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_20250709_151525
0 multin_zz1000_71002_barraindus_社会服务_pv_z 249.59 263.28 222.98 228.70 222.98 245.46 272.97 220.97 201.39
1 multin_zz1000_71002_barraindus_银行_pv_z 165.58 179.27 138.97 144.69 138.97 161.45 188.96 136.97 117.38
2 multin_zz1000_71002_barraindus_传媒_pv_z 139.99 153.68 113.38 119.10 113.38 135.86 163.37 111.38 91.79
3 multin_zz1000_71002_barraindus_建筑装饰_pv_z 121.02 134.71 94.41 100.13 94.41 116.89 144.40 92.40 72.82
4 multin_zz1000_71002_barraindus_商业贸易_pv_z 100.03 113.73 73.43 79.15 73.43 95.90 123.42 71.42 51.83
5 multin_zz1000_71002_barraindus_休闲服务_pv_z 94.58 108.27 67.97 73.69 67.97 90.45 117.96 65.96 46.38
6 multin_zz1000_71002_barraindus_综合_pv_z 93.48 107.17 66.87 72.59 66.87 89.35 116.86 64.86 45.28
7 multin_zz1000_71002_barraindus_非银金融_pv_z 88.94 102.64 62.34 68.06 62.34 84.81 112.33 60.33 40.74
8 multin_zz1000_71002_barraindus_煤炭_pv_z 73.12 86.81 46.51 52.23 46.51 68.98 96.50 44.50 24.91
9 multin_zz1000_71002_barraindus_公用事业_pv_z 68.44 82.14 41.84 47.56 41.84 64.31 91.83 39.83 20.24
10 multin_zz1000_71002_barraindus_房地产_pv_z 62.76 76.46 36.16 41.88 36.16 58.63 86.15 34.15 14.56
11 multin_zz1000_71002_barraindus_建筑材料_pv_z 60.25 73.94 33.64 39.36 33.64 56.12 83.64 31.64 12.05
12 multin_zz1000_71002_barraindus_纺织服装_pv_z 58.70 72.40 32.10 37.82 32.10 54.57 82.09 30.09 10.50
13 multin_zz1000_71002_barraindus_商贸零售_pv_z 57.97 71.67 31.37 37.09 31.37 53.84 81.36 29.36 9.77
14 multin_zz1000_71001_barra_liquidity_botG 54.49 68.18 27.88 33.60 27.88 50.35 77.87 25.87 6.28
15 multin_zz1000_71002_barraindus_钢铁_pv_z 52.76 66.45 26.15 31.87 26.15 48.63 76.14 24.15 4.56
16 multin1_real1_rm_bjs_keep500 51.99 65.68 25.38 31.10 25.38 47.86 75.37 23.38 3.79
17 mx_opt_zz1000_pv_z_v11_stable_4 50.71 64.40 24.11 29.83 24.11 46.58 74.10 22.10 2.51
18 multin_zz1000_71001_barra_residualvolatility_botG 49.54 63.23 22.93 28.66 22.93 45.41 72.93 20.93 1.34
19 multin_zz1000_71002_barraindus_食品饮料_pv_z 46.90 60.59 20.29 26.01 20.29 42.77 70.29 18.29 -1.30
20 multin1_real1_rm_bjs 46.60 60.30 20.00 25.72 20.00 42.47 69.99 17.99 -1.60
21 mx_gentleness 46.03 59.72 19.42 25.14 19.42 41.90 69.42 17.42 -2.17
22 mx_2023_gen_merge1_filtered_no_idsctrl 46.03 59.72 19.42 25.14 19.42 41.90 69.42 17.42 -2.17
23 multin1_real1_rm_bjs_keep1k 45.66 59.36 19.06 24.78 19.06 41.53 69.05 17.05 -2.54
24 multin_zz1000_71001_barra_btop_topG 45.43 59.12 18.82 24.54 18.82 41.30 68.81 16.82 -2.77
25 mx_opt_zz500_pv_z_v11_stable_4 44.92 58.61 18.31 24.03 18.31 40.78 68.30 16.30 -3.28
26 multin1_real1_keep_bjs_keep500 43.84 57.53 17.23 22.95 17.23 39.71 67.23 15.23 -4.36
27 multin1_real0_overnight_中性 43.84 57.53 17.23 22.95 17.23 39.71 67.23 15.23 -4.36
28 multin1_real0_overnight 40.18 53.87 13.57 19.29 13.57 36.05 63.56 11.57 -8.02
29 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 39.94 53.63 13.34 19.06 13.34 35.81 63.33 11.33 -8.26
30 multin_zz1000_61003_overnight_pv_rm_fnd 39.42 53.12 12.82 18.54 12.82 35.29 62.81 10.81 -8.78
31 multin_zz1000_61003_pv_rm_fnd_blc2 39.24 52.93 12.64 18.36 12.64 35.11 62.63 10.63 -8.96
32 mx_opt_zz1000_pv_z_v13_stable_4 38.50 52.19 11.89 17.61 11.89 34.37 61.88 9.89 -9.70
33 mx_opt_zz1000_pv_z_v5_stable_4 37.95 51.65 11.35 17.07 11.35 33.82 61.34 9.34 -10.25
