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_20250916_151521
0 multin_zz1000_71001_barra_momentum_topG 51.50 69.29 138.92 161.87 138.92 7.41 -6.23 83.83 65.69
1 multin_zz1000_71001_barra_growth_topG 29.81 47.59 117.23 140.18 117.23 -14.29 -27.93 62.14 43.99
2 multin_zz1000_71001_barra_residualvolatility_topG -8.66 9.12 78.76 101.71 78.76 -52.76 -66.40 23.67 5.52
3 multin_zz1000_71001_barra_nonlinearsize_topG -12.49 5.29 74.92 97.88 74.92 -56.59 -70.23 19.84 1.69
4 multin_zz1000_71001_barra_leverage_topG -18.27 -0.49 69.15 92.10 69.15 -62.37 -76.01 14.06 -4.09
5 multin_zz1000_71001_barra_liquidity_botG -25.46 -7.67 61.96 84.91 61.96 -69.56 -83.19 6.87 -11.27
6 multin_zz1000_71001_barra_btop_topG -39.20 -21.41 48.22 71.18 48.22 -83.29 -96.93 -6.87 -25.01
7 multin_zz1000_71001_barra_size_topG -53.03 -35.24 34.39 57.34 34.39 -97.13 -110.76 -20.70 -38.84
8 multin_zz1000_71001_barra_earningsyield_topG -76.65 -58.86 10.77 33.72 10.77 -120.74 -134.38 -44.32 -62.46
9 multin_zz1000_71001_barra_beta_botG -83.27 -65.49 4.15 27.10 4.15 -127.37 -141.01 -50.94 -69.09