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_20251231_151647
0 multin_zz1000_71002_barraindus_国防军工_pv_z 289.01 280.23 290.38 333.10 290.38 254.18 259.16 316.12 302.85
1 multin_zz1000_71002_barraindus_计算机_pv_z 175.59 166.82 176.97 219.68 176.96 140.76 145.74 202.71 189.44
2 multin_zz1000_71002_barraindus_纺织服饰_pv_z 167.13 158.36 168.51 211.22 168.50 132.30 137.28 194.25 180.98
3 multin_zz1000_71002_barraindus_传媒_pv_z 159.54 150.76 160.91 203.63 160.91 124.71 129.69 186.65 173.38
4 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 134.47 125.70 135.85 178.56 135.85 99.64 104.63 161.59 148.32
5 multin_zz1000_71002_barraindus_房地产_pv_z 125.46 116.68 126.83 169.55 126.83 90.63 95.61 152.58 139.31
6 multin_zz1000_71002_barraindus_美容护理_pv_z 124.37 115.59 125.75 168.46 125.74 89.54 94.52 151.49 138.22
7 multin_zz1000_71002_barraindus_商贸零售_pv_z 105.48 96.70 106.86 149.57 106.85 70.65 75.63 132.60 119.33
8 multin_zz1000_71002_barraindus_休闲服务_pv_z 86.93 78.16 88.31 131.02 88.31 52.11 57.09 114.05 100.78
9 multin_zz1000_71002_barraindus_纺织服装_pv_z 85.99 77.21 87.36 130.08 87.36 51.16 56.14 113.10 99.83
10 multin_zz1000_71002_barraindus_电子元器件_pv_z 85.48 76.71 86.86 129.57 86.86 50.65 55.64 112.60 99.33
11 multin_zz1000_71002_barraindus_社会服务_pv_z 67.90 59.13 69.28 111.99 69.28 33.08 38.06 95.02 81.75
12 mx_opt2_dyna_300_v2 63.78 55.01 65.16 107.87 65.16 28.95 33.94 90.90 77.63
13 multin_zz1000_71002_barraindus_交通运输_pv_z 63.13 54.36 64.51 107.22 64.51 28.30 33.29 90.25 76.98
14 multin_zz1000_71002_barraindus_通信_pv_z 52.56 43.79 53.94 96.65 53.94 17.74 22.72 79.68 66.41
15 mx_tenacity_primitive 51.80 43.03 53.18 95.89 53.18 16.97 21.96 78.92 65.65
16 mx_tenacity 51.80 43.03 53.18 95.89 53.18 16.97 21.96 78.92 65.65
17 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 51.27 42.50 52.65 95.36 52.65 16.45 21.43 78.39 65.12
18 mx_resilience_inthandsctrl_amtctrl_capctrl 48.98 40.21 50.36 93.07 50.36 14.15 19.14 76.10 62.83
19 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 48.98 40.21 50.36 93.07 50.36 14.15 19.14 76.10 62.83
20 mx_capability 48.52 39.75 49.90 92.61 49.90 13.69 18.68 75.64 62.37
21 mx_capability_primitive 48.52 39.75 49.90 92.61 49.90 13.69 18.68 75.64 62.37
22 mx_tenacity_ctrlonly 48.26 39.49 49.64 92.35 49.64 13.43 18.42 75.38 62.11
23 mx_resilience_inthandsctrl_amtctrl 47.69 38.92 49.07 91.78 49.07 12.86 17.85 74.81 61.54
24 mx_tenacity_restrict_primitive 46.95 38.18 48.33 91.04 48.32 12.12 17.10 74.07 60.80
25 mx_tenacity_restrict 46.95 38.18 48.33 91.04 48.32 12.12 17.10 74.07 60.80
26 mx_opt3_usual_300_v1 46.37 37.60 47.75 90.46 47.74 11.54 16.52 73.49 60.22
27 multin_zz1000_61004_overnight_pv_rm_blc2 45.80 37.02 47.17 89.89 47.17 10.97 15.95 72.92 59.65
28 mx_tenacity_morecapa_primitive 45.25 36.48 46.63 89.34 46.63 10.43 15.41 72.37 59.10
29 mx_tenacity_morecapa 45.25 36.48 46.63 89.34 46.63 10.43 15.41 72.37 59.10
30 multin_zz1000_61004_pv_rm_blc2 44.95 36.18 46.33 89.04 46.33 10.12 15.11 72.07 58.80
31 multin_zz1000_71002_barraindus_汽车_pv_z 44.32 35.54 45.69 88.41 45.69 9.49 14.47 71.43 58.17
32 mx_opt3_usual_500_v2 44.07 35.30 45.45 88.16 45.45 9.24 14.23 71.19 57.92
33 multin_zz1000_61001_pv 43.30 34.53 44.68 87.39 44.68 8.48 13.46 70.42 57.15
