Notebook

Run the cell below to create your tear sheet.

In [1]:
bt = get_backtest('5cd8268b2ee0b562acca0b36')
bt.create_full_tear_sheet()
100% Time: 0:00:22|###########################################################|
Start date2014-06-03
End date2018-05-10
Total months47
Backtest
Annual return 7.7%
Cumulative returns 34.2%
Annual volatility 5.3%
Sharpe ratio 1.43
Calmar ratio 1.02
Stability 0.86
Max drawdown -7.6%
Omega ratio 1.27
Sortino ratio 2.06
Skew -0.60
Kurtosis 3.47
Tail ratio 1.09
Daily value at risk -0.6%
Gross leverage 1.02
Daily turnover 6.0%
Alpha 0.08
Beta -0.00
Worst drawdown periods Net drawdown in % Peak date Valley date Recovery date Duration
0 7.61 2016-01-20 2016-09-21 2017-03-17 303
1 3.01 2017-03-30 2017-04-18 2017-05-09 29
2 2.89 2014-12-22 2015-02-09 2015-03-06 55
3 2.72 2018-02-02 2018-03-05 2018-04-09 47
4 2.70 2014-06-06 2014-07-17 2014-08-13 49
/usr/local/lib/python2.7/dist-packages/numpy/lib/function_base.py:3834: RuntimeWarning: Invalid value encountered in percentile
  RuntimeWarning)
Stress Events mean min max
Oct14 0.20% -0.49% 0.75%
Fall2015 0.05% -0.65% 0.82%
New Normal 0.03% -2.31% 1.28%
Top 10 long positions of all time max
NG-25781 1.33%
ACAD-26322 1.28%
AZPN-11999 1.27%
BPT-1068 1.27%
PBYI-42689 1.23%
MLND-43478 1.23%
NLNK-42147 1.23%
LNCO-43513 1.23%
PRTA-43730 1.23%
SNCR-32234 1.22%
Top 10 short positions of all time max
RTRX-41663 -1.34%
ESPR-44989 -1.32%
BTE-28232 -1.31%
SHLD-26169 -1.29%
IDIX-26502 -1.28%
RGLD-6455 -1.27%
SM-4664 -1.25%
CHRS-48026 -1.24%
STRP-45130 -1.23%
SN-42264 -1.23%
Top 10 positions of all time max
RTRX-41663 1.34%
NG-25781 1.33%
ESPR-44989 1.32%
BTE-28232 1.31%
SHLD-26169 1.29%
IDIX-26502 1.28%
ACAD-26322 1.28%
AZPN-11999 1.27%
BPT-1068 1.27%
RGLD-6455 1.27%
All positions ever held max
RTRX-41663 1.34%
NG-25781 1.33%
ESPR-44989 1.32%
BTE-28232 1.31%
SHLD-26169 1.29%
IDIX-26502 1.28%
ACAD-26322 1.28%
AZPN-11999 1.27%
BPT-1068 1.27%
RGLD-6455 1.27%
SM-4664 1.25%
CHRS-48026 1.24%
STRP-45130 1.23%
PBYI-42689 1.23%
SN-42264 1.23%
MLND-43478 1.23%
NLNK-42147 1.23%
LNCO-43513 1.23%
PRTA-43730 1.23%
SNCR-32234 1.22%
TSRO-43124 1.22%
SSRM-15591 1.21%
SUNE-13306 1.21%
CAR-17991 1.21%
AUY-25714 1.20%
INSY-44665 1.20%
OAS-39797 1.19%
AXDX-15934 1.19%
ITCI-46053 1.19%
AGIO-45143 1.18%
TVPT-47788 1.18%
IOC-26617 1.18%
SRPT-16999 1.18%
TUES-24770 1.18%
AMD-351 1.17%
BB-19831 1.17%
KPTI-45799 1.17%
PTCT-44955 1.16%
MNKD-26524 1.16%
SWN-7244 1.16%
CZZ-34560 1.15%
WLT-13771 1.14%
ONVO-41829 1.14%
JBL-8831 1.13%
DRYS-26994 1.13%
TSLA-39840 1.12%
WW-23269 1.12%
DPZ-26466 1.12%
FANG-43512 1.12%
HSH-6930 1.12%
AHT-25398 1.12%
SGMS-22637 1.11%
HTZ-50070 1.11%
ERF-22215 1.11%
INVA-26676 1.11%
XCO-28083 1.10%
BHC-10908 1.10%
ZIOP-31341 1.10%
TGTX-13984 1.09%
RCPT-44689 1.09%
BLOX-42821 1.08%
ICPT-43505 1.08%
UPL-22406 1.08%
PLUG-20776 1.08%
CLVS-42166 1.08%
CHH-24865 1.08%
ROSE-28091 1.07%
MBLY-47430 1.07%
LVNT_A-43298 1.07%
JE-42431 1.07%
ZG-41730 1.06%
UIS-7761 1.06%
RLYP-45851 1.06%
ESI-24831 1.06%
QDEL-6297 1.06%
NGVC-43219 1.06%
KWK-19902 1.06%
HQY-47397 1.06%
VER-41872 1.06%
ARNA-21724 1.06%
RPTP-21364 1.06%
SBAC-20281 1.05%
FLDM-40848 1.05%
IMOS-22801 1.05%
ANAC-40442 1.05%
DNDN_Q-21612 1.05%
RARE-46285 1.05%
NXTM-27733 1.05%
PGNX-17908 1.05%
DNB-2237 1.05%
FSL-41491 1.05%
PDLI-5847 1.05%
GPT-26520 1.05%
FCX-13197 1.04%
EXAM-40320 1.04%
DXPE-17196 1.04%
BAS-27886 1.04%
WIX-45800 1.04%
MOVE-20500 1.04%
FNV-41886 1.04%
HDP-48257 1.04%
BLDP-13798 1.04%
IMGN-3885 1.04%
ENTA-44332 1.04%
ANIK-8910 1.04%
CLNE-33924 1.04%
EGHT-22889 1.04%
CBL-9890 1.04%
CXRX-46079 1.03%
PLKI-22487 1.03%
ECYT-40814 1.03%
GOGO-44965 1.03%
ARRY-22192 1.03%
REG-10027 1.03%
GHL-26265 1.03%
GOGL-16570 1.03%
LNTH-49189 1.03%
CMO-1655 1.03%
GEVA-42112 1.03%
JBLU-23599 1.02%
ITMN-21284 1.02%
KNDI-32972 1.02%
DEI-32770 1.02%
HOS-26150 1.02%
NPSP-11356 1.02%
INN-40842 1.02%
YELP-42596 1.02%
MCP-39960 1.02%
SFR-46205 1.02%
WRI-8267 1.02%
CYBX-8464 1.02%
CWEI-8941 1.01%
CONE-43984 1.01%
EEQ-24073 1.01%
TRQ-25660 1.01%
NSM-42611 1.01%
FCEL-24853 1.01%
KW-35165 1.01%
SYNA-23398 1.01%
GTAT-36628 1.01%
SDLP-43539 1.01%
OVTI-21799 1.01%
GLOG-42746 1.01%
BAC-700 1.01%
ONDK-48290 1.01%
FB-42950 1.01%
