2.99 -76.93 -48.50 -94.85
51 multin_zz1000_61004_idscapctrl_pv_rm_blc2 25.50 37.84 115.54 71.06 115.54 2.73 -77.19 -48.76 -95.11
52 multin_zz1000_61003_overnight_pv_rm_blc2 25.26 37.61 115.30 70.82 115.30 2.49 -77.42 -49.00 -95.34
53 multin_zz1000_61003_pv_rm_blc2 25.26 37.60 115.29 70.81 115.30 2.49 -77.43 -49.00 -95.35
54 multin1_real1_rm_bjs 24.89 37.24 114.93 70.45 114.93 2.12 -77.80 -49.37 -95.72
55 multin_zz1000_71001_barra_nonlinearsize_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
56 multin_zz1000_71001_barra_size_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
57 multin_zz1000_61004_pv_rm_blc 23.44 35.78 113.47 68.99 113.48 0.67 -79.25 -50.82 -97.17
58 multin_zz1000_61002_pv_rm_blc 23.44 35.78 113.47 68.99 113.48 0.67 -79.25 -50.82 -97.17
59 multin_zz1000_61004_overnight_pv_rm_blc 23.40 35.75 113.44 68.96 113.44 0.63 -79.28 -50.86 -97.20
60 multin_zz1000_61002_overnight_pv_rm_blc 23.40 35.75 113.44 68.96 113.44 0.63 -79.28 -50.86 -97.20
61 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 23.31 35.65 113.34 68.86 113.34 0.53 -79.38 -50.96 -97.30
62 mx_tenacity_morecapa 23.22 35.57 113.26 68.78 113.26 0.45 -79.47 -51.04 -97.39
63 mx_tenacity_morecapa_primitive 23.22 35.57 113.26 68.78 113.26 0.45 -79.47 -51.04 -97.39
64 multin1_real1_rm_bjs_keep1k 23.18 35.52 113.22 68.74 113.22 0.41 -79.51 -51.08 -97.43
65 multin_zz1000_61002_pv 22.78 35.12 112.81 68.33 112.82 0.01 -79.91 -51.48 -97.83
66 multin_zz1000_61004_pv 22.78 35.12 112.81 68.33 112.82 0.01 -79.91 -51.48 -97.83
67 mx_adaptability_v2 22.77 35.11 112.80 68.32 112.80 -0.01 -79.92 -51.50 -97.84
68 mx_adaptability 22.51 34.86 112.55 68.07 112.55 -0.26 -80.17 -51.75 -98.09
69 multin1_real1_rzrq_keep_bjs 21.86 34.20 111.89 67.41 111.90 -0.91 -80.83 -52.40 -98.75
70 multin_zz1000_71002_barraindus_电子元器件_pv_z 21.21 33.55 111.24 66.76 111.24 -1.57 -81.48 -53.06 -99.40
71 multin_zz1000_71001_barra_liquidity_botG 20.91 33.25 110.94 66.46 110.94 -1.87 -81.78 -53.36 -99.70
72 multin_zz1000_71002_barraindus_环保_pv_z 20.43 32.77 110.46 65.98 110.46 -2.35 -82.26 -53.84 -100.18
73 multin_zz1000_61004_overnight_pv_rm_blc2 20.12 32.47 110.16 65.68 110.16 -2.65 -82.56 -54.14 -100.48
74 multin_zz1000_61004_pv_rm_blc2 20.11 32.45 110.14 65.66 110.14 -2.67 -82.58 -54.16 -100.50
75 multin_zz1000_61005_score_pv_z_top300rnk 19.85 32.19 109.89 65.40 109.89 -2.92 -82.84 -54.41 -100.76
76 multin_zz1000_71002_barraindus_电子_pv_z 19.55 31.89 109.58 65.10 109.58 -3.22 -83.14 -54.71 -101.06
77 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 18.73 31.08 108.77 64.29 108.77 -4.04 -83.96 -55.53 -101.88
78 multin_zz1000_61005_score_pv_z_top500rnk 18.62 30.96 108.66 64.17 108.66 -4.15 -84.07 -55.64 -101.99
