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_20250717_151527
0 multin_zz1000_71001_barra_momentum_topG 24.90 30.89 137.94 70.97 137.94 53.40 105.33 112.91 154.40
1 multin_zz1000_71001_barra_residualvolatility_topG 8.61 14.60 121.65 54.68 121.65 37.11 89.04 96.62 138.11
2 multin_zz1000_71001_barra_growth_topG -2.10 3.88 110.93 43.97 110.93 26.39 78.33 85.91 127.39
3 multin_zz1000_71001_barra_size_topG -14.40 -8.42 98.63 31.67 98.64 14.09 66.03 73.61 115.09
4 multin_zz1000_71001_barra_nonlinearsize_topG -16.76 -10.77 96.28 29.31 96.28 11.74 63.67 71.25 112.74
5 multin_zz1000_71001_barra_leverage_topG -64.86 -58.87 48.18 -18.79 48.18 -36.36 15.57 23.15 64.64
6 multin_zz1000_71001_barra_liquidity_botG -76.59 -70.60 36.45 -30.52 36.45 -48.09 3.84 11.42 52.91
7 multin_zz1000_71001_barra_btop_topG -86.31 -80.33 26.72 -40.24 26.72 -57.82 -5.88 1.70 43.18
8 multin_zz1000_71001_barra_beta_botG -95.81 -89.82 17.23 -49.74 17.23 -67.31 -15.38 -7.80 33.69
9 multin_zz1000_71001_barra_earningsyield_topG -96.53 -90.54 16.51 -50.46 16.51 -68.03 -16.10 -8.52 32.97