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_20251128_151512
0 multin_zz1000_71001_barra_momentum_topG 67.33 56.51 170.46 143.74 170.46 35.25 87.61 122.53 188.05
1 multin_zz1000_71001_barra_residualvolatility_topG 64.42 53.59 167.55 140.82 167.55 32.33 84.70 119.62 185.13
2 multin_zz1000_71001_barra_growth_topG 26.55 15.72 129.68 102.95 129.68 -5.54 46.83 81.75 147.26
3 multin_zz1000_71001_barra_leverage_topG 22.08 11.25 125.21 98.48 125.21 -10.01 42.36 77.28 142.80
4 multin_zz1000_71001_barra_nonlinearsize_topG -9.89 -20.72 93.24 66.51 93.24 -41.97 10.39 45.31 110.83
5 multin_zz1000_71001_barra_btop_topG -11.01 -21.83 92.12 65.40 92.12 -43.09 9.27 44.20 109.71
6 multin_zz1000_71001_barra_size_topG -26.30 -37.13 76.83 50.10 76.83 -58.38 -6.02 28.90 94.42
7 multin_zz1000_71001_barra_liquidity_botG -33.66 -44.48 69.47 42.75 69.47 -65.74 -13.37 21.55 87.06
8 multin_zz1000_71001_barra_beta_botG -43.23 -54.06 59.90 33.17 59.90 -75.32 -22.95 11.97 77.48
9 multin_zz1000_71001_barra_earningsyield_topG -51.98 -62.80 51.15 24.43 51.15 -84.06 -31.70 3.23 68.74