79 multin_zz1000_61002_idscapctrl_pv_rm_fnd 18.40 30.74 108.43 63.95 108.43 -4.38 -84.29 -55.86 -102.21
80 multin_zz1000_61004_idscapctrl_pv_rm_fnd 18.40 30.74 108.43 63.95 108.43 -4.38 -84.29 -55.86 -102.21
81 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.38 30.72 108.41 63.93 108.42 -4.39 -84.31 -55.88 -102.23
82 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 18.38 30.72 108.41 63.93 108.41 -4.40 -84.31 -55.89 -102.23
83 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 18.38 30.72 108.41 63.93 108.41 -4.40 -84.31 -55.89 -102.23
84 mx_tenacity_primitive 18.29 30.64 108.33 63.85 108.33 -4.48 -84.39 -55.97 -102.31
85 mx_tenacity 18.29 30.64 108.33 63.85 108.33 -4.48 -84.39 -55.97 -102.31
86 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.18 30.52 108.21 63.73 108.21 -4.60 -84.51 -56.09 -102.43
87 multin_zz1000_61001_idscapctrl_pv_rm_fnd 18.09 30.43 108.12 63.64 108.13 -4.68 -84.60 -56.17 -102.52
88 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 18.05 30.39 108.08 63.60 108.08 -4.73 -84.64 -56.22 -102.56
89 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 18.01 30.35 108.04 63.56 108.04 -4.77 -84.68 -56.26 -102.60
90 multin1_real3 18.01 30.35 108.04 63.56 108.04 -4.77 -84.68 -56.26 -102.60
91 multin_zz1000_61001_overnight_pv_rm_blc 17.93 30.27 107.96 63.48 107.96 -4.85 -84.76 -56.34 -102.68
92 multin_zz1000_61001_pv_rm_blc 17.91 30.26 107.95 63.47 107.95 -4.86 -84.78 -56.35 -102.70
93 multin_zz1000_71001_barra_growth_botG 17.53 29.88 107.57 63.09 107.57 -5.24 -85.16 -56.73 -103.08
94 multin_zz1000_61004_idxctrl_50010002000_pv 17.50 29.84 107.53 63.05 107.53 -5.28 -85.19 -56.77 -103.11
95 multin_zz1000_61001_pv 17.04 29.38 107.07 62.59 107.07 -5.74 -85.65 -57.23 -103.57
96 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 17.01 29.35 107.04 62.56 107.04 -5.76 -85.68 -57.25 -103.60
97 multin_zz1000_61005_score_pv_z_top1000rnk 16.65 28.99 106.68 62.20 106.68 -6.13 -86.04 -57.62 -103.96
98 multin_zz1000_61001_idxctrl_50010002000_pv 16.56 28.91 106.60 62.12 106.60 -6.21 -86.12 -57.70 -104.04
99 multin_zz1000_61005_score_pv_z_top2000rnk 16.00 28.34 106.03 61.55 106.03 -6.78 -86.69 -58.27 -104.61
100 multin_zz1000_71001_barra_leverage_topG 15.70 28.04 105.73 61.25 105.73 -7.07 -86.99 -58.56 -104.91
101 multin_zz1000_61004_pv_rm_fnd 15.69 28.03 105.72 61.24 105.72 -7.09 -87.00 -58.58 -104.92
102 multin_zz1000_61002_pv_rm_fnd 15.69 28.03 105.72 61.24 105.72 -7.09 -87.00 -58.58 -104.92
103 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.64 27.98 105.67 61.19 105.68 -7.13 -87.05 -58.62 -104.97
104 multin_zz1000_61001_idxctrl_top3800_pv 15.40 27.75 105.44 60.96 105.44 -7.37 -87.29 -58.86 -105.21
105 multin_zz1000_71001_barra_liquidity_topG 15.21 27.55 105.24 60.76 105.24 -7.57 -87.48 -59.06 -105.40
