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_20250613_225928
0 multin_zz1000_71001_barra_size_topG 67.92 24.48 -75.59 1.51 -75.59 114.75 264.82 233.18 253.88
1 multin_zz1000_71001_barra_beta_botG 53.11 9.66 -90.40 -13.31 -90.40 99.94 250.01 218.37 239.07
2 multin_zz1000_71001_barra_earningsyield_topG 40.47 -2.98 -103.04 -25.94 -103.04 87.30 237.37 205.73 226.43
3 multin_zz1000_71001_barra_btop_topG 27.35 -16.10 -116.17 -39.07 -116.17 74.17 224.24 192.60 213.30
4 multin_zz1000_71001_barra_liquidity_botG 19.64 -23.80 -123.87 -46.77 -123.87 66.47 216.54 184.90 205.60
5 multin_zz1000_71001_barra_nonlinearsize_topG 9.53 -33.91 -133.98 -56.88 -133.98 56.36 206.43 174.79 195.49
6 multin_zz1000_71001_barra_leverage_topG 5.70 -37.74 -137.81 -60.71 -137.81 52.53 202.60 170.96 191.66
7 multin_zz1000_71001_barra_growth_topG -9.52 -52.97 -153.04 -75.94 -153.04 37.31 187.38 155.74 176.43
8 multin_zz1000_71001_barra_momentum_topG -38.25 -81.70 -181.77 -104.67 -181.77 8.58 158.65 127.01 147.70
9 multin_zz1000_71001_barra_residualvolatility_topG -51.89 -95.34 -195.41 -118.31 -195.41 -5.06 145.01 113.37 134.06