Diversified Multi-factor Investor是有High active share, and a relatively low target active risk，意思是active share还是比较高的（相比factor neutral and diversified stock picks）。因为会在factor内部挑选个股，那这里分散化最好的事closet indexer，对应的Max. risk contribution, single security是1，那理应来说Diversified Multi-factor Investor（紫色的地方）Max. risk contribution, single security应该比1大呀