106 multin_zz1000_61001_overnight_pv_rm_fnd 15.11 27.46 105.15 60.67 105.15 -7.66 -87.57 -59.15 -105.49
107 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 15.05 27.39 105.08 60.60 105.08 -7.72 -87.64 -59.21 -105.56
108 multin_zz1000_61002_overnight_pv_rm_fnd 14.96 27.30 104.99 60.51 104.99 -7.82 -87.73 -59.31 -105.65
109 multin_zz1000_61004_overnight_pv_rm_fnd 14.96 27.30 104.99 60.51 104.99 -7.82 -87.73 -59.31 -105.65
110 multin_zz1000_61001_pv_rm_fnd 14.91 27.25 104.94 60.46 104.94 -7.87 -87.78 -59.36 -105.70
111 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 14.83 27.18 104.87 60.39 104.87 -7.94 -87.85 -59.43 -105.77
112 multin_zz1000_61002_idxctrl_50010002000_pv 14.80 27.14 104.83 60.35 104.83 -7.98 -87.89 -59.47 -105.81
113 mx_capability 14.51 26.85 104.54 60.06 104.54 -8.27 -88.18 -59.75 -106.10
114 mx_capability_primitive 14.51 26.85 104.54 60.06 104.54 -8.27 -88.18 -59.75 -106.10
115 multin_zz1000_61003_pv_rm_fnd 14.36 26.71 104.40 59.92 104.40 -8.41 -88.33 -59.90 -106.25
116 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 14.21 26.55 104.24 59.76 104.25 -8.56 -88.48 -60.05 -106.40
117 multin_zz1000_61004_idxctrl_top3800_pv 14.20 26.54 104.23 59.75 104.23 -8.58 -88.49 -60.07 -106.41
118 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 13.70 26.04 103.74 59.26 103.74 -9.07 -88.99 -60.56 -106.91
119 multin_zz1000_71001_barra_btop_botG 13.55 25.90 103.59 59.11 103.59 -9.22 -89.14 -60.71 -107.06
120 multin_zz1000_61003_overnight_pv_rm_fnd 13.54 25.88 103.57 59.09 103.57 -9.23 -89.15 -60.72 -107.07
121 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 13.25 25.60 103.29 58.81 103.29 -9.52 -89.44 -61.01 -107.36
122 multin_zz1000_61002_pv_rm_fnd_blc 12.77 25.11 102.80 58.32 102.81 -10.00 -89.92 -61.49 -107.84
123 multin_zz1000_61004_pv_rm_fnd_blc 12.77 25.11 102.80 58.32 102.81 -10.00 -89.92 -61.49 -107.84
124 multin_zz1000_71001_barra_beta_topG 12.39 24.74 102.43 57.95 102.43 -10.38 -90.29 -61.87 -108.21
125 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 12.26 24.60 102.29 57.81 102.30 -10.51 -90.43 -62.00 -108.35
126 multin_zz1000_61003_pv_rm_fnd_blc 12.21 24.55 102.25 57.76 102.25 -10.56 -90.48 -62.05 -108.40
127 multin1_real2 12.21 24.55 102.25 57.76 102.25 -10.56 -90.48 -62.05 -108.40
128 multin_zz1000_61004_pv_rm_fnd_blc2 12.09 24.43 102.12 57.64 102.12 -10.69 -90.60 -62.18 -108.52
129 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 12.08 24.43 102.12 57.64 102.12 -10.69 -90.61 -62.18 -108.53
130 multin_zz1000_61002_overnight_pv_rm_fnd_blc 11.89 24.23 101.92 57.44 101.92 -10.88 -90.80 -62.37 -108.72
131 multin_zz1000_61004_overnight_pv_rm_fnd_blc 11.89 24.23 101.92 57.44 101.92 -10.88 -90.80 -62.37 -108.72
132 multin_zz1000_61001_overnight_pv_rm_fnd_blc 11.88 24.23 101.92 57.44 101.92 -10.89 -90.81 -62.38 -108.73
