In [3]:
bt = get_backtest('5a10aabd4ce931411f988252')
100% Time: 0:00:57|###########################################################|
In [ ]:
bt.create_full_tear_sheet()
bt.create_perf_attrib_tear_sheet()
| Start date | 2015-01-06 |
|---|---|
| End date | 2017-11-17 |
| Total months | 34 |
| Backtest | |
| Annual return | 5.8% |
| Cumulative returns | 17.6% |
| Annual volatility | 5.2% |
| Sharpe ratio | 1.11 |
| Calmar ratio | 1.45 |
| Stability | 0.94 |
| Max drawdown | -4.0% |
| Omega ratio | 1.20 |
| Sortino ratio | 1.77 |
| Skew | 0.49 |
| Kurtosis | 1.90 |
| Tail ratio | 1.25 |
| Daily value at risk | -0.6% |
| Gross leverage | 1.00 |
| Daily turnover | 17.5% |
| Alpha | 0.06 |
| Beta | -0.04 |
| Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
|---|---|---|---|---|---|
| 0 | 4.00 | 2015-03-26 | 2015-07-23 | 2015-09-25 | 132 |
| 1 | 3.16 | 2017-08-17 | 2017-09-07 | 2017-10-23 | 48 |
| 2 | 3.04 | 2016-05-09 | 2016-08-18 | 2016-10-12 | 113 |
| 3 | 2.65 | 2016-03-23 | 2016-04-29 | 2016-05-09 | 34 |
| 4 | 2.32 | 2017-04-28 | 2017-05-16 | 2017-06-09 | 31 |
| Stress Events | mean | min | max |
|---|---|---|---|
| Fall2015 | 0.12% | -0.43% | 1.08% |
| New Normal | 0.02% | -1.02% | 1.82% |
| Top 10 long positions of all time | max |
|---|---|
| ALNY-26335 | 0.62% |
| SWN-7244 | 0.62% |
| KRFT-43405 | 0.58% |
| APA-448 | 0.55% |
| AMP-27676 | 0.52% |
| CPG-46206 | 0.51% |
| WMB-8214 | 0.51% |
| WFT-19336 | 0.51% |
| MRO-5035 | 0.51% |
| DVN-2368 | 0.51% |
| Top 10 short positions of all time | max |
|---|---|
| GEVA-42112 | -0.88% |
| GMCR-9736 | -0.69% |
| ANAC-40442 | -0.67% |
| IONS-4031 | -0.61% |
| SWN-7244 | -0.57% |
| MRO-5035 | -0.57% |
| ALR-15575 | -0.57% |
| W-47833 | -0.56% |
| NKTR-24572 | -0.56% |
| TECK-31886 | -0.56% |
| Top 10 positions of all time | max |
|---|---|
| GEVA-42112 | 0.88% |
| GMCR-9736 | 0.69% |
| ANAC-40442 | 0.67% |
| ALNY-26335 | 0.62% |
| SWN-7244 | 0.62% |
| IONS-4031 | 0.61% |
| KRFT-43405 | 0.58% |
| MRO-5035 | 0.57% |
| ALR-15575 | 0.57% |
| W-47833 | 0.56% |
| All positions ever held | max |
|---|---|
| GEVA-42112 | 0.88% |
| GMCR-9736 | 0.69% |
| ANAC-40442 | 0.67% |
| ALNY-26335 | 0.62% |
| SWN-7244 | 0.62% |
| IONS-4031 | 0.61% |
| KRFT-43405 | 0.58% |
| MRO-5035 | 0.57% |
| ALR-15575 | 0.57% |
| W-47833 | 0.56% |
| NKTR-24572 | 0.56% |
| TECK-31886 | 0.56% |
| APA-448 | 0.55% |
| EXEL-21383 | 0.55% |
| AKRX-270 | 0.55% |
| HZNP-41766 | 0.55% |
| ACAD-26322 | 0.55% |
| WMB-8214 | 0.55% |
| RRC-19249 | 0.55% |
| JUNO-48317 | 0.54% |
| FCX-13197 | 0.54% |
| X-8329 | 0.54% |
| WLL-25707 | 0.53% |
| VRX-10908 | 0.53% |
| MBLY-47430 | 0.53% |
| KMI-40852 | 0.53% |
| MOH-25349 | 0.53% |
| N-35330 | 0.53% |
| KITE-47169 | 0.53% |
| ARG-510 | 0.53% |
| OKE-5634 | 0.53% |
| AMD-351 | 0.53% |
| HLF-26892 | 0.52% |
| SCTY-43721 | 0.52% |
| GG-22226 | 0.52% |
| RIG-9038 | 0.52% |
| NVDA-19725 | 0.52% |
| CLR-33856 | 0.52% |
| XON-45239 | 0.52% |
| AMP-27676 | 0.52% |
| WPX-42251 | 0.52% |
| WOOF-23267 | 0.52% |
| ODP-5583 | 0.52% |
| CPG-46206 | 0.51% |
| MDVN-28160 | 0.51% |
| BLUE-44935 | 0.51% |
| WFT-19336 | 0.51% |
| UAA-27822 | 0.51% |
| XPO-26287 | 0.51% |
| DVN-2368 | 0.51% |
| TEAM-49655 | 0.51% |
| WNR-27997 | 0.51% |
| OLED-14774 | 0.51% |
| NEM-5261 | 0.51% |
| CPN-35531 | 0.51% |
| DYAX-21870 | 0.51% |
| NBIX-14972 | 0.50% |
| LC-48220 | 0.50% |
| CNQ-21735 | 0.50% |
| TWTR-45815 | 0.50% |
| YELP-42596 | 0.50% |
| MENT-4794 | 0.50% |
| WPM-27437 | 0.50% |
| PVTB-20273 | 0.50% |
| TRIP-42230 | 0.50% |
| FEYE-45451 | 0.50% |
| BB-19831 | 0.50% |
| CVC-2000 | 0.50% |
| MTCH-49608 | 0.50% |
| PB-19509 | 0.50% |
| EGN-2470 | 0.50% |
| XEC-24125 | 0.50% |
| SC-46215 | 0.50% |
| APC-455 | 0.50% |
| RCPT-44689 | 0.50% |
| CHK-8461 | 0.50% |
| WYNN-24124 | 0.50% |
| CNX-24758 | 0.49% |
| FSLR-32902 | 0.49% |
| URBN-10303 | 0.49% |
| RARE-46285 | 0.49% |
| MU-5121 | 0.49% |
| S-2938 | 0.49% |
| AKS-10897 | 0.49% |
| CST-44508 | 0.49% |
| JWN-5382 | 0.49% |
| TGNA-3128 | 0.49% |
| JCP-4118 | 0.49% |
| GRUB-46693 | 0.49% |
| FANG-43512 | 0.49% |
| CACC-1216 | 0.49% |
| SKX-20284 | 0.49% |
| CXO-34440 | 0.49% |
| KING-46610 | 0.49% |
| COG-1746 | 0.49% |
| ABX-64 | 0.49% |
| LINE-27993 | 0.49% |
| AR-45618 | 0.49% |
| CAR-17991 | 0.49% |
| BAC-700 | 0.49% |
| FIZZ-6104 | 0.49% |
| SUNE-13306 | 0.49% |
| NBR-5214 | 0.49% |
| RL-24832 | 0.49% |
| SPLK-42815 | 0.48% |
| NFLX-23709 | 0.48% |
| GPOR-28116 | 0.48% |
| GPS-3321 | 0.48% |
| TSRO-43124 | 0.48% |
| FB-42950 | 0.48% |
| WDC-8132 | 0.48% |
| PAH-45531 | 0.48% |
| P-41579 | 0.48% |
| HBI-32497 | 0.48% |
| LPI-42263 | 0.48% |
| SPWR-27817 | 0.48% |
| YNDX-41484 | 0.48% |
| TEX-7408 | 0.48% |
