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_20251215_151523
0 multin_zz1000_71002_barraindus_商业贸易_pv_z 311.13 306.98 231.59 293.18 231.59 200.03 215.88 177.52 168.29
1 multin_zz1000_71002_barraindus_食品饮料_pv_z 273.84 269.70 194.31 255.90 194.31 162.75 178.60 140.24 131.01
2 multin_zz1000_71002_barraindus_黑色金属_pv_z 266.27 262.12 186.73 248.32 186.73 155.17 171.02 132.66 123.43
3 multin_zz1000_71002_barraindus_美容护理_pv_z 213.54 209.40 134.00 195.59 134.01 102.44 118.30 79.94 70.70
4 multin_zz1000_71002_barraindus_建筑材料_pv_z 210.62 206.47 131.08 192.67 131.08 99.52 115.37 77.01 67.78
5 multin_zz1000_71002_barraindus_纺织服装_pv_z 193.27 189.13 113.74 175.33 113.74 82.18 98.03 59.67 50.44
6 multin_zz1000_71002_barraindus_钢铁_pv_z 185.61 181.46 106.07 167.66 106.07 74.51 90.36 52.00 42.77
7 multin_zz1000_71002_barraindus_化工_pv_z 184.40 180.26 104.87 166.46 104.87 73.31 89.16 50.80 41.56
8 multin_zz1000_71002_barraindus_农林牧渔_pv_z 167.09 162.95 87.56 149.15 87.56 56.00 71.85 33.49 24.26
9 mx_resilience_inthandsctrl_amtctrl_capctrl 158.31 154.17 78.78 140.36 78.78 47.21 63.07 24.71 15.47
10 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 158.31 154.17 78.78 140.36 78.78 47.21 63.07 24.71 15.47
11 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 156.14 151.99 76.60 138.19 76.60 45.04 60.89 22.53 13.30
12 mx_resilience_inthandsctrl_amtctrl 156.03 151.89 76.49 138.08 76.49 44.93 60.78 22.42 13.19
13 multin_zz1000_71002_barraindus_纺织服饰_pv_z 155.30 151.16 75.77 137.36 75.77 44.20 60.06 21.70 12.46
14 mx_gentleness 152.56 148.42 73.02 134.61 73.02 41.46 57.31 18.96 9.72
15 mx_2023_gen_merge1_filtered_no_idsctrl 152.56 148.42 73.02 134.61 73.02 41.46 57.31 18.96 9.72
16 mx_resilience 152.35 148.21 72.81 134.40 72.81 41.25 57.11 18.75 9.51
17 mx_resilience_inthandsctrl 152.28 148.14 72.74 134.33 72.75 41.18 57.04 18.68 9.44
18 multin1_real1_rm_bjs_keep500 150.90 146.76 71.36 132.95 71.36 39.80 55.66 17.30 8.06
19 multin_zz1000_71002_barraindus_综合_pv_z 149.57 145.43 70.04 131.63 70.04 38.47 54.33 15.97 6.73
20 multin1_real1_keep_bjs_keep500 148.27 144.12 68.73 130.32 68.73 37.17 53.02 14.66 5.43
21 multin_zz1000_71002_barraindus_交通运输_pv_z 148.20 144.06 68.67 130.26 68.67 37.10 52.96 14.60 5.36
22 mx_tenacity_primitive 148.08 143.94 68.55 130.14 68.55 36.98 52.84 14.48 5.24
23 mx_tenacity 148.08 143.94 68.55 130.14 68.55 36.98 52.84 14.48 5.24
24 multin_zz1000_71002_barraindus_煤炭_pv_z 144.08 139.94 64.55 126.14 64.55 32.98 48.84 10.48 1.24
25 multin1_real1_rm_bjs 143.46 139.32 63.92 125.51 63.93 32.36 48.22 9.86 0.62
26 multin_zz1000_71001_barra_nonlinearsize_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
27 multin_zz1000_71001_barra_size_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
28 multin_zz1000_61003_overnight_pv_rm_blc 136.86 132.72 57.33 118.92 57.33 25.76 41.62 3.26 -5.98
29 multin1_real1_overnight 136.86 132.72 57.33 118.92 57.33 25.76 41.62 3.26 -5.98
30 multin1_real1 136.15 132.01 56.61 118.20 56.62 25.05 40.91 2.55 -6.69
31 multin_zz1000_61003_pv_rm_blc 136.15 132.01 56.61 118.20 56.62 25.05 40.91 2.55 -6.69
32 multin1_real1_rm_bjs_keep1k 135.22 131.08 55.69 117.28 55.69 24.13 39.98 1.62 -7.61
33 multin1_real1_keep_bjs_keep1k 135.14 131.00 55.61 117.20 55.61 24.04 39.90 1.54 -7.70
34 multin_zz1000_61003_pv 134.41 130.27 54.88 116.47 54.88 23.32 39.17 0.81 -8.42