133 multin_zz1000_61001_pv_rm_fnd_blc 11.80 24.14 101.83 57.35 101.83 -10.97 -90.89 -62.46 -108.81
134 multin_zz1000_61002_idxctrl_top3800_pv 11.52 23.86 101.55 57.07 101.55 -11.26 -91.17 -62.75 -109.09
135 multin_zz1000_61003_overnight_pv_rm_fnd_blc 11.26 23.60 101.29 56.81 101.29 -11.52 -91.43 -63.00 -109.35
136 multin1_real2_overnight 11.26 23.60 101.29 56.81 101.29 -11.52 -91.43 -63.00 -109.35
137 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.75 23.09 100.78 56.30 100.78 -12.02 -91.94 -63.51 -109.86
138 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 10.60 22.94 100.63 56.15 100.63 -12.18 -92.09 -63.66 -110.01
139 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 10.41 22.75 100.45 55.97 100.45 -12.36 -92.28 -63.85 -110.20
140 multin_zz500_21001_tp500 10.31 22.65 100.34 55.86 100.34 -12.47 -92.38 -63.96 -110.30
141 multin_zz1000_61003_pv_rm_fnd_blc2 10.06 22.40 100.09 55.61 100.09 -12.72 -92.63 -64.20 -110.55
142 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 9.05 21.39 99.08 54.60 99.08 -13.72 -93.64 -65.21 -111.56
143 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 8.96 21.30 98.99 54.51 98.99 -13.82 -93.73 -65.31 -111.65
144 multin_zz1000_71002_barraindus_电气设备_pv_z 8.92 21.26 98.95 54.47 98.95 -13.86 -93.77 -65.35 -111.69
145 multin_zz1000_71002_barraindus_黑色金属_pv_z 8.74 21.08 98.77 54.29 98.77 -14.04 -93.95 -65.52 -111.87
146 multin_zz1000_61001_idxctrl_zz1000_pv 8.68 21.02 98.71 54.23 98.72 -14.09 -94.01 -65.58 -111.93
147 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 8.62 20.96 98.65 54.17 98.65 -14.16 -94.07 -65.65 -111.99
148 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 8.43 20.77 98.46 53.98 98.46 -14.35 -94.26 -65.84 -112.18
149 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 8.37 20.72 98.41 53.93 98.41 -14.40 -94.32 -65.89 -112.24
150 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 8.21 20.55 98.24 53.76 98.24 -14.57 -94.48 -66.06 -112.40
151 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.17 20.51 98.20 53.72 98.20 -14.61 -94.52 -66.10 -112.44
152 multin_zz1000_61004_idxctrl_zz1000_pv 8.15 20.50 98.19 53.71 98.19 -14.62 -94.53 -66.11 -112.45
153 multin_zz1000_21001_tp1000_rm_blc 7.98 20.32 98.01 53.53 98.01 -14.80 -94.71 -66.28 -112.63
154 multin_zz1000_71002_barraindus_化工_pv_z 7.95 20.29 97.98 53.50 97.98 -14.83 -94.74 -66.32 -112.66
155 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.95 20.29 97.99 53.51 97.99 -14.82 -94.74 -66.31 -112.66
156 multin_zz1000_61002_idxctrl_zz1000_pv 7.72 20.06 97.76 53.28 97.76 -15.05 -94.97 -66.54 -112.89
157 mx_opt3_usual_1000_v1 7.43 19.78 97.47 52.99 97.47 -15.34 -95.25 -66.83 -113.17