| ARNC-2 | 0.48% |
| HFC-3620 | 0.48% |
| TRGP-40547 | 0.48% |
| SSYS-12107 | 0.48% |
| MDSO-38538 | 0.48% |
| ZG-41730 | 0.48% |
| EOG-2564 | 0.48% |
| AMZN-16841 | 0.48% |
| HII-41111 | 0.48% |
| LPLA-40445 | 0.48% |
| RES-6426 | 0.48% |
| BRCD-20061 | 0.48% |
| ENDP-21750 | 0.48% |
| ATHN-34692 | 0.48% |
| KEY-4221 | 0.48% |
| NBL-5213 | 0.48% |
| STLD-16108 | 0.48% |
| MTSI-42646 | 0.48% |
| ECA-23021 | 0.48% |
| MLM-10796 | 0.48% |
| CLVS-42166 | 0.47% |
| MRD-47126 | 0.47% |
| PBYI-42689 | 0.47% |
| RDUS-46871 | 0.47% |
| ALKS-301 | 0.47% |
| SGEN-22563 | 0.47% |
| CCJ-14479 | 0.47% |
| ALGN-22355 | 0.47% |
| DXCM-27173 | 0.47% |
| CIE-39073 | 0.47% |
| NUE-5488 | 0.47% |
| NRG-26143 | 0.47% |
| PCYC-13711 | 0.47% |
| DCI-2109 | 0.47% |
| SHO-26728 | 0.47% |
| AMBA-43495 | 0.47% |
| BHI-858 | 0.47% |
| AKAM-20680 | 0.47% |
| FLR-24833 | 0.47% |
| HRI-32887 | 0.47% |
| IBKR-33807 | 0.47% |
| SU-10533 | 0.47% |
| AEM-154 | 0.47% |
| AGIO-45143 | 0.47% |
| HUN-27030 | 0.47% |
| OPK-23120 | 0.47% |
| COTY-44909 | 0.47% |
| LOGI-16649 | 0.47% |
| ESV-2621 | 0.47% |
| TRN-7583 | 0.47% |
| CYH-21608 | 0.47% |
| CIEN-16453 | 0.47% |
| AN-410 | 0.47% |
| VRTX-8045 | 0.47% |
| GLNG-24489 | 0.47% |
| LNG-22096 | 0.47% |
| CC-49210 | 0.47% |
| GPRO-47208 | 0.47% |
| SE-33030 | 0.47% |
| QRVO-48384 | 0.47% |
| INCY-10187 | 0.47% |
| SM-4664 | 0.47% |
| FNSR-20866 | 0.47% |
| AMAT-337 | 0.47% |
| ADSK-67 | 0.47% |
| ICPT-43505 | 0.47% |
| NE-5249 | 0.47% |
| DO-13635 | 0.47% |
| SWI-38388 | 0.46% |
| PE-46989 | 0.46% |
| ALXN-14328 | 0.46% |
| MNKD-26524 | 0.46% |
| TAHO-39938 | 0.46% |
| JAZZ-33959 | 0.46% |
| PRGO-6161 | 0.46% |
| EXPE-27543 | 0.46% |
| COHR-1751 | 0.46% |
| VMC-7998 | 0.46% |
| MUR-5126 | 0.46% |
| OMF-45670 | 0.46% |
| KATE-4479 | 0.46% |
| SRPT-16999 | 0.46% |
| BMRN-20330 | 0.46% |
| WETF-31288 | 0.46% |
| FCAU-47888 | 0.46% |
| CAH-1376 | 0.46% |
| AMC-46027 | 0.46% |
| OPHT-45498 | 0.46% |
| RGLD-6455 | 0.46% |
| NFX-10231 | 0.46% |
| SAVE-41498 | 0.46% |
| NRF-26740 | 0.46% |
| MEOH-4795 | 0.46% |
| AVP-660 | 0.46% |
| H-38909 | 0.46% |
| COMM-45734 | 0.46% |
| CFX-36176 | 0.46% |
| SNDK-13940 | 0.46% |
| ALLY-46015 | 0.46% |
| BC-755 | 0.46% |
| PII-6992 | 0.46% |
| IVZ-16589 | 0.46% |
| EGO-24547 | 0.46% |
| KNX-12067 | 0.46% |
| CELG-1406 | 0.46% |
| MOS-41462 | 0.46% |
| PBF-43713 | 0.46% |
| MPC-41636 | 0.46% |
| CP-1792 | 0.46% |
| JACK-20740 | 0.46% |
| STAY-45848 | 0.46% |
| MNK-44917 | 0.46% |
| JLL-19898 | 0.46% |
| FSL-41491 | 0.46% |
| OII-5629 | 0.46% |
| AMG-17800 | 0.46% |
| CTLT-47414 | 0.46% |
| LHO-18582 | 0.46% |
| CRI-25576 | 0.46% |
| ALTR-328 | 0.46% |
| HP-3647 | 0.46% |
| NCR-16389 | 0.46% |
| FIT-49139 | 0.46% |
| EXAS-22364 | 0.46% |
| EME-14028 | 0.46% |
| FGEN-48088 | 0.46% |
| DB-23113 | 0.46% |
| FNV-41886 | 0.46% |
| JCOM-22450 | 0.46% |
| SDRL-39495 | 0.46% |
| KGC-9189 | 0.46% |
| SIG-9774 | 0.46% |
| MCK-12350 | 0.46% |
| PNRA-20133 | 0.46% |
| PAAS-13083 | 0.46% |
| HPY-27559 | 0.45% |
| LLL-18738 | 0.45% |
| SPN-14141 | 0.45% |
| BKD-27830 | 0.45% |
| SHOP-49060 | 0.45% |
| BRKR-25307 | 0.45% |
| AGN-8572 | 0.45% |
| SINA-21448 | 0.45% |
| NSC-5442 | 0.45% |
| TSLA-39840 | 0.45% |
| Z-49315 | 0.45% |
| SNI-36372 | 0.45% |
| AUY-25714 | 0.45% |
| LGF-19491 | 0.45% |
| NVRO-48025 | 0.45% |
| CVE-38896 | 0.45% |
| MSCC-5053 | 0.45% |
| CMG-28016 | 0.45% |
| MANH-18588 | 0.45% |
| CAB-26412 | 0.45% |
| EFX-2465 | 0.45% |
| ANET-47063 | 0.45% |
| EQT-2587 | 0.45% |
| CF-27558 | 0.45% |
| KR-4297 | 0.45% |
| RAX-36714 | 0.45% |
| LVS-26882 | 0.45% |
| BG-22959 | 0.45% |
| EPE-46191 | 0.45% |
| ICLR-18729 | 0.45% |
| COLM-18403 | 0.45% |
| LILA_K-49206 | 0.45% |
| KOS-41416 | 0.45% |
| GRA-3328 | 0.45% |
| AAL-45971 | 0.45% |
| JNS-24556 | 0.45% |
| OLN-5643 | 0.45% |
| JBLU-23599 | 0.45% |
| POL-22049 | 0.45% |
| STX-24518 | 0.45% |
| UTHR-20306 | 0.45% |
| LULU-34395 | 0.45% |
| SLH-33841 | 0.45% |
| THO-7433 | 0.45% |
| USG-7844 | 0.45% |
| APD-460 | 0.45% |
| AXP-679 | 0.45% |
| AVGO-38650 | 0.45% |
| DLX-2212 | 0.45% |
| PXD-17436 | 0.45% |
| VET-44278 | 0.45% |
| CFR-1427 | 0.45% |
| CREE-8459 | 0.45% |
| IDXX-3810 | 0.45% |
| CNHI-45538 | 0.45% |
| PCRX-40815 | 0.45% |
| MMYT-40028 | 0.45% |
| PTLA-44770 | 0.45% |
| ADM-128 | 0.45% |
| MFC-4809 | 0.45% |
| HXL-3738 | 0.45% |
| RS-11955 | 0.45% |
| FLT-40597 | 0.45% |
| DDR-8468 | 0.45% |
| FTI-22784 | 0.45% |
| LITE-49288 | 0.45% |
| CLNS-47230 | 0.45% |
| ASB-547 | 0.45% |
| OZRK-17264 | 0.45% |
| NOV-24809 | 0.45% |
| SPLS-7061 | 0.45% |
| HAL-3443 | 0.45% |
| HLT-45993 | 0.45% |
| MAT-4668 | 0.45% |
| CIM-35081 | 0.45% |
| QGEN-15206 | 0.45% |