34 multin_zz1000_61003_pv_rm_fnd 37.89 51.59 11.29 17.01 11.29 33.76 61.28 9.28 -10.31
35 multin1_real0 37.35 51.05 10.75 16.47 10.75 33.22 60.74 8.74 -10.85
36 multin1_real0_中性 37.35 51.05 10.75 16.47 10.75 33.22 60.74 8.74 -10.85
37 multin_zz1000_61003_overnight_pv_rm_fnd_blc 37.11 50.81 10.51 16.23 10.51 32.98 60.50 8.50 -11.09
38 multin1_real2_overnight 37.11 50.81 10.51 16.23 10.51 32.98 60.50 8.50 -11.09
39 mx_adaptability 35.79 49.49 9.19 14.91 9.19 31.66 59.18 7.18 -12.41
40 multin_zz1000_61005_score_pv_z_top1000rnk 35.77 49.46 9.17 14.89 9.16 31.64 59.16 7.16 -12.43
41 multin_zz1000_61003_pv 35.73 49.43 9.13 14.85 9.13 31.60 59.12 7.12 -12.47
42 multin_zz1000_61003_pv_rm_fnd_blc 35.64 49.34 9.04 14.76 9.04 31.51 59.03 7.03 -12.56
43 multin_zz1000_61008_multistrategy_baseline 35.64 49.34 9.04 14.76 9.04 31.51 59.03 7.03 -12.56
44 multin1_real2 35.64 49.34 9.04 14.76 9.04 31.51 59.03 7.03 -12.56
45 multin_zz1000_61005_score_pv_z_top500rnk 35.17 48.86 8.56 14.28 8.56 31.04 58.56 6.56 -13.03
46 mx_adaptability_v2 35.12 48.81 8.52 14.24 8.51 30.99 58.51 6.51 -13.08
47 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 34.71 48.40 8.10 13.82 8.10 30.58 58.09 6.10 -13.49
48 multin_zz1000_61001_overnight_pv_rm_fnd 34.57 48.27 7.97 13.69 7.97 30.44 57.96 5.96 -13.63
49 multin_zz1000_61002_overnight_pv_rm_fnd 34.41 48.10 7.80 13.52 7.80 30.28 57.80 5.80 -13.79
50 multin_zz1000_61004_overnight_pv_rm_fnd 34.41 48.10 7.80 13.52 7.80 30.28 57.80 5.80 -13.79
51 multin_zz1000_61004_pv_rm_fnd_blc2 34.15 47.84 7.54 13.26 7.54 30.02 57.53 5.53 -14.05
52 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 33.75 47.44 7.15 12.87 7.15 29.62 57.14 5.14 -14.45
53 multin_zz1000_61001_overnight_pv_rm_fnd_blc 33.37 47.06 6.76 12.48 6.76 29.23 56.75 4.75 -14.83
54 multin_zz1000_61003_pv_rm_blc 33.31 47.00 6.71 12.43 6.71 29.18 56.70 4.70 -14.89
55 multin1_real1 33.31 47.00 6.71 12.43 6.71 29.18 56.70 4.70 -14.89
56 multin_zz1000_61003_overnight_pv_rm_blc 33.26 46.96 6.66 12.38 6.66 29.13 56.65 4.65 -14.94
57 multin1_real1_overnight 33.26 46.96 6.66 12.38 6.66 29.13 56.65 4.65 -14.94
58 multin1_real1_keep_bjs_keep1k 32.77 46.46 6.16 11.88 6.16 28.64 56.15 4.16 -15.43
59 multin_zz1000_61004_overnight_pv_rm_fnd_blc 32.71 46.40 6.10 11.82 6.10 28.58 56.09 4.10 -15.49
60 multin_zz1000_61002_overnight_pv_rm_fnd_blc 32.71 46.40 6.10 11.82 6.10 28.58 56.09 4.10 -15.49
61 multin_zz1000_61002_pv_rm_fnd 32.62 46.31 6.02 11.74 6.01 28.49 56.01 4.01 -15.58
62 multin_zz1000_61004_pv_rm_fnd 32.62 46.31 6.02 11.74 6.01 28.49 56.01 4.01 -15.58
63 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 32.54 46.23 5.93 11.65 5.93 28.41 55.93 3.93 -15.66
64 multin_zz1000_61001_pv_rm_fnd 32.44 46.13 5.83 11.55 5.83 28.31 55.83 3.83 -15.76
65 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.91 45.60 5.30 11.02 5.30 27.78 55.29 3.29 -16.29
66 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 31.87 45.57 5.27 10.99 5.27 27.74 55.26 3.26 -16.33
67 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 31.75 45.44 5.14 10.86 5.14 27.62 55.14 3.14 -16.45
68 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 31.54 45.23 4.93 10.65 4.93 27.41 54.92 2.93 -16.66