34 multin_zz1000_71002_barraindus_环保_pv_z 43.25 34.48 44.63 87.34 44.63 8.43 13.41 70.37 57.10
35 mx_resilience_inthandsctrl 42.51 33.73 43.88 86.60 43.88 7.68 12.66 69.63 56.36
36 mx_resilience 42.51 33.73 43.88 86.60 43.88 7.68 12.66 69.63 56.36
37 multin_zz1000_61004_pv 42.06 33.28 43.43 86.15 43.43 7.23 12.21 69.18 55.91
38 multin_zz1000_61002_pv 42.06 33.28 43.43 86.15 43.43 7.23 12.21 69.18 55.91
39 multin_zz1000_61001_overnight_pv_rm_blc 41.90 33.12 43.27 85.99 43.27 7.07 12.05 69.01 55.74
40 multin_zz1000_61001_pv_rm_blc 41.50 32.73 42.88 85.59 42.88 6.67 11.66 68.62 55.35
41 multin_zz1000_61006_halfhalf_usualv1 41.38 32.61 42.76 85.47 42.75 6.55 11.53 68.50 55.23
42 multin_zz1000_71001_barra_earningsyield_botG 41.15 32.38 42.53 85.24 42.53 6.32 11.31 68.27 55.00
43 multin_zz1000_61004_overnight_pv_rm_blc 41.09 32.32 42.47 85.19 42.47 6.27 11.25 68.21 54.94
44 multin_zz1000_61002_overnight_pv_rm_blc 41.09 32.32 42.47 85.19 42.47 6.27 11.25 68.21 54.94
45 multin1_real1_rm_bjs 40.93 32.16 42.31 85.02 42.31 6.11 11.09 68.05 54.78
46 multin_zz1000_61004_pv_rm_blc 40.65 31.88 42.03 84.74 42.03 5.83 10.81 67.77 54.50
47 multin_zz1000_61002_pv_rm_blc 40.65 31.88 42.03 84.74 42.03 5.83 10.81 67.77 54.50
48 multin1_real1_rm_bjs_keep500 40.58 31.81 41.96 84.67 41.95 5.75 10.73 67.70 54.43
49 mx_adaptability 39.99 31.21 41.36 84.08 41.36 5.16 10.14 67.11 53.84
50 multin1_real1_rm_bjs_keep1k 39.96 31.19 41.34 84.05 41.34 5.13 10.12 67.08 53.81
51 multin_zz1000_61003_overnight_pv_rm_blc2 39.75 30.98 41.13 83.84 41.13 4.93 9.91 66.87 53.60
52 mx_gentleness 39.57 30.80 40.95 83.66 40.95 4.74 9.73 66.69 53.42
53 mx_2023_gen_merge1_filtered_no_idsctrl 39.57 30.80 40.95 83.66 40.95 4.74 9.73 66.69 53.42
54 multin_zz1000_71002_barraindus_建筑装饰_pv_z 39.23 30.45 40.60 83.32 40.60 4.40 9.38 66.35 53.08
55 multin_zz1000_61003_pv_rm_blc2 38.78 30.00 40.15 82.87 40.15 3.95 8.93 65.89 52.62
56 multin_zz1000_71001_barra_size_botG 38.67 29.90 40.05 82.76 40.05 3.84 8.83 65.79 52.52
57 multin_zz1000_71001_barra_nonlinearsize_botG 38.67 29.90 40.05 82.76 40.05 3.84 8.83 65.79 52.52
58 multin_zz1000_61003_pv 37.75 28.98 39.13 81.84 39.13 2.92 7.91 64.87 51.60
59 mx_2023_gen_merge2_filtered_idsctrl 37.70 28.93 39.08 81.79 39.08 2.87 7.86 64.82 51.55
60 mx_opt3_usual_500_v1 37.23 28.46 38.61 81.32 38.61 2.40 7.39 64.35 51.08
61 mx_tenacity_morecapa_ctrlonly 37.20 28.42 38.57 81.29 38.57 2.37 7.35 64.32 51.05
62 multin_zz1000_61003_overnight_pv_rm_blc 37.02 28.25 38.40 81.11 38.39 2.19 7.17 64.14 50.87
63 multin1_real1_overnight 37.02 28.25 38.40 81.11 38.39 2.19 7.17 64.14 50.87
64 multin1_real1 36.39 27.61 37.77 80.48 37.76 1.56 6.54 63.51 50.24
65 multin_zz1000_61003_pv_rm_blc 36.39 27.61 37.77 80.48 37.76 1.56 6.54 63.51 50.24
66 multin1_real1_keep_bjs_keep1k 36.33 27.56 37.71 80.42 37.71 1.50 6.49 63.45 50.18
67 multin_zz1000_61005_score_pv_z_top300rnk 36.09 27.31 37.46 80.18 37.46 1.26 6.24 63.21 49.94
68 mx_adaptability_v2 35.18 26.41 36.56 79.27 36.56 0.35 5.34 62.30 49.03
69 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 34.57 25.80 35.95 78.66 35.95 -0.26 4.73 61.69 48.42
70 multin_zz1000_61001_overnight_pv_rm_fnd_blc 34.14 25.36 35.51 78.23 35.51 -0.69 4.29 61.26 47.99
