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_20250609_151522
0 multin_zz1000_71002_barraindus_医药生物_pv_z 169.81 198.51 277.27 246.17 277.27 128.62 -21.98 -66.69 -38.08
1 multin_zz1000_71002_barraindus_纺织服饰_pv_z 138.20 166.90 245.66 214.56 245.66 97.01 -53.60 -98.30 -69.70
2 multin_zz500_21001_tp200_rm_blc 100.41 129.10 207.87 176.76 207.87 59.21 -91.39 -136.09 -107.49
3 multin_zz1000_71001_barra_residualvolatility_topG 97.49 126.19 204.95 173.85 204.95 56.30 -94.31 -139.01 -110.41
4 multin_zz1000_71002_barraindus_传媒_pv_z 96.02 124.72 203.48 172.38 203.48 54.83 -95.77 -140.48 -111.88
5 multin_zz500_21001_tp500_rm_blc 89.63 118.33 197.09 165.98 197.09 48.43 -102.17 -146.87 -118.27
6 multin_zz1000_71001_barra_liquidity_topG 86.54 115.24 194.00 162.90 194.00 45.35 -105.26 -149.96 -121.36
7 multin_zz1000_71002_barraindus_纺织服装_pv_z 83.16 111.86 190.62 159.52 190.62 41.97 -108.64 -153.34 -124.74
8 multin_zz1000_21001_tp1000_rm_blc 67.18 95.88 174.64 143.54 174.64 25.99 -124.62 -169.32 -140.72
9 multin_zz1000_71002_barraindus_社会服务_pv_z 61.31 90.01 168.77 137.67 168.77 20.12 -130.48 -175.19 -146.58
10 multin_zz1000_71002_barraindus_电力设备_pv_z 61.09 89.79 168.56 137.45 168.55 19.90 -130.70 -175.41 -146.80
11 multin_zz1000_71002_barraindus_轻工制造_pv_z 59.03 87.73 166.49 135.39 166.49 17.84 -132.76 -177.47 -148.86
12 multin_zz1000_71002_barraindus_化工_pv_z 57.09 85.79 164.55 133.45 164.55 15.90 -134.71 -179.41 -150.81
13 multin_zz1000_71001_barra_btop_botG 51.48 80.18 158.95 127.84 158.95 10.29 -140.31 -185.02 -156.41
14 multin_zz1000_71001_barra_earningsyield_botG 45.31 74.00 152.77 121.66 152.77 4.11 -146.49 -191.20 -162.59
15 multin_zz1000_71002_barraindus_国防军工_pv_z 43.36 72.06 150.82 119.72 150.82 2.17 -148.44 -193.14 -164.54
16 multin_zz1000_71001_barra_leverage_botG 40.21 68.91 147.67 116.57 147.67 -0.98 -151.59 -196.29 -167.69
17 multin_zz1000_71001_barra_growth_botG 39.67 68.37 147.13 116.03 147.13 -1.52 -152.13 -196.83 -168.23
18 multin_zz1000_71001_barra_momentum_botG 37.68 66.38 145.14 114.03 145.14 -3.51 -154.12 -198.82 -170.22
19 multin_zz1000_71001_barra_beta_topG 36.61 65.31 144.07 112.97 144.07 -4.58 -155.18 -199.89 -171.28
20 multin_zz1000_71001_barra_nonlinearsize_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
21 multin_zz1000_71001_barra_size_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
22 multin_zz1000_71002_barraindus_基础化工_pv_z 32.88 61.58 140.34 109.24 140.34 -8.31 -158.92 -203.62 -175.02
23 multin_zz1000_71002_barraindus_综合_pv_z 32.02 60.72 139.48 108.38 139.48 -9.17 -159.78 -204.48 -175.88
24 mx_tenacity_morecapa 30.53 59.23 138.00 106.89 138.00 -10.66 -161.26 -205.97 -177.36
25 mx_tenacity_morecapa_primitive 30.53 59.23 138.00 106.89 138.00 -10.66 -161.26 -205.97 -177.36
26 mx_tenacity_restrict_primitive 29.70 58.40 137.16 106.06 137.16 -11.49 -162.09 -206.80 -178.19
27 mx_tenacity_restrict 29.70 58.40 137.16 106.06 137.16 -11.49 -162.09 -206.80 -178.19
28 multin_zz1000_71001_barra_momentum_topG 27.65 56.35 135.11 104.00 135.11 -13.54 -164.15 -208.85 -180.25
29 multin_zz1000_61002_pv 27.26 55.96 134.72 103.61 134.72 -13.93 -164.54 -209.24 -180.64
30 multin_zz1000_61004_pv 27.26 55.96 134.72 103.61 134.72 -13.93 -164.54 -209.24 -180.64
31 multin_zz1000_61002_pv_rm_blc 26.59 55.29 134.05 102.95 134.05 -14.60 -165.20 -209.91 -181.30
32 multin_zz1000_61004_pv_rm_blc 26.59 55.29 134.05 102.95 134.05 -14.60 -165.20 -209.91 -181.30