35 multin_zz1000_71002_barraindus_建筑装饰_pv_z 133.24 129.10 53.70 115.29 53.71 22.14 38.00 -0.36 -9.60
36 multin_zz1000_71001_barra_btop_topG 132.22 128.08 52.68 114.27 52.68 21.12 36.97 -1.39 -10.62
37 multin_zz1000_71002_barraindus_基础化工_pv_z 131.22 127.08 51.68 113.27 51.69 20.12 35.98 -2.38 -11.62
38 multin_zz1000_61004_overnight_pv_rm_blc 130.46 126.32 50.92 112.51 50.92 19.36 35.21 -3.15 -12.38
39 multin_zz1000_61002_overnight_pv_rm_blc 130.46 126.32 50.92 112.51 50.92 19.36 35.21 -3.15 -12.38
40 multin_zz1000_61004_pv_rm_blc 130.19 126.05 50.65 112.24 50.66 19.09 34.95 -3.41 -12.65
41 multin_zz1000_61002_pv_rm_blc 130.19 126.05 50.65 112.24 50.66 19.09 34.95 -3.41 -12.65
42 multin_zz1000_61002_pv 129.36 125.22 49.83 111.42 49.83 18.26 34.12 -4.24 -13.48
43 multin_zz1000_61004_pv 129.36 125.22 49.83 111.42 49.83 18.26 34.12 -4.24 -13.48
44 multin_zz1000_61003_overnight_pv_rm_blc2 122.51 118.36 42.97 104.56 42.97 11.41 27.26 -11.10 -20.33
45 multin_zz1000_61003_pv_rm_blc2 121.88 117.74 42.34 103.93 42.35 10.78 26.64 -11.72 -20.96
46 multin_zz1000_71002_barraindus_非银金融_pv_z 119.64 115.50 40.11 101.70 40.11 8.55 24.40 -13.96 -23.19
47 multin_zz1000_71001_barra_beta_botG 118.68 114.54 39.14 100.73 39.15 7.58 23.44 -14.92 -24.16
48 multin_zz1000_71002_barraindus_轻工制造_pv_z 117.38 113.24 37.84 99.43 37.85 6.28 22.14 -16.22 -25.46
49 multin_zz1000_61004_overnight_pv_rm_blc2 116.14 112.00 36.61 98.20 36.61 5.04 20.90 -17.46 -26.70
50 multin_zz1000_61001_pv 115.88 111.74 36.34 97.93 36.35 4.78 20.64 -17.72 -26.96
51 multin_zz1000_61001_overnight_pv_rm_blc 115.75 111.61 36.22 97.80 36.22 4.65 20.51 -17.85 -27.09
52 multin_zz1000_61001_pv_rm_blc 115.65 111.51 36.12 97.71 36.12 4.56 20.41 -17.95 -27.18
53 multin_zz1000_61004_pv_rm_blc2 115.52 111.38 35.99 97.58 35.99 4.43 20.28 -18.08 -27.31
54 multin_zz1000_71002_barraindus_公用事业_pv_z 115.27 111.13 35.73 97.32 35.73 4.17 20.02 -18.34 -27.57
55 multin1_real1_rzrq_keep_bjs 115.21 111.07 35.68 97.27 35.68 4.12 19.97 -18.39 -27.62
56 multin_zz1000_71002_barraindus_国防军工_pv_z 113.81 109.67 34.28 95.87 34.28 2.71 18.57 -19.79 -29.03
57 multin_zz1000_71001_barra_leverage_topG 111.66 107.52 32.13 93.72 32.13 0.56 16.42 -21.94 -31.18
58 multin_zz1000_61005_score_pv_z_top500rnk 111.18 107.04 31.65 93.23 31.65 0.08 15.94 -22.42 -31.66
59 multin_zz1000_61005_score_pv_z_top300rnk 111.18 107.04 31.65 93.23 31.65 0.08 15.94 -22.42 -31.66
60 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 111.17 107.03 31.64 93.23 31.64 0.07 15.93 -22.43 -31.67
61 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 110.99 106.85 31.46 93.05 31.46 -0.10 15.75 -22.61 -31.84
62 multin_zz1000_71001_barra_earningsyield_topG 109.59 105.44 30.05 91.64 30.05 -1.51 14.34 -24.02 -33.25
63 multin_zz1000_61005_score_pv_z_top1000rnk 105.71 101.57 26.18 87.77 26.18 -5.39 10.47 -27.89 -37.13
64 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 105.37 101.23 25.83 87.42 25.84 -5.73 10.13 -28.23 -37.47
65 mx_tenacity_ctrlonly 103.39 99.24 23.85 85.44 23.85 -7.71 8.14 -30.22 -39.45
66 multin_zz1000_71002_barraindus_银行_pv_z 103.25 99.11 23.72 85.31 23.72 -7.85 8.01 -30.35 -39.59
67 mx_opt_zz1000_pv_z_v5_stable_4 101.52 97.37 21.98 83.57 21.98 -9.58 6.27 -32.09 -41.32
68 multin_zz1000_61003_pv_rm_fnd 101.35 97.20 21.81 83.40 21.81 -9.75 6.10 -32.26 -41.49