BIIB-3806 1.01%
RFMD-17107 1.01%
MDCO-21906 1.01%
CUZ-1995 1.01%
KTOS-20947 1.01%
MUSA-45299 1.01%
DWA-26750 1.01%
NNN-5376 1.00%
SAGE-47332 1.00%
ACC-26553 1.00%
VNR-34931 1.00%
S-2938 1.00%
FSP-27327 1.00%
WPM-27437 1.00%
SDRL-39495 1.00%
KMR-22697 1.00%
ENLC-25850 1.00%
PANW-43202 1.00%
INTC-3951 1.00%
STNG-39422 1.00%
MSGN-39171 1.00%
IPG-3990 1.00%
ECPG-25320 1.00%
EZCH-4507 1.00%
KRG-26562 1.00%
EPE-46191 1.00%
CVC-2000 1.00%
MEOH-4795 1.00%
BBY-754 1.00%
SCHL-6705 1.00%
PHH-26956 1.00%
EXC-22114 1.00%
FCS-20486 1.00%
OMG-10009 1.00%
AAPL-24 1.00%
SNH-20799 1.00%
BRS-5645 1.00%
BCEI-42272 1.00%
PRKR-10485 1.00%
EXEL-21383 1.00%
WBMD-27669 1.00%
SIRI-11901 1.00%
ZINC-34524 0.99%
CATM-35253 0.99%
AINV-26183 0.99%
POWR-5090 0.99%
TECH-7373 0.99%
SGYP-32331 0.99%
ADES-26715 0.99%
RAD-6330 0.99%
MTOR-21723 0.99%
ARPI-44687 0.99%
ICON-6856 0.99%
XPER-25705 0.99%
AMCX-41594 0.99%
GDOT-39932 0.99%
PSEC-26517 0.99%
GLNG-24489 0.99%
ZNGA-42277 0.99%
MAG-34175 0.99%
CQH-46004 0.99%
ABMD-53 0.99%
MINI-10793 0.99%
USM-7851 0.99%
ANIP-25565 0.98%
DHT-27705 0.98%
MAIN-34797 0.98%
HRTX-22651 0.98%
SAND-43329 0.98%
NADL-46262 0.98%
BLK-20689 0.98%
IVZ-16589 0.98%
PMT-38630 0.98%
LNG-22096 0.98%
GPRO-47208 0.98%
ISEE-45498 0.98%
MGNX-45643 0.98%
PSLV-40322 0.98%
GSAT-32819 0.97%
OMER-38827 0.97%
SRCI-35051 0.97%
MPW-27443 0.97%
FBC-16754 0.97%
LB-4564 0.97%
LINE-27993 0.97%
EURN-48487 0.97%
HK-31032 0.97%
CORT-26191 0.97%
MDXG-34049 0.96%
NVR-5513 0.96%
ASPS-38633 0.96%
MNK-44917 0.96%
DOC-45113 0.96%
PVG-42366 0.96%
SALT-45996 0.96%
TXTR-44879 0.96%
CENX-14484 0.96%
FRO-22983 0.95%
IMMU-3891 0.95%
RESI-43712 0.95%
MACK-42735 0.95%
UNT-7806 0.95%
AKS-10897 0.95%
INCY-10187 0.95%
TTPH-44314 0.95%
CNQ-21735 0.95%
BKNG-19917 0.94%
RRD-2248 0.94%
ACHN-32790 0.94%
STAY-45848 0.94%
ATRA-47901 0.94%
LM-4488 0.94%
JNS-24556 0.94%
DVAX-25972 0.94%
CNHI-45538 0.94%
CMRX-44453 0.94%
ENB-19374 0.94%
RDUS-46871 0.94%
NWBO-23322 0.94%
SLM-6935 0.93%
FIT-49139 0.93%
DVMT-50242 0.93%
AAOI-45503 0.93%
FTI-22784 0.93%
SGNT-41301 0.93%
AAC-47842 0.93%
EVTC-44466 0.92%
CHKP-15101 0.92%
NE-5249 0.92%
RUN-49321 0.92%
EXAS-22364 0.92%
KITE-47169 0.92%
PRAA-24440 0.92%
SIX-39612 0.92%
VSLR-47820 0.92%
CLD-38971 0.92%
FMSA-47848 0.92%
CM-17813 0.92%
IDTI-3808 0.92%
DTSI-25319 0.91%
LXP-9968 0.91%
DNR-15789 0.91%
INFI-21744 0.91%
ABUS-40410 0.91%
WING-49126 0.91%
CORR-33284 0.91%
MU-5121 0.91%
REX-9642 0.91%
PRTY-48933 0.91%
CHK-8461 0.90%
OLED-14774 0.90%
SA-26203 0.90%
ASNA-2105 0.90%
ENVA-47979 0.90%
IDCC-3801 0.90%
REN-34800 0.90%
DISH-13017 0.90%
MIK-47228 0.89%
NYMT-34662 0.89%
IGT-48892 0.89%
FINL-2845 0.89%
ZLTQ-42037 0.89%
STRZ_A-32045 0.89%
FRAN-41737 0.89%
CTCT-34783 0.89%
TROX-40530 0.89%
MDGL-33298 0.89%
EROS-45867 0.89%
RYAM-47128 0.89%
ALDR-46869 0.88%
WSTC-44346 0.88%
LILA_K-49206 0.88%
KERX-21789 0.88%
MOH-25349 0.88%
LSI-24823 0.88%
MDT-4758 0.88%
MA-32146 0.88%
TARO-7308 0.88%
SD-50348 0.88%
AY-47123 0.87%
XLRN-45431 0.87%
STAG-41271 0.87%
ASPX-46308 0.87%
SEAS-44541 0.87%
NRF-26740 0.87%
VRSN-18221 0.87%
RCAP-44863 0.87%
FRTA-50398 0.87%
CLNY-38760 0.87%
AMBA-43495 0.87%
ICUI-3796 0.87%
GHC-8259 0.86%
CWEN-49043 0.86%
FORM-25182 0.86%
ANSS-15071 0.86%
REXR-45111 0.86%
CRUS-1882 0.86%
YUM-17787 0.86%
INST-49594 0.86%
EMR-2530 0.86%
CXP-45641 0.86%
BZH-10728 0.86%
TELL-4982 0.86%
PCH-5809 0.86%
SGRY-49456 0.86%
ARWR-10417 0.86%
TLM-17767 0.86%
ACI-88 0.86%
TDG-28161 0.86%
X-8329 0.86%
NAK-26776 0.86%
LLTC-4485 0.86%
BRK_B-11100 0.86%
FTR-2069 0.86%
VRTX-8045 0.86%
RAMP-110 0.86%
ISRG-25339 0.86%
WMC-42917 0.86%
RATE-41601 0.86%
PETX-45011 0.85%
SD-35006 0.85%
SCTY-43721 0.85%
ERIE-13639 0.85%
FWON_K-47272 0.85%
PRO-34118 0.85%
ADVM-47422 0.85%
WRLD-8268 0.85%
SJR-19150 0.85%
CARA-46283 0.85%
OIS-22464 0.85%
CVE-38896 0.85%
NBIX-14972 0.85%
QTS-45617 0.85%
PACB-40319 0.85%
ALXN-14328 0.84%
BKS-9693 0.84%
DYN-43462 0.84%
GPOR-28116 0.84%
EGL-43151 0.84%
AEGR-40294 0.84%
CMLS-18863 0.84%
GGG-3190 0.84%
SC-46215 0.84%
OUTR-24791 0.84%
ZUMZ-27229 0.84%
FIVE-43201 0.84%
SHOP-49060 0.84%
HIIQ-44113 0.84%
XOMA-8346 0.84%
RBBN-21557 0.83%
AG-40607 0.83%
TAHO-39938 0.83%
WLL-25707 0.83%
LOXO-47432 0.83%
OCN-15697 0.83%
BCRX-10905 0.83%
