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_20251103_151524
0 multin_zz1000_71002_barraindus_传媒_pv_z 228.89 266.51 270.36 243.17 270.36 180.49 216.24 227.74 256.64
1 multin_zz1000_71002_barraindus_石油石化_pv_z 184.87 222.49 226.34 199.15 226.34 136.47 172.22 183.71 212.62
2 multin_zz1000_71002_barraindus_煤炭_pv_z 147.75 185.37 189.22 162.03 189.22 99.35 135.10 146.59 175.50
3 multin_zz1000_71002_barraindus_纺织服装_pv_z 140.99 178.61 182.46 155.27 182.46 92.59 128.34 139.83 168.73
4 multin_zz1000_71002_barraindus_综合_pv_z 132.80 170.42 174.27 147.08 174.28 84.40 120.15 131.65 160.55
5 multin_zz1000_71002_barraindus_黑色金属_pv_z 123.33 160.95 164.80 137.61 164.81 74.93 110.68 122.18 151.08
6 multin_zz1000_71002_barraindus_电气设备_pv_z 123.06 160.68 164.53 137.34 164.53 74.66 110.41 121.90 150.80
7 multin_zz1000_71002_barraindus_食品饮料_pv_z 113.23 150.85 154.70 127.51 154.70 64.83 100.58 112.08 140.98
8 multin1_real1_rm_bjs_keep500 102.35 139.97 143.82 116.63 143.82 53.95 89.70 101.19 130.10
9 multin_zz1000_71002_barraindus_农林牧渔_pv_z 101.46 139.08 142.93 115.74 142.94 53.06 88.81 100.31 129.21
10 multin1_real1_rm_bjs 97.68 135.30 139.15 111.96 139.15 49.28 85.03 96.52 125.42
11 multin1_real1_rm_bjs_keep1k 93.80 131.42 135.27 108.08 135.27 45.40 81.15 92.65 121.55
12 mx_2023_gen_merge2_filtered_idsctrl 88.29 125.91 129.76 102.57 129.76 39.89 75.64 87.13 116.03
13 multin_zz1000_71002_barraindus_交通运输_pv_z 84.93 122.55 126.40 99.21 126.41 36.53 72.28 83.78 112.68
14 multin_zz1000_71002_barraindus_计算机_pv_z 84.23 121.85 125.70 98.51 125.70 35.83 71.58 83.07 111.97
15 mx_resilience_inthandsctrl_amtctrl_capctrl 79.15 116.77 120.62 93.43 120.62 30.75 66.50 77.99 106.89
16 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 79.15 116.77 120.62 93.43 120.62 30.75 66.50 77.99 106.89
17 multin_zz1000_71002_barraindus_银行_pv_z 78.03 115.65 119.50 92.31 119.51 29.63 65.38 76.88 105.78
18 multin_zz1000_71001_barra_growth_botG 76.30 113.92 117.77 90.58 117.78 27.90 63.65 75.15 104.05
19 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 74.83 112.45 116.30 89.11 116.30 26.43 62.18 73.67 102.57
20 multin_zz1000_61003_pv 74.21 111.83 115.68 88.49 115.68 25.81 61.56 73.05 101.95
21 multin_zz1000_71002_barraindus_建筑装饰_pv_z 73.88 111.50 115.35 88.16 115.35 25.48 61.23 72.72 101.62
22 multin1_real1_overnight 73.27 110.88 114.74 87.55 114.74 24.86 60.62 72.11 101.01
23 multin_zz1000_61003_overnight_pv_rm_blc 73.27 110.88 114.74 87.55 114.74 24.86 60.62 72.11 101.01
24 multin1_real1 73.09 110.71 114.56 87.37 114.56 24.69 60.44 71.93 100.83
25 multin_zz1000_61008_multistrategy_baseline 73.09 110.71 114.56 87.37 114.56 24.69 60.44 71.93 100.83
26 multin_zz1000_61003_pv_rm_blc 73.09 110.71 114.56 87.37 114.56 24.69 60.44 71.93 100.83
27 multin1_real0_overnight_中性 73.09 110.71 114.56 87.37 114.56 24.69 60.44 71.93 100.83
28 multin1_real1_keep_bjs_keep1k 72.78 110.40 114.25 87.06 114.25 24.37 60.13 71.62 100.52
29 multin1_real1_keep_bjs_keep500 72.07 109.69 113.54 86.35 113.54 23.67 59.42 70.91 99.82
30 mx_tenacity_restrict 70.79 108.41 112.26 85.07 112.26 22.39 58.14 69.63 98.53
31 mx_tenacity_restrict_primitive 70.79 108.41 112.26 85.07 112.26 22.39 58.14 69.63 98.53