71 multin_zz1000_61001_overnight_pv_rm_fnd 33.63 24.86 35.01 77.72 35.01 -1.20 3.79 60.75 47.48
72 multin_zz500_21001_tp500 33.47 24.70 34.85 77.56 34.84 -1.36 3.62 60.59 47.32
73 multin1_real1_keep_bjs_keep500 33.18 24.41 34.56 77.27 34.56 -1.64 3.34 60.30 47.03
74 multin_zz1000_61004_overnight_pv_rm_fnd_blc 32.52 23.75 33.90 76.61 33.90 -2.31 2.68 59.64 46.37
75 multin_zz1000_61002_overnight_pv_rm_fnd_blc 32.52 23.75 33.90 76.61 33.90 -2.31 2.68 59.64 46.37
76 multin_zz1000_61001_pv_rm_fnd_blc 32.08 23.31 33.46 76.17 33.46 -2.75 2.24 59.20 45.93
77 multin_zz1000_61002_overnight_pv_rm_fnd 31.98 23.21 33.36 76.07 33.36 -2.85 2.14 59.10 45.83
78 multin_zz1000_61004_overnight_pv_rm_fnd 31.98 23.21 33.36 76.07 33.36 -2.85 2.14 59.10 45.83
79 multin_zz1000_61001_pv_rm_fnd 31.76 22.99 33.14 75.85 33.14 -3.07 1.92 58.88 45.61
80 multin_zz1000_61006_halfhalf_usualv2 31.03 22.25 32.40 75.12 32.40 -3.80 1.18 58.15 44.88
81 multin1_real1_rzrq_keep_bjs 30.63 21.86 32.01 74.72 32.01 -4.20 0.79 57.75 44.48
82 multin_zz1000_61004_pv_rm_fnd_blc 30.43 21.66 31.81 74.52 31.81 -4.39 0.59 57.55 44.28
83 multin_zz1000_61002_pv_rm_fnd_blc 30.43 21.66 31.81 74.52 31.81 -4.39 0.59 57.55 44.28
84 multin_zz1000_61002_pv_rm_fnd 30.08 21.31 31.46 74.17 31.46 -4.74 0.24 57.20 43.93
85 multin_zz1000_61004_pv_rm_fnd 30.08 21.31 31.46 74.17 31.46 -4.74 0.24 57.20 43.93
86 multin_zz1000_61005_score_pv_z_top500rnk 29.64 20.87 31.02 73.73 31.01 -5.19 -0.21 56.76 43.49
87 multin_zz500_21001_tp500_rm_blc 29.12 20.34 30.49 73.21 30.49 -5.71 -0.73 56.24 42.97
88 multin_zz1000_71001_barra_growth_botG 29.08 20.31 30.46 73.17 30.46 -5.75 -0.76 56.20 42.93
89 multin_zz1000_61004_idxctrl_top3800_pv 28.95 20.18 30.33 73.04 30.33 -5.87 -0.89 56.07 42.80
90 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 28.74 19.97 30.12 72.83 30.11 -6.09 -1.11 55.86 42.59
91 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 28.69 19.92 30.07 72.78 30.07 -6.13 -1.15 55.81 42.54
92 multin_zz1000_61001_idxctrl_top3800_pv 28.59 19.82 29.97 72.68 29.97 -6.23 -1.25 55.71 42.44
93 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 28.52 19.74 29.89 72.61 29.89 -6.31 -1.33 55.64 42.37
94 multin_zz1000_61002_idxctrl_top3800_pv 28.52 19.74 29.89 72.61 29.89 -6.31 -1.33 55.64 42.37
95 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 28.50 19.73 29.88 72.59 29.87 -6.33 -1.35 55.62 42.35
96 multin_zz1000_61003_overnight_pv_rm_fnd_blc 28.45 19.68 29.83 72.54 29.83 -6.37 -1.39 55.57 42.30
97 multin1_real2_overnight 28.45 19.68 29.83 72.54 29.83 -6.37 -1.39 55.57 42.30
98 multin_zz1000_71002_barraindus_食品饮料_pv_z 28.14 19.36 29.51 72.23 29.51 -6.69 -1.71 55.25 41.98
99 multin_zz1000_61003_overnight_pv_rm_fnd 27.71 18.93 29.08 71.80 29.08 -7.12 -2.14 54.82 41.55
100 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 27.48 18.70 28.85 71.57 28.85 -7.35 -2.37 54.59 41.32
101 multin_zz1000_61005_score_pv_z_top1000rnk 27.14 18.37 28.52 71.23 28.52 -7.69 -2.70 54.26 40.99
102 multin_zz1000_61003_pv_rm_fnd_blc 26.81 18.04 28.19 70.90 28.19 -8.02 -3.03 53.93 40.66
103 multin1_real2 26.81 18.04 28.19 70.90 28.19 -8.02 -3.03 53.93 40.66
104 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 26.57 17.80 27.95 70.66 27.95 -8.26 -3.27 53.69 40.42