69 multin_zz1000_61003_overnight_pv_rm_fnd 100.79 96.65 21.26 82.85 21.26 -10.31 5.55 -32.81 -42.05
70 multin_zz1000_61003_pv_rm_fnd_blc 100.75 96.61 21.22 82.81 21.22 -10.34 5.51 -32.85 -42.08
71 multin1_real2 100.75 96.61 21.22 82.81 21.22 -10.34 5.51 -32.85 -42.08
72 multin1_real2_overnight 100.65 96.50 21.11 82.70 21.11 -10.45 5.40 -32.96 -42.19
73 multin_zz1000_61003_overnight_pv_rm_fnd_blc 100.65 96.50 21.11 82.70 21.11 -10.45 5.40 -32.96 -42.19
74 multin_zz1000_71002_barraindus_环保_pv_z 100.19 96.05 20.66 82.24 20.66 -10.91 4.95 -33.41 -42.65
75 multin_zz1000_61003_pv_rm_fnd_blc2 99.41 95.26 19.87 81.46 19.87 -11.69 4.16 -34.20 -43.43
76 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 99.35 95.21 19.81 81.40 19.82 -11.75 4.11 -34.25 -43.49
77 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 98.74 94.60 19.21 80.80 19.21 -12.35 3.50 -34.86 -44.09
78 mx_capability_primitive 98.05 93.90 18.51 80.10 18.51 -13.05 2.80 -35.56 -44.79
79 mx_capability 98.05 93.90 18.51 80.10 18.51 -13.05 2.80 -35.56 -44.79
80 multin_zz1000_71001_barra_liquidity_botG 98.05 93.90 18.51 80.10 18.51 -13.05 2.80 -35.56 -44.79
81 multin_zz1000_71002_barraindus_休闲服务_pv_z 95.60 91.46 16.07 77.66 16.07 -15.49 0.36 -38.00 -47.23
82 multin_zz1000_71002_barraindus_石油石化_pv_z 94.53 90.38 14.99 76.58 14.99 -16.57 -0.72 -39.08 -48.31
83 mx_opt_zz1000_pv_z_v1_stable_4 93.70 89.56 14.17 75.75 14.17 -17.40 -1.54 -39.90 -49.14
84 multin_zz1000_61005_score_pv_z_top2000rnk 92.85 88.70 13.31 74.90 13.31 -18.25 -2.40 -40.76 -49.99
85 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 92.34 88.20 12.81 74.40 12.81 -18.76 -2.90 -41.26 -50.50
86 multin_zz1000_21001_tp1000 91.49 87.35 11.96 73.55 11.96 -19.61 -3.75 -42.11 -51.35
87 mx_opt_zz1000_pv_v2_stable_4 91.21 87.07 11.68 73.27 11.68 -19.88 -4.03 -42.39 -51.63
88 mx_opt_zz1000_pv_v1_stable_4 91.08 86.94 11.55 73.14 11.55 -20.02 -4.16 -42.52 -51.76
89 multin_zz1000_71002_barraindus_家用电器_pv_z 90.42 86.28 10.89 72.48 10.89 -20.67 -4.82 -43.18 -52.41
90 multin_zz1000_71002_barraindus_电气设备_pv_z 90.37 86.23 10.84 72.43 10.84 -20.73 -4.87 -43.23 -52.47
91 mx_opt_zz500_pv_z_v10_stable_4 90.00 85.86 10.46 72.05 10.46 -21.10 -5.25 -43.61 -52.84
92 mx_opt_zz1000_pv_z_v10_stable_4 89.99 85.85 10.46 72.05 10.46 -21.11 -5.25 -43.61 -52.85
93 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 89.75 85.61 10.22 71.81 10.22 -21.34 -5.49 -43.85 -53.08
94 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 89.75 85.61 10.22 71.81 10.22 -21.34 -5.49 -43.85 -53.08
95 mx_opt_zz1000_pv_z_v11_stable_4 89.57 85.43 10.04 71.63 10.04 -21.52 -5.67 -44.03 -53.27
96 multin_zz1000_61004_idscapctrl_pv_rm_fnd 89.51 85.37 9.97 71.56 9.98 -21.59 -5.73 -44.09 -53.33
97 multin_zz1000_61002_idscapctrl_pv_rm_fnd 89.51 85.37 9.97 71.56 9.98 -21.59 -5.73 -44.09 -53.33
98 multin_zz1000_71002_barraindus_房地产_pv_z 88.82 84.68 9.29 70.88 9.29 -22.28 -6.42 -44.78 -54.02
99 mx_opt_zz1000_z_v1_stable_4 86.70 82.56 7.17 68.76 7.17 -24.40 -8.54 -46.90 -56.14
100 mx_opt_zz1000_z_v2_stable_4 86.68 82.54 7.15 68.74 7.15 -24.42 -8.56 -46.92 -56.16
101 multin1_real3 86.50 82.36 6.97 68.56 6.97 -24.59 -8.74 -47.10 -56.33
102 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 86.50 82.36 6.97 68.56 6.97 -24.59 -8.74 -47.10 -56.33
103 multin_zz1000_71001_barra_growth_botG 86.46 82.32 6.92 68.51 6.92 -24.64 -8.79 -47.14 -56.38