32 multin_zz1000_71002_barraindus_休闲服务_pv_z 70.11 107.73 111.58 84.39 111.58 21.71 57.46 68.96 97.86
33 mx_gentleness 68.28 105.90 109.75 82.56 109.75 19.88 55.63 67.12 96.03
34 mx_2023_gen_merge1_filtered_no_idsctrl 68.28 105.90 109.75 82.56 109.75 19.88 55.63 67.12 96.03
35 mx_tenacity_morecapa_ctrlonly 67.76 105.38 109.24 82.04 109.24 19.36 55.11 66.61 95.51
36 multin1_real0 67.73 105.35 109.20 82.01 109.20 19.33 55.08 66.58 95.48
37 mx_resilience_inthandsctrl_amtctrl 67.10 104.72 108.58 81.38 108.58 18.70 54.45 65.95 94.85
38 mx_tenacity_ctrlonly 64.32 101.94 105.79 78.60 105.79 15.92 51.67 63.16 92.06
39 mx_tenacity_morecapa_primitive 64.22 101.84 105.69 78.50 105.70 15.82 51.57 63.07 91.97
40 mx_tenacity_morecapa 64.22 101.84 105.69 78.50 105.70 15.82 51.57 63.07 91.97
41 multin_zz1000_71002_barraindus_公用事业_pv_z 63.03 100.65 104.50 77.31 104.50 14.63 50.38 61.87 90.78
42 multin_zz1000_71002_barraindus_建筑材料_pv_z 61.93 99.55 103.40 76.21 103.40 13.53 49.28 60.77 89.67
43 multin_zz1000_71002_barraindus_通信_pv_z 61.53 99.15 103.00 75.81 103.00 13.13 48.88 60.37 89.27
44 multin_zz1000_61004_pv 59.95 97.57 101.42 74.23 101.42 11.55 47.30 58.79 87.69
45 multin_zz1000_61002_pv 59.95 97.57 101.42 74.23 101.42 11.55 47.30 58.79 87.69
46 mx_resilience 59.58 97.20 101.05 73.86 101.05 11.18 46.93 58.43 87.33
47 multin_zz1000_61004_pv_rm_blc 59.39 97.01 100.87 73.67 100.87 10.99 46.74 58.24 87.14
48 mx_resilience_inthandsctrl 59.39 97.01 100.86 73.67 100.86 10.99 46.74 58.23 87.13
49 multin_zz1000_61002_pv_rm_blc 59.39 97.01 100.87 73.67 100.87 10.99 46.74 58.24 87.14
50 multin_zz1000_61002_overnight_pv_rm_blc 59.02 96.64 100.49 73.30 100.49 10.62 46.37 57.86 86.76
51 multin_zz1000_61004_overnight_pv_rm_blc 59.02 96.64 100.49 73.30 100.49 10.62 46.37 57.86 86.76
52 multin_zz1000_61003_pv_rm_blc2 58.46 96.08 99.93 72.74 99.93 10.06 45.81 57.30 86.20
53 multin_zz1000_61003_overnight_pv_rm_blc2 58.46 96.08 99.93 72.74 99.93 10.06 45.81 57.30 86.20
54 multin_zz1000_61006_halfhalf_usualv1 57.88 95.50 99.35 72.16 99.35 9.48 45.23 56.72 85.63
55 multin1_real0_中性 55.44 93.06 96.91 69.72 96.91 7.04 42.79 54.28 83.18
56 multin_zz1000_71001_barra_leverage_topG 54.86 92.48 96.33 69.14 96.33 6.46 42.21 53.70 82.61
57 multin_zz1000_71002_barraindus_国防军工_pv_z 54.27 91.89 95.74 68.55 95.74 5.87 41.62 53.11 82.01
58 mx_adaptability_v2 52.86 90.48 94.33 67.14 94.34 4.46 40.21 51.71 80.61
59 multin_zz1000_71002_barraindus_化工_pv_z 52.57 90.19 94.04 66.85 94.04 4.17 39.92 51.41 80.31
60 multin1_real0_overnight 51.65 89.27 93.12 65.93 93.12 3.25 39.00 50.49 79.39
61 mx_adaptability 50.90 88.52 92.37 65.18 92.37 2.50 38.25 49.74 78.65
62 multin1_real1_rzrq_keep_bjs 49.27 86.89 90.75 63.55 90.75 0.87 36.62 48.12 77.02
63 multin_zz1000_71001_barra_momentum_botG 48.01 85.63 89.48 62.29 89.48 -0.39 35.36 46.86 75.76
64 multin_zz1000_71001_barra_btop_topG 47.68 85.30 89.15 61.96 89.15 -0.72 35.03 46.52 75.43
65 multin_zz1000_71001_barra_nonlinearsize_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
66 multin_zz1000_71001_barra_size_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
67 mx_capability 46.47 84.09 87.94 60.75 87.94 -1.93 33.82 45.31 74.21
68 mx_capability_primitive 46.47 84.09 87.94 60.75 87.94 -1.93 33.82 45.31 74.21