105 multin_zz1000_61001_idxctrl_50010002000_pv 26.57 17.80 27.95 70.66 27.95 -8.26 -3.27 53.69 40.42
106 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 26.55 17.78 27.93 70.64 27.93 -8.27 -3.29 53.67 40.40
107 mx_opt2_dyna_500_v2 26.46 17.69 27.84 70.55 27.84 -8.37 -3.38 53.58 40.31
108 multin_zz1000_61003_pv_rm_fnd 26.26 17.48 27.64 70.35 27.63 -8.57 -3.59 53.38 40.11
109 multin_zz500_21001_tp200_rm_blc 25.99 17.22 27.37 70.08 27.37 -8.84 -3.85 53.11 39.84
110 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.86 17.09 27.24 69.95 27.24 -8.97 -3.98 52.98 39.71
111 multin_zz1000_61002_idxctrl_50010002000_pv 25.79 17.02 27.17 69.88 27.17 -9.03 -4.05 52.91 39.64
112 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 25.72 16.95 27.10 69.81 27.09 -9.11 -4.13 52.84 39.57
113 mx_opt3_usual_300_v2 25.67 16.89 27.04 69.76 27.04 -9.16 -4.18 52.79 39.52
114 multin_zz1000_61005_score_pv_z_top2000rnk 25.66 16.88 27.03 69.75 27.03 -9.17 -4.19 52.78 39.51
115 multin_zz1000_71001_barra_liquidity_botG 25.51 16.73 26.88 69.60 26.88 -9.32 -4.34 52.63 39.36
116 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 25.49 16.72 26.87 69.58 26.87 -9.34 -4.35 52.61 39.34
117 multin_zz1000_71001_barra_residualvolatility_botG 25.37 16.60 26.75 69.46 26.75 -9.46 -4.47 52.49 39.22
118 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 25.24 16.46 26.61 69.33 26.61 -9.59 -4.61 52.35 39.09
119 mx_opt_zz500_pv_z_v10_stable_4 25.16 16.39 26.54 69.25 26.54 -9.67 -4.68 52.28 39.01
120 multin_zz1000_61004_pv_rm_fnd_blc2 25.09 16.32 26.47 69.18 26.46 -9.74 -4.76 52.21 38.94
121 multin_zz500_61002_idxctrl_zz500_pv 25.04 16.27 26.42 69.13 26.41 -9.79 -4.81 52.16 38.89
122 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 25.04 16.26 26.41 69.13 26.41 -9.79 -4.81 52.16 38.89
123 multin_zz1000_61004_idxctrl_50010002000_pv 24.97 16.19 26.34 69.06 26.34 -9.86 -4.88 52.09 38.82
124 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.93 16.16 26.31 69.02 26.31 -9.90 -4.91 52.05 38.78
125 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 24.33 15.56 25.71 68.42 25.71 -10.50 -5.51 51.45 38.18
126 mx_opt_zz1000_pv_z_v12_stable_4 24.20 15.43 25.58 68.29 25.58 -10.62 -5.64 51.32 38.05
127 multin_zz500_61001_idxctrl_zz500_pv 24.20 15.43 25.58 68.29 25.58 -10.63 -5.64 51.32 38.05
128 multin_zz1000_71002_barraindus_家用电器_pv_z 24.11 15.34 25.49 68.20 25.49 -10.72 -5.73 51.23 37.96
129 multin_zz1000_71002_barraindus_银行_pv_z 24.08 15.31 25.46 68.17 25.45 -10.75 -5.77 51.20 37.93
130 multin_zz500_61004_idxctrl_zz500_pv 23.75 14.97 25.12 67.84 25.12 -11.08 -6.10 50.87 37.60
131 multin_zz1000_61003_pv_rm_fnd_blc2 23.41 14.64 24.79 67.50 24.79 -11.42 -6.43 50.53 37.26
132 mx_opt_zz1000_pv_v4_stable_4 22.79 14.02 24.17 66.88 24.17 -12.04 -7.05 49.91 36.64
133 mx_opt3_usual_1000_v1 22.23 13.46 23.61 66.32 23.61 -12.60 -7.61 49.35 36.08
134 multin_zz1000_71001_barra_leverage_botG 21.18 12.41 22.56 65.27 22.56 -13.65 -8.66 48.30 35.03
135 multin1_real0 20.67 11.90 22.05 64.76 22.04 -14.16 -9.18 47.79 34.52
136 multin1_real0_中性 20.67 11.90 22.05 64.76 22.04 -14.16 -9.18 47.79 34.52
137 multin_zz1000_61004_idscapctrl_pv_rm_blc2 20.64 11.87 22.02 64.73 22.02 -14.19 -9.20 47.76 34.49
