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_20251204_151529
0 multin_zz1000_71001_barra_size_topG 13.34 -12.01 11.30 -20.50 11.30 145.67 324.63 369.05 373.01
1 multin_zz1000_71001_barra_momentum_topG -14.79 -40.14 -16.83 -48.63 -16.83 117.54 296.50 340.92 344.88
2 multin_zz1000_71001_barra_nonlinearsize_topG -19.45 -44.80 -21.49 -53.29 -21.49 112.88 291.84 336.26 340.22
3 multin_zz1000_71001_barra_earningsyield_topG -42.64 -67.98 -44.67 -76.47 -44.67 89.70 268.66 313.08 317.04
4 multin_zz1000_71001_barra_growth_topG -57.94 -83.29 -59.97 -91.78 -59.98 74.40 253.35 297.78 301.73
5 multin_zz1000_71001_barra_btop_topG -71.52 -96.87 -73.55 -105.36 -73.55 60.82 239.77 284.20 288.16
6 multin_zz1000_71001_barra_leverage_topG -101.94 -127.29 -103.97 -135.78 -103.97 30.40 209.35 253.78 257.74
7 multin_zz1000_71001_barra_liquidity_botG -103.42 -128.77 -105.45 -137.26 -105.46 28.92 207.87 252.30 256.25
8 multin_zz1000_71001_barra_beta_botG -112.48 -137.83 -114.52 -146.32 -114.52 19.86 198.81 243.23 247.19
9 multin_zz1000_71001_barra_residualvolatility_topG -122.19 -147.53 -124.22 -156.02 -124.22 10.15 189.11 233.53 237.49