69 multin_zz1000_71001_barra_beta_botG 46.31 83.93 87.78 60.59 87.78 -2.09 33.66 45.16 74.06
70 multin_zz1000_61003_overnight_pv_rm_fnd 46.30 83.92 87.77 60.58 87.77 -2.10 33.65 45.14 74.04
71 multin_zz1000_71002_barraindus_电子元器件_pv_z 46.27 83.89 87.75 60.55 87.75 -2.13 33.62 45.12 74.02
72 multin_zz1000_61003_pv_rm_fnd 46.18 83.80 87.65 60.46 87.66 -2.22 33.53 45.03 73.93
73 multin1_real2_overnight 45.86 83.48 87.33 60.14 87.34 -2.54 33.21 44.71 73.61
74 multin_zz1000_61003_overnight_pv_rm_fnd_blc 45.86 83.48 87.33 60.14 87.34 -2.54 33.21 44.71 73.61
75 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 44.93 82.55 86.40 59.21 86.41 -3.47 32.28 43.78 72.68
76 multin_zz1000_61003_pv_rm_fnd_blc 44.72 82.34 86.19 59.00 86.19 -3.68 32.07 43.57 72.47
77 multin1_real2 44.72 82.34 86.19 59.00 86.19 -3.68 32.07 43.57 72.47
78 mx_tenacity 43.92 81.54 85.39 58.20 85.39 -4.48 31.27 42.76 71.66
79 mx_tenacity_primitive 43.92 81.54 85.39 58.20 85.39 -4.48 31.27 42.76 71.66
80 mx_opt_zz1000_pv_z_v13_stable_4 43.79 81.41 85.27 58.07 85.27 -4.61 31.14 42.64 71.54
81 mx_opt3_usual_300_v1 42.67 80.29 84.14 56.95 84.15 -5.73 30.02 41.52 70.42
82 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 42.44 80.06 83.92 56.72 83.92 -5.96 29.79 41.29 70.19
83 multin_zz1000_61004_overnight_pv_rm_blc2 42.26 79.88 83.73 56.54 83.74 -6.14 29.61 41.11 70.01
84 multin_zz1000_61004_pv_rm_blc2 42.26 79.88 83.73 56.54 83.74 -6.14 29.61 41.11 70.01
85 multin_zz500_21001_tp500_rm_blc 42.03 79.65 83.50 56.31 83.50 -6.37 29.38 40.87 69.77
86 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 41.80 79.42 83.27 56.08 83.27 -6.60 29.15 40.64 69.54
87 multin_zz1000_61003_pv_rm_fnd_blc2 41.70 79.32 83.17 55.98 83.17 -6.70 29.05 40.54 69.45
88 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 41.18 78.80 82.66 55.46 82.66 -7.22 28.53 40.03 68.93
89 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 40.92 78.54 82.40 55.20 82.40 -7.48 28.27 39.77 68.67
90 multin_zz1000_61001_pv_rm_blc 40.70 78.32 82.18 54.98 82.18 -7.70 28.05 39.55 68.45
91 multin_zz1000_61001_pv 40.07 77.69 81.54 54.35 81.54 -8.33 27.42 38.91 67.82
92 multin_zz1000_61001_overnight_pv_rm_blc 39.85 77.47 81.33 54.13 81.33 -8.55 27.20 38.70 67.60
93 mx_opt_zz1000_pv_v1_stable_4 39.84 77.46 81.32 54.12 81.32 -8.56 27.19 38.69 67.59
94 mx_opt_zz1000_pv_v2_stable_4 39.73 77.35 81.20 54.01 81.20 -8.67 27.08 38.57 67.47
95 mx_opt_zz500_pv_z_v13_stable_4 39.51 77.13 80.99 53.79 80.99 -8.89 26.86 38.36 67.26
96 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 39.20 76.82 80.67 53.48 80.67 -9.20 26.55 38.05 66.95
97 multin_zz1000_61006_halfhalf_usualv2 38.76 76.38 80.24 53.04 80.24 -9.64 26.11 37.61 66.51
98 multin_zz1000_71002_barraindus_商业贸易_pv_z 38.75 76.37 80.22 53.03 80.22 -9.65 26.10 37.59 66.49
99 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 38.71 76.33 80.19 52.99 80.19 -9.69 26.06 37.56 66.46
100 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 38.53 76.15 80.00 52.81 80.00 -9.87 25.88 37.37 66.28
101 mx_opt_zz1000_pv_z_v11_stable_4 37.79 75.41 79.26 52.07 79.26 -10.61 25.14 36.63 65.53
102 multin_zz500_21001_tp200_rm_blc 37.72 75.34 79.19 52.00 79.20 -10.68 25.07 36.57 65.47
103 multin_zz1000_61006_halfhalf_stable4 37.41 75.03 78.89 51.69 78.89 -10.99 24.76 36.26 65.16