104 multin_zz1000_61004_pv_rm_fnd 86.25 82.11 6.72 68.31 6.72 -24.85 -8.99 -47.35 -56.59
105 multin_zz1000_61002_pv_rm_fnd 86.25 82.11 6.72 68.31 6.72 -24.85 -8.99 -47.35 -56.59
106 multin_zz1000_61001_idscapctrl_pv_rm_fnd 86.18 82.04 6.65 68.24 6.65 -24.91 -9.06 -47.42 -56.66
107 multin_zz1000_61002_pv_rm_fnd_blc 85.47 81.33 5.94 67.53 5.94 -25.63 -9.77 -48.13 -57.37
108 multin_zz1000_61004_pv_rm_fnd_blc 85.47 81.33 5.94 67.53 5.94 -25.63 -9.77 -48.13 -57.37
109 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 85.44 81.30 5.91 67.50 5.91 -25.66 -9.80 -48.16 -57.40
110 multin_zz1000_61004_overnight_pv_rm_fnd 85.33 81.19 5.80 67.39 5.80 -25.77 -9.91 -48.27 -57.51
111 multin_zz1000_61002_overnight_pv_rm_fnd 85.33 81.19 5.80 67.39 5.80 -25.77 -9.91 -48.27 -57.51
112 multin_zz1000_61004_overnight_pv_rm_fnd_blc 84.97 80.83 5.43 67.02 5.43 -26.13 -10.28 -48.64 -57.87
113 multin_zz1000_61002_overnight_pv_rm_fnd_blc 84.97 80.83 5.43 67.02 5.43 -26.13 -10.28 -48.64 -57.87
114 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 83.00 78.86 3.46 65.05 3.47 -28.10 -12.24 -50.60 -59.84
115 multin_zz1000_61004_pv_rm_fnd_blc2 82.96 78.81 3.42 65.01 3.42 -28.14 -12.29 -50.65 -59.88
116 multin_zz500_21001_tp500 82.53 78.39 2.99 64.58 2.99 -28.57 -12.72 -51.07 -60.31
117 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 82.25 78.11 2.71 64.30 2.72 -28.85 -12.99 -51.35 -60.59
118 mx_opt_zz1000_pv_z_v13_stable_4 80.99 76.85 1.46 63.05 1.46 -30.11 -14.25 -52.61 -61.85
119 multin_zz1000_61006_halfhalf 80.95 76.81 1.41 63.00 1.42 -30.15 -14.29 -52.65 -61.89
120 mx_opt_zz500_pv_z_v11_stable_4 80.82 76.67 1.28 62.87 1.28 -30.28 -14.43 -52.79 -62.02
121 mx_opt_zz1000_pv_z_v2_stable_4 80.80 76.66 1.27 62.86 1.27 -30.29 -14.44 -52.80 -62.03
122 multin_zz1000_61006_halfhalf_stable4 80.78 76.64 1.24 62.83 1.25 -30.32 -14.46 -52.82 -62.06
123 multin_zz1000_61006_halfhalf_usualv1 79.53 75.39 -0.00 61.59 -0.00 -31.57 -15.71 -54.07 -63.31
124 multin1_real0_中性 78.12 73.98 -1.42 60.17 -1.41 -32.98 -17.12 -55.48 -64.72
125 multin_zz1000_61006_halfhalf_usualv2 77.99 73.85 -1.54 60.05 -1.54 -33.11 -17.25 -55.61 -64.85
126 multin1_real0_overnight_中性 77.35 73.21 -2.19 59.40 -2.18 -33.75 -17.89 -56.25 -65.49
127 multin1_real0 77.35 73.21 -2.19 59.40 -2.18 -33.75 -17.89 -56.25 -65.49
128 mx_adaptability 77.33 73.19 -2.20 59.39 -2.20 -33.77 -17.91 -56.27 -65.51
129 multin_zz500_21001_tp200_rm_blc 76.43 72.29 -3.10 58.49 -3.10 -34.67 -18.81 -57.17 -66.41
130 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 76.07 71.93 -3.46 58.13 -3.46 -35.03 -19.17 -57.53 -66.77
131 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 75.93 71.79 -3.61 57.98 -3.60 -35.17 -19.31 -57.67 -66.91
132 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 74.98 70.84 -4.56 57.03 -4.55 -36.12 -20.26 -58.62 -67.86
133 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 74.91 70.77 -4.63 56.96 -4.63 -36.19 -20.34 -58.69 -67.93
134 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 74.81 70.66 -4.73 56.86 -4.73 -36.29 -20.44 -58.80 -68.03
135 multin_zz1000_61007_mix6 74.42 70.28 -5.12 56.47 -5.11 -36.68 -20.82 -59.18 -68.42
136 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 74.27 70.12 -5.27 56.32 -5.27 -36.83 -20.98 -59.34 -68.57
137 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 73.76 69.61 -5.78 55.81 -5.78 -37.34 -21.49 -59.85 -69.08