| DLPH-42173 | 0.45% |
| EVHC-45269 | 0.45% |
| RLJ-41417 | 0.45% |
| UNIT-48962 | 0.45% |
| ATML-607 | 0.45% |
| TER-7401 | 0.45% |
| DDD-12959 | 0.45% |
| INOV-48629 | 0.45% |
| THC-5343 | 0.45% |
| BWLD-25642 | 0.45% |
| RNG-45521 | 0.45% |
| HQY-47397 | 0.45% |
| FAST-2696 | 0.45% |
| CBI-1287 | 0.45% |
| WLK-26563 | 0.45% |
| CIT-39053 | 0.45% |
| UBNT-42027 | 0.45% |
| TPX-25802 | 0.45% |
| PPG-6116 | 0.45% |
| RSPP-46182 | 0.45% |
| HUM-3718 | 0.45% |
| STRZ_A-32045 | 0.45% |
| ENS-26530 | 0.45% |
| WBC-34226 | 0.45% |
| MYGN-13698 | 0.45% |
| KW-35165 | 0.45% |
| INCR-48027 | 0.45% |
| NCLH-43981 | 0.45% |
| LUV-4589 | 0.45% |
| PAG-15913 | 0.45% |
| OSK-5719 | 0.44% |
| HAIN-10649 | 0.44% |
| RYN-11044 | 0.44% |
| DOW-2263 | 0.44% |
| AMGN-368 | 0.44% |
| PFPT-42825 | 0.44% |
| SIVB-6897 | 0.44% |
| KORS-42270 | 0.44% |
| IDTI-3808 | 0.44% |
| LAZ-27223 | 0.44% |
| RY-13732 | 0.44% |
| EL-13841 | 0.44% |
| COTV-50002 | 0.44% |
| QEP-39778 | 0.44% |
| FL-8383 | 0.44% |
| CVX-23112 | 0.44% |
| MELI-34525 | 0.44% |
| PAY-27206 | 0.44% |
| PDCO-26437 | 0.44% |
| WY-8326 | 0.44% |
| WDAY-43510 | 0.44% |
| PTEN-10254 | 0.44% |
| MGA-4823 | 0.44% |
| DAL-33729 | 0.44% |
| BKU-40783 | 0.44% |
| AER-32916 | 0.44% |
| DD-2119 | 0.44% |
| SLM-6935 | 0.44% |
| NTAP-13905 | 0.44% |
| LGND-12200 | 0.44% |
| AWH-32367 | 0.44% |
| ROST-6546 | 0.44% |
| AIG-239 | 0.44% |
| COF-12160 | 0.44% |
| NXPI-39994 | 0.44% |
| RICE-46240 | 0.44% |
| DOV-2262 | 0.44% |
| PGRE-48104 | 0.44% |
| BWXT-39885 | 0.44% |
| SLCA-42436 | 0.44% |
| MHK-4963 | 0.44% |
| PPC-39111 | 0.44% |
| ON-21429 | 0.44% |
| PBA-42750 | 0.44% |
| ADS-22747 | 0.44% |
| BMO-12002 | 0.44% |
| MDRX-20394 | 0.44% |
| SAM-24822 | 0.44% |
| BOKF-1024 | 0.44% |
| BMR-26548 | 0.44% |
| FOXA-12213 | 0.44% |
| SLF-21328 | 0.44% |
| LAD-16238 | 0.44% |
| TRMB-7580 | 0.44% |
| ARRS-25134 | 0.44% |
| RBC-6352 | 0.44% |
| SYNA-23398 | 0.44% |
| STI-7152 | 0.44% |
| SQ-49610 | 0.44% |
| CLB-13508 | 0.44% |
| ALK-300 | 0.44% |
| CM-17813 | 0.44% |
| AL-41280 | 0.44% |
| EEFT-16609 | 0.44% |
| ATR-8783 | 0.44% |
| CYT-10590 | 0.44% |
| NAVI-46782 | 0.44% |
| TXT-7674 | 0.44% |
| SAFM-6624 | 0.44% |
| LANC-4355 | 0.44% |
| MMS-24794 | 0.44% |
| IAC-26470 | 0.44% |
| ULTA-34953 | 0.44% |
| VLO-7990 | 0.44% |
| MFA-18590 | 0.44% |
| MKSI-19909 | 0.44% |
| SHW-6868 | 0.44% |
| GE-3149 | 0.44% |
| OI-5626 | 0.44% |
| UAL-28051 | 0.44% |
| VFC-7949 | 0.44% |
| BPOP-1062 | 0.44% |
| WCN-38453 | 0.44% |
| HES-216 | 0.44% |
| DNR-15789 | 0.44% |
| BMY-980 | 0.44% |
| ABMD-53 | 0.44% |
| LB-4564 | 0.44% |
| NVAX-14112 | 0.44% |
| NOW-43127 | 0.44% |
| CMPR-27674 | 0.44% |
| GWR-15139 | 0.44% |
| VAC-42125 | 0.44% |
| GPC-3306 | 0.44% |
| BNS-1010 | 0.44% |
| ALGT-33016 | 0.44% |
| SBH-32866 | 0.44% |
| ENLC-25850 | 0.44% |
| LNKD-41451 | 0.44% |
| SBGI-13098 | 0.44% |
| BIIB-3806 | 0.44% |
| SLXP-22269 | 0.44% |
| EPAM-42463 | 0.44% |
| M-2754 | 0.44% |
| GIL-18902 | 0.44% |
| BDC-26479 | 0.44% |
| WCG-26440 | 0.44% |
| ALV-16838 | 0.44% |
| IPXL-37849 | 0.44% |
| TD-15596 | 0.44% |
| SATS-35370 | 0.44% |
| CVI-22766 | 0.44% |
| SNX-25697 | 0.44% |
| AVY-663 | 0.44% |
| HLS-3661 | 0.44% |
| LFUS-4433 | 0.44% |
| KIM-4238 | 0.44% |
| SBNY-26132 | 0.44% |
| IAG-24491 | 0.44% |
| ARW-538 | 0.44% |
| ABBV-43694 | 0.44% |
| TUP-15041 | 0.44% |
| EPC-21380 | 0.44% |
| TRU-49176 | 0.44% |
| WCC-20163 | 0.44% |
| BEAV-799 | 0.44% |
| VSAT-16307 | 0.44% |
| GT-3384 | 0.44% |
| ADI-122 | 0.44% |
| MDLZ-22802 | 0.44% |
| PNR-6082 | 0.44% |
| BBY-754 | 0.44% |
| HST-9947 | 0.44% |
| DAN-35359 | 0.44% |
| MON-22140 | 0.44% |
| ENB-19374 | 0.44% |
| PSX-42788 | 0.44% |
| POM-6098 | 0.44% |
| AAPL-24 | 0.44% |
| FFIV-20208 | 0.44% |
| UHAL-12141 | 0.44% |
| LDOS-32714 | 0.44% |
| STOR-48103 | 0.44% |
| MGM-4831 | 0.44% |
| CAG-1228 | 0.44% |
| AFSI-32871 | 0.44% |
| MRVL-21666 | 0.44% |
| DKS-24070 | 0.44% |
| PRAH-48077 | 0.44% |
| SHLD-26169 | 0.44% |
| EVHC-50499 | 0.44% |
| TREE-36742 | 0.44% |
| ATVI-9883 | 0.44% |
| BWA-9514 | 0.44% |
| DST-13835 | 0.44% |
| AOS-6949 | 0.44% |
| WGL-8166 | 0.44% |
| MYL-5166 | 0.44% |
| DY-2385 | 0.44% |
| KNX-40606 | 0.44% |
| MSCI-35078 | 0.44% |
| CNC-23283 | 0.44% |
| CAVM-33776 | 0.44% |
| INTC-3951 | 0.44% |
| IPGP-33033 | 0.44% |
| NAV-5199 | 0.44% |
| FOSL-8816 | 0.44% |
| CPA-27908 | 0.44% |
| PKG-20773 | 0.44% |
| BURL-45558 | 0.44% |
| AGO-26211 | 0.44% |
| ILMN-21774 | 0.44% |
| NUS-16059 | 0.44% |
| SON-7028 | 0.44% |
| PCL-5813 | 0.44% |
| FNF-47177 | 0.44% |
| LPNT-20105 | 0.44% |
| AA-50428 | 0.44% |
| FLEX-10953 | 0.44% |
| VIAB-27872 | 0.44% |
| AMCX-41594 | 0.44% |
| LVNT_A-43298 | 0.44% |
| CRUS-1882 | 0.44% |