104 multin_zz1000_71002_barraindus_家用电器_pv_z 37.21 74.83 78.68 51.49 78.68 -11.19 24.56 36.06 64.96
105 multin_zz1000_21001_tp1000 37.05 74.67 78.52 51.33 78.52 -11.36 24.40 35.89 64.79
106 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 36.71 74.33 78.18 50.99 78.18 -11.69 24.06 35.56 64.46
107 mx_opt_zz1000_pv_v4_stable_4 36.46 74.08 77.93 50.74 77.93 -11.94 23.81 35.30 64.20
108 multin_zz1000_71001_barra_residualvolatility_botG 35.51 73.13 76.98 49.79 76.99 -12.89 22.86 34.36 63.26
109 mx_opt_zz1000_pv_z_v5_stable_4 35.38 72.99 76.85 49.65 76.85 -13.03 22.72 34.22 63.12
110 mx_opt_zz1000_pv_z_v1_stable_4 34.74 72.35 76.21 49.02 76.21 -13.67 22.08 33.58 62.48
111 multin_zz1000_71002_barraindus_美容护理_pv_z 34.13 71.75 75.60 48.41 75.60 -14.27 21.48 32.97 61.87
112 multin_zz1000_21001_tp1000_rm_blc 33.63 71.25 75.11 47.91 75.11 -14.77 20.98 32.48 61.38
113 multin_zz1000_71002_barraindus_房地产_pv_z 33.17 70.79 74.64 47.45 74.65 -15.23 20.52 32.02 60.92
114 multin_zz1000_61002_idscapctrl_pv_rm_fnd 33.13 70.75 74.61 47.41 74.61 -15.27 20.48 31.98 60.88
115 multin_zz1000_61004_idscapctrl_pv_rm_fnd 33.13 70.75 74.61 47.41 74.61 -15.27 20.48 31.98 60.88
116 multin_zz1000_71002_barraindus_环保_pv_z 32.92 70.54 74.39 47.20 74.39 -15.48 20.27 31.76 60.66
117 multin_zz1000_71002_barraindus_社会服务_pv_z 32.88 70.50 74.35 47.16 74.35 -15.53 20.23 31.72 60.62
118 multin_zz1000_71002_barraindus_商贸零售_pv_z 32.59 70.21 74.06 46.87 74.06 -15.81 19.94 31.43 60.33
119 multin_zz1000_71002_barraindus_医药生物_pv_z 32.40 70.02 73.87 46.68 73.87 -16.00 19.75 31.25 60.15
120 multin_zz1000_61005_score_pv_z_top2000rnk 32.37 69.99 73.84 46.65 73.84 -16.03 19.72 31.21 60.11
121 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 32.33 69.95 73.80 46.61 73.80 -16.07 19.68 31.17 60.07
122 multin_zz1000_61004_idscapctrl_pv 32.24 69.86 73.71 46.52 73.71 -16.16 19.59 31.08 59.98
123 multin_zz1000_61002_idscapctrl_pv 32.24 69.86 73.71 46.52 73.71 -16.16 19.59 31.08 59.98
124 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 31.75 69.37 73.22 46.03 73.22 -16.65 19.10 30.59 59.49
125 multin_zz1000_61004_pv_rm_fnd 31.16 68.78 72.63 45.44 72.63 -17.24 18.51 30.00 58.90
126 multin_zz1000_61002_pv_rm_fnd 31.16 68.78 72.63 45.44 72.63 -17.24 18.51 30.00 58.90
127 multin_zz1000_61002_overnight_pv_rm_fnd 31.10 68.72 72.57 45.38 72.57 -17.30 18.45 29.94 58.85
128 multin_zz1000_61004_overnight_pv_rm_fnd 31.10 68.72 72.57 45.38 72.57 -17.30 18.45 29.94 58.85
129 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 30.88 68.50 72.35 45.16 72.35 -17.52 18.23 29.72 58.63
130 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 30.88 68.50 72.35 45.16 72.35 -17.52 18.23 29.72 58.63
131 multin_zz1000_61004_idxctrl_top3800_pv 30.87 68.49 72.34 45.15 72.34 -17.53 18.22 29.71 58.61
132 multin_zz1000_61002_overnight_pv_rm_fnd_blc 30.71 68.33 72.18 44.99 72.19 -17.69 18.06 29.56 58.46
133 multin_zz1000_61004_overnight_pv_rm_fnd_blc 30.71 68.33 72.18 44.99 72.19 -17.69 18.06 29.56 58.46
134 multin_zz1000_61002_idxctrl_top3800_pv 30.45 68.07 71.93 44.73 71.93 -17.95 17.80 29.30 58.20
135 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 30.26 67.88 71.73 44.54 71.73 -18.14 17.61 29.10 58.00