33 multin_zz1000_61002_overnight_pv_rm_blc 26.45 55.14 133.91 102.80 133.91 -14.75 -165.35 -210.05 -181.45
34 multin_zz1000_61004_overnight_pv_rm_blc 26.45 55.14 133.91 102.80 133.91 -14.75 -165.35 -210.05 -181.45
35 multin_zz1000_61001_pv 26.35 55.05 133.81 102.71 133.81 -14.84 -165.44 -210.15 -181.54
36 mx_tenacity 25.36 54.06 132.82 101.72 132.82 -15.83 -166.44 -211.14 -182.54
37 mx_tenacity_primitive 25.36 54.06 132.82 101.72 132.82 -15.83 -166.44 -211.14 -182.54
38 mx_2023_gen_merge1_filtered_no_idsctrl 25.21 53.91 132.67 101.57 132.67 -15.98 -166.58 -211.29 -182.68
39 mx_gentleness 25.21 53.91 132.67 101.57 132.67 -15.98 -166.58 -211.29 -182.68
40 multin_zz1000_61001_pv_rm_blc 25.06 53.76 132.53 101.42 132.52 -16.13 -166.73 -211.44 -182.83
41 multin_zz1000_61001_overnight_pv_rm_blc 24.62 53.32 132.08 100.98 132.08 -16.57 -167.18 -211.88 -183.28
42 multin1_real1_rm_bjs_keep500 23.17 51.86 130.63 99.52 130.63 -18.03 -168.63 -213.34 -184.73
43 multin_zz1000_61004_pv_rm_blc2 23.08 51.78 130.54 99.43 130.54 -18.11 -168.72 -213.42 -184.82
44 multin_zz1000_61004_overnight_pv_rm_blc2 23.08 51.78 130.54 99.43 130.54 -18.11 -168.72 -213.42 -184.82
45 multin1_real0_overnight_中性 22.78 51.47 130.24 99.13 130.24 -18.42 -169.02 -213.72 -185.12
46 multin1_real1_keep_bjs_keep500 22.78 51.47 130.24 99.13 130.24 -18.42 -169.02 -213.72 -185.12
47 multin_zz1000_71002_barraindus_非银金融_pv_z 20.69 49.39 128.15 97.05 128.15 -20.50 -171.11 -215.81 -187.21
48 mx_capability_primitive 20.24 48.94 127.70 96.60 127.70 -20.95 -171.56 -216.26 -187.66
49 mx_capability 20.24 48.94 127.70 96.60 127.70 -20.95 -171.56 -216.26 -187.66
50 mx_resilience_inthandsctrl 19.89 48.58 127.35 96.24 127.35 -21.31 -171.91 -216.61 -188.01
51 mx_resilience 19.79 48.49 127.25 96.15 127.25 -21.40 -172.01 -216.71 -188.11
52 mx_resilience_inthandsctrl_amtctrl_capctrl 19.57 48.26 127.03 95.92 127.03 -21.63 -172.23 -216.93 -188.33
53 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 19.57 48.26 127.03 95.92 127.03 -21.63 -172.23 -216.93 -188.33
54 mx_resilience_inthandsctrl_amtctrl 19.09 47.79 126.55 95.45 126.55 -22.10 -172.70 -217.41 -188.80
55 multin_zz1000_61004_idxctrl_top3800_pv 18.56 47.26 126.02 94.92 126.02 -22.63 -173.23 -217.94 -189.33
56 multin1_real1_rm_bjs 18.44 47.14 125.90 94.80 125.90 -22.75 -173.36 -218.06 -189.46
57 multin_zz1000_61002_idxctrl_top3800_pv 17.82 46.52 125.28 94.18 125.28 -23.37 -173.98 -218.68 -190.08
58 multin1_real1_overnight 17.77 46.46 125.23 94.12 125.23 -23.43 -174.03 -218.73 -190.13
59 multin_zz1000_61003_overnight_pv_rm_blc 17.77 46.46 125.23 94.12 125.23 -23.43 -174.03 -218.73 -190.13
60 multin_zz1000_61004_idxctrl_50010002000_pv 17.75 46.45 125.21 94.11 125.21 -23.44 -174.04 -218.75 -190.15
61 multin_zz1000_61003_pv 17.71 46.41 125.17 94.07 125.17 -23.48 -174.09 -218.79 -190.19
62 multin1_real1 17.62 46.32 125.08 93.98 125.08 -23.57 -174.17 -218.88 -190.27
63 multin_zz1000_61003_pv_rm_blc 17.62 46.32 125.08 93.98 125.08 -23.57 -174.17 -218.88 -190.27
64 multin1_real1_keep_bjs_keep1k 17.28 45.98 124.75 93.64 124.74 -23.91 -174.51 -219.22 -190.61
65 multin1_real1_rm_bjs_keep1k 17.17 45.87 124.63 93.53 124.63 -24.02 -174.63 -219.33 -190.73
66 multin_zz1000_61003_pv_rm_blc2 17.01 45.70 124.47 93.36 124.47 -24.19 -174.79 -219.49 -190.89
67 multin_zz1000_61003_overnight_pv_rm_blc2 17.01 45.70 124.47 93.36 124.47 -24.19 -174.79 -219.49 -190.89
68 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 16.37 45.07 123.83 92.73 123.83 -24.82 -175.43 -220.13 -191.53