158 multin_zz1000_71001_barra_growth_topG 7.21 19.55 97.24 52.76 97.24 -15.57 -95.48 -67.06 -113.40
159 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 6.66 19.00 96.69 52.21 96.69 -16.12 -96.03 -67.61 -113.95
160 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 6.57 18.91 96.60 52.12 96.60 -16.21 -96.12 -67.69 -114.04
161 multin_zz1000_71001_barra_btop_topG 6.38 18.73 96.42 51.94 96.42 -16.39 -96.31 -67.88 -114.23
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.07 18.42 96.11 51.63 96.11 -16.70 -96.61 -68.19 -114.53
163 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 6.02 18.36 96.05 51.57 96.05 -16.76 -96.67 -68.25 -114.59
164 mx_opt3_usual_1000_v2 5.49 17.84 95.53 51.05 95.53 -17.28 -97.19 -68.77 -115.11
165 mx_opt_zz1000_pv_v3_stable_4 4.53 16.87 94.56 50.08 94.57 -18.24 -98.16 -69.73 -116.08
166 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 4.07 16.41 94.10 49.62 94.10 -18.71 -98.62 -70.20 -116.54
167 mx_opt2_dyna_1000_v2 4.02 16.36 94.05 49.57 94.05 -18.76 -98.67 -70.25 -116.59
168 multin_zz1000_21001_tp1000 3.04 15.39 93.08 48.60 93.08 -19.73 -99.64 -71.22 -117.56
169 multin_zz500_21001_tp500_rm_blc 2.67 15.01 92.71 48.23 92.71 -20.10 -100.02 -71.59 -117.94
170 mx_opt_zz1000_pv_v4_stable_4 2.33 14.67 92.36 47.88 92.36 -20.45 -100.36 -71.94 -118.28
171 mx_opt1_absdef_1000_v2 2.24 14.58 92.27 47.79 92.28 -20.53 -100.45 -72.02 -118.37
172 multin_zz1000_71001_barra_residualvolatility_botG 2.09 14.43 92.12 47.64 92.12 -20.69 -100.60 -72.18 -118.52
173 multin_zz1000_71002_barraindus_传媒_pv_z 1.42 13.77 91.46 46.98 91.46 -21.35 -101.27 -72.84 -119.19
174 multin_zz1000_61006_halfhalf_usualv1 1.13 13.47 91.16 46.68 91.16 -21.65 -101.56 -73.14 -119.48
175 mx_opt_zz1000_pv_v1_stable_4 1.11 13.45 91.14 46.66 91.14 -21.67 -101.58 -73.16 -119.50
176 mx_opt_zz1000_pv_v2_stable_4 1.11 13.45 91.14 46.66 91.14 -21.67 -101.58 -73.16 -119.50
177 multin_zz1000_71001_barra_leverage_botG 1.11 13.45 91.14 46.66 91.14 -21.67 -101.58 -73.16 -119.50
178 multin_zz1000_71001_barra_residualvolatility_topG 0.70 13.04 90.73 46.25 90.73 -22.08 -101.99 -73.57 -119.91
179 multin_zz1000_61001_idxctrl_pv_rm_blc -0.77 11.57 89.26 44.78 89.26 -23.55 -103.46 -75.03 -121.38
180 multin_zz1000_61004_idxctrl_pv_rm_blc -1.01 11.33 89.02 44.54 89.02 -23.79 -103.70 -75.27 -121.62
181 multin_zz1000_61002_idxctrl_pv_rm_blc -1.01 11.33 89.02 44.54 89.02 -23.79 -103.70 -75.27 -121.62
182 multin_zz1000_61001_idxctrl_pv -1.46 10.88 88.57 44.09 88.57 -24.24 -104.15 -75.73 -122.07
183 multin_zz1000_61002_idxctrl_pv -1.73 10.61 88.31 43.83 88.31 -24.50 -104.42 -75.99 -122.34
184 multin_zz1000_61004_idxctrl_pv -1.73 10.61 88.31 43.83 88.31 -24.50 -104.42 -75.99 -122.34
185 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -1.80 10.55 88.24 43.76 88.24 -24.57 -104.48 -76.06 -122.40