136 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 30.19 67.81 71.66 44.47 71.66 -18.21 17.54 29.03 57.94
137 multin_zz1000_61004_idscapctrl_pv_rm_blc 30.18 67.80 71.65 44.46 71.65 -18.22 17.53 29.02 57.92
138 multin_zz1000_61002_idscapctrl_pv_rm_blc 30.18 67.80 71.65 44.46 71.65 -18.22 17.53 29.02 57.92
139 multin_zz1000_61002_pv_rm_fnd_blc 30.09 67.71 71.56 44.37 71.56 -18.31 17.44 28.93 57.83
140 multin_zz1000_61004_pv_rm_fnd_blc 30.09 67.71 71.56 44.37 71.56 -18.31 17.44 28.93 57.83
141 multin_zz1000_71001_barra_liquidity_botG 30.08 67.70 71.55 44.36 71.55 -18.32 17.43 28.92 57.82
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 29.95 67.57 71.42 44.23 71.42 -18.45 17.30 28.79 57.69
143 multin_zz1000_61001_idscapctrl_pv_rm_fnd 29.57 67.19 71.04 43.85 71.04 -18.83 16.92 28.41 57.32
144 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 29.52 67.14 70.99 43.80 70.99 -18.88 16.87 28.36 57.26
145 multin_zz1000_61002_idxctrl_50010002000_pv 28.78 66.40 70.25 43.06 70.25 -19.62 16.13 27.62 56.53
146 multin_zz1000_61004_idxctrl_50010002000_pv 28.59 66.21 70.06 42.87 70.07 -19.81 15.94 27.44 56.34
147 multin_zz1000_61001_idscapctrl_pv 28.37 65.99 69.84 42.65 69.84 -20.03 15.72 27.22 56.12
148 multin_zz1000_61005_score_pv_z_top1000rnk 28.29 65.91 69.76 42.57 69.77 -20.11 15.64 27.14 56.04
149 multin_zz1000_61006_halfhalf 28.17 65.78 69.64 42.45 69.64 -20.24 15.51 27.01 55.91
150 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.05 65.67 69.52 42.33 69.52 -20.35 15.40 26.89 55.79
151 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.04 65.66 69.51 42.32 69.51 -20.36 15.39 26.88 55.79
152 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 27.88 65.50 69.35 42.16 69.35 -20.52 15.23 26.72 55.62
153 multin1_real3 27.22 64.84 68.69 41.50 68.69 -21.18 14.57 26.06 54.96
154 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 27.22 64.84 68.69 41.50 68.69 -21.18 14.57 26.06 54.96
155 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 26.65 64.27 68.12 40.93 68.12 -21.75 14.00 25.49 54.39
156 multin_zz1000_71002_barraindus_轻工制造_pv_z 26.43 64.05 67.90 40.71 67.90 -21.97 13.78 25.27 54.17
157 multin_zz1000_61007_mix6 26.39 64.01 67.86 40.67 67.86 -22.02 13.74 25.23 54.13
158 multin_zz1000_61001_idscapctrl_pv_rm_blc 26.31 63.93 67.78 40.59 67.78 -22.09 13.66 25.15 54.06
159 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 25.50 63.12 66.97 39.78 66.98 -22.90 12.85 24.35 53.25
160 multin_zz1000_61004_pv_rm_fnd_blc2 25.46 63.08 66.94 39.74 66.94 -22.94 12.81 24.31 53.21
161 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 25.38 63.00 66.85 39.66 66.85 -23.02 12.73 24.22 53.12
162 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 24.93 62.55 66.41 39.21 66.41 -23.47 12.28 23.78 52.68
163 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 24.86 62.48 66.33 39.14 66.33 -23.54 12.21 23.70 52.61
164 multin_zz1000_71002_barraindus_机械设备_pv_z 24.04 61.66 65.51 38.32 65.51 -24.36 11.39 22.89 51.79
165 mx_opt_zz1000_pv_v3_stable_4 23.74 61.36 65.21 38.02 65.22 -24.66 11.09 22.59 51.49
166 mx_opt3_usual_1000_v1 23.62 61.24 65.09 37.90 65.09 -24.78 10.97 22.46 51.36
167 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.09 60.71 64.56 37.37 64.57 -25.31 10.44 21.94 50.84