69 multin_zz1000_61001_idxctrl_top3800_pv 16.18 44.88 123.64 92.54 123.64 -25.01 -175.61 -220.32 -191.71
70 multin_zz1000_61002_idxctrl_50010002000_pv 15.75 44.45 123.21 92.11 123.21 -25.44 -176.04 -220.75 -192.14
71 multin_zz1000_61001_idxctrl_50010002000_pv 15.00 43.70 122.47 91.36 122.47 -26.19 -176.79 -221.50 -192.89
72 mx_adaptability 14.82 43.52 122.28 91.18 122.28 -26.37 -176.97 -221.68 -193.07
73 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 14.61 43.30 122.07 90.96 122.07 -26.59 -177.19 -221.89 -193.29
74 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 13.68 42.38 121.15 90.04 121.15 -27.51 -178.11 -222.82 -194.21
75 multin_zz1000_71001_barra_growth_topG 13.66 42.36 121.13 90.02 121.12 -27.53 -178.13 -222.84 -194.23
76 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 13.65 42.35 121.11 90.01 121.11 -27.54 -178.15 -222.85 -194.25
77 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 11.76 40.46 119.22 88.12 119.22 -29.43 -180.03 -224.74 -196.13
78 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 11.51 40.20 118.97 87.86 118.97 -29.69 -180.29 -224.99 -196.39
79 multin_zz1000_61001_overnight_pv_rm_fnd 10.87 39.57 118.33 87.23 118.33 -30.32 -180.92 -225.63 -197.02
80 multin1_real1_rzrq_keep_bjs 10.82 39.52 118.28 87.18 118.28 -30.37 -180.98 -225.68 -197.08
81 multin_zz1000_61001_pv_rm_fnd_blc 10.77 39.47 118.23 87.12 118.23 -30.42 -181.03 -225.73 -197.13
82 multin_zz1000_71001_barra_residualvolatility_botG 10.56 39.25 118.02 86.91 118.02 -30.64 -181.24 -225.94 -197.34
83 multin_zz1000_61001_overnight_pv_rm_fnd_blc 10.47 39.17 117.94 86.83 117.94 -30.72 -181.32 -226.03 -197.42
84 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 10.03 38.73 117.50 86.39 117.50 -31.16 -181.76 -226.47 -197.86
85 mx_adaptability_v2 10.01 38.71 117.47 86.37 117.47 -31.18 -181.79 -226.49 -197.89
86 multin_zz1000_61001_pv_rm_fnd 10.00 38.70 117.46 86.36 117.46 -31.19 -181.80 -226.50 -197.90
87 multin_zz1000_61004_overnight_pv_rm_fnd 9.32 38.02 116.79 85.68 116.79 -31.87 -182.47 -227.18 -198.57
88 multin_zz1000_61002_overnight_pv_rm_fnd 9.32 38.02 116.79 85.68 116.79 -31.87 -182.47 -227.18 -198.57
89 multin_zz1000_61002_overnight_pv_rm_fnd_blc 9.26 37.96 116.73 85.62 116.72 -31.93 -182.53 -227.24 -198.63
90 multin_zz1000_61004_overnight_pv_rm_fnd_blc 9.26 37.96 116.73 85.62 116.72 -31.93 -182.53 -227.24 -198.63
91 multin_zz1000_61004_pv_rm_fnd_blc 9.22 37.92 116.68 85.58 116.68 -31.97 -182.58 -227.28 -198.68
92 multin_zz1000_61002_pv_rm_fnd_blc 9.22 37.92 116.68 85.58 116.68 -31.97 -182.58 -227.28 -198.68
93 mx_opt2_dyna_1000_v2 8.23 36.93 115.70 84.59 115.70 -32.96 -183.56 -228.27 -199.66
94 multin_zz1000_61002_pv_rm_fnd 8.19 36.88 115.65 84.54 115.65 -33.01 -183.61 -228.31 -199.71
95 multin_zz1000_61004_pv_rm_fnd 8.19 36.88 115.65 84.54 115.65 -33.01 -183.61 -228.31 -199.71
96 multin_zz1000_71002_barraindus_电气设备_pv_z 6.98 35.68 114.44 83.34 114.44 -34.21 -184.81 -229.52 -200.91
97 multin_zz1000_71002_barraindus_石油石化_pv_z 5.90 34.60 113.36 82.26 113.36 -35.29 -185.90 -230.60 -202.00
98 mx_opt3_usual_500_v1 5.48 34.17 112.94 81.83 112.94 -35.72 -186.32 -231.03 -202.42
99 mx_opt3_usual_1000_v2 5.19 33.88 112.65 81.54 112.65 -36.01 -186.61 -231.31 -202.71
100 multin_zz1000_71002_barraindus_家用电器_pv_z 4.99 33.69 112.46 81.35 112.46 -36.20 -186.80 -231.51 -202.90
101 multin_zz1000_61004_pv_rm_fnd_blc2 4.67 33.36 112.13 81.02 112.13 -36.53 -187.13 -231.83 -203.23