186 mx_opt_zz1000_pv_z_v5_stable_4 -1.84 10.50 88.19 43.71 88.19 -24.62 -104.53 -76.11 -122.45
187 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -1.99 10.35 88.04 43.56 88.04 -24.77 -104.68 -76.26 -122.60
188 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -1.99 10.35 88.04 43.56 88.05 -24.76 -104.68 -76.25 -122.60
189 multin_zz500_21001_tp200 -2.09 10.26 87.95 43.47 87.95 -24.86 -104.78 -76.35 -122.70
190 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -2.20 10.14 87.83 43.35 87.84 -24.97 -104.89 -76.46 -122.81
191 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -2.21 10.13 87.82 43.34 87.82 -24.99 -104.90 -76.48 -122.82
192 mx_opt_zz1000_pv_z_v4_stable_4 -2.22 10.12 87.81 43.33 87.81 -25.00 -104.91 -76.49 -122.83
193 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -2.37 9.97 87.66 43.18 87.66 -25.15 -105.06 -76.64 -122.98
194 multin_zz1000_71001_barra_earningsyield_topG -2.40 9.94 87.63 43.15 87.63 -25.18 -105.09 -76.67 -123.01
195 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -2.62 9.73 87.42 42.94 87.42 -25.39 -105.31 -76.88 -123.22
196 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -2.76 9.59 87.28 42.80 87.28 -25.53 -105.45 -77.02 -123.37
197 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -3.20 9.14 86.83 42.35 86.83 -25.98 -105.89 -77.47 -123.81
198 mx_opt_zz1000_pv_z_v1_stable_4 -3.89 8.45 86.14 41.66 86.14 -26.67 -106.58 -78.16 -124.50
199 mx_opt_zz1000_pv_z_v13_stable_4 -3.90 8.44 86.13 41.65 86.13 -26.68 -106.59 -78.17 -124.51
200 multin_zz1000_71001_barra_earningsyield_botG -3.92 8.42 86.11 41.63 86.11 -26.70 -106.61 -78.19 -124.53
201 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -4.43 7.91 85.60 41.12 85.60 -27.20 -107.12 -78.69 -125.04
202 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -4.48 7.86 85.56 41.08 85.56 -27.25 -107.17 -78.74 -125.09
203 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -4.53 7.81 85.50 41.02 85.50 -27.31 -107.22 -78.80 -125.14
204 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -4.67 7.67 85.36 40.88 85.36 -27.45 -107.36 -78.94 -125.28
205 mx_opt_zz1000_z_v4_stable_4 -4.68 7.67 85.36 40.88 85.36 -27.45 -107.36 -78.94 -125.28
206 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -4.70 7.65 85.34 40.86 85.34 -27.47 -107.39 -78.96 -125.31
207 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -4.86 7.49 85.18 40.70 85.18 -27.63 -107.55 -79.12 -125.46
208 multin_zz1000_71001_barra_nonlinearsize_topG -4.91 7.43 85.12 40.64 85.12 -27.69 -107.60 -79.18 -125.52
209 mx_opt_zz1000_pv_z_v6_stable_4 -4.98 7.37 85.06 40.58 85.06 -27.75 -107.67 -79.24 -125.59
210 multin_zz1000_71002_barraindus_建筑装饰_pv_z -5.01 7.33 85.02 40.54 85.03 -27.78 -107.70 -79.27 -125.62