168 multin_zz1000_61001_pv_rm_fnd 22.91 60.53 64.38 37.19 64.38 -25.49 10.26 21.76 50.66
169 multin_zz1000_61001_overnight_pv_rm_fnd 22.86 60.48 64.33 37.14 64.33 -25.54 10.21 21.71 50.61
170 multin_zz1000_61005_score_pv_z_top500rnk 22.75 60.37 64.22 37.03 64.22 -25.65 10.10 21.59 50.50
171 multin_zz1000_61001_idxctrl_top3800_pv 22.72 60.34 64.19 37.00 64.20 -25.68 10.07 21.57 50.47
172 multin_zz1000_61001_overnight_pv_rm_fnd_blc 22.37 59.99 63.84 36.65 63.84 -26.03 9.72 21.21 50.12
173 multin_zz1000_61001_pv_rm_fnd_blc 22.15 59.77 63.62 36.43 63.62 -26.25 9.50 20.99 49.90
174 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 21.92 59.54 63.39 36.20 63.39 -26.48 9.27 20.77 49.67
175 mx_opt_zz500_pv_z_v11_stable_4 21.75 59.37 63.22 36.03 63.22 -26.65 9.10 20.59 49.49
176 multin_zz500_21001_tp500 21.53 59.15 63.00 35.81 63.00 -26.87 8.88 20.37 49.27
177 multin_zz1000_71001_barra_liquidity_topG 20.43 58.05 61.90 34.71 61.91 -27.97 7.78 19.28 48.18
178 multin_zz500_61007_mix6 20.43 58.04 61.90 34.71 61.90 -27.98 7.78 19.27 48.17
179 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 20.09 57.71 61.56 34.37 61.56 -28.31 7.44 18.93 47.83
180 multin_zz1000_71001_barra_earningsyield_topG 20.04 57.66 61.51 34.32 61.52 -28.36 7.39 18.89 47.79
181 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.56 57.18 61.03 33.84 61.04 -28.84 6.91 18.41 47.31
182 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.03 55.65 59.50 32.31 59.50 -30.37 5.38 16.87 45.77
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 17.90 55.52 59.38 32.18 59.38 -30.50 5.25 16.75 45.65
184 mx_opt_zz1000_pv_z_v10_stable_4 17.55 55.17 59.02 31.83 59.03 -30.85 4.90 16.40 45.30
185 mx_opt3_usual_1000_v2 17.37 54.99 58.84 31.65 58.84 -31.03 4.72 16.21 45.11
186 multin_zz1000_71002_barraindus_基础化工_pv_z 16.99 54.61 58.46 31.27 58.46 -31.41 4.34 15.83 44.74
187 multin_zz1000_61001_idxctrl_50010002000_pv 16.96 54.58 58.43 31.24 58.43 -31.44 4.31 15.80 44.70
188 mx_opt_zz1000_pv_z_v2_stable_4 16.83 54.44 58.30 31.11 58.30 -31.58 4.17 15.67 44.57
189 mx_opt_zz1000_z_v1_stable_4 16.82 54.44 58.29 31.10 58.29 -31.58 4.17 15.66 44.57
190 mx_opt_zz1000_z_v2_stable_4 16.77 54.39 58.25 31.05 58.25 -31.63 4.12 15.62 44.52
191 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 16.72 54.34 58.19 31.00 58.19 -31.68 4.07 15.57 44.47
192 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 16.69 54.31 58.17 30.97 58.17 -31.71 4.04 15.54 44.44
193 mx_opt_zz500_pv_z_v10_stable_4 16.49 54.11 57.96 30.77 57.96 -31.91 3.84 15.33 44.23
194 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 16.40 54.02 57.87 30.68 57.87 -32.00 3.75 15.24 44.14
195 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 16.15 53.77 57.62 30.43 57.62 -32.25 3.50 15.00 43.90
196 mx_opt2_dyna_1000_v2 15.68 53.30 57.15 29.96 57.15 -32.72 3.03 14.53 43.43
197 multin_zz1000_61004_idscapctrl_pv_rm_blc2 15.44 53.06 56.91 29.72 56.91 -32.96 2.79 14.28 43.18
198 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.43 52.05 55.90 28.71 55.91 -33.97 1.78 13.28 42.18
199 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 13.34 50.96 54.81 27.62 54.82 -35.06 0.69 12.19 41.09
200 mx_opt_zz1000_pv_z_v3_stable_4 13.26 50.88 54.73 27.54 54.73 -35.14 0.61 12.11 41.01