ROYT-42887 0.83%
NTCT-20526 0.83%
DDS-2126 0.83%
CLF-1595 0.83%
JUNO-48317 0.83%
BLUE-44935 0.83%
IRBT-27780 0.83%
ZSPH-47150 0.83%
CTCM-32182 0.83%
AFSI-32871 0.83%
ARCB-41 0.83%
NCMI-33317 0.83%
CRC-48073 0.83%
CMG-28016 0.83%
MELI-34525 0.83%
INTU-8655 0.83%
GEO-11710 0.83%
LRN-35259 0.83%
NVDQ-42595 0.83%
TIVO-16661 0.83%
QEP-39778 0.82%
LULU-34395 0.82%
QLYS-43454 0.82%
BEL-21911 0.82%
LCI-23602 0.82%
VHC-30464 0.82%
MUX-7845 0.82%
TMO-7493 0.82%
IRWD-39194 0.82%
CUB-1979 0.82%
DERM-47845 0.82%
FMI-45499 0.82%
OPB-46768 0.82%
AKAO-46528 0.82%
TGH-34810 0.81%
RPRX-8771 0.81%
ADRO-48925 0.81%
NTNX-50338 0.81%
MNOCF-41823 0.81%
REGI-42385 0.81%
OSTK-23714 0.81%
TLRD-7203 0.81%
CPWR-1826 0.81%
HALO-26766 0.81%
CSTM-44780 0.81%
KOS-41416 0.81%
RH-43599 0.81%
HAL-3443 0.81%
MCO-22139 0.81%
SSI-23395 0.81%
DKS-24070 0.81%
TECD-7372 0.81%
GOOG_L-26578 0.81%
LGND-12200 0.81%
HRB-3660 0.81%
ON-21429 0.80%
ASRT-18010 0.80%
AMPE-35897 0.80%
TERP-47334 0.80%
KEM-4265 0.80%
FFIV-20208 0.80%
ACOR-28077 0.80%
LOCK-43467 0.80%
MXIM-5149 0.80%
WIN-27019 0.80%
LBRD_K-48010 0.80%
SIR-42606 0.80%
SBRA-26096 0.80%
DNKN-41759 0.80%
GKOS-49178 0.80%
MIC-26898 0.80%
PETS-25867 0.80%
HOV-3645 0.80%
HRI-32887 0.80%
GE-3149 0.80%
NLY-17702 0.80%
ZQK-6317 0.80%
KBH-4199 0.79%
TECK-31886 0.79%
CPRI-42270 0.79%
KTWO-46870 0.79%
IDXX-3810 0.79%
DB-23113 0.79%
TSEM-12116 0.79%
GCO-3131 0.79%
DXCM-27173 0.79%
LL-35036 0.79%
MDU-4760 0.79%
SHLM-6851 0.79%
V-35920 0.79%
NVAX-14112 0.79%
CPLA-32860 0.79%
NAV-5199 0.79%
ANAB-50616 0.79%
HLX-17180 0.79%
BAH-40420 0.79%
UPL-50782 0.79%
SQ-49610 0.79%
ZGNX-40461 0.79%
FICO-2837 0.79%
GLPI-45656 0.79%
AVNR-19445 0.78%
EGRX-46354 0.78%
AEIS-13777 0.78%
UVE-31185 0.78%
ARIA-11880 0.78%
PLNT-49322 0.78%
AZO-693 0.78%
PEI-5876 0.78%
OSIS-17718 0.78%
MYGN-13698 0.78%
TWO-38887 0.78%
APH-465 0.78%
DO-13635 0.78%
EFII-2460 0.78%
FPRX-45430 0.78%
TWTR-45815 0.78%
SPWR-27817 0.78%
APOL-24829 0.78%
GLUU-33566 0.78%
MDCA-12800 0.78%
EVRI-27639 0.78%
TVTY-371 0.78%
SONC-7027 0.77%
LTRP_A-47578 0.77%
GES-24811 0.77%
CSH-6267 0.77%
TXN-7671 0.77%
AMZN-16841 0.77%
CXW-22102 0.77%
ESIO-2612 0.77%
VYGR-49579 0.77%
OMF-45670 0.77%
PACW-21624 0.77%
OBE-32293 0.77%
ABAX-31 0.77%
VRA-40287 0.77%
AERI-45733 0.77%
DK-32042 0.77%
SALE-45114 0.77%
ANGI-42175 0.77%
DIOD-2185 0.77%
GPS-3321 0.77%
FL-8383 0.77%
XON-45239 0.77%
EOX-26560 0.77%
WAC-18431 0.77%
PDS-5855 0.77%
WFT-19336 0.76%
SUI-10535 0.76%
NTLA-49934 0.76%
TREE-36742 0.76%
NFLX-23709 0.76%
ESV-2621 0.76%
CSII-32325 0.76%
RJET-26331 0.76%
BW-49208 0.76%
KEYW-40192 0.76%
NAVI-46782 0.76%
AAXN-22846 0.76%
PE-46989 0.76%
EGBN-20713 0.76%
TREX-20028 0.76%
LTC-4561 0.76%
SEMG-39358 0.76%
JCP-4118 0.76%
HSC-3686 0.76%
AMCC-17799 0.76%
DIN-3846 0.76%
TPL-7551 0.76%
PVAC-6258 0.76%
BOX-48486 0.76%
AAMC-45415 0.76%
LRCX-4537 0.76%
WEB-27762 0.76%
CBAY-46189 0.76%
ELLI-41243 0.76%
FUEL-45452 0.76%
ZFGN-47165 0.76%
CGNX-1460 0.76%
JPM-25006 0.76%
PEIX-27129 0.76%
ALJ-27500 0.76%
OREX-33742 0.75%
ROP-6543 0.75%
AMBC-44636 0.75%
SGH-50900 0.75%
TK-13289 0.75%
HEI-3519 0.75%
AGRO-40782 0.75%
BUFF-49279 0.75%
NVDA-19725 0.75%
SPG-10528 0.75%
ANV-33832 0.75%
IBKR-33807 0.75%
NYRT-46760 0.75%
ELF-50320 0.75%
CBI-1287 0.75%
SXC-41733 0.75%
INFN-33979 0.75%
TMUS-33698 0.75%
LPI-42263 0.75%
TOL-7530 0.75%
ARCO-41242 0.75%
UTHR-20306 0.75%
SNAP-50683 0.75%
FNSR-20866 0.75%
OSUR-22151 0.75%
GDP-13363 0.75%
PTEN-10254 0.75%
RGEN-6449 0.75%
BRKS-12512 0.74%
MEG-4779 0.74%
CBRL-1308 0.74%
ATW-624 0.74%
CTRE-46951 0.74%
CLDX-19187 0.74%
AXGT-49107 0.74%
WPX-42251 0.74%
ITG-25095 0.74%
NNBR-11003 0.74%
EGY-26497 0.74%
ADNT-50390 0.74%
VFC-7949 0.74%
CHTR-39095 0.74%
DUK-2351 0.74%
AMAG-659 0.74%
TYG-26016 0.74%
MEI-4803 0.74%
ACIA-33321 0.74%
HCA-41047 0.74%
IQNT-34997 0.74%
REGN-6413 0.73%
DISC_A-36930 0.73%
VRTS-37869 0.73%
ALNY-26335 0.73%
WM-19181 0.73%
SGMO-21447 0.73%
OME-18601 0.73%
KCG-44988 0.73%
PHYS-39273 0.73%
KATE-4479 0.73%
ORLY-8857 0.73%
OMED-45095 0.73%
TUBE-47333 0.73%
AUPH-47621 0.73%
SCMP-34477 0.73%
PLUS-25150 0.73%
MTN-24799 0.73%
YRCW-8370 0.73%
LOCO-47382 0.73%
AMGN-368 0.73%
AGEN-21104 0.73%
KRNY-27061 0.73%
MKSI-19909 0.72%
ATI-24840 0.72%
STMP-26286 0.72%
RRGB-23904 0.72%