138 mx_opt3_usual_1000_v2 20.00 11.23 21.38 64.09 21.38 -14.83 -9.84 47.12 33.85
139 mx_opt2_dyna_1000_v2 19.64 10.87 21.02 63.73 21.01 -15.19 -10.21 46.76 33.49
140 mx_opt_zz1000_pv_z_v8_stable_4 19.59 10.82 20.97 63.68 20.96 -15.24 -10.26 46.71 33.44
141 mx_opt_zz1000_pv_z_v10_stable_4 19.56 10.78 20.94 63.65 20.93 -15.27 -10.29 46.68 33.41
142 multin_zz1000_61004_idscapctrl_pv 19.04 10.27 20.42 63.13 20.41 -15.79 -10.81 46.16 32.89
143 multin_zz1000_61002_idscapctrl_pv 19.04 10.27 20.42 63.13 20.41 -15.79 -10.81 46.16 32.89
144 multin_zz1000_61002_idscapctrl_pv_rm_blc 18.85 10.08 20.23 62.94 20.23 -15.97 -10.99 45.97 32.70
145 multin_zz1000_61004_idscapctrl_pv_rm_blc 18.85 10.08 20.23 62.94 20.23 -15.97 -10.99 45.97 32.70
146 multin_zz1000_61001_idscapctrl_pv 18.80 10.03 20.18 62.89 20.18 -16.03 -11.04 45.92 32.65
147 multin_zz1000_21001_tp1000_rm_blc 18.64 9.87 20.02 62.73 20.02 -16.18 -11.20 45.76 32.49
148 multin_zz1000_61001_idscapctrl_pv_rm_blc 18.62 9.85 20.00 62.71 20.00 -16.21 -11.22 45.74 32.47
149 mx_opt_zz1000_pv_v1_stable_4 18.24 9.47 19.62 62.33 19.61 -16.59 -11.61 45.36 32.09
150 mx_opt_zz1000_pv_v2_stable_4 18.24 9.47 19.62 62.33 19.62 -16.59 -11.60 45.36 32.09
151 mx_opt_zz1000_pv_z_v9_stable_4 17.31 8.54 18.69 61.40 18.69 -17.51 -12.53 44.43 31.16
152 multin_zz1000_71002_barraindus_有色金属_pv_z 16.97 8.20 18.35 61.06 18.34 -17.86 -12.88 44.09 30.82
153 multin_zz1000_71002_barraindus_轻工制造_pv_z 16.53 7.76 17.91 60.62 17.91 -18.30 -13.31 43.65 30.38
154 multin1_real0_overnight_中性 15.98 7.21 17.36 60.07 17.36 -18.85 -13.86 43.10 29.83
155 multin1_real0_overnight 15.98 7.21 17.36 60.07 17.36 -18.85 -13.86 43.10 29.83
156 multin_zz1000_21001_tp1000 14.09 5.32 15.47 58.18 15.47 -20.73 -15.75 41.21 27.94
157 multin_zz1000_71001_barra_momentum_botG 14.07 5.29 15.44 58.16 15.44 -20.76 -15.78 41.19 27.92
158 mx_opt_zz1000_pv_v3_stable_4 13.81 5.03 15.18 57.90 15.18 -21.02 -16.04 40.93 27.66
159 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 13.29 4.52 14.67 57.38 14.67 -21.54 -16.55 40.41 27.14
160 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 12.90 4.13 14.28 56.99 14.28 -21.92 -16.94 40.02 26.75
161 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 12.81 4.03 14.18 56.90 14.18 -22.02 -17.04 39.92 26.66
162 multin_zz1000_61006_halfhalf_stable4 12.53 3.76 13.91 56.62 13.91 -22.30 -17.31 39.65 26.38
163 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 12.03 3.25 13.40 56.12 13.40 -22.80 -17.82 39.15 25.88
164 multin_zz1000_71001_barra_growth_topG 11.96 3.18 13.33 56.05 13.33 -22.87 -17.89 39.07 25.81
165 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 11.80 3.03 13.18 55.89 13.18 -23.03 -18.04 38.92 25.65
166 multin_zz1000_71001_barra_nonlinearsize_topG 11.70 2.93 13.08 55.79 13.08 -23.12 -18.14 38.82 25.55
167 multin_zz1000_61002_idxctrl_pv_rm_blc 11.56 2.78 12.93 55.65 12.93 -23.27 -18.29 38.68 25.41
168 multin_zz1000_61004_idxctrl_pv_rm_blc 11.56 2.78 12.93 55.65 12.93 -23.27 -18.29 38.68 25.41
169 mx_opt_zz1000_pv_z_v5_stable_4 11.30 2.52 12.67 55.39 12.67 -23.53 -18.55 38.42 25.15
170 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 11.10 2.32 12.47 55.19 12.47 -23.73 -18.75 38.22 24.95
171 multin_zz1000_61004_idxctrl_pv 11.00 2.22 12.37 55.09 12.37 -23.83 -18.85 38.11 24.84