| DDS-2126 | 0.44% |
| LECO-24824 | 0.44% |
| KSS-4313 | 0.43% |
| FMC-2893 | 0.43% |
| HPQ-3735 | 0.43% |
| CALM-16169 | 0.43% |
| ZBRA-8388 | 0.43% |
| CBPO-35846 | 0.43% |
| LM-4488 | 0.43% |
| CRL-21605 | 0.43% |
| KAR-39063 | 0.43% |
| RHI-6465 | 0.43% |
| KS-30759 | 0.43% |
| SPR-32921 | 0.43% |
| MDCO-21906 | 0.43% |
| AMKR-18655 | 0.43% |
| DISH-13017 | 0.43% |
| CTSH-18870 | 0.43% |
| HOT-3642 | 0.43% |
| ACHC-42091 | 0.43% |
| WEX-27045 | 0.43% |
| CBG-26367 | 0.43% |
| VEEV-45667 | 0.43% |
| LUK-4580 | 0.43% |
| GPN-22443 | 0.43% |
| NDSN-5253 | 0.43% |
| ANDV-7612 | 0.43% |
| FAF-39664 | 0.43% |
| VRSN-18221 | 0.43% |
| TRP-7591 | 0.43% |
| BXP-17009 | 0.43% |
| TDC-34661 | 0.43% |
| ROK-6536 | 0.43% |
| TRCO-43872 | 0.43% |
| IHS-27791 | 0.43% |
| GOOG_L-26578 | 0.43% |
| ACM-33831 | 0.43% |
| ATI-24840 | 0.43% |
| ST-39347 | 0.43% |
| WEN-10293 | 0.43% |
| PDCE-5907 | 0.43% |
| ILG-36735 | 0.43% |
| MXIM-5149 | 0.43% |
| CTXS-14014 | 0.43% |
| FHN-26204 | 0.43% |
| DE-2127 | 0.43% |
| WSM-8284 | 0.43% |
| KMT-4271 | 0.43% |
| AIZ-25955 | 0.43% |
| SWKS-23821 | 0.43% |
| MAR-25920 | 0.43% |
| GHC-8259 | 0.43% |
| LLY-4487 | 0.43% |
| GILD-3212 | 0.43% |
| LBTY_K-27608 | 0.43% |
| IP-3971 | 0.43% |
| RAD-6330 | 0.43% |
| TWC-33133 | 0.43% |
| CAT-1267 | 0.43% |
| CE-26960 | 0.43% |
| INFN-33979 | 0.43% |
| PH-5956 | 0.43% |
| ITT-14081 | 0.43% |
| MTZ-4667 | 0.43% |
| MSFT-5061 | 0.43% |
| BTE-28232 | 0.43% |
| MSM-5066 | 0.43% |
| CY-2043 | 0.43% |
| LVLT-18587 | 0.43% |
| UBS-48129 | 0.43% |
| CHTR-39095 | 0.43% |
| ELLI-41243 | 0.43% |
| PVH-6257 | 0.43% |
| KEX-4220 | 0.43% |
| HPE-49506 | 0.43% |
| GGG-3190 | 0.43% |
| DFT-34886 | 0.43% |
| HCA-41047 | 0.43% |
| CPRT-10931 | 0.43% |
| TGI-15905 | 0.43% |
| URI-18113 | 0.43% |
| EV-2407 | 0.43% |
| ALB-10898 | 0.43% |
| CNK-33716 | 0.43% |
| FIS-22876 | 0.43% |
| CCK-1343 | 0.43% |
| WBS-8119 | 0.43% |
| MKTX-26781 | 0.43% |
| DATA-44747 | 0.43% |
| MET-21418 | 0.43% |
| WDR-18508 | 0.43% |
| THG-13601 | 0.43% |
| CTL-1960 | 0.43% |
| APAM-44249 | 0.43% |
| AON-438 | 0.43% |
| CATY-1270 | 0.43% |
| CDEV-50376 | 0.43% |
| XRAY-8352 | 0.43% |
| BRX-45755 | 0.43% |
| HCN-3488 | 0.43% |
| CHH-24865 | 0.43% |
| NFG-5284 | 0.43% |
| MTB-5117 | 0.43% |
| WAL-27421 | 0.43% |
| QLIK-39921 | 0.43% |
| CMA-1620 | 0.43% |
| AEIS-13777 | 0.43% |
| PANW-43202 | 0.43% |
| AME-353 | 0.43% |
| BEN-812 | 0.43% |
| CR-1835 | 0.43% |
| CBT-1315 | 0.43% |
| NWL-5520 | 0.43% |
| CFG-47777 | 0.43% |
| L-4569 | 0.43% |
| HBAN-3472 | 0.43% |
| CNO-25497 | 0.43% |
| EA-2602 | 0.43% |
| TCF-7334 | 0.43% |
| ORLY-8857 | 0.43% |
| KRC-16374 | 0.43% |
| FWON_K-47272 | 0.43% |
| DNB-2237 | 0.43% |
| SIX-39612 | 0.43% |
| ADBE-114 | 0.43% |
| PSMT-17568 | 0.43% |
| REGN-6413 | 0.43% |
| PEGA-15365 | 0.43% |
| DWA-26750 | 0.43% |
| ETN-2633 | 0.43% |
| CGNX-1460 | 0.43% |
| LXFT-44986 | 0.43% |
| FLS-17207 | 0.43% |
| HRC-3471 | 0.43% |
| LNC-4498 | 0.43% |
| SF-6798 | 0.43% |
| TMUS-33698 | 0.43% |
| CXW-22102 | 0.43% |
| FMER-12662 | 0.43% |
| AJG-266 | 0.43% |
| CAM-13176 | 0.43% |
| IQV-44692 | 0.43% |
| SFM-45199 | 0.43% |
| FBHS-41928 | 0.43% |
| TSCO-10869 | 0.43% |
| KMPR-7795 | 0.43% |
| SNV-7007 | 0.43% |
| LEA-38921 | 0.43% |
| ZION-8399 | 0.43% |
| MIDD-4695 | 0.43% |
| TRV-7041 | 0.43% |
| ACC-26553 | 0.43% |
| VC-40159 | 0.43% |
| QSR-48215 | 0.43% |
| ABC-22954 | 0.43% |
| MCO-22139 | 0.43% |
| SIRO-17289 | 0.43% |
| SGMS-22637 | 0.43% |
| WWAV-43572 | 0.43% |
| SBUX-6683 | 0.43% |
| SWK-7242 | 0.43% |
| BR-33562 | 0.43% |
| RLGY-43500 | 0.43% |
| IEX-3816 | 0.43% |
| CSGP-20475 | 0.43% |
| DYN-43462 | 0.43% |
| RF-34913 | 0.43% |
| SYNT-24790 | 0.43% |
| AAP-23175 | 0.43% |
| ECL-2427 | 0.43% |
| CLGX-2691 | 0.43% |
| WYN-32393 | 0.43% |
| LOGM-38560 | 0.43% |
| INT-3950 | 0.43% |
| FDP-17651 | 0.43% |
| XLNX-8344 | 0.43% |
| TEL-34014 | 0.43% |
| RP-40030 | 0.43% |
| HOLX-3629 | 0.43% |
| NYLD_A-45096 | 0.43% |
| EWBC-19787 | 0.43% |
| TPR-22099 | 0.43% |
| TDG-28161 | 0.43% |
| BOH-1023 | 0.43% |
| SCI-7110 | 0.43% |
| WWD-16425 | 0.43% |
| GM-40430 | 0.43% |
| HON-25090 | 0.43% |
| MIC-26898 | 0.43% |
| ETFC-15474 | 0.43% |
| THS-27406 | 0.43% |
| KEYS-47921 | 0.43% |
| TIF-7447 | 0.43% |
| CLH-1597 | 0.43% |
| ROP-6543 | 0.43% |
| BAP-13612 | 0.43% |
| HAS-3460 | 0.43% |
| NYLD-49043 | 0.43% |
| JBHT-4108 | 0.43% |
| POT-6109 | 0.43% |
| XL-8340 | 0.43% |
| RCL-8863 | 0.43% |
| DIS-2190 | 0.43% |
| NKE-5328 | 0.43% |
| SLG-17448 | 0.43% |
| TPL-7551 | 0.43% |
| TXRH-26693 | 0.43% |
| EMR-2530 | 0.43% |
| MS-17080 | 0.43% |
| CASY-1266 | 0.43% |
| MIK-47228 | 0.43% |
| PRXL-13918 | 0.43% |
| SYF-47415 | 0.43% |