DVN-2368 0.72%
CONN-25646 0.72%
EVC-21879 0.72%
TVIA-41522 0.72%
W-47833 0.72%
VNCE-45906 0.72%
ACN-25555 0.72%
SAVE-41498 0.72%
ENV-39958 0.72%
CNCE-46367 0.72%
ETR-2637 0.72%
QURE-46310 0.72%
MESG-43460 0.72%
HD-3496 0.72%
USNA-15408 0.72%
MCRB-49195 0.72%
ZAGG-32502 0.71%
BBSI-9094 0.71%
EVHC-50499 0.71%
BTG-44884 0.71%
TNK-35260 0.71%
BV-42551 0.71%
DNOW-46949 0.71%
HP-3647 0.71%
MTSC-5107 0.71%
MPWR-26811 0.71%
KRC-16374 0.71%
NXPI-39994 0.71%
SGY-9458 0.71%
ENTG-21754 0.71%
VSM-50287 0.71%
TCO-7346 0.71%
CVNA-50807 0.71%
AKG-35382 0.71%
JPS-24013 0.71%
VMEM-45520 0.71%
SSP-7121 0.71%
GSM-38638 0.71%
MRO-5035 0.71%
NJR-5326 0.70%
PIR-6000 0.70%
BNFT-45428 0.70%
HZO-18917 0.70%
VEEV-45667 0.70%
VET-44278 0.70%
NKTR-24572 0.70%
PBPB-45579 0.70%
CELG-1406 0.70%
NPTN-40807 0.70%
HA-3431 0.70%
AGR-49666 0.70%
NVCR-49460 0.70%
YNDX-41484 0.70%
TIER-46394 0.70%
CPG-46206 0.70%
INXN-40784 0.70%
GPRE-28159 0.70%
MDR-4752 0.70%
MDVN-28160 0.70%
EPZM-44830 0.70%
STL-19730 0.70%
CRR-14700 0.70%
CALA-47830 0.70%
CACC-1216 0.69%
ADI-122 0.69%
XONE-44102 0.69%
AEO-11086 0.69%
NEU-26395 0.69%
ICLR-18729 0.69%
KGC-9189 0.69%
TXMD-28966 0.69%
TGI-15905 0.69%
HL-3585 0.69%
CRAY-21374 0.69%
MTDR-42446 0.69%
GRPN-42118 0.69%
APTV-42173 0.69%
CRZO-17358 0.69%
BGS-33892 0.69%
DDD-12959 0.69%
SIG-9774 0.69%
ADXS-40992 0.69%
TTC-7623 0.69%
GVA-3123 0.69%
ARAV-46582 0.69%
TTI-7633 0.69%
ALKS-301 0.69%
LHCG-27342 0.69%
LHO-18582 0.69%
BERY-43476 0.69%
MBI-4684 0.68%
AMED-25392 0.68%
AVP-660 0.68%
TWOU-46648 0.68%
ALLT-32889 0.68%
MR-47168 0.68%
JACK-20740 0.68%
RMBS-16945 0.68%
ADMS-46722 0.68%
TPX-25802 0.68%
AXAS-677 0.68%
LJPC-11512 0.68%
MTW-4656 0.68%
CEVA-24434 0.68%
HLSS-42584 0.68%
CCJ-14479 0.68%
INSM-21778 0.68%
GT-3384 0.68%
CSIQ-32856 0.68%
ADPT-47191 0.68%
CABO-49204 0.68%
HZNP-41766 0.68%
GBX-11645 0.68%
IPHI-40399 0.68%
WLB-8130 0.68%
SNBR-19559 0.68%
SBGI-13098 0.67%
NM-27763 0.67%
QTNA-50417 0.67%
ASTE-579 0.67%
NWN-5523 0.67%
NZF-23079 0.67%
NSH-32386 0.67%
NVG-23528 0.67%
MKTO-44738 0.67%
WNC-8233 0.67%
JOE-6904 0.67%
APLE-49051 0.67%
CYNO-27887 0.67%
RYI-47464 0.67%
FCAU-47888 0.67%
MSCI-35078 0.67%
NGD-27323 0.67%
MHLD-36164 0.67%
P-41579 0.67%
SBH-32866 0.67%
CZR-42461 0.67%
ADBE-114 0.66%
GGN-27137 0.66%
PER-41817 0.66%
MORE-47284 0.66%
MGI-26435 0.66%
PBH-27027 0.66%
BRCD-20061 0.66%
ZION-8399 0.66%
PTLA-44770 0.66%
CECO-24834 0.66%
TTS-40545 0.66%
EFX-2465 0.66%
DRI-12882 0.66%
SHEN-22166 0.66%
WLH-43733 0.66%
ENOC-33881 0.66%
RXDX-44685 0.66%
NOG-35961 0.66%
HBM-40301 0.66%
SWIR-21561 0.66%
FOSL-8816 0.65%
SCVL-8733 0.65%
REI-42894 0.65%
EGO-24547 0.65%
LAD-16238 0.65%
UNIT-48962 0.65%
SAIA-24115 0.65%
MRVL-21666 0.65%
CHFC-1490 0.65%
I-44539 0.65%
VRNS-46453 0.65%
MTD-17895 0.65%
DECK-9909 0.65%
UMPQ-18634 0.65%
MHR-32541 0.65%
VSH-8050 0.65%
BID-869 0.65%
GTE-31619 0.65%
UVV-7885 0.65%
CHGG-45847 0.65%
UFS-2329 0.65%
RHI-6465 0.65%
CROX-28078 0.65%
EGN-2470 0.65%
MSCC-5053 0.65%
DY-2385 0.65%
NCS-935 0.65%
NCLH-43981 0.64%
LQ-46721 0.64%
TPLM-31903 0.64%
NAT-17553 0.64%
CCG-40180 0.64%
ANET-47063 0.64%
ETP-23465 0.64%
GIMO-44892 0.64%
ECOM-44779 0.64%
NRG-26143 0.64%
AAWW-28378 0.64%
MNTA-26381 0.64%
WLTW-22857 0.64%
EBAY-24819 0.64%
CCK-1343 0.64%
DORM-6355 0.64%
PBI-5773 0.64%
NEWR-48253 0.64%
ICFI-32652 0.64%
RFP-40576 0.64%
NBR-5214 0.64%
LXRX-21413 0.64%
CVX-23112 0.64%
NMFC-41463 0.64%
NHTC-18595 0.64%
GNW-26323 0.64%
JOY-22996 0.64%
DSL-44614 0.64%
WDFC-8134 0.63%
WGL-8166 0.63%
ISLE-19391 0.63%
IDA-3798 0.63%
CHUY-43215 0.63%
SPKE-47372 0.63%
EL-13841 0.63%
SCLN-6714 0.63%
NOMD-47572 0.63%
FLOW-49434 0.63%
AMN-23178 0.63%
HHC-40378 0.63%
NXST-25679 0.63%
VSAT-16307 0.63%
ENDP-21750 0.63%
BOLD-50135 0.62%
GBT-49335 0.62%
DENN-18148 0.62%
VSI-38882 0.62%
IAG-24491 0.62%
NK-49298 0.62%
EXPR-39626 0.62%
GNC-41182 0.62%
VNDA-28326 0.62%
TW-22183 0.62%
AVXS-49751 0.62%
IOVA-36209 0.62%
LE-46579 0.62%
BKI-49048 0.62%
TRW-25948 0.62%
COHR-1751 0.62%
IPGP-33033 0.62%
SNR-47958 0.62%
KMI-40852 0.62%
NMBL-46002 0.61%
MNST-3450 0.61%
ALSN-42637 0.61%
SR-4435 0.61%
IMO-3895 0.61%
INGN-46370 0.61%
PATK-5761 0.61%
CAA-7050 0.61%
DG-38936 0.61%
IIVI-3854 0.61%
ORIG-41919 0.61%
PNNT-33704 0.61%
ARR-35162 0.61%