138 multin_zz1000_61001_overnight_pv_rm_fnd_blc 73.45 69.31 -6.08 55.51 -6.08 -37.65 -21.79 -60.15 -69.39
139 multin_zz1000_61001_overnight_pv_rm_fnd 73.41 69.27 -6.13 55.46 -6.13 -37.69 -21.84 -60.20 -69.43
140 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 73.11 68.97 -6.43 55.16 -6.42 -37.99 -22.13 -60.49 -69.73
141 multin_zz1000_61001_pv_rm_fnd 72.81 68.66 -6.73 54.86 -6.73 -38.29 -22.44 -60.80 -70.03
142 multin_zz1000_61001_pv_rm_fnd_blc 72.36 68.22 -7.17 54.42 -7.17 -38.74 -22.88 -61.24 -70.48
143 mx_opt_zz500_pv_z_v13_stable_4 72.27 68.12 -7.27 54.32 -7.27 -38.83 -22.98 -61.34 -70.57
144 multin_zz1000_61004_idscapctrl_pv_rm_blc 71.64 67.50 -7.89 53.70 -7.89 -39.46 -23.60 -61.96 -71.20
145 multin_zz1000_61002_idscapctrl_pv_rm_blc 71.64 67.50 -7.89 53.70 -7.89 -39.46 -23.60 -61.96 -71.20
146 multin_zz1000_61002_idscapctrl_pv 70.74 66.60 -8.79 52.80 -8.79 -40.35 -24.50 -62.86 -72.09
147 multin_zz1000_61004_idscapctrl_pv 70.74 66.60 -8.79 52.80 -8.79 -40.35 -24.50 -62.86 -72.09
148 multin1_real0_overnight 70.30 66.16 -9.24 52.35 -9.24 -40.80 -24.95 -63.31 -72.54
149 multin_zz1000_71002_barraindus_有色金属_pv_z 69.69 65.55 -9.85 51.74 -9.85 -41.41 -25.55 -63.91 -73.15
150 multin_zz500_21001_tp200 69.62 65.47 -9.92 51.67 -9.92 -41.48 -25.63 -63.99 -73.22
151 multin_zz500_61007_mix6 68.06 63.92 -11.47 50.12 -11.47 -43.04 -27.18 -65.54 -74.78
152 multin_zz1000_61001_idscapctrl_pv_rm_blc 67.96 63.82 -11.58 50.01 -11.58 -43.14 -27.28 -65.64 -74.88
153 mx_opt1_absdef_50_v2 67.49 63.34 -12.05 49.54 -12.05 -43.61 -27.76 -66.12 -75.35
154 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 67.28 63.14 -12.25 49.34 -12.25 -43.82 -27.96 -66.32 -75.56
155 mx_2023_gen_merge2_filtered_idsctrl 67.20 63.06 -12.33 49.26 -12.33 -43.89 -28.04 -66.40 -75.64
156 multin_zz1000_61001_idscapctrl_pv 67.02 62.87 -12.52 49.07 -12.52 -44.08 -28.23 -66.59 -75.82
157 mx_tenacity_morecapa_primitive 66.92 62.78 -12.61 48.97 -12.61 -44.18 -28.32 -66.68 -75.92
158 mx_tenacity_morecapa 66.92 62.78 -12.61 48.97 -12.61 -44.18 -28.32 -66.68 -75.92
159 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 66.40 62.26 -13.13 48.46 -13.13 -44.70 -28.84 -67.20 -76.44
160 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 66.07 61.93 -13.46 48.13 -13.46 -45.02 -29.17 -67.53 -76.76
161 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 65.16 61.01 -14.38 47.21 -14.38 -45.94 -30.09 -68.45 -77.68
162 multin_zz1000_61004_idscapctrl_pv_rm_blc2 64.72 60.58 -14.82 46.77 -14.82 -46.38 -30.52 -68.88 -78.12
163 mx_opt_zz1000_z_v3_stable_4 64.13 59.98 -15.41 46.18 -15.41 -46.97 -31.12 -69.48 -78.71
164 mx_opt_zz1000_pv_z_v3_stable_4 63.23 59.09 -16.31 45.28 -16.30 -47.87 -32.01 -70.37 -79.61
165 mx_tenacity_restrict 63.05 58.91 -16.49 45.10 -16.48 -48.05 -32.19 -70.55 -79.79
166 mx_tenacity_restrict_primitive 63.05 58.91 -16.49 45.10 -16.48 -48.05 -32.19 -70.55 -79.79
167 mx_tenacity_morecapa_ctrlonly 61.69 57.54 -17.85 43.74 -17.85 -49.41 -33.56 -71.92 -81.15
168 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 60.61 56.47 -18.92 42.67 -18.92 -50.48 -34.63 -72.99 -82.22
169 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 60.46 56.31 -19.08 42.51 -19.08 -50.64 -34.79 -73.15 -82.38
170 mx_opt_zz1000_pv_v3_stable_4 60.44 56.29 -19.10 42.49 -19.10 -50.66 -34.81 -73.17 -82.40
171 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 60.41 56.27 -19.12 42.47 -19.12 -50.68 -34.83 -73.19 -82.43