69 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 31.50 45.19 4.89 10.61 4.89 27.36 54.88 2.88 -16.71
70 multin_zz1000_61001_pv_rm_fnd_blc 31.27 44.96 4.66 10.38 4.66 27.14 54.66 2.66 -16.93
71 multin_zz1000_71002_barraindus_轻工制造_pv_z 31.14 44.83 4.53 10.25 4.53 27.01 54.52 2.52 -17.06
72 multin_zz1000_61004_pv_rm_fnd_blc 31.01 44.70 4.40 10.12 4.40 26.88 54.39 2.40 -17.19
73 multin_zz1000_61002_pv_rm_fnd_blc 31.01 44.70 4.40 10.12 4.40 26.88 54.39 2.40 -17.19
74 multin_zz1000_61005_score_pv_z_top2000rnk 30.95 44.65 4.35 10.07 4.35 26.82 54.34 2.34 -17.25
75 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 30.68 44.37 4.07 9.80 4.07 26.55 54.07 2.07 -17.52
76 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 30.63 44.32 4.02 9.74 4.02 26.50 54.02 2.02 -17.57
77 mx_opt_zz1000_pv_v1_stable_4 30.47 44.16 3.86 9.58 3.86 26.34 53.85 1.85 -17.73
78 mx_opt_zz1000_pv_v2_stable_4 30.47 44.16 3.86 9.58 3.86 26.34 53.85 1.85 -17.73
79 multin_zz1000_71002_barraindus_医药生物_pv_z 30.42 44.11 3.81 9.53 3.81 26.29 53.81 1.81 -17.78
80 mx_opt_zz500_pv_z_v13_stable_4 30.40 44.10 3.80 9.52 3.80 26.27 53.79 1.79 -17.80
81 multin_zz1000_61005_score_pv_z_top300rnk 30.31 44.00 3.70 9.43 3.70 26.18 53.70 1.70 -17.89
82 mx_2023_gen_merge2_filtered_idsctrl 30.29 43.98 3.68 9.40 3.68 26.16 53.67 1.68 -17.91
83 mx_resilience_inthandsctrl 30.25 43.94 3.64 9.36 3.64 26.12 53.64 1.64 -17.95
84 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 30.22 43.92 3.62 9.34 3.62 26.09 53.61 1.61 -17.98
85 mx_opt_zz1000_pv_z_v1_stable_4 30.10 43.79 3.49 9.21 3.49 25.96 53.48 1.48 -18.11
86 mx_resilience 30.03 43.73 3.43 9.15 3.43 25.90 53.42 1.42 -18.17
87 mx_opt_zz1000_pv_z_v2_stable_4 29.61 43.30 3.00 8.72 3.00 25.47 52.99 0.99 -18.60
88 multin_zz1000_61003_pv_rm_blc2 29.56 43.26 2.96 8.68 2.96 25.43 52.95 0.95 -18.64
89 multin_zz1000_61003_overnight_pv_rm_blc2 29.56 43.26 2.96 8.68 2.96 25.43 52.95 0.95 -18.64
90 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 29.49 43.18 2.88 8.60 2.88 25.36 52.87 0.87 -18.71
91 mx_tenacity_restrict_primitive 29.44 43.13 2.83 8.56 2.83 25.31 52.83 0.83 -18.76
92 mx_tenacity_restrict 29.44 43.13 2.83 8.56 2.83 25.31 52.83 0.83 -18.76
93 multin_zz1000_71001_barra_leverage_topG 29.33 43.02 2.72 8.44 2.72 25.20 52.72 0.72 -18.87
94 multin_zz1000_61004_idscapctrl_pv_rm_fnd 29.29 42.98 2.69 8.41 2.69 25.16 52.68 0.68 -18.91
95 multin_zz1000_61002_idscapctrl_pv_rm_fnd 29.29 42.98 2.69 8.41 2.69 25.16 52.68 0.68 -18.91
96 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 28.87 42.56 2.26 7.98 2.26 24.74 52.26 0.26 -19.33
97 multin_zz1000_71002_barraindus_美容护理_pv_z 28.80 42.49 2.19 7.92 2.19 24.67 52.19 0.19 -19.40
98 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.76 42.45 2.16 7.88 2.15 24.63 52.15 0.15 -19.44
99 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 28.71 42.40 2.10 7.82 2.10 24.58 52.09 0.09 -19.49
100 multin_zz1000_61001_idscapctrl_pv_rm_fnd 28.56 42.26 1.96 7.68 1.96 24.43 51.95 -0.05 -19.64
101 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 28.11 41.80 1.50 7.23 1.50 23.98 51.50 -0.50 -20.09
102 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 27.84 41.53 1.23 6.95 1.23 23.70 51.22 -0.78 -20.37