BANC-23943 0.61%
AT-39942 0.61%
FAST-2696 0.61%
SPPI-24517 0.61%
MASI-34501 0.61%
EXXI-34443 0.61%
RGC-23722 0.61%
ARNC-2 0.61%
HF-33240 0.61%
VIAV-20387 0.61%
TCF-7334 0.61%
RGLS-43472 0.61%
OSPN-21457 0.61%
ODFL-5582 0.61%
GRUB-46693 0.61%
TMHC-44433 0.61%
KFY-19803 0.61%
CRSP-50400 0.61%
SKYW-6925 0.61%
LC-48220 0.60%
CALM-16169 0.60%
EBS-32878 0.60%
BIG-22657 0.60%
BTU-22660 0.60%
SBNY-26132 0.60%
PRAH-48077 0.60%
RIGL-25226 0.60%
TPR-22099 0.60%
AGX-28450 0.60%
GM-40430 0.60%
MCHP-8677 0.60%
INOV-48629 0.60%
BPMC-49000 0.60%
ALGT-33016 0.60%
TRP-7591 0.60%
NEWM-46297 0.60%
ALOG-311 0.60%
CYH-21608 0.60%
WYNN-24124 0.60%
WERN-8147 0.60%
DWRE-42638 0.60%
CMPR-27674 0.60%
TWLO-50077 0.60%
CMP-25728 0.59%
WPC-21713 0.59%
RVNC-46315 0.59%
BRX-45755 0.59%
COP-23998 0.59%
EIGI-45735 0.59%
MOV-14762 0.59%
EVHC-45269 0.59%
FISV-2853 0.59%
FIZZ-6104 0.59%
SYF-47415 0.59%
OFG-16394 0.59%
MDAS-35268 0.59%
ADS-22747 0.59%
NDLS-45014 0.59%
AXLL-3189 0.59%
PLAY-47884 0.59%
CDE-1374 0.59%
MLHR-4901 0.59%
CFR-1427 0.58%
CEF-1402 0.58%
ATRS-22418 0.58%
FCH-11641 0.58%
RUBI-46671 0.58%
CCMP-21371 0.58%
MAS-4665 0.58%
SFLY-32660 0.58%
GTI-23687 0.58%
ICE-27809 0.58%
OHI-5621 0.58%
WATT-46650 0.58%
CACI-1218 0.58%
HDS-44990 0.58%
HMSY-3607 0.58%
CUDA-45797 0.58%
RIG-9038 0.57%
CARB-41820 0.57%
IR-4010 0.57%
OMI-5660 0.57%
ACHC-42091 0.57%
SPB-8414 0.57%
TU-22176 0.57%
GOLD-64 0.57%
HNI-26259 0.57%
RETA-49995 0.57%
ECA-23021 0.57%
TRI-23825 0.57%
ERII-36518 0.57%
SFM-45199 0.57%
DRE-2293 0.57%
TBPH-46932 0.57%
LBTY_A-27357 0.57%
BETR-49318 0.57%
CUR-33012 0.57%
RCI-14298 0.57%
CERS-16333 0.57%
BCOR-24011 0.57%
NVGS-45915 0.57%
ATKR-50040 0.57%
TRIP-42230 0.57%
LPX-4531 0.57%
HPP-39816 0.57%
RHT-20541 0.56%
BYD-9888 0.56%
IPCM-35640 0.56%
ELGX-23769 0.56%
GTN-23945 0.56%
ERI-47743 0.56%
AMC-46027 0.56%
PCRX-40815 0.56%
PEGI-45526 0.56%
ANF-15622 0.56%
EW-21382 0.56%
FRGI-42856 0.56%
SAM-24822 0.56%
BKE-915 0.56%
TEX-7408 0.56%
ACTG-24465 0.56%
HTLD-3706 0.56%
MTSI-42646 0.56%
TLMR-46355 0.56%
BBDC-33359 0.56%
HCI-36890 0.56%
CFMS-49211 0.55%
LPNT-20105 0.55%
DIS-2190 0.55%
CTIC-16607 0.55%
EAT-2404 0.55%
MOS-41462 0.55%
DLB-27046 0.55%
AMAT-337 0.55%
FTK-27496 0.55%
SWKS-23821 0.55%
KSS-4313 0.55%
PPC-39111 0.55%
FET-42784 0.55%
FBP-2806 0.55%
SBLK-28112 0.55%
UHS-7749 0.55%
BCO-24884 0.55%
CPE-12011 0.55%
CSLT-46551 0.54%
AMG-17800 0.54%
CLS-19063 0.54%
SGEN-22563 0.54%
KN-46369 0.54%
IIIN-3849 0.54%
SOHU-21813 0.54%
CODE-39640 0.54%
ALGN-22355 0.54%
GST-27984 0.54%
CF-27558 0.54%
NVRO-48025 0.54%
WWE-20818 0.54%
UAA-27822 0.54%
APTS-41188 0.54%
THOR-15228 0.54%
BAX-734 0.54%
ACRS-49465 0.54%
EGP-2471 0.54%
WTI-26986 0.54%
GHDX-27666 0.54%
HOMB-32302 0.54%
QUOT-46497 0.54%
ININ-13046 0.54%
AKR-19185 0.54%
CLX-1616 0.54%
SRNE-33062 0.53%
CIE-39073 0.53%
RRTS-39628 0.53%
WNR-27997 0.53%
HNGR-3548 0.53%
STC-6893 0.53%
UBNT-42027 0.53%
SUPN-42877 0.53%
AL-41280 0.53%
NBL-5213 0.53%
DGX-16348 0.53%
DYAX-21870 0.53%
STAR-24862 0.53%
HPR-26865 0.53%
RCII-24827 0.53%
F-2673 0.53%
ONB-5639 0.53%
ARE-16843 0.53%
IONS-4031 0.53%
ALLE-45874 0.53%
SHOR-34145 0.52%
ESND-7866 0.52%
IMPV-42131 0.52%
HOLI-28942 0.52%
RMTI-18196 0.52%
SU-10533 0.52%
GPI-24787 0.52%
SHW-6868 0.52%
TRNO-39161 0.52%
ADC-11085 0.52%
XENT-47373 0.52%
GLF-3265 0.52%
NCR-16389 0.52%
APEI-35040 0.52%
OTIC-47495 0.52%
SPLS-7061 0.52%
PDM-39204 0.52%
PI-50138 0.52%
MTRX-5105 0.52%
ANFI-43493 0.52%
IOSP-18759 0.52%
RTN-6583 0.52%
CYBR-47779 0.52%
KLIC-4248 0.51%
AHL-25712 0.51%
FG-50112 0.51%
RENT-6421 0.51%
NWSA-44931 0.51%
DFRG-43237 0.51%
PLT-10655 0.51%
AOBC-24519 0.51%
KEG-29964 0.51%
UAL-28051 0.51%
IPI-36093 0.51%
FEYE-45451 0.51%
DOOR-45383 0.51%
RICE-46240 0.51%
LSXM_K-49883 0.51%
SKX-20284 0.51%
MTZ-4667 0.51%
ITW-4080 0.51%
TTWO-16820 0.51%
ATHN-34692 0.51%
MMYT-40028 0.51%
OPK-23120 0.51%
XXII-32588 0.51%
BA-698 0.51%
ONCE-48547 0.51%
EHTH-32726 0.51%
BRO-1097 0.50%
CPA-27908 0.50%
ZOES-46742 0.50%
APPF-49193 0.50%
AJRD-3424 0.50%
XOOM-44158 0.50%
SHO-26728 0.50%
SYNH-48027 0.50%
FWRD-19216 0.50%
SMCI-33609 0.50%
APAM-44249 0.50%
MMS-24794 0.50%
DGI-38374 0.50%
LBTY_K-27608 0.50%
WMB-8214 0.50%
GRA-3328 0.50%
WAB-13135 0.50%
AGN-205 0.50%
SPXC-7086 0.50%