172 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 60.32 56.17 -19.22 42.37 -19.22 -50.78 -34.93 -73.29 -82.52
173 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 60.27 56.13 -19.27 42.32 -19.26 -50.83 -34.97 -73.33 -82.57
174 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 60.21 56.07 -19.33 42.26 -19.33 -50.89 -35.03 -73.39 -82.63
175 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 60.15 56.01 -19.38 42.21 -19.38 -50.95 -35.09 -73.45 -82.69
176 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 60.04 55.89 -19.50 42.09 -19.50 -51.06 -35.21 -73.57 -82.80
177 multin_zz500_21001_tp500_rm_blc 59.36 55.22 -20.17 41.42 -20.17 -51.73 -35.88 -74.24 -83.47
178 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 58.45 54.31 -21.09 40.50 -21.08 -52.65 -36.79 -75.15 -84.39
179 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 58.19 54.05 -21.34 40.25 -21.34 -52.90 -37.05 -75.41 -84.64
180 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 57.85 53.71 -21.68 39.91 -21.68 -53.25 -37.39 -75.75 -84.99
181 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 57.61 53.46 -21.93 39.66 -21.93 -53.49 -37.64 -76.00 -85.23
182 multin_zz1000_61004_idxctrl_pv_rm_fnd 57.54 53.40 -21.99 39.60 -21.99 -53.55 -37.70 -76.06 -85.29
183 multin_zz1000_61002_idxctrl_pv_rm_fnd 57.54 53.40 -21.99 39.60 -21.99 -53.55 -37.70 -76.06 -85.29
184 multin_zz1000_61002_idxctrl_50010002000_pv 57.52 53.38 -22.01 39.57 -22.01 -53.58 -37.72 -76.08 -85.32
185 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 57.38 53.24 -22.15 39.44 -22.15 -53.71 -37.86 -76.22 -85.45
186 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 57.38 53.24 -22.15 39.44 -22.15 -53.71 -37.86 -76.22 -85.45
187 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 56.42 52.28 -23.12 38.47 -23.12 -54.68 -38.83 -77.18 -86.42
188 multin_zz1000_71001_barra_residualvolatility_botG 55.08 50.94 -24.45 37.14 -24.45 -56.02 -40.16 -78.52 -87.76
189 multin_zz1000_61001_idxctrl_pv_rm_fnd 55.05 50.91 -24.48 37.11 -24.48 -56.05 -40.19 -78.55 -87.79
190 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 54.90 50.76 -24.63 36.96 -24.63 -56.19 -40.34 -78.70 -87.93
191 multin_zz1000_61004_idxctrl_50010002000_pv 54.25 50.11 -25.28 36.31 -25.28 -56.85 -40.99 -79.35 -88.59
192 multin_zz1000_71001_barra_leverage_botG 53.24 49.10 -26.30 35.29 -26.30 -57.86 -42.00 -80.36 -89.60
193 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 53.04 48.90 -26.49 35.10 -26.49 -58.05 -42.20 -80.56 -89.80
194 multin_zz1000_61004_idxctrl_top3800_pv 49.57 45.43 -29.96 31.63 -29.96 -61.52 -45.67 -84.03 -93.27
195 multin_zz1000_61002_idxctrl_top3800_pv 49.03 44.89 -30.50 31.09 -30.50 -62.07 -46.21 -84.57 -93.81
196 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 48.53 44.39 -31.00 30.59 -31.00 -62.56 -46.71 -85.07 -94.30
197 multin_zz1000_21001_tp1000_rm_blc 48.44 44.30 -31.10 30.49 -31.10 -62.66 -46.81 -85.17 -94.40
198 mx_opt_zz1000_pv_z_v4_stable_4 48.24 44.09 -31.30 30.29 -31.30 -62.86 -47.01 -85.37 -94.60
199 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 47.88 43.74 -31.65 29.94 -31.65 -63.21 -47.36 -85.72 -94.95
200 mx_opt_zz1000_z_v4_stable_4 46.16 42.02 -33.37 28.22 -33.37 -64.93 -49.08 -87.44 -96.67
201 multin_zz1000_71002_barraindus_医药生物_pv_z 43.81 39.67 -35.72 25.86 -35.72 -67.29 -51.43 -89.79 -99.03