| ENTG-21754 | 0.43% |
| LRCX-4537 | 0.43% |
| RGC-23722 | 0.43% |
| UNM-7797 | 0.43% |
| SPGI-4849 | 0.43% |
| HUBB-3714 | 0.43% |
| LPT-11514 | 0.43% |
| WIX-45800 | 0.43% |
| RH-43599 | 0.43% |
| WU-32603 | 0.43% |
| TTWO-16820 | 0.43% |
| AEO-11086 | 0.43% |
| NLY-17702 | 0.43% |
| PRA-22835 | 0.43% |
| ACIW-12616 | 0.43% |
| GME-23438 | 0.43% |
| LBRD_K-48010 | 0.43% |
| RKT-11042 | 0.43% |
| DHI-2298 | 0.43% |
| GLW-3241 | 0.43% |
| LPX-4531 | 0.43% |
| MWV-23380 | 0.43% |
| AXLL-3189 | 0.43% |
| GNTX-3286 | 0.43% |
| HPP-39816 | 0.43% |
| OA-600 | 0.43% |
| JCI-4117 | 0.43% |
| ITW-4080 | 0.43% |
| MAN-4654 | 0.43% |
| GMED-43252 | 0.43% |
| PNC-6068 | 0.43% |
| UTX-7883 | 0.43% |
| OUT-46644 | 0.43% |
| TFSL-33718 | 0.43% |
| CPHD-21603 | 0.43% |
| WCN-18822 | 0.43% |
| CHKP-15101 | 0.43% |
| ANSS-15071 | 0.43% |
| PFG-23151 | 0.43% |
| FI-45248 | 0.43% |
| AYI-23276 | 0.43% |
| COP-23998 | 0.43% |
| PCLN-19917 | 0.43% |
| COST-1787 | 0.43% |
| PEG-5862 | 0.43% |
| CSC-1898 | 0.43% |
| TWO-38887 | 0.43% |
| PBI-5773 | 0.43% |
| CINF-1551 | 0.43% |
| POST-42407 | 0.43% |
| AVT-661 | 0.43% |
| HOG-3499 | 0.43% |
| HRB-3660 | 0.43% |
| FEIC-13030 | 0.43% |
| SRG-49238 | 0.43% |
| EXP-11120 | 0.43% |
| IFF-3822 | 0.43% |
| WAB-13135 | 0.43% |
| HCP-3490 | 0.43% |
| DISC_A-36930 | 0.43% |
| WMGI-40816 | 0.43% |
| NUAN-19926 | 0.43% |
| BK-903 | 0.43% |
| ABT-62 | 0.43% |
| DNKN-41759 | 0.43% |
| TARO-7308 | 0.43% |
| SXT-22272 | 0.43% |
| INSY-44665 | 0.43% |
| SCCO-14284 | 0.43% |
| ALSN-42637 | 0.43% |
| PKI-20774 | 0.43% |
| PYPL-49242 | 0.43% |
| HNT-22231 | 0.43% |
| LYV-27943 | 0.43% |
| RDN-20276 | 0.43% |
| HRS-3676 | 0.43% |
| R-6326 | 0.43% |
| CDW-45007 | 0.43% |
| HA-3431 | 0.43% |
| MAC-10984 | 0.43% |
| VRNT-23745 | 0.43% |
| AVXS-49751 | 0.43% |
| RMD-13089 | 0.42% |
| VER-41872 | 0.42% |
| DLR-26758 | 0.42% |
| VIRT-48943 | 0.42% |
| PNFP-23718 | 0.42% |
| C-1335 | 0.42% |
| DGX-16348 | 0.42% |
| AES-166 | 0.42% |
| RJF-6482 | 0.42% |
| QVCA-32046 | 0.42% |
| PACW-21624 | 0.42% |
| FLO-2876 | 0.42% |
| DPZ-26466 | 0.42% |
| NUVA-26291 | 0.42% |
| AWAY-41667 | 0.42% |
| DWRE-42638 | 0.42% |
| FTR-2069 | 0.42% |
| GS-20088 | 0.42% |
| BLK-20689 | 0.42% |
| LEG-4415 | 0.42% |
| BAX-734 | 0.42% |
| IGTE-21275 | 0.42% |
| GEO-11710 | 0.42% |
| AABA-14848 | 0.42% |
| IGT-48892 | 0.42% |
| BA-698 | 0.42% |
| SSNC-39432 | 0.42% |
| EW-21382 | 0.42% |
| TECD-7372 | 0.42% |
| PSTG-49464 | 0.42% |
| QCOM-6295 | 0.42% |
| HAR-3455 | 0.42% |
| GNW-26323 | 0.42% |
| STT-7139 | 0.42% |
| BSX-1131 | 0.42% |
| DPLO-47883 | 0.42% |
| VOYA-44645 | 0.42% |
| BMS-975 | 0.42% |
| MSG-49458 | 0.42% |
| MSI-4974 | 0.42% |
| ACAS-17334 | 0.42% |
| TXN-7671 | 0.42% |
| MPW-27443 | 0.42% |
| TKR-7467 | 0.42% |
| KSU-4315 | 0.42% |
| DEI-32770 | 0.42% |
| SEIC-6774 | 0.42% |
| DECK-9909 | 0.42% |
| INTU-8655 | 0.42% |
| UMBF-11215 | 0.42% |
| BDX-794 | 0.42% |
| CDNS-1385 | 0.42% |
| BBBY-739 | 0.42% |
| JNPR-20239 | 0.42% |
| PODD-33858 | 0.42% |
| ARIA-11880 | 0.42% |
| ARCC-26672 | 0.42% |
| LOPE-37686 | 0.42% |
| JBL-8831 | 0.42% |
| WM-19181 | 0.42% |
| SFR-46205 | 0.42% |
| AMTD-16586 | 0.42% |
| CWH-50366 | 0.42% |
| TMH-39076 | 0.42% |
| TROX-40530 | 0.42% |
| NWSA-44931 | 0.42% |
| PSEC-26517 | 0.42% |
| UMPQ-18634 | 0.42% |
| SNA-6976 | 0.42% |
| GWRE-42402 | 0.42% |
| XRX-8354 | 0.42% |
| LKQ-25598 | 0.42% |
| FII-18709 | 0.42% |
| AGI-44156 | 0.42% |
| HOMB-32302 | 0.42% |
| PNM-6077 | 0.42% |
| UNVR-49138 | 0.42% |
| CLC-1585 | 0.42% |
| CEF-1402 | 0.42% |
| KMX-16511 | 0.42% |
| HRG-8414 | 0.42% |
| WSO-8288 | 0.42% |
| VNO-8014 | 0.42% |
| MDU-4760 | 0.42% |
| VR-34334 | 0.42% |
| NATI-12701 | 0.42% |
| IT-9930 | 0.42% |
| TYL-7681 | 0.42% |
| SERV-47207 | 0.42% |
| SCHW-6704 | 0.42% |
| SRC-43414 | 0.42% |
| WMT-8229 | 0.42% |
| APH-465 | 0.42% |
| ONCE-48547 | 0.42% |
| OGE-5607 | 0.42% |
| TFX-7414 | 0.42% |
| OXY-5729 | 0.42% |
| SEE-6769 | 0.42% |
| BGCP-20973 | 0.42% |
| HMHC-45861 | 0.42% |
| UHS-7749 | 0.42% |
| VAR-7904 | 0.42% |
| PRU-23328 | 0.42% |
| ALE-21975 | 0.42% |
| IMO-3895 | 0.42% |
| GIII-3210 | 0.42% |
| IDA-3798 | 0.42% |
| TERP-47334 | 0.42% |
| WLTW-22857 | 0.42% |
| SABR-46776 | 0.42% |
| SANM-8869 | 0.42% |
| HDS-44990 | 0.42% |
| JCI-7679 | 0.42% |
| SNH-20799 | 0.42% |
| WIN-27019 | 0.42% |
| NTRS-5479 | 0.42% |
| VAL-7895 | 0.42% |
| RTN-6583 | 0.42% |
| DVA-22110 | 0.42% |
| CBS-7962 | 0.42% |
| HCBK-20374 | 0.42% |
| WHR-8178 | 0.42% |
| EMN-10594 | 0.42% |
| WFC-8151 | 0.42% |
| OMC-5651 | 0.42% |
| POR-28318 | 0.42% |
| FISV-2853 | 0.42% |
| LMCA-43919 | 0.42% |
| RRD-2248 | 0.42% |
| AXS-25305 | 0.42% |
| MA-32146 | 0.42% |
