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_20250703_151547
0 multin_zz1000_71001_barra_growth_topG 14.14 15.37 67.80 5.28 67.80 3.01 -28.24 53.61 3.33
1 multin_zz1000_71001_barra_size_topG 1.38 2.61 55.04 -7.48 55.04 -9.75 -41.00 40.86 -9.43
2 multin_zz1000_71001_barra_momentum_topG -9.21 -7.99 44.45 -18.07 44.45 -20.34 -51.60 30.26 -20.02
3 multin_zz1000_71001_barra_liquidity_botG -9.42 -8.19 44.24 -18.28 44.24 -20.55 -51.80 30.05 -20.23
4 multin_zz1000_71001_barra_nonlinearsize_topG -9.88 -8.65 43.79 -18.74 43.79 -21.01 -52.26 29.60 -20.69
5 multin_zz1000_71001_barra_earningsyield_topG -13.03 -11.80 40.64 -21.89 40.63 -24.16 -55.41 26.45 -23.84
6 multin_zz1000_71001_barra_residualvolatility_topG -16.22 -14.99 37.45 -25.07 37.45 -27.34 -58.60 23.26 -27.02
7 multin_zz1000_71001_barra_leverage_topG -19.61 -18.38 34.06 -28.46 34.06 -30.73 -61.99 19.87 -30.41
8 multin_zz1000_71001_barra_btop_topG -29.64 -28.41 24.03 -38.49 24.03 -40.76 -72.02 9.84 -40.44
9 multin_zz1000_71001_barra_beta_botG -31.30 -30.07 22.37 -40.15 22.37 -42.42 -73.68 8.18 -42.10