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_20251125_151522
0 multin_zz1000_71001_barra_momentum_topG 81.33 86.69 220.22 122.59 220.22 69.03 -5.27 -2.14 66.00
1 multin_zz1000_71001_barra_residualvolatility_topG 75.47 80.83 214.36 116.72 214.36 63.17 -11.13 -8.00 60.14
2 multin_zz1000_71001_barra_nonlinearsize_topG -7.42 -2.06 131.46 33.83 131.46 -19.72 -94.02 -90.89 -22.76
3 multin_zz1000_71001_barra_growth_topG -18.47 -13.11 120.42 22.79 120.42 -30.77 -105.07 -101.94 -33.80
4 multin_zz1000_71001_barra_size_topG -26.02 -20.65 112.87 15.24 112.87 -38.32 -112.62 -109.48 -41.35
5 multin_zz1000_71001_barra_leverage_topG -32.33 -26.97 106.56 8.93 106.56 -44.63 -118.93 -115.80 -47.66
6 multin_zz1000_71001_barra_btop_topG -51.72 -46.35 87.17 -10.46 87.17 -64.02 -138.31 -135.18 -67.05
7 multin_zz1000_71001_barra_liquidity_botG -53.98 -48.62 84.90 -12.73 84.91 -66.28 -140.58 -137.45 -69.32
8 multin_zz1000_71001_barra_earningsyield_topG -58.70 -53.34 80.19 -17.44 80.19 -71.00 -145.30 -142.17 -74.03
9 multin_zz1000_71001_barra_beta_botG -59.09 -53.73 79.79 -17.84 79.79 -71.39 -145.69 -142.56 -74.43