103 mx_resilience_inthandsctrl_amtctrl_capctrl 27.84 41.53 1.23 6.95 1.23 23.70 51.22 -0.78 -20.37
104 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 27.79 41.48 1.18 6.90 1.18 23.66 51.17 -0.83 -20.41
105 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 27.36 41.05 0.75 6.47 0.75 23.23 50.75 -1.25 -20.84
106 multin_zz1000_61002_pv 27.33 41.02 0.72 6.44 0.72 23.19 50.71 -1.29 -20.87
107 multin_zz1000_61004_pv 27.33 41.02 0.72 6.44 0.72 23.19 50.71 -1.29 -20.87
108 multin_zz1000_61007_mix6 27.27 40.96 0.66 6.38 0.66 23.14 50.65 -1.34 -20.93
109 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 27.02 40.71 0.41 6.13 0.41 22.89 50.41 -1.59 -21.18
110 multin_zz1000_61006_halfhalf_usualv2 26.61 40.30 0.01 5.73 0.01 22.48 50.00 -2.00 -21.59
111 multin_zz1000_71001_barra_beta_botG 26.52 40.22 -0.08 5.64 -0.08 22.39 49.91 -2.09 -21.68
112 mx_tenacity_ctrlonly 26.47 40.16 -0.14 5.58 -0.14 22.34 49.85 -2.15 -21.73
113 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 26.07 39.77 -0.53 5.19 -0.53 21.94 49.46 -2.54 -22.13
114 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 26.07 39.77 -0.53 5.19 -0.53 21.94 49.46 -2.54 -22.13
115 multin_zz1000_71002_barraindus_环保_pv_z 26.01 39.70 -0.60 5.12 -0.60 21.88 49.39 -2.60 -22.19
116 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 25.83 39.52 -0.77 4.95 -0.78 21.70 49.22 -2.78 -22.37
117 multin_zz1000_61006_halfhalf 25.65 39.34 -0.96 4.76 -0.96 21.52 49.04 -2.96 -22.55
118 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 25.58 39.27 -1.02 4.70 -1.03 21.45 48.97 -3.03 -22.62
119 multin1_real3 25.58 39.27 -1.02 4.70 -1.03 21.45 48.97 -3.03 -22.62
120 multin_zz1000_71002_barraindus_机械设备_pv_z 24.87 38.56 -1.74 3.98 -1.74 20.74 48.26 -3.74 -23.33
121 multin_zz1000_61006_halfhalf_usualv1 24.71 38.40 -1.89 3.83 -1.90 20.58 48.10 -3.90 -23.49
122 multin_zz1000_61004_pv_rm_blc 24.66 38.35 -1.95 3.78 -1.95 20.53 48.05 -3.95 -23.54
123 multin_zz1000_61002_pv_rm_blc 24.66 38.35 -1.95 3.78 -1.95 20.53 48.05 -3.95 -23.54
124 multin_zz1000_61004_idscapctrl_pv_rm_blc2 24.63 38.32 -1.98 3.74 -1.98 20.49 48.01 -3.99 -23.58
125 multin_zz1000_61004_overnight_pv_rm_blc 24.48 38.17 -2.13 3.59 -2.13 20.35 47.87 -4.13 -23.72
126 multin_zz1000_61002_overnight_pv_rm_blc 24.48 38.17 -2.13 3.59 -2.13 20.35 47.87 -4.13 -23.72
127 multin_zz1000_21001_tp1000 24.43 38.12 -2.18 3.54 -2.18 20.30 47.81 -4.19 -23.77
128 multin_zz1000_61004_idxctrl_top3800_pv 24.22 37.91 -2.39 3.34 -2.39 20.09 47.61 -4.39 -23.98
129 mx_tenacity_morecapa_ctrlonly 24.13 37.82 -2.48 3.25 -2.48 20.00 47.52 -4.48 -24.07
130 multin_zz1000_61006_halfhalf_stable4 24.10 37.79 -2.51 3.21 -2.51 19.97 47.49 -4.51 -24.10
131 mx_opt_zz1000_pv_z_v10_stable_4 24.00 37.69 -2.61 3.11 -2.61 19.87 47.38 -4.62 -24.20
132 mx_tenacity_morecapa 23.91 37.60 -2.70 3.02 -2.70 19.78 47.30 -4.70 -24.29
133 mx_tenacity_morecapa_primitive 23.91 37.60 -2.70 3.02 -2.70 19.78 47.30 -4.70 -24.29
134 multin_zz1000_61004_idxctrl_50010002000_pv 23.83 37.52 -2.77 2.95 -2.77 19.70 47.22 -4.78 -24.37
135 multin_zz500_61007_mix6 23.41 37.10 -3.20 2.52 -3.20 19.28 46.79 -5.21 -24.79
136 multin_zz1000_71001_barra_earningsyield_topG 23.30 36.99 -3.31 2.41 -3.31 19.17 46.68 -5.32 -24.90
137 multin_zz1000_61002_idscapctrl_pv 23.19 36.88 -3.41 2.31 -3.41 19.06 46.58 -5.42 -25.01
