| 风格因子 | 近1月 | 近3月 | 今年 | 全历史 |
|---|---|---|---|---|
| 市值 | -3.53% | -4.05% | -3.74% | -76.81% |
| 价值(BP) | +0.00% | -0.21% | +0.05% | +14.10% |
| 成长 | +0.11% | +0.57% | -0.01% | +121.63% |
| 动量 | +0.26% | -0.73% | +0.10% | +22.48% |
| 波动率 | -0.34% | -0.11% | -0.62% | -38.95% |
| 流动性 | -0.94% | -0.58% | -0.64% | -74.97% |
| 盈利 | +0.77% | +1.85% | +0.58% | +33.49% |
| 杠杆 | +0.04% | -1.10% | +0.03% | +10.56% |
| Beta | -1.00% | -1.00% | -0.81% | +188.26% |
| 非线性市值 | +1.06% | +0.98% | +1.21% | -44.44% |
| 下行Beta | +0.93% | +2.30% | +0.82% | +1.52% |