102 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 4.56 33.25 112.02 80.91 112.02 -36.64 -187.24 -231.94 -203.34
103 multin_zz1000_71002_barraindus_机械设备_pv_z 4.02 32.72 111.48 80.38 111.48 -37.17 -187.78 -232.48 -203.88
104 mx_opt2_dyna_500_v2 3.57 32.27 111.03 79.93 111.03 -37.62 -188.23 -232.93 -204.33
105 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 2.87 31.57 110.33 79.23 110.33 -38.32 -188.93 -233.63 -205.03
106 mx_opt3_usual_1000_v1 2.33 31.03 109.79 78.69 109.79 -38.86 -189.47 -234.17 -205.57
107 multin_zz1000_61005_score_pv_z_top2000rnk 1.82 30.52 109.28 78.18 109.28 -39.37 -189.98 -234.68 -206.08
108 mx_opt1_absdef_1000_v2 1.38 30.08 108.84 77.74 108.84 -39.81 -190.42 -235.12 -206.52
109 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 1.00 29.70 108.46 77.36 108.46 -40.19 -190.79 -235.50 -206.89
110 multin_zz1000_61005_score_pv_z_top300rnk 0.92 29.62 108.39 77.28 108.39 -40.27 -190.87 -235.58 -206.97
111 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 0.44 29.13 107.90 76.79 107.90 -40.76 -191.36 -236.07 -207.46
112 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 0.24 28.94 107.70 76.59 107.70 -40.95 -191.56 -236.26 -207.66
113 multin_zz1000_61005_score_pv_z_top500rnk 0.07 28.77 107.53 76.43 107.53 -41.12 -191.73 -236.43 -207.83
114 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -0.32 28.37 107.14 76.03 107.14 -41.52 -192.12 -236.82 -208.22
115 multin_zz1000_61005_score_pv_z_top1000rnk -0.34 28.36 107.12 76.01 107.12 -41.53 -192.14 -236.84 -208.24
116 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk -0.43 28.27 107.03 75.93 107.03 -41.62 -192.23 -236.93 -208.33
117 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -0.65 28.05 106.82 75.71 106.81 -41.84 -192.44 -237.15 -208.54
118 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -0.66 28.04 106.80 75.70 106.80 -41.85 -192.45 -237.16 -208.56
119 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -0.81 27.89 106.66 75.55 106.65 -42.00 -192.60 -237.31 -208.70
120 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -0.81 27.89 106.65 75.55 106.65 -42.00 -192.61 -237.31 -208.71
121 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -0.89 27.81 106.58 75.47 106.58 -42.08 -192.68 -237.39 -208.78
122 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.02 27.68 106.44 75.34 106.44 -42.21 -192.81 -237.52 -208.91
123 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.20 27.50 106.26 75.16 106.26 -42.39 -192.99 -237.70 -209.09
124 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -1.24 27.46 106.22 75.12 106.22 -42.43 -193.04 -237.74 -209.14
125 mx_opt3_usual_500_v2 -1.55 27.15 105.92 74.81 105.92 -42.74 -193.34 -238.05 -209.44
126 mx_tenacity_ctrlonly -1.83 26.86 105.63 74.52 105.63 -43.03 -193.63 -238.33 -209.73
127 multin_zz1000_71002_barraindus_通信_pv_z -1.87 26.83 105.59 74.49 105.59 -43.06 -193.67 -238.37 -209.77
128 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.03 25.67 104.44 73.33 104.43 -44.22 -194.82 -239.53 -210.92
129 multin_zz500_21001_tp200 -3.21 25.49 104.25 73.15 104.25 -44.40 -195.01 -239.71 -211.11
130 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -3.44 25.26 104.03 72.92 104.03 -44.63 -195.23 -239.94 -211.33
131 multin_zz1000_61003_overnight_pv_rm_fnd_blc -4.14 24.55 103.32 72.21 103.32 -45.34 -195.94 -240.64 -212.04
132 multin1_real2_overnight -4.14 24.55 103.32 72.21 103.32 -45.34 -195.94 -240.64 -212.04
133 multin_zz1000_71002_barraindus_休闲服务_pv_z -4.15 24.55 103.31 72.21 103.31 -45.34 -195.95 -240.65 -212.05
