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_20260119_151535
0 multin_zz1000_71001_barra_leverage_topG 99.01 73.93 142.46 136.70 142.46 21.82 1.95 86.56 145.19
1 multin_zz1000_71001_barra_earningsyield_topG 88.50 63.42 131.95 126.19 131.95 11.31 -8.56 76.05 134.68
2 multin_zz1000_71001_barra_btop_topG 83.76 58.69 127.21 121.45 127.21 6.57 -13.30 71.31 129.94
3 multin_zz1000_71001_barra_beta_botG 73.62 48.54 117.06 111.30 117.06 -3.58 -23.45 61.16 119.79
4 multin_zz1000_71001_barra_liquidity_botG 64.74 39.66 108.19 102.43 108.19 -12.45 -32.32 52.29 110.92
5 multin_zz1000_71001_barra_momentum_topG 57.81 32.73 101.25 95.49 101.25 -19.39 -39.26 45.35 103.98
6 multin_zz1000_71001_barra_nonlinearsize_topG 23.06 -2.02 66.51 60.75 66.50 -54.14 -74.00 10.61 69.24
7 multin_zz1000_71001_barra_growth_topG 15.02 -10.06 58.46 52.71 58.46 -62.18 -82.04 2.57 61.20
8 multin_zz1000_71001_barra_residualvolatility_topG 12.23 -12.85 55.68 49.92 55.68 -64.96 -84.83 -0.22 58.41
9 multin_zz1000_71001_barra_size_topG -0.18 -25.26 43.26 37.51 43.26 -77.38 -97.25 -12.64 46.00