202 mx_opt_zz1000_pv_v4_stable_4 43.71 39.57 -35.82 25.77 -35.82 -67.38 -51.53 -89.89 -99.13
203 multin_zz1000_71002_barraindus_商贸零售_pv_z 43.64 39.50 -35.89 25.70 -35.89 -67.46 -51.60 -89.96 -99.20
204 multin_zz1000_71001_barra_momentum_botG 43.61 39.47 -35.92 25.67 -35.92 -67.48 -51.63 -89.99 -99.23
205 multin_zz1000_71002_barraindus_机械设备_pv_z 43.20 39.06 -36.33 25.26 -36.33 -67.89 -52.04 -90.40 -99.63
206 multin_zz1000_61001_idxctrl_50010002000_pv 42.57 38.42 -36.97 24.62 -36.97 -68.53 -52.68 -91.04 -100.27
207 multin_zz500_61002_idxctrl_zz500_pv 42.14 38.00 -37.40 24.19 -37.40 -68.96 -53.11 -91.46 -100.70
208 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 41.85 37.70 -37.69 23.90 -37.69 -69.25 -53.40 -91.76 -100.99
209 mx_opt_zz1000_pv_z_v6_stable_4 41.64 37.50 -37.90 23.69 -37.89 -69.46 -53.60 -91.96 -101.20
210 multin_zz500_61004_idxctrl_zz500_pv 41.40 37.26 -38.14 23.45 -38.14 -69.70 -53.85 -92.21 -101.44
211 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 41.14 36.99 -38.40 23.19 -38.40 -69.96 -54.11 -92.47 -101.70
212 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 40.99 36.85 -38.54 23.04 -38.54 -70.11 -54.25 -92.61 -101.85
213 multin_zz1000_71002_barraindus_汽车_pv_z 40.20 36.06 -39.34 22.25 -39.33 -70.90 -55.04 -93.40 -102.64
214 multin_zz1000_71001_barra_growth_topG 39.81 35.66 -39.73 21.86 -39.73 -71.29 -55.44 -93.80 -103.03
215 multin_zz1000_71001_barra_residualvolatility_topG 39.59 35.44 -39.95 21.64 -39.95 -71.51 -55.66 -94.02 -103.25
216 multin_zz500_61001_idxctrl_zz500_pv 39.31 35.17 -40.23 21.36 -40.22 -71.79 -55.93 -94.29 -103.53
217 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 39.08 34.94 -40.46 21.13 -40.45 -72.02 -56.16 -94.52 -103.76
218 multin_zz1000_61002_idxctrl_pv_rm_blc 36.64 32.50 -42.89 18.70 -42.89 -74.46 -58.60 -96.96 -106.20
219 multin_zz1000_61004_idxctrl_pv_rm_blc 36.64 32.50 -42.89 18.70 -42.89 -74.46 -58.60 -96.96 -106.20
220 multin_zz1000_61001_idxctrl_top3800_pv 36.51 32.37 -43.02 18.56 -43.02 -74.59 -58.73 -97.09 -106.33
221 multin_zz1000_61004_idxctrl_pv 36.07 31.93 -43.46 18.13 -43.46 -75.03 -59.17 -97.53 -106.77
222 multin_zz1000_61002_idxctrl_pv 36.07 31.93 -43.46 18.13 -43.46 -75.03 -59.17 -97.53 -106.77
223 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 35.76 31.61 -43.78 17.81 -43.78 -75.34 -59.49 -97.85 -107.08
224 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 35.26 31.12 -44.27 17.32 -44.27 -75.83 -59.98 -98.34 -107.58
225 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 35.23 31.09 -44.31 17.28 -44.30 -75.87 -60.01 -98.37 -107.61
226 multin_zz1000_61002_idxctrl_zz1000_pv 34.59 30.45 -44.95 16.64 -44.95 -76.51 -60.66 -99.01 -108.25
227 mx_opt2_dyna_1000_v2 34.25 30.11 -45.28 16.31 -45.28 -76.85 -60.99 -99.35 -108.59
228 multin_zz1000_61004_idxctrl_zz1000_pv 33.99 29.84 -45.55 16.04 -45.55 -77.11 -61.26 -99.62 -108.85
229 multin_zz1000_61001_idxctrl_pv_rm_blc 33.20 29.06 -46.34 15.25 -46.33 -77.90 -62.04 -100.40 -109.64
230 multin_zz1000_61001_idxctrl_pv 32.66 28.52 -46.88 14.71 -46.87 -78.44 -62.58 -100.94 -110.18
231 mx_opt3_usual_1000_v1 31.78 27.64 -47.75 13.84 -47.75 -79.32 -63.46 -101.82 -111.06
232 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 31.34 27.20 -48.19 13.40 -48.19 -79.76 -63.90 -102.26 -111.50
233 multin_zz1000_61001_idxctrl_zz1000_pv 30.27 26.12 -49.27 12.32 -49.27 -80.83 -64.98 -103.34 -112.57