URBN-10303 0.49%
CBB-24891 0.49%
VSTO-48531 0.49%
NYCB-22250 0.49%
CCOI-23428 0.49%
ADTN-11718 0.49%
AVAV-33194 0.49%
LAUR-50639 0.49%
PCYC-13711 0.49%
MAT-4668 0.49%
CSC-1898 0.49%
PACD-42151 0.49%
UTIW-22284 0.49%
AFOP-22189 0.49%
MX-41048 0.49%
RGR-6458 0.49%
LOPE-37686 0.49%
EVH-49100 0.49%
AMKR-18655 0.49%
EDIT-49736 0.49%
BC-755 0.49%
CVEO-46939 0.49%
CFG-47777 0.49%
DLTH-49615 0.49%
AX-27108 0.49%
REVG-50636 0.49%
TMST-47162 0.48%
CDNS-1385 0.48%
TSS-7616 0.48%
MEET-30658 0.48%
BABY-22865 0.48%
PBA-42750 0.48%
HAWK-44570 0.48%
CY-2043 0.48%
DDC-39 0.48%
RDEN-22398 0.48%
MLNX-33316 0.48%
TISI-7487 0.48%
MNR-4946 0.48%
TCS-45780 0.48%
APRN-50990 0.48%
AMPH-47193 0.48%
INVN-42165 0.48%
ACM-33831 0.48%
ANW-33014 0.48%
SCS-18347 0.48%
PODD-33858 0.48%
DAL-33729 0.48%
AOL-38989 0.48%
EA-2602 0.48%
IPXL-37849 0.48%
TTMI-22072 0.48%
FNGN-39363 0.48%
AEGN-3949 0.48%
CBPX-46307 0.48%
NES-35217 0.48%
RL-24832 0.48%
PZZA-9252 0.48%
LOGI-16649 0.48%
WMGI-40816 0.48%
PCL-5813 0.47%
BGG-845 0.47%
RIC-16681 0.47%
NFX-10231 0.47%
PSTG-49464 0.47%
PRIM-32784 0.47%
NEA-24423 0.47%
AABA-14848 0.47%
PNY-6091 0.47%
RBA-18480 0.47%
FSM-41915 0.47%
HIW-11492 0.47%
MCC-40724 0.47%
PLCM-14784 0.47%
XLS-42021 0.47%
APOG-474 0.47%
PNM-6077 0.47%
THC-5343 0.47%
BDX-794 0.47%
TTD-50288 0.47%
KRO-25764 0.47%
PES-22551 0.47%
VECO-12267 0.47%
WFM-8158 0.47%
LUV-4589 0.47%
NPO-23798 0.47%
BEAV-799 0.47%
FI-45248 0.47%
AUQ-25510 0.47%
NSR-27413 0.47%
LDRH-45619 0.47%
HLF-26892 0.47%
POWI-18085 0.47%
KRFT-43405 0.46%
SVU-7233 0.46%
WAT-13962 0.46%
FDX-2765 0.46%
MTGE-41792 0.46%
ARAY-33310 0.46%
THI-28231 0.46%
DRQ-17646 0.46%
CSTE-42704 0.46%
HIG-14064 0.46%
HLI-49341 0.46%
LEXE_A-50444 0.46%
CRBP-47955 0.46%
MITT-41669 0.46%
UMBF-11215 0.46%
SINA-21448 0.46%
BRSS-44777 0.46%
TRTN-50119 0.46%
EXPD-2663 0.45%
MANH-18588 0.45%
HABT-48126 0.45%
PAAS-13083 0.45%
BDBD-28667 0.45%
AAN-523 0.45%
MCD-4707 0.45%
OSK-5719 0.45%
PEB-39047 0.45%
EMN-10594 0.45%
SSYS-12107 0.45%
GG-22226 0.45%
GIII-3210 0.45%
CAKE-1234 0.45%
PQ-19326 0.45%
SNSS-27637 0.45%
ZAYO-47912 0.45%
SODA-40353 0.45%
PKG-20773 0.45%
CORE-27864 0.44%
POT-6109 0.44%
NTRI-21697 0.44%
AUXL-26500 0.44%
MGM-4831 0.44%
CW-2015 0.44%
JWN-5382 0.44%
CHS-8612 0.44%
TRU-49176 0.44%
SAFM-6624 0.44%
USCR-40241 0.44%
CBT-1315 0.44%
WOW-50902 0.44%
RSPP-46182 0.44%
WD-40592 0.44%
WDC-8132 0.44%
ULTA-34953 0.44%
MCRN-49177 0.44%
HIBB-15815 0.44%
SITE-49959 0.44%
CBRE-26367 0.44%
RWT-13451 0.44%
ASIX-50260 0.43%
PFPT-42825 0.43%
WOR-8306 0.43%
VRTV-47143 0.43%
PM-35902 0.43%
XNPT-27330 0.43%
QCOM-6295 0.43%
URS-7828 0.43%
CSGP-20475 0.43%
PEN-49413 0.43%
COST-1787 0.43%
CENT_A-33297 0.43%
PNK-21187 0.43%
CJES-41770 0.43%
FSLR-32902 0.43%
IMKT_A-3890 0.43%
SO-7011 0.43%
RRC-19249 0.43%
MSTR-23889 0.43%
CIR-20696 0.43%
ITGR-22015 0.42%
TRGP-40547 0.42%
GILD-3212 0.42%
RES-6426 0.42%
JCOM-22450 0.42%
BDSI-23846 0.42%
ALRM-49192 0.42%
IGT-3840 0.42%
WBA-8089 0.42%
HPQ-3735 0.42%
EGOV-20359 0.42%
VRAY-48015 0.42%
M-2754 0.42%
KOP-28039 0.42%
NYT-5551 0.42%
MWW-24923 0.42%
CPT-9348 0.42%
ASGN-557 0.42%
TLN-49003 0.42%
FDS-15129 0.42%
OXM-5728 0.42%
BKD-27830 0.41%
OCSL-36371 0.41%
WSM-8284 0.41%
PARR-43375 0.41%
RT-4971 0.41%
ASH-559 0.41%
EQT-2587 0.41%
CAVM-33776 0.41%
RAVN-6347 0.41%
ATNI-610 0.41%
MHK-4963 0.41%
SMTC-6961 0.41%
ETFC-15474 0.41%
KURA-49572 0.41%
ETSY-48934 0.41%
LNKD-41451 0.41%
OWW-34300 0.40%
AYR-32475 0.40%
MHO-10217 0.40%
TIME-46965 0.40%
ENR-49213 0.40%
BCC-44089 0.40%
ARUN-33588 0.40%
AEE-24783 0.40%
SPGI-4849 0.40%
AET-168 0.40%
CNX-24758 0.40%
CMCS_A-1637 0.40%
CPN-35531 0.40%
TCBI-25467 0.40%
ESI-45531 0.40%
KLAC-4246 0.40%
STX-24518 0.40%
PDCE-5907 0.39%
ENS-26530 0.39%
LOGM-38560 0.39%
CKH-1581 0.39%
ABCB-11232 0.39%
CLDR-50810 0.39%
ELS-8516 0.39%
CVI-22766 0.39%
SSW-27550 0.39%
MEDP-50194 0.39%
LPSN-21415 0.39%
CLR-33856 0.39%
BGC-3129 0.39%
ATRO-617 0.39%
DPLO-47883 0.39%
MULE-50719 0.39%
KLDX-49463 0.39%
SAH-24786 0.39%
EDE-2437 0.39%
CNO-25497 0.39%
UCTT-26146 0.39%
TPH-44053 0.39%
R-6326 0.39%
PBF-43713 0.39%
RUSH_A-23907 0.39%
TXRH-26693 0.39%
CWT-2034 0.39%
EXP-11120 0.39%
RDC-6392 0.38%
AEL-25710 0.38%
ISCA-16029 0.38%
EPAM-42463 0.38%
FOLD-33949 0.38%
STZ-24873 0.38%