138 multin_zz1000_61004_idscapctrl_pv 23.19 36.88 -3.41 2.31 -3.41 19.06 46.58 -5.42 -25.01
139 mx_resilience_inthandsctrl_amtctrl 23.06 36.76 -3.54 2.18 -3.54 18.93 46.45 -5.55 -25.14
140 multin_zz1000_61002_idxctrl_top3800_pv 22.87 36.56 -3.74 1.98 -3.74 18.74 46.25 -5.74 -25.33
141 multin_zz1000_61001_idxctrl_top3800_pv 22.73 36.42 -3.88 1.84 -3.88 18.60 46.11 -5.89 -25.47
142 multin_zz1000_61001_idscapctrl_pv 22.48 36.18 -4.12 1.60 -4.12 18.35 45.87 -6.13 -25.72
143 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 22.46 36.15 -4.15 1.57 -4.15 18.33 45.84 -6.16 -25.74
144 multin_zz1000_61002_idxctrl_50010002000_pv 22.22 35.91 -4.39 1.34 -4.39 18.09 45.61 -6.39 -25.98
145 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 22.02 35.71 -4.58 1.14 -4.58 17.89 45.41 -6.59 -26.18
146 mx_tenacity_primitive 21.98 35.68 -4.62 1.10 -4.62 17.85 45.37 -6.63 -26.22
147 mx_tenacity 21.98 35.68 -4.62 1.10 -4.62 17.85 45.37 -6.63 -26.22
148 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.25 34.94 -5.36 0.36 -5.36 17.12 44.63 -7.36 -26.95
149 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 20.94 34.64 -5.66 0.06 -5.66 16.81 44.33 -7.67 -27.26
150 mx_opt1_absdef_50_v2 20.58 34.28 -6.02 -0.30 -6.02 16.45 43.97 -8.03 -27.62
151 mx_opt3_usual_300_v2 19.91 33.60 -6.69 -0.97 -6.70 15.78 43.30 -8.70 -28.29
152 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 19.82 33.51 -6.79 -1.07 -6.79 15.69 43.20 -8.80 -28.38
153 mx_capability 19.76 33.45 -6.85 -1.13 -6.85 15.63 43.14 -8.86 -28.44
154 mx_capability_primitive 19.76 33.45 -6.85 -1.13 -6.85 15.63 43.14 -8.86 -28.44
155 multin_zz1000_61004_idscapctrl_pv_rm_blc 19.54 33.23 -7.07 -1.35 -7.07 15.41 42.93 -9.07 -28.66
156 multin_zz1000_61002_idscapctrl_pv_rm_blc 19.54 33.23 -7.07 -1.35 -7.07 15.41 42.93 -9.07 -28.66
157 multin_zz1000_61001_idxctrl_50010002000_pv 19.50 33.19 -7.11 -1.39 -7.11 15.37 42.89 -9.11 -28.70
158 multin_zz1000_71001_barra_momentum_botG 19.40 33.09 -7.21 -1.49 -7.21 15.27 42.78 -9.21 -28.80
159 multin_zz1000_61004_overnight_pv_rm_blc2 19.35 33.04 -7.26 -1.53 -7.26 15.22 42.74 -9.26 -28.85
160 multin_zz1000_61004_pv_rm_blc2 19.35 33.04 -7.26 -1.53 -7.26 15.22 42.74 -9.26 -28.85
161 multin_zz1000_61001_idscapctrl_pv_rm_blc 19.16 32.85 -7.45 -1.73 -7.45 15.03 42.54 -9.45 -29.04
162 multin_zz1000_71002_barraindus_通信_pv_z 18.92 32.61 -7.68 -1.96 -7.69 14.79 42.31 -9.69 -29.28
163 multin1_real1_rzrq_keep_bjs 18.83 32.52 -7.78 -2.06 -7.78 14.70 42.21 -9.79 -29.37
164 mx_opt_zz1000_pv_v4_stable_4 18.63 32.33 -7.97 -2.25 -7.97 14.50 42.02 -9.98 -29.57
165 mx_opt_zz1000_pv_z_v4_stable_4 18.24 31.94 -8.36 -2.64 -8.36 14.11 41.63 -10.37 -29.96
166 multin_zz1000_71001_barra_growth_botG 18.16 31.85 -8.45 -2.73 -8.45 14.03 41.54 -10.45 -30.04
167 mx_opt1_absdef_zz1000_hssanbai_v2 17.99 31.68 -8.62 -2.90 -8.62 13.86 41.37 -10.62 -30.21
168 mx_opt1_absdef_300_v2 17.99 31.68 -8.62 -2.90 -8.62 13.86 41.37 -10.62 -30.21
169 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 17.90 31.59 -8.71 -2.98 -8.71 13.77 41.29 -10.71 -30.30
170 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 17.50 31.20 -9.10 -3.38 -9.10 13.37 40.89 -11.11 -30.70
