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_20250805_151523
0 multin_zz1000_71001_barra_btop_topG 33.79 38.13 102.65 24.05 102.66 -3.61 -24.93 -35.56 -59.84
1 multin_zz1000_71001_barra_momentum_topG 30.05 34.39 98.91 20.31 98.91 -7.35 -28.68 -39.30 -63.58
2 multin_zz1000_71001_barra_leverage_topG 27.64 31.98 96.50 17.90 96.50 -9.76 -31.09 -41.71 -65.99
3 multin_zz1000_71001_barra_liquidity_botG 17.13 21.47 85.99 7.39 85.99 -20.27 -41.60 -52.22 -76.50
4 multin_zz1000_71001_barra_earningsyield_topG 12.31 16.64 81.17 2.57 81.17 -25.09 -46.42 -57.05 -81.32
5 multin_zz1000_71001_barra_size_topG 3.18 7.51 72.04 -6.56 72.04 -34.22 -55.55 -66.18 -90.45
6 multin_zz1000_71001_barra_growth_topG -2.68 1.65 66.18 -12.42 66.18 -40.08 -61.41 -72.04 -96.32
7 multin_zz1000_71001_barra_beta_botG -2.80 1.54 66.07 -12.53 66.07 -40.19 -61.52 -72.15 -96.43
8 multin_zz1000_71001_barra_nonlinearsize_topG -7.38 -3.05 61.48 -17.12 61.48 -44.78 -66.11 -76.74 -101.02
9 multin_zz1000_71001_barra_residualvolatility_topG -14.94 -10.60 53.92 -24.68 53.93 -52.34 -73.66 -84.29 -108.57