| USB-25010 | 0.42% |
| PCAR-5787 | 0.42% |
| DHR-2170 | 0.42% |
| ZBH-23047 | 0.42% |
| ROL-6539 | 0.42% |
| BBT-16850 | 0.42% |
| F-2673 | 0.42% |
| AFG-12980 | 0.42% |
| JAH-23784 | 0.42% |
| PAYX-5767 | 0.42% |
| B-697 | 0.42% |
| STWD-38668 | 0.42% |
| AGU-12856 | 0.42% |
| DVMT-50242 | 0.42% |
| ESS-11465 | 0.42% |
| PAYC-46744 | 0.42% |
| PWR-6269 | 0.42% |
| TCBI-25467 | 0.42% |
| LII-24767 | 0.42% |
| RHT-20541 | 0.42% |
| NLSN-40755 | 0.42% |
| VVV-50325 | 0.42% |
| MTG-5092 | 0.42% |
| SEMG-39358 | 0.42% |
| FNB-2701 | 0.42% |
| IM-16022 | 0.42% |
| AET-168 | 0.42% |
| TRI-23825 | 0.42% |
| AMSG-22862 | 0.42% |
| AXTA-48065 | 0.42% |
| CTAS-1941 | 0.42% |
| MTW-4656 | 0.42% |
| XYL-42023 | 0.42% |
| CL-1582 | 0.42% |
| HSIC-13862 | 0.42% |
| TSN-7684 | 0.42% |
| ZAYO-47912 | 0.42% |
| RHP-3175 | 0.42% |
| CSRA-49630 | 0.42% |
| DLB-27046 | 0.42% |
| BKI-49048 | 0.42% |
| GXP-23126 | 0.42% |
| NGD-27323 | 0.42% |
| DLTR-12652 | 0.42% |
| AZPN-11999 | 0.42% |
| BCR-779 | 0.42% |
| TSS-7616 | 0.42% |
| CRM-26401 | 0.42% |
| CERN-1419 | 0.42% |
| ULTI-19008 | 0.42% |
| RBA-18480 | 0.42% |
| UNP-7800 | 0.42% |
| CSX-1937 | 0.42% |
| BGS-33892 | 0.42% |
| LXK-13891 | 0.42% |
| CONE-43984 | 0.42% |
| EIGI-45735 | 0.42% |
| TLRD-7203 | 0.42% |
| VNTV-42699 | 0.42% |
| NVG-23528 | 0.42% |
| ICUI-3796 | 0.42% |
| V-35920 | 0.42% |
| HIG-14064 | 0.42% |
| TEN-7422 | 0.42% |
| OC-32608 | 0.42% |
| COO-1769 | 0.42% |
| UBSI-7697 | 0.42% |
| BEE-26410 | 0.42% |
| CUBE-26733 | 0.42% |
| GDDY-48863 | 0.42% |
| RACE-49515 | 0.42% |
| COL-22880 | 0.42% |
| FDX-2765 | 0.42% |
| CCL-24692 | 0.42% |
| GLPI-45656 | 0.42% |
| ISRG-25339 | 0.42% |
| AHL-25712 | 0.42% |
| CMD-1722 | 0.42% |
| BRO-1097 | 0.42% |
| SJM-21935 | 0.42% |
| IPG-3990 | 0.42% |
| PGR-5950 | 0.42% |
| CHD-1482 | 0.42% |
| CB-8580 | 0.42% |
| CHE-26305 | 0.42% |
| CI-1539 | 0.42% |
| G-34442 | 0.42% |
| CW-2015 | 0.42% |
| TAP-76 | 0.42% |
| EBAY-24819 | 0.42% |
| AGNC-36243 | 0.42% |
| AGR-49666 | 0.42% |
| ICE-27809 | 0.42% |
| MUSA-45299 | 0.42% |
| MSGN-39171 | 0.42% |
| CDK-47752 | 0.42% |
| AWK-36098 | 0.42% |
| HALO-26766 | 0.42% |
| SFG-20019 | 0.42% |
| CVS-4799 | 0.42% |
| TGT-21090 | 0.42% |
| ESRT-45559 | 0.42% |
| SLB-6928 | 0.42% |
| IMAX-11498 | 0.42% |
| HPT-13373 | 0.42% |
| PTC-6064 | 0.42% |
| OAS-39797 | 0.42% |
| EQIX-24482 | 0.42% |
| ED-2434 | 0.42% |
| FITB-2855 | 0.42% |
| WFM-8158 | 0.42% |
| PEN-49413 | 0.42% |
| IRM-14388 | 0.42% |
| HL-3585 | 0.42% |
| NJR-5326 | 0.42% |
| BDN-9096 | 0.42% |
| ARMK-45992 | 0.42% |
| WRK-49183 | 0.42% |
| FTNT-38965 | 0.42% |
| STL-19730 | 0.42% |
| ANAT-412 | 0.42% |
| TMO-7493 | 0.42% |
| LLTC-4485 | 0.42% |
| EMC-2518 | 0.42% |
| YUMC-50392 | 0.42% |
| VTR-18821 | 0.42% |
| BLKB-26496 | 0.42% |
| MKL-4649 | 0.42% |
| GNC-41182 | 0.42% |
| A-24757 | 0.42% |
| RAI-20277 | 0.42% |
| MNST-3450 | 0.42% |
| OCR-5575 | 0.42% |
| NTNX-50338 | 0.42% |
| AGCO-197 | 0.42% |
| ZTS-44060 | 0.42% |
| VMW-34545 | 0.42% |
| DRE-2293 | 0.42% |
| GPT-26520 | 0.42% |
| LQ-46721 | 0.42% |
| SBAC-20281 | 0.42% |
| IR-4010 | 0.42% |
| PPL-6119 | 0.42% |
| CMI-1985 | 0.42% |
| MD-13557 | 0.42% |
| DFS-34011 | 0.42% |
| BLL-939 | 0.42% |
| TSE-47098 | 0.42% |
| MJN-38084 | 0.42% |
| OTEX-14277 | 0.42% |
| STE-7173 | 0.42% |
| NRZ-44647 | 0.42% |
| CAA-7050 | 0.42% |
| SAGE-47332 | 0.42% |
| VSTO-48531 | 0.42% |
| NEU-26395 | 0.42% |
| CBRL-1308 | 0.42% |
| JEC-4120 | 0.42% |
| LSTR-8667 | 0.42% |
| CBSH-1312 | 0.42% |
| UPS-20940 | 0.42% |
| BAH-40420 | 0.42% |
| RPM-6557 | 0.42% |
| TDY-7367 | 0.42% |
| POOL-13718 | 0.42% |
| HR-8965 | 0.42% |
| ADP-630 | 0.42% |
| DCT-33026 | 0.42% |
| GIB-3203 | 0.42% |
| Y-8369 | 0.42% |
| WTM-20315 | 0.42% |
| DG-38936 | 0.42% |
| O-12087 | 0.42% |
| NTCT-20526 | 0.42% |
| HELE-3522 | 0.42% |
| CZR-42461 | 0.42% |
| MCY-5017 | 0.42% |
| CVA-2169 | 0.42% |
| K-4192 | 0.42% |
| SPB-38708 | 0.42% |
| ACN-25555 | 0.42% |
| BUFF-49279 | 0.42% |
| XOM-8347 | 0.42% |
| HCSG-3494 | 0.42% |
| FCE_A-2730 | 0.42% |
| MDT-4758 | 0.42% |
| INFO-47163 | 0.42% |
| LAMR-15516 | 0.42% |
| LEN-4417 | 0.42% |
| CNI-16178 | 0.42% |
| ANTM-23103 | 0.42% |
| FLIR-9156 | 0.42% |
| TK-13289 | 0.42% |
| KLAC-4246 | 0.42% |
| TWX-357 | 0.42% |
| SIRI-11901 | 0.42% |
| FMSA-47848 | 0.42% |
| PDM-39204 | 0.42% |
| LH-12909 | 0.42% |
| WST-8291 | 0.42% |
| SYMC-7272 | 0.42% |
| FRC-40573 | 0.42% |
| ODFL-5582 | 0.42% |
| AMH-45197 | 0.42% |
| REG-10027 | 0.42% |
| JPM-25006 | 0.42% |
| MASI-34501 | 0.42% |
| CNA-1684 | 0.42% |
| IART-18727 | 0.42% |
| MXL-39393 | 0.42% |
| LIVN-49501 | 0.42% |
| FNFG-24551 | 0.42% |
| SRCL-15581 | 0.42% |
| SJR-19150 | 0.42% |