134 multin_zz1000_61003_overnight_pv_rm_fnd -4.44 24.26 103.02 71.91 103.02 -45.63 -196.24 -240.94 -212.34
135 multin_zz1000_71002_barraindus_计算机_pv_z -4.65 24.05 102.81 71.71 102.81 -45.84 -196.45 -241.15 -212.55
136 mx_tenacity_morecapa_ctrlonly -4.68 24.02 102.79 71.68 102.78 -45.87 -196.47 -241.18 -212.57
137 multin_zz1000_61003_pv_rm_fnd_blc -4.75 23.95 102.71 71.61 102.71 -45.94 -196.54 -241.25 -212.64
138 multin1_real2 -4.75 23.95 102.71 71.61 102.71 -45.94 -196.54 -241.25 -212.64
139 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.90 23.80 102.56 71.46 102.56 -46.09 -196.69 -241.40 -212.79
140 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -5.06 23.64 102.40 71.30 102.40 -46.25 -196.86 -241.56 -212.96
141 mx_opt_zz1000_pv_v4_stable_4 -5.25 23.45 102.21 71.11 102.21 -46.44 -197.05 -241.75 -213.15
142 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.42 23.28 102.04 70.94 102.04 -46.61 -197.21 -241.92 -213.31
143 multin_zz1000_61004_idxctrl_zz1000_pv -5.47 23.23 101.99 70.89 101.99 -46.66 -197.26 -241.97 -213.37
144 multin_zz1000_61001_idxctrl_zz1000_pv -5.65 23.05 101.82 70.71 101.82 -46.84 -197.44 -242.15 -213.54
145 multin_zz1000_61003_pv_rm_fnd -5.86 22.84 101.61 70.50 101.61 -47.05 -197.65 -242.36 -213.75
146 multin_zz1000_61002_idxctrl_zz1000_pv -5.94 22.76 101.52 70.41 101.52 -47.13 -197.74 -242.44 -213.84
147 mx_2023_gen_merge2_filtered_idsctrl -7.46 21.24 100.00 68.89 100.00 -48.65 -199.26 -243.96 -215.36
148 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -8.28 20.42 99.18 68.08 99.18 -49.47 -200.07 -244.78 -216.17
149 multin_zz1000_61003_pv_rm_fnd_blc2 -8.67 20.03 98.79 67.69 98.79 -49.86 -200.46 -245.17 -216.57
150 multin_zz1000_71002_barraindus_钢铁_pv_z -8.77 19.93 98.70 67.59 98.69 -49.96 -200.56 -245.27 -216.66
151 multin_zz1000_71001_barra_liquidity_botG -9.49 19.21 97.97 66.87 97.97 -50.68 -201.28 -245.99 -217.38
152 multin_zz1000_61001_idscapctrl_pv -9.72 18.98 97.75 66.64 97.74 -50.91 -201.51 -246.22 -217.61
153 multin_zz1000_61002_idscapctrl_pv -10.09 18.61 97.38 66.27 97.38 -51.28 -201.88 -246.59 -217.98
154 multin_zz1000_61004_idscapctrl_pv -10.09 18.61 97.38 66.27 97.38 -51.28 -201.88 -246.59 -217.98
155 multin_zz1000_61006_halfhalf_usualv1 -10.11 18.59 97.36 66.25 97.35 -51.30 -201.90 -246.61 -218.00
156 multin_zz1000_21001_tp1000 -11.17 17.52 96.29 65.18 96.29 -52.37 -202.97 -247.68 -219.07
157 multin_zz1000_61001_idscapctrl_pv_rm_blc -11.20 17.50 96.26 65.16 96.26 -52.39 -203.00 -247.70 -219.10
158 multin_zz1000_61004_idscapctrl_pv_rm_blc -11.66 17.04 95.81 64.70 95.80 -52.85 -203.45 -248.16 -219.55
159 multin_zz1000_61002_idscapctrl_pv_rm_blc -11.66 17.04 95.81 64.70 95.80 -52.85 -203.45 -248.16 -219.55
160 multin_zz1000_71002_barraindus_环保_pv_z -12.14 16.56 95.32 64.22 95.32 -53.33 -203.93 -248.64 -220.03
161 multin_zz1000_71001_barra_leverage_topG -12.54 16.16 94.92 63.81 94.92 -53.73 -204.34 -249.04 -220.44
162 multin_zz1000_71002_barraindus_美容护理_pv_z -13.02 15.68 94.44 63.33 94.44 -54.21 -204.82 -249.52 -220.92
163 multin_zz1000_71001_barra_nonlinearsize_topG -13.06 15.64 94.40 63.30 94.40 -54.25 -204.85 -249.56 -220.95
164 multin_zz1000_61004_idscapctrl_pv_rm_blc2 -13.45 15.24 94.01 62.90 94.01 -54.65 -205.25 -249.95 -221.35
165 multin_zz1000_71002_barraindus_电子_pv_z -14.17 14.53 93.29 62.19 93.29 -55.36 -205.97 -250.67 -222.07
166 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -14.30 14.40 93.16 62.06 93.16 -55.49 -206.10 -250.80 -222.20
