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_20260305_175825
0 multin_zz1000_71001_barra_momentum_topG 49.00 69.67 145.46 45.47 145.45 18.67 -32.65 -22.97 -13.72
1 multin_zz1000_71001_barra_liquidity_botG 13.44 34.10 109.89 9.90 109.89 -16.90 -68.22 -58.54 -49.28
2 multin_zz1000_71001_barra_leverage_topG 6.39 27.05 102.84 2.85 102.84 -23.95 -75.27 -65.59 -56.33
3 multin_zz1000_71001_barra_growth_topG -0.49 20.18 95.96 -4.03 95.96 -30.83 -82.14 -72.46 -63.21
4 multin_zz1000_71001_barra_nonlinearsize_topG -7.86 12.81 88.59 -11.39 88.59 -38.20 -89.51 -79.83 -70.58
5 multin_zz1000_71001_barra_btop_topG -9.30 11.36 87.15 -12.84 87.15 -39.64 -90.96 -81.28 -72.02
6 multin_zz1000_71001_barra_size_topG -11.35 9.32 85.10 -14.88 85.10 -41.69 -93.00 -83.32 -74.07
7 multin_zz1000_71001_barra_residualvolatility_topG -25.70 -5.03 70.76 -29.23 70.75 -56.03 -107.35 -97.67 -88.42
8 multin_zz1000_71001_barra_earningsyield_topG -26.57 -5.91 69.88 -30.11 69.88 -56.91 -108.23 -98.54 -89.29
9 multin_zz1000_71001_barra_beta_botG -83.56 -62.90 12.89 -87.10 12.89 -113.90 -165.22 -155.54 -146.28