211 mx_opt_zz1000_z_v1_stable_4 -5.06 7.28 84.97 40.49 84.97 -27.84 -107.75 -79.33 -125.67
212 mx_opt_zz1000_z_v2_stable_4 -5.06 7.28 84.97 40.49 84.97 -27.84 -107.75 -79.33 -125.67
213 mx_opt_zz1000_pv_z_v2_stable_4 -5.33 7.01 84.70 40.22 84.70 -28.11 -108.02 -79.60 -125.94
214 multin_zz1000_71002_barraindus_社会服务_pv_z -5.91 6.43 84.12 39.64 84.12 -28.69 -108.60 -80.18 -126.52
215 mx_opt_zz1000_z_v3_stable_4 -5.98 6.36 84.05 39.57 84.06 -28.75 -108.67 -80.24 -126.59
216 multin_zz500_61001_idxctrl_zz500_pv -6.02 6.32 84.01 39.53 84.01 -28.80 -108.71 -80.29 -126.63
217 multin_zz500_61002_idxctrl_zz500_pv -6.18 6.17 83.86 39.38 83.86 -28.95 -108.86 -80.44 -126.78
218 multin_zz500_61004_idxctrl_zz500_pv -6.43 5.91 83.60 39.12 83.61 -29.20 -109.12 -80.69 -127.04
219 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -7.85 4.50 82.19 37.71 82.19 -30.62 -110.54 -82.11 -128.46
220 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -7.85 4.50 82.19 37.71 82.19 -30.62 -110.54 -82.11 -128.46
221 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -8.19 4.15 81.84 37.36 81.85 -30.96 -110.88 -82.45 -128.80
222 mx_opt2_dyna_500_v2 -8.20 4.14 81.83 37.35 81.83 -30.98 -110.89 -82.46 -128.81
223 multin_zz1000_61006_halfhalf -8.44 3.91 81.60 37.12 81.60 -31.21 -111.12 -82.70 -129.04
224 multin_zz1000_61004_idxctrl_pv_rm_fnd -8.59 3.75 81.44 36.96 81.44 -31.37 -111.28 -82.86 -129.20
225 multin_zz1000_61002_idxctrl_pv_rm_fnd -8.59 3.75 81.44 36.96 81.44 -31.37 -111.28 -82.86 -129.20
226 mx_opt_zz1000_pv_z_v3_stable_4 -8.85 3.49 81.19 36.70 81.19 -31.62 -111.54 -83.11 -129.46
227 multin_zz1000_61001_idxctrl_pv_rm_fnd -8.89 3.46 81.15 36.67 81.15 -31.66 -111.57 -83.15 -129.49
228 multin_zz1000_61006_halfhalf_usualv2 -8.91 3.43 81.12 36.64 81.12 -31.68 -111.60 -83.17 -129.52
229 mx_opt_zz1000_pv_z_v10_stable_4 -9.26 3.08 80.77 36.29 80.78 -32.03 -111.95 -83.52 -129.87
230 mx_opt1_absdef_500_v2 -9.87 2.47 80.16 35.68 80.16 -32.65 -112.56 -84.14 -130.48
231 multin_zz1000_61006_halfhalf_stable4 -9.92 2.43 80.12 35.64 80.12 -32.69 -112.60 -84.18 -130.52
232 mx_opt_zz1000_pv_z_v7_stable_4 -10.23 2.11 79.80 35.32 79.81 -33.00 -112.92 -84.49 -130.84
233 mx_opt3_usual_500_v1 -11.01 1.33 79.02 34.54 79.02 -33.78 -113.70 -85.27 -131.62
234 multin_zz1000_61007_mix6 -11.67 0.67 78.36 33.88 78.36 -34.45 -114.36 -85.94 -132.28
235 multin1_real0_overnight -12.37 -0.03 77.66 33.18 77.66 -35.15 -115.06 -86.64 -132.98
236 multin_zz1000_71002_barraindus_机械设备_pv_z -12.74 -0.39 77.30 32.82 77.30 -35.51 -115.42 -87.00 -133.34
237 multin1_real0_中性 -13.05 -0.71 76.98 32.50 76.98 -35.83 -115.74 -87.32 -133.66
238 multin1_real0 -13.05 -0.71 76.98 32.50 76.98 -35.83 -115.74 -87.32 -133.66
239 mx_opt_zz500_pv_z_v10_stable_4 -14.10 -1.76 75.93 31.45 75.94 -36.87 -116.79 -88.36 -134.71