167 multin_zz1000_61006_halfhalf_usualv2 -14.81 13.89 92.65 61.55 92.65 -56.00 -206.61 -251.31 -222.71
168 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -14.86 13.84 92.60 61.50 92.60 -56.05 -206.66 -251.36 -222.76
169 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -15.18 13.52 92.29 61.18 92.29 -56.37 -206.97 -251.68 -223.07
170 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -15.31 13.39 92.16 61.05 92.16 -56.50 -207.10 -251.81 -223.20
171 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -15.90 12.79 91.56 60.45 91.56 -57.10 -207.70 -252.40 -223.80
172 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -16.13 12.56 91.33 60.22 91.33 -57.33 -207.93 -252.64 -224.03
173 multin_zz1000_61002_idxctrl_pv_rm_blc -17.63 11.07 89.83 58.73 89.83 -58.82 -209.43 -254.13 -225.53
174 multin_zz1000_61004_idxctrl_pv_rm_blc -17.63 11.07 89.83 58.73 89.83 -58.82 -209.43 -254.13 -225.53
175 multin_zz1000_61001_idxctrl_pv_rm_blc -17.82 10.87 89.64 58.53 89.64 -59.02 -209.62 -254.33 -225.72
176 multin_zz1000_61002_idxctrl_pv -18.10 10.60 89.36 58.26 89.36 -59.29 -209.89 -254.60 -225.99
177 multin_zz1000_61004_idxctrl_pv -18.10 10.60 89.36 58.26 89.36 -59.29 -209.89 -254.60 -225.99
178 multin_zz1000_61001_idxctrl_pv -18.26 10.43 89.20 58.09 89.20 -59.46 -210.06 -254.76 -226.16
179 multin1_real0_overnight -19.83 8.86 87.63 56.52 87.63 -61.03 -211.63 -256.33 -227.73
180 multin_zz1000_71002_barraindus_商贸零售_pv_z -19.91 8.79 87.55 56.45 87.55 -61.10 -211.71 -256.41 -227.81
181 multin_zz1000_61006_halfhalf_stable4 -20.55 8.15 86.91 55.81 86.91 -61.74 -212.35 -257.05 -228.45
182 mx_opt_zz1000_z_v4_stable_4 -22.17 6.53 85.29 54.19 85.29 -63.36 -213.96 -258.67 -230.06
183 multin_zz1000_71002_barraindus_食品饮料_pv_z -23.17 5.53 84.29 53.18 84.29 -64.36 -214.97 -259.67 -231.07
184 mx_opt_zz1000_pv_z_v10_stable_4 -23.56 5.13 83.90 52.79 83.90 -64.76 -215.36 -260.06 -231.46
185 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -23.78 4.92 83.68 52.58 83.68 -64.97 -215.57 -260.28 -231.67
186 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -23.78 4.92 83.68 52.58 83.68 -64.97 -215.57 -260.28 -231.67
187 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -24.01 4.69 83.45 52.35 83.45 -65.20 -215.80 -260.51 -231.91
188 mx_opt_zz1000_pv_v3_stable_4 -24.19 4.51 83.27 52.17 83.27 -65.38 -215.99 -260.69 -232.09
189 multin_zz1000_61004_idxctrl_pv_rm_fnd -24.47 4.23 82.99 51.89 82.99 -65.66 -216.26 -260.97 -232.36
190 multin_zz1000_61002_idxctrl_pv_rm_fnd -24.47 4.23 82.99 51.89 82.99 -65.66 -216.26 -260.97 -232.36
191 multin_zz500_21001_tp500 -24.50 4.20 82.96 51.86 82.96 -65.69 -216.29 -261.00 -232.40
192 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -24.57 4.13 82.89 51.79 82.89 -65.76 -216.36 -261.07 -232.46
193 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -24.61 4.08 82.85 51.74 82.85 -65.81 -216.41 -261.11 -232.51
194 multin_zz1000_61001_idxctrl_pv_rm_fnd -24.66 4.04 82.80 51.69 82.80 -65.86 -216.46 -261.16 -232.56
195 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -25.01 3.69 82.45 51.34 82.45 -66.20 -216.81 -261.51 -232.91
196 multin_zz1000_61006_halfhalf -25.28 3.42 82.18 51.07 82.18 -66.47 -217.08 -261.78 -233.18
197 multin_zz1000_71002_barraindus_农林牧渔_pv_z -25.87 2.82 81.59 50.48 81.59 -67.07 -217.67 -262.37 -233.77
198 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -26.06 2.63 81.40 50.29 81.40 -67.26 -217.86 -262.56 -233.96