171 mx_opt_zz1000_z_v1_stable_4 17.14 30.83 -9.47 -3.75 -9.47 13.01 40.52 -11.48 -31.06
172 mx_opt_zz1000_z_v2_stable_4 17.14 30.83 -9.47 -3.75 -9.47 13.01 40.52 -11.48 -31.06
173 multin_zz1000_61001_pv 17.04 30.73 -9.57 -3.84 -9.57 12.91 40.43 -11.57 -31.16
174 mx_opt3_usual_300_v1 16.11 29.80 -10.50 -4.77 -10.50 11.98 39.50 -12.50 -32.09
175 mx_opt_zz1000_pv_z_v3_stable_4 15.38 29.08 -11.22 -5.50 -11.22 11.25 38.77 -13.23 -32.82
176 mx_opt_zz1000_pv_v3_stable_4 15.36 29.05 -11.25 -5.52 -11.25 11.23 38.75 -13.25 -32.84
177 multin_zz1000_71001_barra_nonlinearsize_topG 15.26 28.95 -11.34 -5.62 -11.34 11.13 38.65 -13.35 -32.94
178 mx_opt_hs300_stable_4 14.89 28.58 -11.72 -6.00 -11.72 10.76 38.27 -13.72 -33.31
179 mx_opt_zz1000_hssanbai 14.89 28.58 -11.72 -6.00 -11.72 10.76 38.27 -13.72 -33.31
180 multin_zz1000_61001_pv_rm_blc 14.53 28.22 -12.07 -6.35 -12.08 10.40 37.92 -14.08 -33.67
181 multin_zz1000_71002_barraindus_电气设备_pv_z 14.25 27.95 -12.35 -6.63 -12.35 10.12 37.64 -14.36 -33.95
182 multin_zz1000_61001_overnight_pv_rm_blc 14.23 27.92 -12.38 -6.66 -12.38 10.10 37.61 -14.38 -33.97
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 14.05 27.74 -12.55 -6.83 -12.55 9.92 37.44 -14.56 -34.15
184 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.03 27.73 -12.57 -6.85 -12.57 9.90 37.42 -14.58 -34.17
185 multin_zz500_21001_tp500 13.85 27.54 -12.76 -7.04 -12.76 9.72 37.23 -14.76 -34.35
186 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 13.50 27.19 -13.11 -7.39 -13.11 9.36 36.88 -15.12 -34.71
187 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 13.49 27.19 -13.11 -7.39 -13.11 9.36 36.88 -15.12 -34.71
188 mx_opt_zz500_pv_z_v10_stable_4 12.82 26.51 -13.79 -8.07 -13.79 8.69 36.20 -15.79 -35.38
189 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 12.46 26.15 -14.15 -8.43 -14.15 8.33 35.84 -16.15 -35.74
190 mx_opt_zz1000_z_v4_stable_4 12.26 25.95 -14.34 -8.62 -14.34 8.13 35.65 -16.35 -35.94
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 11.86 25.55 -14.75 -9.02 -14.75 7.73 35.25 -16.75 -36.34
192 multin_zz500_21001_tp200 11.85 25.54 -14.76 -9.04 -14.76 7.72 35.24 -16.76 -36.35
193 multin_zz1000_71002_barraindus_计算机_pv_z 11.55 25.24 -15.06 -9.34 -15.06 7.42 34.94 -17.06 -36.65
194 multin_zz1000_71001_barra_leverage_botG 11.16 24.86 -15.44 -9.72 -15.44 7.03 34.55 -17.45 -37.04
195 mx_opt_zz1000_z_v3_stable_4 10.27 23.96 -16.34 -10.62 -16.34 6.14 33.66 -18.34 -37.93
196 multin_zz1000_71001_barra_earningsyield_botG 10.22 23.91 -16.39 -10.66 -16.39 6.09 33.61 -18.39 -37.98
197 multin_zz1000_61004_idxctrl_zz1000_pv 10.18 23.88 -16.42 -10.70 -16.42 6.05 33.57 -18.43 -38.02
198 mx_opt3_usual_1000_v1 10.09 23.78 -16.52 -10.80 -16.52 5.96 33.48 -18.52 -38.11
199 multin_zz1000_61002_idxctrl_zz1000_pv 10.05 23.74 -16.55 -10.83 -16.56 5.92 33.44 -18.56 -38.15
200 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 9.97 23.66 -16.64 -10.92 -16.64 5.84 33.36 -18.64 -38.23
201 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 9.82 23.52 -16.78 -11.06 -16.78 5.69 33.21 -18.79 -38.38
202 multin_zz1000_61001_idxctrl_zz1000_pv 9.74 23.43 -16.87 -11.15 -16.87 5.61 33.12 -18.88 -38.46
203 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 9.73 23.42 -16.88 -11.16 -16.88 5.60 33.11 -18.88 -38.47