ORBC-32829 0.38%
WMT-8229 0.38%
COL-22880 0.38%
TOWR-40257 0.38%
ODP-5583 0.38%
TRUE-46929 0.38%
VIVO-4244 0.38%
BBBY-739 0.38%
PEG-5862 0.38%
BHE-856 0.38%
FIX-24793 0.38%
BHVN-50839 0.38%
IG-3835 0.38%
RPD-49275 0.38%
CAM-13176 0.38%
LNCE-4499 0.38%
FDC-49496 0.37%
FDP-17651 0.37%
APTI-50318 0.37%
NEOG-5262 0.37%
ABEO-28471 0.37%
PGH-32443 0.37%
NTAP-13905 0.37%
MRD-47126 0.37%
VOYA-44645 0.37%
HR-8965 0.37%
WCG-26440 0.37%
QRVO-48384 0.37%
MPO-42820 0.37%
BLCM-48304 0.37%
QTWO-46578 0.37%
COG-1746 0.37%
RGNX-49409 0.37%
PMC-34241 0.36%
PJT-49448 0.36%
HAIN-10649 0.36%
MFRM-42184 0.36%
BNS-1010 0.36%
TSN-7684 0.36%
AEM-154 0.36%
CREE-8459 0.36%
NOW-43127 0.36%
GMED-43252 0.36%
PLCE-24789 0.36%
EWBC-19787 0.36%
LMNX-21288 0.36%
ZEN-46918 0.36%
IAC-26470 0.35%
LXK-13891 0.35%
INO-3150 0.35%
MAN-4654 0.35%
BLMN-43283 0.35%
HOG-3499 0.35%
GNRC-39208 0.35%
SYNT-24790 0.35%
PAY-27206 0.35%
BG-22959 0.35%
ACCO-27570 0.35%
FIVN-46695 0.35%
SABR-46776 0.35%
DMND-27474 0.35%
SEM-38786 0.35%
FUL-3065 0.35%
ADSW-50361 0.35%
MYRG-36737 0.35%
CMD-1722 0.35%
EV-2407 0.35%
OMC-5651 0.35%
CXO-34440 0.35%
UNH-7792 0.35%
STKL-7158 0.35%
STRA-15397 0.35%
MGLN-25837 0.35%
ILMN-21774 0.35%
RAX-36714 0.34%
VAC-42125 0.34%
SNI-36372 0.34%
AVGO-38650 0.34%
AWAY-41667 0.34%
TESO-16281 0.34%
THS-27406 0.34%
ATSG-27231 0.34%
COMM-45734 0.34%
HI-35919 0.34%
SFXE-45620 0.34%
OPI-38446 0.34%
ORBK-5690 0.34%
STOR-48103 0.34%
DFIN-50310 0.34%
NAD-20117 0.34%
ALB-10898 0.33%
SPLK-42815 0.33%
BEE-26410 0.33%
NLS-23710 0.33%
HAFC-22371 0.33%
FMC-2893 0.33%
STR-7171 0.33%
KIM-4238 0.33%
RTK-6523 0.33%
CATO-1219 0.33%
ANGO-26324 0.33%
FSS-3037 0.33%
BANR-22093 0.33%
PRGO-6161 0.33%
NOV-24809 0.33%
PCG-5792 0.33%
AKRX-270 0.33%
CWH-50366 0.33%
PSMT-17568 0.33%
CUBI-42317 0.33%
UTEK-9857 0.32%
PII-6992 0.32%
XPO-26287 0.32%
CWST-17643 0.32%
RSE-42315 0.32%
COTY-44909 0.32%
AFAM-21103 0.32%
WIBC-8278 0.32%
STLD-16108 0.32%
HMHC-45861 0.32%
AIG-239 0.32%
VCRA-42726 0.32%
SXT-22272 0.32%
NEM-5261 0.32%
WHR-8178 0.32%
CC-49210 0.32%
MCK-12350 0.32%
DD-2119 0.32%
KKD-21410 0.32%
QLIK-39921 0.32%
MSFT-5061 0.32%
GWW-3421 0.32%
EQIX-24482 0.31%
MDSO-38538 0.31%
DLTR-12652 0.31%
TDOC-49222 0.31%
TRMB-7580 0.31%
CVTI-12023 0.31%
RPXC-41375 0.31%
CPB-1795 0.31%
MKTX-26781 0.31%
ZTS-44060 0.31%
NUS-16059 0.31%
PLAB-6018 0.31%
AXL-19672 0.31%
BL-50418 0.31%
CLB-13508 0.31%
LEN-4417 0.31%
HY-43449 0.31%
ABC-22954 0.31%
HCSG-3494 0.31%
MLNT-42455 0.31%
ENT-41520 0.31%
WTR-6193 0.31%
AYI-23276 0.30%
QLGC-10829 0.30%
HTA-43032 0.30%
AIMT-49323 0.30%
HES-216 0.30%
ATRC-27532 0.30%
RF-34913 0.30%
COLL-49016 0.30%
CLDT-39498 0.30%
NDSN-5253 0.30%
BLT-20462 0.30%
QRTE_A-32046 0.30%
RDN-20276 0.30%
CL-1582 0.30%
HFC-3620 0.30%
UNFI-16129 0.30%
CHE-26305 0.30%
SPSC-39528 0.30%
TMH-39076 0.30%
RAIL-27161 0.29%
APC-455 0.29%
SGI-27271 0.29%
LZB-4621 0.29%
DBI-27409 0.29%
OMCL-23019 0.29%
SRG-49238 0.29%
IRDM-35933 0.29%
VG-32143 0.29%
ILG-36735 0.29%
HSKA-17227 0.29%
FTD-45645 0.29%
BLDR-27369 0.29%
RTEC-24801 0.29%
PNW-6090 0.29%
OR-47173 0.29%
TBI-15165 0.29%
CCI-19258 0.29%
AVA-25265 0.29%
XOM-8347 0.28%
AGI-44156 0.28%
AGU-12856 0.28%
PINC-45506 0.28%
SNA-6976 0.28%
REV-14420 0.28%
TRN-7583 0.28%
KBR-32880 0.28%
MRC-42786 0.28%
UPS-20940 0.28%
MKL-4649 0.28%
DRII-45112 0.28%
POOL-13718 0.28%
MIDD-4695 0.28%
CQB-1833 0.28%
UIHC-35018 0.28%
CMTL-1675 0.28%
TDS-7362 0.28%
KLXI-48169 0.28%
WGO-8168 0.28%
RAI-20277 0.28%
KND-23221 0.28%
VVC-21458 0.28%
SFS-47776 0.28%
CVGW-23857 0.28%
CSU-17639 0.28%
CPSI-23667 0.28%
NCI-20403 0.28%
PCTY-46569 0.28%
PGND-49047 0.27%
SAIC-45410 0.27%
JONE-45141 0.27%
CAT-1267 0.27%
SNDK-13940 0.27%
BNCN-25400 0.27%
WRD-50537 0.27%
FII-18709 0.27%
GTLS-32433 0.27%
GPN-22443 0.27%
ANDE-14329 0.27%
AXS-25305 0.27%
CPS-39665 0.27%
BRKL-23850 0.27%
BHLB-21587 0.27%
COWN-32377 0.27%
TRXC-29042 0.27%
UNF-7789 0.27%
TIF-7447 0.27%
TWNK-49495 0.27%
GLBR-40531 0.27%
UE-48390 0.27%
TFM-40376 0.27%
SSB-16358 0.27%
EXTR-19973 0.27%
FMBI-2891 0.27%
ZBRA-8388 0.27%
NHI-5303 0.26%
MET-21418 0.26%
TSE-47098 0.26%
SHAK-48543 0.26%
GNL-49087 0.26%
RMAX-45557 0.26%
BPOP-1062 0.26%
RSG-19147 0.26%
PH-5956 0.26%
MDC-4736 0.26%
VRTU-34483 0.26%
CTLT-47414 0.26%