199 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -26.16 2.54 81.30 50.20 81.30 -67.35 -217.96 -262.66 -234.06
200 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -26.17 2.53 81.30 50.19 81.29 -67.36 -217.96 -262.67 -234.06
201 mx_opt1_absdef_500_v2 -26.28 2.42 81.18 50.08 81.18 -67.47 -218.07 -262.78 -234.18
202 mx_opt2_dyna_300_v2 -26.31 2.39 81.15 50.05 81.15 -67.50 -218.10 -262.81 -234.20
203 mx_opt_zz1000_pv_z_v13_stable_4 -26.37 2.33 81.10 49.99 81.10 -67.56 -218.16 -262.87 -234.26
204 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -26.41 2.29 81.05 49.95 81.05 -67.60 -218.21 -262.91 -234.31
205 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -26.47 2.23 80.99 49.89 80.99 -67.66 -218.26 -262.97 -234.36
206 multin_zz1000_71002_barraindus_煤炭_pv_z -26.50 2.20 80.96 49.86 80.96 -67.69 -218.29 -263.00 -234.39
207 mx_opt_zz1000_pv_v2_stable_4 -26.55 2.15 80.92 49.81 80.91 -67.74 -218.34 -263.05 -234.44
208 mx_opt_zz1000_pv_v1_stable_4 -26.55 2.15 80.92 49.81 80.92 -67.74 -218.34 -263.05 -234.44
209 multin1_real3 -26.58 2.11 80.88 49.77 80.88 -67.78 -218.38 -263.08 -234.48
210 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -26.58 2.11 80.88 49.77 80.88 -67.78 -218.38 -263.08 -234.48
211 multin_zz1000_61001_idscapctrl_pv_rm_fnd -26.61 2.09 80.85 49.74 80.85 -67.80 -218.41 -263.11 -234.51
212 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -26.63 2.07 80.83 49.73 80.83 -67.82 -218.43 -263.13 -234.53
213 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -27.13 1.56 80.33 49.22 80.33 -68.33 -218.93 -263.63 -235.03
214 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -27.13 1.56 80.33 49.22 80.33 -68.33 -218.93 -263.63 -235.03
215 multin_zz500_61004_idxctrl_zz500_pv -27.18 1.52 80.29 49.18 80.29 -68.37 -218.97 -263.68 -235.07
216 multin_zz1000_61004_idscapctrl_pv_rm_fnd -27.19 1.50 80.27 49.16 80.27 -68.39 -218.99 -263.69 -235.09
217 multin_zz1000_61002_idscapctrl_pv_rm_fnd -27.19 1.50 80.27 49.16 80.27 -68.39 -218.99 -263.69 -235.09
218 multin_zz500_61001_idxctrl_zz500_pv -27.31 1.39 80.15 49.05 80.15 -68.50 -219.11 -263.81 -235.21
219 multin_zz500_61002_idxctrl_zz500_pv -27.46 1.24 80.01 48.90 80.01 -68.65 -219.25 -263.96 -235.35
220 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 -29.26 -0.56 78.20 47.10 78.20 -70.45 -221.06 -265.76 -237.16
221 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 -29.80 -1.10 77.67 46.56 77.67 -70.99 -221.59 -266.30 -237.69
222 multin_zz1000_71002_barraindus_建筑装饰_pv_z -30.19 -1.49 77.28 46.17 77.28 -71.38 -221.98 -266.69 -238.08
223 mx_opt_zz1000_pv_z_v4_stable_4 -31.01 -2.31 76.45 45.34 76.45 -72.20 -222.81 -267.51 -238.91
224 multin_zz1000_61008_multistrategy_baseline -31.36 -2.66 76.11 45.00 76.11 -72.55 -223.15 -267.86 -239.25
225 multin_zz1000_61007_mix6 -31.70 -3.01 75.76 44.65 75.76 -72.90 -223.50 -268.21 -239.60
226 mx_opt_zz1000_z_v3_stable_4 -32.50 -3.81 74.96 43.85 74.96 -73.70 -224.30 -269.00 -240.40
227 multin_zz1000_71001_barra_earningsyield_topG -33.21 -4.51 74.26 43.15 74.26 -74.40 -225.00 -269.71 -241.10
228 mx_opt_zz1000_z_v2_stable_4 -33.49 -4.79 73.97 42.87 73.97 -74.68 -225.29 -269.99 -241.39
229 mx_opt_zz1000_z_v1_stable_4 -33.49 -4.79 73.97 42.87 73.97 -74.68 -225.29 -269.99 -241.39
230 mx_opt_zz500_pv_z_v10_stable_4 -33.51 -4.81 73.96 42.85 73.96 -74.70 -225.30 -270.01 -241.40
231 multin_zz1000_71002_barraindus_有色金属_pv_z -34.48 -5.78 72.99 41.88 72.98 -75.67 -226.27 -270.98 -242.37
232 multin_zz1000_71001_barra_size_topG -34.59 -5.89 72.87 41.77 72.87 -75.78 -226.38 -271.09 -242.48
