,annual_return,annual_volatility,sharpe_ratio,max_drawdown,win_rate,calmar_ratio,method_name
benchmark,0.16959343015070383,0.0012059418446126186,115.7546947842622,0.0,1.0,0.0,
value,0.2034618896532987,0.01075798517962486,16.12401269912769,0.0,1.0,0,传统价值因子
quality,0.18768875921063954,0.006315441071302253,24.96876424469968,0.0,1.0,0,质量因子
growth,0.18928041599448808,0.009635632512375357,16.530353953403583,0.0,1.0,0,成长因子
policy,0.1766080403659145,0.00981851876034096,14.931787975809025,0.0,1.0,0,政策驱动
soe,0.1730343098942193,0.01188679544615582,12.033042087930982,0.0,1.0,0,国企改革
specialized,0.18185801860952955,0.009455985794067938,16.059459258578332,0.0,1.0,0,专精特新
sentiment,0.21567747654272562,0.009777117222940546,18.991024890962862,0.0,1.0,0,情绪因子
composite,0.22247923305200845,0.006907775696969079,27.86414057081536,0.0,1.0,0,综合因子