172 multin_zz1000_61002_idxctrl_pv 11.00 2.22 12.37 55.09 12.37 -23.83 -18.85 38.11 24.84
173 multin_zz1000_61001_idxctrl_pv_rm_blc 10.90 2.13 12.28 54.99 12.28 -23.93 -18.94 38.02 24.75
174 mx_opt_zz500_pv_z_v12_stable_4 10.50 1.72 11.88 54.59 11.87 -24.33 -19.35 37.62 24.35
175 multin_zz1000_61001_idxctrl_pv 10.31 1.54 11.69 54.40 11.69 -24.52 -19.53 37.43 24.16
176 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 9.74 0.97 11.12 53.83 11.12 -25.09 -20.10 36.86 23.59
177 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 9.74 0.97 11.12 53.83 11.12 -25.09 -20.10 36.86 23.59
178 multin_zz500_21001_tp200 9.72 0.95 11.10 53.81 11.10 -25.11 -20.12 36.84 23.57
179 multin_zz1000_71002_barraindus_综合_pv_z 9.49 0.71 10.86 53.58 10.86 -25.34 -20.36 36.60 23.33
180 multin_zz1000_61004_idscapctrl_pv_rm_fnd 9.20 0.42 10.58 53.29 10.57 -25.63 -20.65 36.32 23.05
181 multin_zz1000_61002_idscapctrl_pv_rm_fnd 9.20 0.42 10.58 53.29 10.57 -25.63 -20.65 36.32 23.05
182 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 8.79 0.02 10.17 52.88 10.17 -26.04 -21.05 35.91 22.64
183 multin1_real3 8.79 0.02 10.17 52.88 10.17 -26.04 -21.05 35.91 22.64
184 mx_opt_zz1000_pv_z_v12_aggressive_stable_4 8.73 -0.05 10.11 52.82 10.10 -26.10 -21.12 35.85 22.58
185 multin_zz1000_71002_barraindus_钢铁_pv_z 8.45 -0.32 9.83 52.54 9.83 -26.38 -21.39 35.57 22.30
186 multin_zz1000_61001_idscapctrl_pv_rm_fnd 8.21 -0.57 9.58 52.30 9.58 -26.62 -21.64 35.32 22.06
187 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 7.97 -0.80 9.35 52.06 9.35 -26.86 -21.87 35.09 21.82
188 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 7.61 -1.17 8.98 51.70 8.98 -27.22 -22.24 34.73 21.46
189 multin_zz1000_71002_barraindus_机械设备_pv_z 7.50 -1.27 8.88 51.59 8.88 -27.33 -22.34 34.62 21.35
190 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.35 -1.42 8.73 51.44 8.73 -27.48 -22.49 34.47 21.20
191 multin_zz1000_71001_barra_leverage_topG 7.06 -1.71 8.44 51.15 8.44 -27.77 -22.78 34.18 20.91
192 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 6.97 -1.81 8.34 51.06 8.34 -27.86 -22.88 34.08 20.82
193 multin_zz1000_71002_barraindus_基础化工_pv_z 6.91 -1.86 8.29 51.00 8.29 -27.92 -22.93 34.03 20.76
194 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 6.75 -2.02 8.13 50.84 8.13 -28.08 -23.09 33.87 20.60
195 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.73 -2.04 8.11 50.82 8.11 -28.10 -23.11 33.85 20.58
196 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 6.35 -2.43 7.73 50.44 7.72 -28.48 -23.50 33.47 20.20
197 mx_opt1_absdef_500_v2 6.29 -2.48 7.67 50.38 7.67 -28.54 -23.55 33.41 20.14
198 multin_zz1000_61002_idxctrl_zz1000_pv 6.19 -2.58 7.57 50.28 7.56 -28.64 -23.66 33.31 20.04
199 multin_zz1000_61001_idxctrl_zz1000_pv 5.78 -3.00 7.15 49.87 7.15 -29.05 -24.07 32.89 19.63
200 multin_zz1000_61004_idxctrl_zz1000_pv 5.63 -3.14 7.01 49.72 7.01 -29.20 -24.21 32.75 19.48
201 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 5.41 -3.36 6.79 49.50 6.79 -29.42 -24.43 32.53 19.26
202 mx_opt_zz1000_pv_z_v1_stable_4 5.22 -3.56 6.59 49.31 6.59 -29.61 -24.63 32.34 19.07
203 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 4.83 -3.94 6.21 48.92 6.20 -30.00 -25.01 31.95 18.68