| CME-24475 | 0.42% |
| WRI-8267 | 0.42% |
| WOR-8306 | 0.42% |
| RCI-14298 | 0.42% |
| CACI-1218 | 0.42% |
| BECN-26643 | 0.42% |
| VZ-21839 | 0.42% |
| DAR-11908 | 0.42% |
| TTC-7623 | 0.42% |
| MAS-4665 | 0.42% |
| PCP-5822 | 0.42% |
| T-6653 | 0.42% |
| BAM-21475 | 0.42% |
| SMG-6736 | 0.42% |
| WPC-21713 | 0.42% |
| MORN-27216 | 0.42% |
| HHC-40378 | 0.42% |
| VMI-7897 | 0.42% |
| PBCT-5769 | 0.42% |
| TWOU-46648 | 0.42% |
| WRB-916 | 0.42% |
| RNR-13267 | 0.42% |
| CSL-1909 | 0.42% |
| MCD-4707 | 0.42% |
| GIS-3214 | 0.42% |
| WTFC-16703 | 0.42% |
| BF_B-822 | 0.42% |
| CA-1209 | 0.42% |
| CHRW-17632 | 0.42% |
| SLGN-16559 | 0.42% |
| RDC-6392 | 0.42% |
| DRH-27278 | 0.42% |
| ZEN-46918 | 0.42% |
| BIO-879 | 0.42% |
| TROW-7590 | 0.42% |
| EQC-3675 | 0.42% |
| BRK_B-11100 | 0.42% |
| ESNT-45770 | 0.42% |
| CCE-1332 | 0.42% |
| HME-11654 | 0.42% |
| NYCB-22250 | 0.42% |
| FRT-3010 | 0.42% |
| STZ-24873 | 0.42% |
| AFL-185 | 0.42% |
| APOL-24829 | 0.42% |
| TCO-7346 | 0.42% |
| SRE-24778 | 0.42% |
| ESRX-2618 | 0.42% |
| MO-4954 | 0.42% |
| DOX-18875 | 0.42% |
| GWW-3421 | 0.42% |
| SHOO-10513 | 0.42% |
| SWX-7253 | 0.42% |
| BXMT-24697 | 0.42% |
| WAT-13962 | 0.42% |
| ORI-5696 | 0.42% |
| SLAB-21326 | 0.42% |
| BKH-913 | 0.42% |
| COR-40146 | 0.42% |
| BIG-22657 | 0.42% |
| ALLE-45874 | 0.42% |
| FDC-49496 | 0.42% |
| TECH-7373 | 0.42% |
| JW_A-8187 | 0.42% |
| SYY-7285 | 0.42% |
| GNRC-39208 | 0.42% |
| SPXC-7086 | 0.42% |
| ESL-2614 | 0.42% |
| GRPN-42118 | 0.42% |
| ACGL-21462 | 0.41% |
| TDS-7362 | 0.41% |
| ETR-2637 | 0.41% |
| KMB-4263 | 0.41% |
| EXC-22114 | 0.41% |
| TJX-7457 | 0.41% |
| HD-3496 | 0.41% |
| CMP-25728 | 0.41% |
| ENR-49213 | 0.41% |
| SUM-48746 | 0.41% |
| VRSK-38817 | 0.41% |
| JOY-22996 | 0.41% |
| MPWR-26811 | 0.41% |
| TOL-7530 | 0.41% |
| NNN-5376 | 0.41% |
| CBL-9890 | 0.41% |
| WR-8265 | 0.41% |
| STMP-26286 | 0.41% |
| RPAI-42764 | 0.41% |
| ALL-24838 | 0.41% |
| INFA-19990 | 0.41% |
| KHC-49229 | 0.41% |
| UNFI-16129 | 0.41% |
| MRK-5029 | 0.41% |
| VLY-8011 | 0.41% |
| IMS-46694 | 0.41% |
| SYK-7178 | 0.41% |
| FFIN-10148 | 0.41% |
| BERY-43476 | 0.41% |
| RSG-19147 | 0.41% |
| AG-40607 | 0.41% |
| BCE-766 | 0.41% |
| HIW-11492 | 0.41% |
| MKC-4705 | 0.41% |
| GPK-25429 | 0.41% |
| WBA-8089 | 0.41% |
| HTH-25976 | 0.41% |
| RE-13720 | 0.41% |
| HUBS-47872 | 0.41% |
| PG-5938 | 0.41% |
| STJ-7156 | 0.41% |
| BRCM-18529 | 0.41% |
| ASH-559 | 0.41% |
| GGP-8817 | 0.41% |
| UNH-7792 | 0.41% |
| LYB-39546 | 0.41% |
| PLL-6030 | 0.41% |
| BYD-9888 | 0.41% |
| CBOE-39773 | 0.41% |
| SKT-9052 | 0.41% |
| CSOD-41098 | 0.41% |
| PZZA-9252 | 0.41% |
| PEP-5885 | 0.41% |
| MMC-4914 | 0.41% |
| TE-7369 | 0.41% |
| ITC-27492 | 0.41% |
| CXP-45641 | 0.41% |
| BFAM-44017 | 0.41% |
| PRI-39434 | 0.41% |
| LNCE-4499 | 0.41% |
| HTA-43032 | 0.41% |
| GRMN-22316 | 0.41% |
| TW-22183 | 0.41% |
| CMCS_A-1637 | 0.41% |
| WEC-8140 | 0.41% |
| MBFI-23228 | 0.41% |
| ORCL-5692 | 0.41% |
| OHI-5621 | 0.41% |
| PCG-5792 | 0.41% |
| AY-47123 | 0.41% |
| CSCO-1900 | 0.41% |
| CCI-19258 | 0.41% |
| BID-869 | 0.41% |
| MTD-17895 | 0.41% |
| VWR-47831 | 0.41% |
| AMT-24760 | 0.41% |
| FIVE-43201 | 0.41% |
| MCHP-8677 | 0.41% |
| LNT-18584 | 0.41% |
| VVC-21458 | 0.41% |
| WTR-6193 | 0.41% |
| SUI-10535 | 0.41% |
| IBKC-21503 | 0.41% |
| CUZ-1995 | 0.41% |
| OGS-46180 | 0.41% |
| AZO-693 | 0.41% |
| CB-1274 | 0.41% |
| DOC-45113 | 0.41% |
| D-2071 | 0.41% |
| TLM-17767 | 0.41% |
| HSY-3695 | 0.41% |
| SPG-10528 | 0.41% |
| PTHN-50143 | 0.41% |
| ZU-45866 | 0.41% |
| UGI-7739 | 0.41% |
| SIGI-6880 | 0.41% |
| AOL-38989 | 0.41% |
| FTV-50049 | 0.41% |
| FR-11478 | 0.41% |
| UIL-7759 | 0.41% |
| LSXM_K-49883 | 0.41% |
| MMM-4922 | 0.41% |
| ADT-43399 | 0.41% |
| FE-17850 | 0.41% |
| HE-3509 | 0.41% |
| TMHC-44433 | 0.41% |
| HRL-3668 | 0.41% |
| IDCC-3801 | 0.41% |
| JKHY-4141 | 0.41% |
| DUK-2351 | 0.41% |
| EPR-17847 | 0.41% |
| PLD-24785 | 0.41% |
| APLE-49051 | 0.41% |
| CYN-2052 | 0.41% |
| GD-3136 | 0.41% |
| INGR-18142 | 0.41% |
| CHDN-8613 | 0.41% |
| MAA-10639 | 0.41% |
| FICO-2837 | 0.41% |
| PHM-5969 | 0.41% |
| PX-6272 | 0.41% |
| CVG-19203 | 0.41% |
| CQH-46004 | 0.41% |
| DPS-36118 | 0.41% |
| HOPE-18186 | 0.41% |
| GEF-14379 | 0.41% |
| ASNA-2105 | 0.41% |
| EXR-26566 | 0.41% |
| ESLT-15991 | 0.41% |
| PBH-27027 | 0.41% |
| FCNC_A-2739 | 0.41% |
| LSI-24823 | 0.41% |
| CLX-1616 | 0.41% |
| ISBC-27703 | 0.41% |
| AWI-32690 | 0.41% |
| PF-44375 | 0.41% |
| LOW-4521 | 0.41% |
| SCG-6701 | 0.41% |
| TMK-7488 | 0.41% |
| YUM-17787 | 0.41% |
| AKR-19185 | 0.41% |
| CNP-24064 | 0.41% |
| FDS-15129 | 0.41% |
| DTE-2330 | 0.41% |
| GAS-595 | 0.41% |
