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_20250626_151525
0 multin_zz1000_71001_barra_btop_topG 32.86 27.87 -12.29 20.76 -12.28 -6.79 -88.13 -89.69 -130.19
1 multin_zz1000_71001_barra_beta_botG 26.91 21.92 -18.23 14.81 -18.23 -12.74 -94.08 -95.63 -136.14
2 multin_zz1000_71001_barra_residualvolatility_topG 26.63 21.64 -18.52 14.53 -18.52 -13.02 -94.36 -95.92 -136.42
3 multin_zz1000_71001_barra_leverage_topG 25.23 20.24 -19.91 13.13 -19.91 -14.42 -95.76 -97.31 -137.82
4 multin_zz1000_71001_barra_liquidity_botG 22.49 17.50 -22.65 10.39 -22.65 -17.16 -98.50 -100.05 -140.56
5 multin_zz1000_71001_barra_growth_topG 21.73 16.74 -23.41 9.63 -23.41 -17.91 -99.26 -100.81 -141.31
6 multin_zz1000_71001_barra_earningsyield_topG 13.22 8.23 -31.92 1.12 -31.92 -26.43 -107.77 -109.33 -149.83
7 multin_zz1000_71001_barra_momentum_topG 9.34 4.35 -35.80 -2.76 -35.80 -30.31 -111.65 -113.20 -153.71
8 multin_zz1000_71001_barra_size_topG 7.59 2.60 -37.56 -4.51 -37.55 -32.06 -113.40 -114.96 -155.46
9 multin_zz1000_71001_barra_nonlinearsize_topG 5.35 0.36 -39.80 -6.75 -39.80 -34.30 -115.64 -117.20 -157.70