233 multin_zz1000_71001_barra_btop_topG -34.83 -6.13 72.63 41.53 72.63 -76.02 -226.62 -271.33 -242.72
234 mx_opt_zz1000_pv_z_v3_stable_4 -36.47 -7.77 70.99 39.89 70.99 -77.66 -228.27 -272.97 -244.37
235 multin1_real0_中性 -37.08 -8.38 70.39 39.28 70.39 -78.27 -228.87 -273.58 -244.97
236 multin1_real0 -37.08 -8.38 70.39 39.28 70.39 -78.27 -228.87 -273.58 -244.97
237 mx_opt3_usual_300_v1 -37.84 -9.14 69.63 38.52 69.63 -79.03 -229.63 -274.34 -245.73
238 multin_zz500_61007_mix6 -38.72 -10.02 68.75 37.64 68.75 -79.91 -230.51 -275.22 -246.61
239 mx_opt_zz1000_pv_z_v12_stable_4 -39.15 -10.45 68.32 37.21 68.32 -80.34 -230.94 -275.65 -247.04
240 mx_opt_zz500_pv_z_v13_stable_4 -39.19 -10.49 68.27 37.17 68.27 -80.38 -230.99 -275.69 -247.09
241 multin_zz1000_71002_barraindus_商业贸易_pv_z -43.14 -14.44 64.32 33.22 64.32 -84.33 -234.94 -279.64 -251.04
242 mx_opt_zz1000_pv_z_v9_stable_4 -44.84 -16.15 62.62 31.51 62.62 -86.04 -236.64 -281.34 -252.74
243 mx_opt_zz1000_pv_z_v2_stable_4 -44.92 -16.23 62.54 31.43 62.54 -86.12 -236.72 -281.42 -252.82
244 mx_opt_zz1000_pv_z_v8_stable_4 -45.05 -16.35 62.41 31.31 62.41 -86.24 -236.84 -281.55 -252.94
245 mx_opt_zz1000_pv_z_v1_stable_4 -46.33 -17.64 61.13 30.02 61.13 -87.53 -238.13 -282.83 -254.23
246 multin_zz1000_71002_barraindus_汽车_pv_z -46.62 -17.92 60.84 29.74 60.84 -87.81 -238.41 -283.12 -254.51
247 mx_opt3_usual_300_v2 -47.24 -18.54 60.22 29.12 60.22 -88.43 -239.04 -283.74 -255.14
248 multin_zz1000_71002_barraindus_餐饮旅游_pv_z -48.36 -19.66 59.10 28.00 59.10 -89.55 -240.15 -284.86 -256.25
249 mx_opt_zz1000_pv_z_v5_stable_4 -49.54 -20.84 57.92 26.81 57.92 -90.73 -241.34 -286.04 -257.44
250 mx_opt_zz1000_pv_z_v11_stable_4 -50.59 -21.89 56.87 25.77 56.87 -91.78 -242.38 -287.09 -258.48
251 multin_zz1000_71001_barra_beta_botG -50.77 -22.07 56.70 25.59 56.70 -91.96 -242.56 -287.27 -258.66
252 mx_opt_zz1000_pv_z_v7_stable_4 -52.37 -23.67 55.09 23.98 55.09 -93.56 -244.17 -288.87 -260.27
253 mx_opt_zz500_pv_z_v12_stable_4 -54.45 -25.75 53.01 21.91 53.01 -95.64 -246.24 -290.95 -262.34
254 mx_opt_zz500_pv_z_v11_stable_4 -54.59 -25.89 52.87 21.77 52.87 -95.78 -246.38 -291.09 -262.48
255 mx_opt_zz1000_hssanbai -58.72 -30.02 48.74 17.63 48.74 -99.91 -250.52 -295.22 -266.62
256 mx_opt_hs300_stable_4 -58.72 -30.02 48.74 17.63 48.74 -99.91 -250.52 -295.22 -266.62
257 multin_zz1000_71002_barraindus_黑色金属_pv_z -61.96 -33.26 45.50 14.40 45.50 -103.15 -253.76 -298.46 -269.86
258 multin_zz1000_71002_barraindus_电子元器件_pv_z -63.19 -34.49 44.27 13.17 44.27 -104.38 -254.99 -299.69 -271.09
259 mx_opt_zz1000_pv_z_v6_stable_4 -65.39 -36.69 42.07 10.96 42.07 -106.58 -257.19 -301.89 -273.29
260 multin_zz1000_71002_barraindus_公用事业_pv_z -67.86 -39.16 39.60 8.50 39.60 -109.05 -259.66 -304.36 -275.76
261 mx_opt1_absdef_zz1000_hssanbai_v2 -68.19 -39.49 39.28 8.17 39.27 -109.38 -259.98 -304.69 -276.08
262 mx_opt1_absdef_300_v2 -68.19 -39.49 39.28 8.17 39.27 -109.38 -259.98 -304.69 -276.08
263 multin_zz1000_71002_barraindus_建筑材料_pv_z -75.03 -46.33 32.43 1.33 32.43 -116.22 -266.83 -311.53 -282.93
264 multin_zz1000_71002_barraindus_交通运输_pv_z -89.80 -61.10 17.66 -13.44 17.66 -130.99 -281.60 -326.30 -297.70
265 multin_zz1000_71002_barraindus_银行_pv_z -89.81 -61.11 17.65 -13.45 17.65 -131.00 -281.60 -326.31 -297.71
266 multin_zz1000_71002_barraindus_房地产_pv_z -92.67 -63.97 14.79 -16.31 14.79 -133.86 -284.47 -329.17 -300.57
267 mx_opt1_absdef_50_v2 -103.53 -74.83 3.94 -27.17 3.94 -144.72 -295.32 -340.03 -311.42