201 multin_zz1000_61002_idxctrl_zz1000_pv 13.21 50.83 54.69 27.49 54.69 -35.19 0.56 12.06 40.96
202 multin_zz1000_61004_idxctrl_zz1000_pv 13.06 50.68 54.53 27.34 54.53 -35.34 0.41 11.91 40.81
203 multin_zz1000_61002_idxctrl_pv_rm_blc 12.92 50.54 54.39 27.20 54.40 -35.48 0.27 11.77 40.67
204 multin_zz1000_61004_idxctrl_pv_rm_blc 12.92 50.54 54.39 27.20 54.40 -35.48 0.27 11.77 40.67
205 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 11.54 49.16 53.01 25.82 53.01 -36.86 -1.11 10.38 39.28
206 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 11.54 49.16 53.01 25.82 53.01 -36.86 -1.11 10.38 39.28
207 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 11.40 49.02 52.87 25.68 52.87 -37.00 -1.25 10.24 39.14
208 mx_opt3_usual_500_v1 11.07 48.69 52.54 25.35 52.55 -37.33 -1.58 9.92 38.82
209 multin_zz1000_61004_idxctrl_pv 10.35 47.97 51.82 24.63 51.82 -38.05 -2.30 9.20 38.10
210 multin_zz1000_61002_idxctrl_pv 10.35 47.97 51.82 24.63 51.82 -38.05 -2.30 9.20 38.10
211 multin_zz1000_61002_idxctrl_pv_rm_fnd 9.94 47.56 51.41 24.22 51.41 -38.46 -2.71 8.78 37.69
212 multin_zz1000_61004_idxctrl_pv_rm_fnd 9.94 47.56 51.41 24.22 51.41 -38.46 -2.71 8.78 37.69
213 multin_zz1000_61001_idxctrl_zz1000_pv 9.74 47.36 51.21 24.02 51.21 -38.66 -2.91 8.58 37.48
214 multin_zz1000_61005_score_pv_z_top300rnk 9.71 47.33 51.18 23.99 51.19 -38.69 -2.94 8.56 37.46
215 multin_zz500_21001_tp200 8.95 46.57 50.42 23.23 50.42 -39.45 -3.70 7.79 36.69
216 multin_zz1000_61001_idxctrl_pv_rm_blc 8.83 46.45 50.30 23.11 50.30 -39.57 -3.82 7.67 36.57
217 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 7.73 45.35 49.20 22.01 49.20 -40.67 -4.92 6.57 35.48
218 multin_zz1000_71001_barra_leverage_botG 7.16 44.78 48.63 21.44 48.63 -41.24 -5.49 6.00 34.91
219 multin_zz1000_61001_idxctrl_pv 6.50 44.12 47.97 20.78 47.97 -41.90 -6.15 5.34 34.24
220 multin_zz1000_61001_idxctrl_pv_rm_fnd 6.30 43.92 47.77 20.58 47.77 -42.10 -6.35 5.14 34.05
221 mx_opt_zz1000_pv_z_v9_stable_4 6.11 43.73 47.58 20.39 47.58 -42.29 -6.54 4.95 33.85
222 mx_opt3_usual_300_v2 4.44 42.06 45.91 18.72 45.91 -43.96 -8.21 3.28 32.19
223 mx_opt_zz1000_pv_z_v4_stable_4 4.43 42.05 45.90 18.71 45.90 -43.97 -8.22 3.27 32.17
224 multin_zz1000_71001_barra_earningsyield_botG 3.41 41.03 44.88 17.69 44.88 -44.99 -9.24 2.25 31.15
225 multin_zz1000_71001_barra_residualvolatility_topG 3.03 40.65 44.50 17.31 44.50 -45.37 -9.62 1.87 30.77
226 mx_opt_zz1000_pv_z_v12_stable_4 2.85 40.47 44.32 17.13 44.32 -45.55 -9.80 1.69 30.59
227 multin_zz1000_71001_barra_growth_topG 2.67 40.28 44.14 16.95 44.14 -45.74 -9.98 1.51 30.41
228 mx_opt2_dyna_300_v2 2.63 40.25 44.11 16.91 44.11 -45.77 -10.02 1.48 30.38
229 mx_opt3_usual_500_v2 1.95 39.57 43.42 16.23 43.43 -46.45 -10.70 0.80 29.70
230 mx_opt_zz1000_z_v3_stable_4 1.87 39.49 43.34 16.15 43.34 -46.53 -10.78 0.72 29.62
231 mx_opt_zz1000_hssanbai 1.74 39.36 43.21 16.02 43.21 -46.66 -10.91 0.59 29.49
232 mx_opt_hs300_stable_4 1.74 39.36 43.21 16.02 43.21 -46.66 -10.91 0.59 29.49
233 mx_opt_zz1000_z_v4_stable_4 0.27 37.89 41.74 14.55 41.74 -48.13 -12.38 -0.89 28.01
234 mx_opt_zz1000_pv_z_v8_stable_4 -0.86 36.76 40.61 13.42 40.61 -49.26 -13.51 -2.02 26.89
235 multin_zz500_61002_idxctrl_zz500_pv -6.92 30.70 34.55 7.36 34.56 -55.32 -19.57 -8.07 20.83