204 multin_zz500_61007_mix6 4.62 -4.15 6.00 48.71 6.00 -30.21 -25.22 31.74 18.47
205 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 4.37 -4.40 5.75 48.46 5.75 -30.46 -25.47 31.49 18.22
206 mx_opt_zz500_pv_z_v11_stable_4 4.01 -4.77 5.38 48.10 5.38 -30.82 -25.84 31.13 17.86
207 multin_zz1000_61007_mix6 3.84 -4.93 5.22 47.93 5.22 -30.99 -26.00 30.96 17.69
208 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 3.80 -4.97 5.18 47.89 5.17 -31.03 -26.05 30.92 17.65
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 3.58 -5.20 4.95 47.67 4.95 -31.25 -26.27 30.69 17.42
210 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 3.45 -5.33 4.82 47.54 4.82 -31.38 -26.40 30.57 17.30
211 multin_zz1000_71002_barraindus_公用事业_pv_z 3.22 -5.55 4.60 47.31 4.60 -31.61 -26.62 30.34 17.07
212 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 2.93 -5.84 4.31 47.02 4.31 -31.89 -26.91 30.05 16.78
213 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 1.84 -6.93 3.22 45.94 3.22 -32.98 -28.00 28.96 15.69
214 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 1.74 -7.04 3.11 45.83 3.11 -33.09 -28.11 28.86 15.59
215 mx_opt_zz1000_pv_z_v4_stable_4 1.74 -7.04 3.11 45.83 3.11 -33.09 -28.11 28.86 15.59
216 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 1.14 -7.63 2.52 45.23 2.51 -33.69 -28.70 28.26 14.99
217 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 0.94 -7.83 2.32 45.03 2.32 -33.88 -28.90 28.06 14.79
218 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 0.94 -7.83 2.32 45.03 2.32 -33.88 -28.90 28.06 14.79
219 multin_zz1000_71001_barra_btop_topG 0.79 -7.98 2.17 44.88 2.17 -34.04 -29.05 27.91 14.64
220 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 0.36 -8.41 1.74 44.45 1.74 -34.46 -29.48 27.48 14.21
221 multin_zz1000_61002_idxctrl_pv_rm_fnd 0.12 -8.65 1.50 44.21 1.50 -34.71 -29.72 27.24 13.97
222 multin_zz1000_61004_idxctrl_pv_rm_fnd 0.12 -8.65 1.50 44.21 1.50 -34.71 -29.72 27.24 13.97
223 mx_opt_zz1000_pv_z_v11_stable_4 -0.24 -9.01 1.14 43.85 1.14 -35.07 -30.08 26.88 13.61
224 multin_zz1000_61001_idxctrl_pv_rm_fnd -0.53 -9.30 0.85 43.56 0.85 -35.36 -30.37 26.59 13.32
225 multin_zz1000_71001_barra_residualvolatility_topG -1.55 -10.33 -0.18 42.54 -0.18 -36.38 -31.40 25.56 12.29
226 mx_opt_zz1000_z_v4_stable_4 -1.76 -10.54 -0.39 42.33 -0.39 -36.59 -31.61 25.35 12.08
227 multin_zz1000_61006_halfhalf -1.92 -10.69 -0.54 42.17 -0.54 -36.74 -31.76 25.20 11.93
228 multin_zz1000_71001_barra_earningsyield_topG -2.10 -10.87 -0.72 41.99 -0.72 -36.93 -31.94 25.02 11.75
229 multin_zz1000_71001_barra_liquidity_topG -2.37 -11.14 -0.99 41.72 -0.99 -37.20 -32.21 24.75 11.48
230 multin_zz1000_71001_barra_size_topG -2.63 -11.40 -1.25 41.46 -1.25 -37.46 -32.47 24.49 11.22
231 mx_opt_zz1000_pv_z_v7_stable_4 -2.82 -11.59 -1.44 41.27 -1.44 -37.65 -32.66 24.30 11.03
232 multin_zz1000_71001_barra_btop_botG -3.65 -12.42 -2.27 40.44 -2.27 -38.47 -33.49 23.47 10.20
233 mx_opt_zz1000_pv_z_v3_stable_4 -3.70 -12.48 -2.33 40.39 -2.33 -38.53 -33.55 23.42 10.15
234 multin_zz1000_71002_barraindus_电子_pv_z -3.95 -12.72 -2.57 40.14 -2.57 -38.78 -33.79 23.17 9.90
235 multin_zz1000_71002_barraindus_医药生物_pv_z -4.78 -13.56 -3.41 39.31 -3.41 -39.61 -34.63 22.33 9.06
236 mx_opt1_absdef_1000_v2 -5.06 -13.83 -3.68 39.03 -3.68 -39.89 -34.90 22.06 8.79