240 mx_opt3_usual_500_v2 -16.07 -3.73 73.96 29.48 73.96 -38.84 -118.76 -90.33 -136.68
241 multin_zz1000_71002_barraindus_计算机_pv_z -16.37 -4.03 73.66 29.18 73.67 -39.14 -119.06 -90.63 -136.98
242 multin_zz1000_61008_multistrategy_baseline -16.38 -4.04 73.65 29.17 73.66 -39.15 -119.07 -90.64 -136.99
243 mx_opt_zz1000_pv_z_v11_stable_4 -16.85 -4.50 73.19 28.71 73.19 -39.62 -119.53 -91.11 -137.45
244 multin_zz1000_71001_barra_size_topG -18.28 -5.94 71.75 27.27 71.76 -41.05 -120.97 -92.54 -138.89
245 mx_opt_zz500_pv_z_v13_stable_4 -19.54 -7.20 70.49 26.01 70.49 -42.32 -122.23 -93.81 -140.15
246 multin_zz500_61007_mix6 -20.35 -8.01 69.68 25.20 69.68 -43.13 -123.04 -94.62 -140.96
247 multin_zz500_21001_tp200_rm_blc -23.41 -11.06 66.63 22.15 66.63 -46.18 -126.10 -97.67 -144.02
248 mx_opt_zz1000_pv_z_v12_stable_4 -23.50 -11.16 66.53 22.05 66.54 -46.27 -126.19 -97.76 -144.11
249 mx_opt3_usual_300_v1 -24.55 -12.21 65.48 21.00 65.48 -47.33 -127.24 -98.82 -145.16
250 multin_zz1000_71001_barra_beta_botG -27.27 -14.93 62.76 18.28 62.76 -50.05 -129.96 -101.54 -147.88
251 mx_opt_zz500_pv_z_v11_stable_4 -27.60 -15.26 62.43 17.95 62.43 -50.37 -130.29 -101.86 -148.21
252 multin_zz1000_71002_barraindus_银行_pv_z -29.86 -17.52 60.17 15.69 60.17 -52.64 -132.55 -104.13 -150.47
253 multin_zz1000_71002_barraindus_公用事业_pv_z -30.37 -18.03 59.66 15.18 59.67 -53.14 -133.06 -104.63 -150.98
254 mx_opt_zz1000_pv_z_v9_stable_4 -32.26 -19.92 57.77 13.29 57.77 -55.04 -134.95 -106.53 -152.87
255 multin_zz1000_71002_barraindus_医药生物_pv_z -32.64 -20.30 57.39 12.91 57.39 -55.42 -135.33 -106.91 -153.25
256 multin_zz1000_71002_barraindus_汽车_pv_z -35.81 -23.47 54.22 9.74 54.22 -58.59 -138.50 -110.08 -156.42
257 mx_opt_zz1000_pv_z_v8_stable_4 -41.29 -28.94 48.75 4.27 48.75 -64.06 -143.98 -115.55 -161.90
258 mx_opt1_absdef_zz1000_hssanbai_v2 -43.58 -31.24 46.45 1.97 46.45 -66.36 -146.27 -117.85 -164.19
259 mx_opt1_absdef_300_v2 -43.58 -31.24 46.45 1.97 46.45 -66.36 -146.27 -117.85 -164.19
260 mx_opt_zz500_pv_z_v12_stable_4 -44.28 -31.94 45.75 1.27 45.75 -67.05 -146.97 -118.54 -164.89
261 mx_opt3_usual_300_v2 -44.58 -32.24 45.45 0.97 45.45 -67.36 -147.27 -118.84 -165.19
262 mx_opt_hs300_stable_4 -46.55 -34.21 43.48 -1.00 43.49 -69.32 -149.24 -120.81 -167.16
263 mx_opt_zz1000_hssanbai -46.55 -34.21 43.48 -1.00 43.49 -69.32 -149.24 -120.81 -167.16
264 mx_opt2_dyna_300_v2 -49.77 -37.43 40.26 -4.22 40.26 -72.54 -152.46 -124.03 -170.38
265 mx_opt1_absdef_50_v2 -73.06 -60.72 16.97 -27.51 16.97 -95.84 -175.75 -147.33 -193.67
266 multin_zz1000_71002_barraindus_交通运输_pv_z -92.94 -80.60 -2.91 -47.39 -2.91 -115.72 -195.63 -167.21 -213.55
267 multin_zz1000_71002_barraindus_国防军工_pv_z -102.41 -90.07 -12.38 -56.86 -12.38 -125.18 -205.10 -176.67 -223.02