236 multin_zz500_61004_idxctrl_zz500_pv -7.19 30.43 34.28 7.09 34.28 -55.59 -19.84 -8.35 20.55
237 mx_opt1_absdef_1000_v2 -8.14 29.48 33.33 6.14 33.33 -56.54 -20.79 -9.29 19.61
238 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -8.33 29.29 33.14 5.95 33.14 -56.73 -20.98 -9.49 19.41
239 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -8.64 28.98 32.83 5.64 32.83 -57.04 -21.29 -9.80 19.10
240 mx_opt_zz500_pv_z_v12_stable_4 -11.53 26.09 29.94 2.75 29.94 -59.93 -24.18 -12.68 16.22
241 mx_opt2_dyna_500_v2 -11.72 25.90 29.76 2.56 29.76 -60.12 -24.37 -12.87 16.03
242 multin_zz1000_71001_barra_nonlinearsize_topG -11.88 25.74 29.59 2.40 29.59 -60.28 -24.53 -13.04 15.87
243 multin_zz500_61001_idxctrl_zz500_pv -12.24 25.38 29.23 2.04 29.23 -60.64 -24.89 -13.40 15.51
244 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -13.13 24.49 28.34 1.15 28.34 -61.53 -25.78 -14.29 14.61
245 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -13.29 24.33 28.18 0.99 28.18 -61.69 -25.94 -14.45 14.45
246 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -13.83 23.79 27.64 0.45 27.65 -62.23 -26.48 -14.98 13.92
247 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -16.07 21.55 25.40 -1.79 25.40 -64.47 -28.72 -17.23 11.67
248 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -16.24 21.38 25.23 -1.96 25.23 -64.64 -28.89 -17.40 11.50
249 mx_opt1_absdef_300_v2 -16.76 20.86 24.71 -2.48 24.72 -65.16 -29.41 -17.91 10.99
250 mx_opt1_absdef_zz1000_hssanbai_v2 -16.76 20.86 24.71 -2.48 24.72 -65.16 -29.41 -17.91 10.99
251 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -17.76 19.86 23.71 -3.48 23.71 -66.16 -30.41 -18.91 9.99
252 multin_zz1000_71002_barraindus_钢铁_pv_z -17.87 19.75 23.60 -3.59 23.60 -66.27 -30.52 -19.02 9.88
253 multin_zz1000_71001_barra_size_topG -18.98 18.64 22.49 -4.70 22.49 -67.38 -31.63 -20.14 8.77
254 multin_zz1000_71001_barra_btop_botG -20.60 17.02 20.87 -6.32 20.88 -69.00 -33.25 -21.75 7.15
255 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -20.93 16.69 20.54 -6.65 20.54 -69.33 -33.58 -22.09 6.82
256 multin_zz1000_71002_barraindus_汽车_pv_z -25.49 12.13 15.98 -11.21 15.98 -73.89 -38.14 -26.65 2.25
257 mx_opt1_absdef_50_v2 -26.70 10.92 14.78 -12.42 14.78 -75.10 -39.35 -27.85 1.05
258 multin_zz1000_71002_barraindus_非银金融_pv_z -34.31 3.31 7.17 -20.03 7.17 -82.71 -46.96 -35.46 -6.56
259 multin_zz1000_71002_barraindus_电子_pv_z -34.88 2.74 6.59 -20.60 6.60 -83.28 -47.53 -36.03 -7.13
260 multin_zz1000_71001_barra_beta_topG -35.43 2.19 6.04 -21.15 6.04 -83.83 -48.08 -36.59 -7.68
261 multin_zz1000_71002_barraindus_电力设备_pv_z -41.20 -3.58 0.27 -26.92 0.27 -89.60 -53.85 -42.35 -13.45
262 mx_opt_zz1000_pv_z_v6_stable_4 -44.83 -7.21 -3.36 -30.55 -3.36 -93.23 -57.48 -45.99 -17.09
263 mx_opt1_absdef_500_v2 -44.98 -7.36 -3.51 -30.70 -3.50 -93.38 -57.63 -46.13 -17.23
264 mx_opt_zz1000_pv_z_v7_stable_4 -46.08 -8.46 -4.61 -31.80 -4.61 -94.49 -58.73 -47.24 -18.34
265 multin_zz1000_71002_barraindus_有色金属_pv_z -64.03 -26.41 -22.56 -49.75 -22.56 -112.43 -76.68 -65.19 -36.29
266 multin_zz1000_71001_barra_momentum_topG -66.48 -28.86 -25.01 -52.20 -25.01 -114.88 -79.13 -67.64 -38.74
267 multin_zz1000_71002_barraindus_纺织服饰_pv_z -99.07 -61.45 -57.60 -84.79 -57.60 -147.47 -111.72 -100.23 -71.33