237 mx_opt_zz1000_pv_z_v6_stable_4 -5.76 -14.54 -4.39 38.33 -4.39 -40.59 -35.61 21.36 8.09
238 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -6.38 -15.15 -5.00 37.71 -5.01 -41.21 -36.23 20.74 7.47
239 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.67 -15.45 -5.30 37.42 -5.30 -41.50 -36.52 20.44 7.17
240 multin_zz1000_71001_barra_beta_botG -6.70 -15.47 -5.32 37.39 -5.32 -41.52 -36.54 20.42 7.15
241 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -6.94 -15.71 -5.56 37.15 -5.56 -41.77 -36.78 20.18 6.91
242 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -7.16 -15.93 -5.78 36.93 -5.79 -41.99 -37.00 19.96 6.69
243 mx_opt_zz1000_z_v2_stable_4 -7.44 -16.22 -6.07 36.65 -6.07 -42.27 -37.29 19.68 6.41
244 mx_opt_zz1000_z_v1_stable_4 -7.52 -16.29 -6.14 36.57 -6.14 -42.35 -37.36 19.60 6.33
245 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -7.57 -16.35 -6.20 36.52 -6.20 -42.40 -37.42 19.54 6.27
246 mx_opt_zz1000_z_v3_stable_4 -7.76 -16.54 -6.39 36.33 -6.39 -42.59 -37.61 19.36 6.09
247 mx_opt_zz1000_pv_z_v2_stable_4 -7.78 -16.55 -6.40 36.31 -6.41 -42.61 -37.63 19.34 6.07
248 mx_opt_zz500_pv_z_v13_stable_4 -8.14 -16.91 -6.76 35.95 -6.76 -42.96 -37.98 18.98 5.71
249 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -8.26 -17.03 -6.88 35.83 -6.88 -43.08 -38.10 18.86 5.59
250 mx_opt1_absdef_50_v2 -11.15 -19.92 -9.77 32.94 -9.77 -45.97 -40.99 15.97 2.70
251 mx_opt_zz1000_hssanbai -11.39 -20.16 -10.01 32.70 -10.01 -46.22 -41.23 15.73 2.46
252 mx_opt_hs300_stable_4 -11.39 -20.16 -10.01 32.70 -10.01 -46.22 -41.23 15.73 2.46
253 multin_zz1000_71002_barraindus_建筑材料_pv_z -12.08 -20.85 -10.70 32.01 -10.70 -46.91 -41.92 15.04 1.77
254 multin_zz1000_71002_barraindus_电气设备_pv_z -14.57 -23.35 -13.20 29.52 -13.20 -49.40 -44.42 12.55 -0.72
255 mx_opt_zz1000_pv_z_v13_stable_4 -16.65 -25.43 -15.28 27.44 -15.28 -51.48 -46.50 10.46 -2.80
256 multin_zz1000_71001_barra_momentum_topG -20.35 -29.12 -18.97 23.74 -18.97 -55.18 -50.19 6.77 -6.50
257 multin_zz1000_71002_barraindus_农林牧渔_pv_z -26.65 -35.42 -25.27 17.44 -25.27 -61.47 -56.49 0.47 -12.80
258 multin_zz1000_71002_barraindus_黑色金属_pv_z -33.87 -42.64 -32.49 10.22 -32.50 -68.70 -63.71 -6.75 -20.02
259 multin_zz1000_71002_barraindus_化工_pv_z -40.19 -48.97 -38.82 3.90 -38.82 -75.02 -70.04 -13.07 -26.34
260 mx_opt1_absdef_300_v2 -40.40 -49.17 -39.02 3.69 -39.03 -75.23 -70.25 -13.28 -26.55
261 mx_opt1_absdef_zz1000_hssanbai_v2 -40.40 -49.17 -39.02 3.69 -39.03 -75.23 -70.25 -13.28 -26.55
262 multin_zz1000_61008_multistrategy_baseline -40.40 -49.17 -39.02 3.69 -39.03 -75.23 -70.25 -13.28 -26.55
263 multin_zz1000_71002_barraindus_非银金融_pv_z -43.65 -52.43 -42.28 0.44 -42.28 -78.48 -73.50 -16.54 -29.80
264 multin_zz1000_71002_barraindus_商业贸易_pv_z -51.22 -59.99 -49.84 -7.13 -49.84 -86.05 -81.06 -24.10 -37.37
265 multin_zz1000_71002_barraindus_煤炭_pv_z -53.00 -61.78 -51.63 -8.91 -51.63 -87.83 -82.85 -25.88 -39.15
266 multin_zz1000_71002_barraindus_石油石化_pv_z -53.70 -62.47 -52.32 -9.61 -52.33 -88.53 -83.55 -26.58 -39.85
267 multin_zz1000_71002_barraindus_电力设备_pv_z -56.64 -65.42 -55.26 -12.55 -55.27 -91.47 -86.49 -29.52 -42.79
268 multin_zz1000_71001_barra_beta_topG -59.50 -68.27 -58.12 -15.41 -58.12 -94.32 -89.34 -32.38 -45.65