| CMC-1636 | 0.41% |
| CMS-1665 | 0.41% |
| AVA-25265 | 0.41% |
| NORD-46609 | 0.41% |
| EQR-9540 | 0.41% |
| NDAQ-27026 | 0.41% |
| PM-35902 | 0.41% |
| ADNT-50390 | 0.41% |
| XLS-42021 | 0.41% |
| CPE-12011 | 0.41% |
| ES-5484 | 0.41% |
| SAIC-45410 | 0.41% |
| SNPS-6994 | 0.41% |
| CPT-9348 | 0.41% |
| PFGC-49455 | 0.41% |
| USFD-50003 | 0.41% |
| MSA-4939 | 0.41% |
| SVU-7233 | 0.41% |
| NVR-5513 | 0.41% |
| STR-7171 | 0.41% |
| KO-4283 | 0.41% |
| AGN-205 | 0.41% |
| CHFC-1490 | 0.41% |
| CTRX-32301 | 0.41% |
| RGA-9037 | 0.41% |
| OUBS-7696 | 0.41% |
| WAGE-42919 | 0.41% |
| KBR-32880 | 0.41% |
| HSNI-36733 | 0.41% |
| EIX-14372 | 0.41% |
| NOC-5387 | 0.41% |
| CPGX-49141 | 0.41% |
| WTW-23269 | 0.41% |
| JNJ-4151 | 0.41% |
| PFE-5923 | 0.41% |
| AEP-161 | 0.41% |
| BLMN-43283 | 0.41% |
| SO-7011 | 0.41% |
| NEE-2968 | 0.41% |
| TRAK-27901 | 0.41% |
| AIV-11598 | 0.41% |
| PNW-6090 | 0.41% |
| MTN-24799 | 0.41% |
| FCS-20486 | 0.41% |
| KRG-26562 | 0.41% |
| CPB-1795 | 0.41% |
| VGR-21572 | 0.41% |
| PRE-10025 | 0.41% |
| DRI-12882 | 0.41% |
| TU-22176 | 0.41% |
| SIAL-6872 | 0.41% |
| PSA-24962 | 0.41% |
| NXST-25679 | 0.41% |
| DTV-26111 | 0.41% |
| PPS-9438 | 0.41% |
| EQY-18696 | 0.41% |
| OFC-18404 | 0.41% |
| VA-48091 | 0.41% |
| HBHC-3476 | 0.41% |
| CNL-1703 | 0.41% |
| FCE_A-49700 | 0.41% |
| IGT-3840 | 0.41% |
| AEE-24783 | 0.41% |
| AAN-523 | 0.41% |
| DRQ-17646 | 0.41% |
| NEA-24423 | 0.41% |
| EAT-2404 | 0.41% |
| WBMD-27669 | 0.41% |
| ROLL-27557 | 0.41% |
| HEI-3519 | 0.41% |
| VSH-8050 | 0.41% |
| ASPX-46308 | 0.41% |
| TREX-20028 | 0.41% |
| ISIL-21166 | 0.41% |
| IBM-3766 | 0.41% |
| WAFD-8162 | 0.41% |
| FTS-50382 | 0.41% |
| CABO-49204 | 0.41% |
| CBST-15769 | 0.41% |
| TRW-25948 | 0.41% |
| PNY-6091 | 0.41% |
| EXPD-2663 | 0.41% |
| ARE-16843 | 0.41% |
| HCC-3484 | 0.41% |
| CFN-38691 | 0.41% |
| RVBD-32618 | 0.41% |
| NHI-5303 | 0.41% |
| CNW-1696 | 0.41% |
| ENH-24608 | 0.41% |
| CVD-25396 | 0.41% |
| MDP-4751 | 0.41% |
| PEB-39047 | 0.41% |
| LEXE_A-50444 | 0.41% |
| VIAV-20387 | 0.41% |
| NI-5310 | 0.41% |
| SBRA-26096 | 0.41% |
| BCO-24884 | 0.41% |
| HSP-26243 | 0.41% |
| FDO-2760 | 0.41% |
| APFH-50132 | 0.41% |
| NSM-42611 | 0.41% |
| SYA-39160 | 0.41% |
| TEG-8264 | 0.41% |
| CCP-49325 | 0.41% |
| PETM-9435 | 0.41% |
| DRC-27534 | 0.41% |
| AVOL-48252 | 0.41% |
| IRBT-27780 | 0.41% |
| UFS-2329 | 0.41% |
| PL-6174 | 0.41% |
| SWY-7254 | 0.41% |
| THOR-15228 | 0.41% |
| ROC-27572 | 0.40% |
| ZGNX-40461 | 0.40% |
| WPG-46907 | 0.40% |
| SAPE-14803 | 0.40% |
| PRAA-24440 | 0.40% |
| WSTC-44346 | 0.40% |
| LMT-12691 | 0.40% |
| BRP-41181 | 0.40% |
| UDR-7715 | 0.40% |
| USM-7851 | 0.40% |
| LO-36346 | 0.40% |
| ATGE-2371 | 0.40% |
| ASGN-557 | 0.40% |
| ATO-612 | 0.40% |
| PSB-6190 | 0.40% |
| NYT-5551 | 0.40% |
| CHS-8612 | 0.40% |
| CLDX-19187 | 0.40% |
| IRF-4014 | 0.40% |
| MOG_A-4960 | 0.40% |
| CBU-1313 | 0.40% |
| SJI-6900 | 0.40% |
| NWE-26769 | 0.40% |
| FULT-3066 | 0.40% |
| AVNR-19445 | 0.40% |
| VSM-50287 | 0.40% |
| BCPC-932 | 0.40% |
| PLNT-49322 | 0.40% |
| LTM-26426 | 0.40% |
| CDE-1374 | 0.40% |
| PPO-34117 | 0.40% |
| DORM-6355 | 0.40% |
| GDOT-39932 | 0.40% |
| IOC-26617 | 0.40% |
| EVR-32483 | 0.40% |
| TWLO-50077 | 0.40% |
| AVB-18834 | 0.40% |
| FHB-50181 | 0.40% |
| WBT-49760 | 0.40% |
| CAKE-1234 | 0.40% |
| JAG-50633 | 0.40% |
| BXS-1028 | 0.40% |
| XEL-21964 | 0.40% |
| BATS-49876 | 0.40% |
| RLI-6489 | 0.40% |
| WWW-8321 | 0.40% |
| ATH-50518 | 0.40% |
| UNF-7789 | 0.40% |
| NEOG-5262 | 0.40% |
| JBT-36586 | 0.40% |
| EDR-26969 | 0.40% |
| TRTN-50119 | 0.40% |
| LGF_A-50526 | 0.40% |
| ITCI-46053 | 0.39% |
| MTDR-42446 | 0.39% |
| BKE-915 | 0.39% |
| FNGN-39363 | 0.38% |
| DSW-27409 | 0.35% |
| DXC-50716 | 0.11% |
| Summary Statistics | |
|---|---|
| Annualized Specific Return | 3.39% |
| Annualized Common Return | 2.49% |
| Annualized Total Return | 5.95% |
| Specific Sharpe Ratio | 1.22 |
| Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
|---|---|---|---|
| basic_materials | -0.02 | -0.66% | -1.88% |
| consumer_cyclical | -0.00 | 0.50% | 1.44% |
| financial_services | 0.07 | 1.01% | 2.95% |
| real_estate | 0.01 | 0.33% | 0.95% |
| consumer_defensive | 0.00 | 0.04% | 0.12% |
| health_care | -0.12 | -0.88% | -2.52% |
| utilities | 0.01 | 0.09% | 0.27% |
| communication_services | -0.00 | 0.03% | 0.08% |
| energy | -0.08 | -0.12% | -0.36% |
| industrials | 0.06 | 0.96% | 2.78% |
| technology | -0.06 | -0.74% | -2.11% |
| momentum | -0.03 | -0.68% | -1.96% |
| size | 0.14 | -0.34% | -0.98% |
| value | 0.06 | 0.10% | 0.29% |
| short_term_reversal | 0.78 | 2.31% | 6.81% |
| volatility | -0.64 | 0.53% | 1.53% |