204 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 9.73 23.42 -16.88 -11.16 -16.88 5.60 33.11 -18.88 -38.47
205 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.57 23.27 -17.03 -11.31 -17.03 5.44 32.96 -19.04 -38.63
206 multin_zz1000_61002_idxctrl_pv_rm_fnd 9.50 23.19 -17.11 -11.39 -17.11 5.37 32.88 -19.12 -38.70
207 multin_zz1000_61004_idxctrl_pv_rm_fnd 9.50 23.19 -17.11 -11.39 -17.11 5.37 32.88 -19.12 -38.70
208 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 8.49 22.18 -18.12 -12.40 -18.12 4.36 31.88 -20.12 -39.71
209 mx_opt2_dyna_300_v2 8.26 21.95 -18.35 -12.63 -18.35 4.13 31.64 -20.36 -39.94
210 multin_zz1000_61001_idxctrl_pv_rm_fnd 8.24 21.93 -18.37 -12.65 -18.37 4.11 31.62 -20.37 -39.96
211 mx_opt3_usual_500_v1 8.09 21.79 -18.51 -12.79 -18.51 3.96 31.48 -20.52 -40.11
212 multin_zz1000_71001_barra_size_topG 7.97 21.67 -18.63 -12.91 -18.63 3.84 31.36 -20.64 -40.23
213 multin_zz1000_61002_idxctrl_pv_rm_blc 7.05 20.75 -19.55 -13.83 -19.55 2.92 30.44 -21.56 -41.15
214 multin_zz1000_61004_idxctrl_pv_rm_blc 7.05 20.75 -19.55 -13.83 -19.55 2.92 30.44 -21.56 -41.15
215 multin_zz1000_61002_idxctrl_pv 6.97 20.66 -19.64 -13.92 -19.64 2.84 30.35 -21.65 -41.23
216 multin_zz1000_61004_idxctrl_pv 6.97 20.66 -19.64 -13.92 -19.64 2.84 30.35 -21.65 -41.23
217 multin_zz1000_61001_idxctrl_pv_rm_blc 6.39 20.09 -20.21 -14.49 -20.21 2.26 29.78 -22.22 -41.81
218 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 6.36 20.05 -20.25 -14.53 -20.25 2.23 29.74 -22.26 -41.84
219 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 6.32 20.01 -20.29 -14.57 -20.29 2.19 29.71 -22.29 -41.88
220 multin_zz1000_61001_idxctrl_pv 6.24 19.93 -20.36 -14.64 -20.36 2.11 29.63 -22.37 -41.96
221 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 5.30 19.00 -21.30 -15.58 -21.30 1.17 28.69 -23.31 -42.90
222 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 5.29 18.98 -21.32 -15.60 -21.32 1.16 28.67 -23.33 -42.91
223 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 5.10 18.79 -21.51 -15.79 -21.51 0.97 28.48 -23.52 -43.10
224 mx_opt3_usual_1000_v2 4.64 18.34 -21.96 -16.24 -21.96 0.51 28.03 -23.97 -43.56
225 mx_opt2_dyna_1000_v2 4.63 18.32 -21.98 -16.26 -21.98 0.50 28.02 -23.98 -43.57
226 multin_zz1000_71001_barra_size_botG 4.59 18.28 -22.02 -16.30 -22.02 0.46 27.98 -24.02 -43.61
227 multin_zz1000_71001_barra_nonlinearsize_botG 4.59 18.28 -22.02 -16.30 -22.02 0.46 27.98 -24.02 -43.61
228 multin_zz1000_71002_barraindus_交通运输_pv_z 4.14 17.83 -22.47 -16.75 -22.47 0.01 27.52 -24.47 -44.06
229 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 4.06 17.76 -22.54 -16.82 -22.54 -0.07 27.45 -24.55 -44.14
230 multin_zz1000_71002_barraindus_家用电器_pv_z 3.83 17.52 -22.78 -17.05 -22.78 -0.30 27.22 -24.78 -44.37
231 mx_opt3_usual_500_v2 3.75 17.44 -22.86 -17.14 -22.86 -0.38 27.13 -24.86 -44.45
232 multin_zz1000_71001_barra_growth_topG 1.78 15.47 -24.83 -19.10 -24.83 -2.35 25.17 -26.83 -46.42
233 multin_zz500_61002_idxctrl_zz500_pv 1.11 14.80 -25.50 -19.78 -25.50 -3.02 24.49 -27.50 -47.09
234 multin_zz500_61004_idxctrl_zz500_pv 1.07 14.76 -25.54 -19.82 -25.54 -3.06 24.45 -27.54 -47.13
235 mx_opt_zz500_pv_z_v12_stable_4 1.00 14.69 -25.61 -19.89 -25.61 -3.13 24.39 -27.61 -47.20
