| Factor name | Sequence description | Average yield | CH3 Alpha |
||||
|---|---|---|---|---|---|---|---|
| Last January | Last March | Nearly 1 year | 2007 present | 2000 present | |||
| Factor name | Sequence description | Average yield | CH3 Alpha |
||||
|---|---|---|---|---|---|---|---|
| Last January | Last March | Nearly 1 year | 2007 present | 2000 present | |||
| H-L1 | |||||||
| H-L2 | |||||||
| H-L3 | 4.67% | -0.20% | 0.04% | -0.96% (-1.30) | -0.96% (-1.30) | -0.96% (-1.30) | |