234 multin_zz1000_71001_barra_liquidity_topG 29.66 25.52 -49.87 11.72 -49.87 -81.44 -65.58 -103.94 -113.18
235 mx_adaptability_v2 28.58 24.43 -50.96 10.63 -50.96 -82.52 -66.67 -105.03 -114.26
236 mx_opt3_usual_1000_v2 27.60 23.45 -51.94 9.65 -51.94 -83.50 -67.65 -106.01 -115.24
237 multin_zz1000_71002_barraindus_计算机_pv_z 27.59 23.45 -51.94 9.65 -51.94 -83.51 -67.65 -106.01 -115.25
238 multin_zz1000_71002_barraindus_社会服务_pv_z 27.23 23.09 -52.30 9.29 -52.30 -83.86 -68.01 -106.37 -115.61
239 mx_opt1_absdef_300_v2 25.75 21.61 -53.79 7.80 -53.79 -85.35 -69.49 -107.85 -117.09
240 mx_opt1_absdef_zz1000_hssanbai_v2 25.75 21.61 -53.79 7.80 -53.79 -85.35 -69.49 -107.85 -117.09
241 multin_zz1000_61008_multistrategy_baseline 25.75 21.61 -53.79 7.80 -53.79 -85.35 -69.49 -107.85 -117.09
242 mx_opt_zz1000_pv_z_v7_stable_4 25.73 21.59 -53.81 7.78 -53.80 -85.37 -69.51 -107.87 -117.11
243 mx_opt_zz1000_hssanbai 25.41 21.27 -54.13 7.46 -54.13 -85.69 -69.84 -108.19 -117.43
244 mx_opt_hs300_stable_4 25.41 21.27 -54.13 7.46 -54.13 -85.69 -69.84 -108.19 -117.43
245 multin_zz1000_71001_barra_nonlinearsize_topG 24.92 20.78 -54.62 6.97 -54.61 -86.18 -70.32 -108.68 -117.92
246 multin_zz1000_71002_barraindus_电力设备_pv_z 24.30 20.16 -55.23 6.36 -55.23 -86.79 -70.94 -109.30 -118.53
247 mx_opt_zz1000_pv_z_v12_stable_4 24.06 19.92 -55.47 6.11 -55.47 -87.04 -71.18 -109.54 -118.78
248 mx_opt3_usual_300_v1 22.91 18.77 -56.62 4.97 -56.62 -88.18 -72.33 -110.69 -119.92
249 multin_zz1000_71002_barraindus_电子元器件_pv_z 21.26 17.12 -58.27 3.31 -58.27 -89.84 -73.98 -112.34 -121.58
250 mx_opt_zz1000_pv_z_v9_stable_4 20.55 16.40 -58.99 2.60 -58.99 -90.55 -74.70 -113.06 -122.29
251 mx_opt_zz1000_pv_z_v8_stable_4 20.12 15.98 -59.41 2.18 -59.41 -90.98 -75.12 -113.48 -122.72
252 mx_opt3_usual_300_v2 19.84 15.69 -59.70 1.89 -59.70 -91.26 -75.41 -113.77 -123.00
253 mx_opt3_usual_500_v1 18.81 14.66 -60.73 0.86 -60.73 -92.29 -76.44 -114.80 -124.03
254 multin_zz1000_71002_barraindus_传媒_pv_z 16.86 12.72 -62.68 -1.09 -62.67 -94.24 -78.38 -116.74 -125.98
255 mx_opt3_usual_500_v2 11.18 7.04 -68.35 -6.76 -68.35 -99.91 -84.06 -122.42 -131.65
256 multin_zz1000_71001_barra_size_topG 4.15 0.01 -75.38 -13.80 -75.38 -106.95 -91.09 -129.45 -138.69
257 mx_opt_zz500_pv_z_v12_stable_4 3.40 -0.74 -76.14 -14.55 -76.13 -107.70 -91.84 -130.20 -139.44
258 multin_zz1000_71001_barra_momentum_topG 1.49 -2.65 -78.05 -16.46 -78.04 -109.61 -93.75 -132.11 -141.35
259 mx_opt1_absdef_500_v2 0.17 -3.97 -79.36 -17.77 -79.36 -110.93 -95.07 -133.43 -142.67
260 mx_opt2_dyna_300_v2 0.16 -3.99 -79.38 -17.79 -79.38 -110.94 -95.09 -133.45 -142.68
261 mx_opt2_dyna_500_v2 -3.63 -7.77 -83.16 -21.57 -83.16 -114.73 -98.87 -137.23 -146.47
262 multin_zz1000_71001_barra_earningsyield_botG -4.48 -8.62 -84.01 -22.42 -84.01 -115.57 -99.72 -138.08 -147.31
263 mx_opt1_absdef_1000_v2 -21.71 -25.86 -101.25 -39.66 -101.25 -132.81 -116.96 -155.32 -164.55
264 multin_zz1000_71002_barraindus_通信_pv_z -32.05 -36.19 -111.59 -50.00 -111.59 -143.15 -127.30 -165.66 -174.89
265 multin_zz1000_71002_barraindus_电子_pv_z -33.80 -37.94 -113.33 -51.74 -113.33 -144.89 -129.04 -167.40 -176.63
266 multin_zz1000_71001_barra_btop_botG -44.51 -48.65 -124.05 -62.46 -124.05 -155.61 -139.76 -178.11 -187.35
267 multin_zz1000_71001_barra_beta_topG -44.76 -48.90 -124.29 -62.70 -124.29 -155.85 -140.00 -178.36 -187.59