236 mx_opt2_dyna_500_v2 0.78 14.47 -25.83 -20.10 -25.83 -3.35 24.17 -27.83 -47.42
237 mx_opt1_absdef_1000_v2 0.67 14.36 -25.94 -20.22 -25.94 -3.46 24.06 -27.94 -47.53
238 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 0.01 13.71 -26.59 -20.87 -26.59 -4.12 23.40 -28.60 -48.19
239 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -0.01 13.68 -26.62 -20.89 -26.62 -4.14 23.38 -28.62 -48.21
240 multin_zz500_61001_idxctrl_zz500_pv -0.72 12.97 -27.33 -21.61 -27.33 -4.85 22.66 -29.34 -48.92
241 mx_opt_zz1000_pv_z_v12_stable_4 -0.90 12.79 -27.50 -21.78 -27.50 -5.03 22.49 -29.51 -49.10
242 mx_opt_zz1000_pv_z_v8_stable_4 -1.22 12.47 -27.83 -22.11 -27.83 -5.35 22.17 -29.83 -49.42
243 mx_opt_zz1000_pv_z_v9_stable_4 -1.81 11.88 -28.42 -22.70 -28.42 -5.94 21.57 -30.42 -50.01
244 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -1.82 11.88 -28.42 -22.70 -28.42 -5.95 21.57 -30.43 -50.02
245 multin_zz1000_21001_tp1000_rm_blc -1.88 11.81 -28.49 -22.77 -28.49 -6.01 21.51 -30.49 -50.08
246 multin_zz1000_71002_barraindus_农林牧渔_pv_z -2.94 10.75 -29.54 -23.82 -29.55 -7.07 20.45 -31.55 -51.14
247 multin_zz1000_71002_barraindus_纺织服饰_pv_z -3.46 10.24 -30.06 -24.34 -30.06 -7.59 19.93 -32.07 -51.66
248 multin_zz1000_71001_barra_momentum_topG -8.44 5.26 -35.04 -29.32 -35.04 -12.57 14.95 -37.05 -56.64
249 multin_zz500_21001_tp500_rm_blc -8.76 4.93 -35.36 -29.64 -35.36 -12.89 14.63 -37.37 -56.96
250 mx_opt_zz1000_pv_z_v6_stable_4 -9.24 4.45 -35.85 -30.13 -35.85 -13.37 14.15 -37.85 -57.44
251 mx_opt_zz1000_pv_z_v7_stable_4 -10.05 3.65 -36.65 -30.93 -36.65 -14.18 13.34 -38.66 -58.25
252 mx_opt1_absdef_500_v2 -10.54 3.16 -37.14 -31.42 -37.14 -14.67 12.85 -39.15 -58.74
253 multin_zz1000_71002_barraindus_汽车_pv_z -11.89 1.80 -38.50 -32.78 -38.50 -16.03 11.49 -40.51 -60.10
254 multin_zz1000_71002_barraindus_国防军工_pv_z -19.60 -5.91 -46.21 -40.49 -46.21 -23.73 3.78 -48.22 -67.80
255 multin_zz1000_71002_barraindus_电力设备_pv_z -20.87 -7.18 -47.48 -41.76 -47.48 -25.00 2.51 -49.49 -69.07
256 multin_zz1000_71002_barraindus_电子元器件_pv_z -21.38 -7.68 -47.98 -42.26 -47.98 -25.51 2.01 -49.99 -69.58
257 multin_zz1000_71001_barra_liquidity_topG -22.05 -8.36 -48.65 -42.93 -48.65 -26.18 1.34 -50.66 -70.25
258 multin_zz500_21001_tp200_rm_blc -24.49 -10.80 -51.10 -45.38 -51.10 -28.62 -1.11 -53.10 -72.69
259 multin_zz1000_71001_barra_btop_botG -28.37 -14.68 -54.98 -49.25 -54.98 -32.50 -4.98 -56.98 -76.57
260 multin_zz1000_71002_barraindus_化工_pv_z -29.12 -15.43 -55.72 -50.00 -55.73 -33.25 -5.73 -57.73 -77.32
261 multin_zz1000_71002_barraindus_石油石化_pv_z -32.23 -18.53 -58.83 -53.11 -58.83 -36.36 -8.84 -60.84 -80.43
262 multin_zz1000_71002_barraindus_黑色金属_pv_z -36.19 -22.50 -62.80 -57.08 -62.80 -40.32 -12.81 -64.80 -84.39
263 multin_zz1000_71001_barra_beta_topG -39.20 -25.51 -65.81 -60.09 -65.81 -43.33 -15.82 -67.82 -87.40
264 multin_zz1000_71001_barra_residualvolatility_topG -40.25 -26.56 -66.86 -61.14 -66.86 -44.38 -16.87 -68.87 -88.45
265 multin_zz1000_71002_barraindus_电子_pv_z -51.89 -38.20 -78.50 -72.78 -78.50 -56.02 -28.51 -80.51 -100.09
266 multin_zz1000_71002_barraindus_基础化工_pv_z -57.49 -43.80 -84.10 -78.38 -84.10 -61.62 -34.11 -86.10 -105.69
267 multin_zz1000_71002_barraindus_有色金属_pv_z -110.65 -96.95 -137.25 -131.53 -137.25 -114.78 -87.26 -139.26 -158.85