LII-24767 0.26%
WPRT-36763 0.26%
BCR-779 0.26%
AIR-253 0.26%
UEPS-27529 0.26%
AR-45618 0.26%
MTRN-1188 0.26%
CCP-49325 0.26%
ACRX-40827 0.26%
BCE-766 0.26%
BURL-45558 0.26%
ORC-44141 0.26%
EBIX-18693 0.26%
ALG-8586 0.26%
COLB-1755 0.26%
KRA-39079 0.26%
AXTA-48065 0.26%
NMZ-25674 0.25%
BEAT-35929 0.25%
GLW-3241 0.25%
EXK-33236 0.25%
QSR-48215 0.25%
CAG-1228 0.25%
HBAN-3472 0.25%
ARRS-25134 0.25%
TPRE-45281 0.25%
NMIH-45831 0.25%
PPL-6119 0.25%
WMS-47380 0.25%
MTX-5119 0.25%
MSG-49458 0.25%
COT-1789 0.25%
PAHC-46748 0.25%
SPTN-21939 0.25%
CBM-1297 0.25%
MAR-25920 0.25%
PJC-25823 0.25%
CAMP-1244 0.25%
SJI-6900 0.25%
PRLB-42546 0.25%
ABBV-43694 0.25%
FRPT-48038 0.24%
LTM-26426 0.24%
AMRI-24777 0.24%
SLCA-42436 0.24%
FE-17850 0.24%
FCNC_A-2739 0.24%
REXX-34379 0.24%
THO-7433 0.24%
PWR-6269 0.24%
ALTR-328 0.24%
PXD-17436 0.24%
HUM-3718 0.24%
TRUP-47331 0.24%
CLH-1597 0.24%
AMT-24760 0.24%
SPWH-46777 0.24%
GPK-25429 0.24%
CTRL-45212 0.24%
EVR-32483 0.24%
BSFT-39782 0.23%
CASH-9700 0.23%
STRL-9430 0.23%
XNCR-45942 0.23%
APA-448 0.23%
BIOS-15525 0.23%
MLM-10796 0.23%
WU-32603 0.23%
INT-3950 0.23%
UNP-7800 0.23%
LITE-49288 0.23%
GEF-14379 0.23%
PRE-10025 0.23%
CNS-26569 0.23%
PTC-6064 0.23%
RE-13720 0.23%
SSNI-44270 0.23%
BKW-43085 0.23%
HERO-27747 0.23%
ADP-630 0.23%
NWL-5520 0.23%
RNST-5960 0.23%
GMS-50004 0.23%
JKHY-4141 0.23%
TNET-46633 0.23%
GLOB-47330 0.23%
ACAT-69 0.23%
KMB-4263 0.23%
WTFC-16703 0.23%
VC-40159 0.23%
GLYC-46135 0.22%
DBD-2100 0.22%
GTT-44938 0.22%
UHAL-12141 0.22%
THRM-19666 0.22%
MM-42737 0.22%
IHS-27791 0.22%
LVLT-18587 0.22%
CSOD-41098 0.22%
GTIV-21266 0.22%
SNV-7007 0.22%
HE-3509 0.22%
TNC-7303 0.22%
WAGE-42919 0.22%
BAP-13612 0.22%
CO-33188 0.22%
TFX-7414 0.22%
INTL-12684 0.21%
NXGN-6311 0.21%
TD-15596 0.21%
BLX-957 0.21%
MYCC-45453 0.21%
EZPW-2671 0.21%
MGAM-14962 0.21%
CIEN-16453 0.21%
ROG-6534 0.21%
FSK-46764 0.21%
CBOE-39773 0.21%
SYY-7285 0.21%
RDNT-6047 0.21%
MXL-39393 0.21%
PSIX-33645 0.21%
SERV-47207 0.21%
UBS-48129 0.21%
ENPH-42749 0.21%
CNI-16178 0.21%
MGA-4823 0.21%
VAR-7904 0.21%
GWB-47898 0.21%
BIO-879 0.21%
BRCM-18529 0.21%
QUAD-39860 0.21%
NILE-26315 0.21%
RYL-6612 0.20%
IDRA-14255 0.20%
CRS-1874 0.20%
KMPR-7795 0.20%
SATS-35370 0.20%
AME-353 0.20%
ROL-6539 0.20%
AMTD-16586 0.20%
RLGY-43500 0.20%
WIRE-8195 0.20%
DATA-44747 0.20%
FOE-2933 0.20%
SCOR-34111 0.20%
GME-23438 0.20%
KNL-26881 0.20%
SCSC-11046 0.19%
ATML-607 0.19%
ACIW-12616 0.19%
MOD-4958 0.19%
TRMK-7581 0.19%
OXY-5729 0.19%
TROW-7590 0.19%
MATX-289 0.19%
ESL-2614 0.19%
HURN-26708 0.19%
CYTK-26232 0.19%
VAL-7895 0.19%
RKUS-43627 0.19%
SYMC-7272 0.19%
SYKE-14817 0.19%
AON-438 0.19%
SF-6798 0.19%
KNX-40606 0.19%
EEFT-16609 0.18%
FLWS-20490 0.18%
TFSL-33718 0.18%
TWI-9066 0.18%
HCP-3490 0.18%
TAL-27704 0.18%
TEN-7422 0.18%
ESNT-45770 0.18%
IO-3996 0.18%
BOJA-49024 0.18%
NOC-5387 0.18%
MMC-4914 0.18%
JLL-19898 0.18%
SLH-33841 0.18%
CYS-38477 0.18%
ECL-2427 0.18%
BEN-812 0.17%
CEB-19788 0.17%
ARGO-6276 0.17%
CB-8580 0.17%
VST-50860 0.17%
ECHO-38798 0.17%
TA-33231 0.17%
PFG-23151 0.17%
GS-20088 0.17%
BRKR-25307 0.17%
TDY-7367 0.17%
NUAN-19926 0.17%
SLGN-16559 0.17%
BWXT-39885 0.17%
PF-44375 0.17%
ASCM_A-36896 0.17%
WST-8291 0.17%
KMG-17056 0.17%
ELY-2514 0.17%
Z-49315 0.17%
PRXL-13918 0.17%
BOOT-47980 0.17%
HIFR-48544 0.16%
AGNC-36243 0.16%
AWI-32690 0.16%
GLBL-49312 0.16%
HWC-3476 0.16%
TCPC-42758 0.16%
BFAM-44017 0.16%
NR-5413 0.16%
CST-44508 0.16%
GGP-8817 0.16%
GATX-3266 0.16%
COTV-50002 0.16%
CCRN-24893 0.16%
GIB-3203 0.16%
HZN-49218 0.16%
XLNX-8344 0.16%
HII-41111 0.16%
EPAY-19784 0.16%
HSIC-13862 0.16%
CVA-2169 0.16%
MO-4954 0.16%
KMX-16511 0.16%
CLNY-47230 0.16%
EPC-21380 0.16%
OXSQ-25703 0.15%
SSNC-39432 0.15%
IT-9930 0.15%
FLXN-46344 0.15%
XXIA-22185 0.15%
XEC-24125 0.15%
HRL-3668 0.15%
CRI-25576 0.15%
PAG-15913 0.15%
VOLC-32235 0.15%
GLT-3239 0.15%
T-6653 0.15%
CVLT-32622 0.15%
CPHD-21603 0.15%
CHSP-39041 0.15%
FN-39824 0.15%
CSL-1909 0.15%
MMM-4922 0.15%
CMC-1636 0.14%
CBPO-35846 0.14%
CCEP-1332 0.14%
AVEO-39350 0.14%
GCI-49203 0.14%
HUBS-47872 0.14%
BXMX-26746 0.14%
KS-30759 0.14%
WIFI-41374 0.14%
BATR_K-49879 0.14%
VMI-7897 0.14%
PRGS-6163 0.14%
SCCO-14284 0.14%
PEGA-15365 0.14%
CDK-47752 0.14%
KEYS-47921 0.14%
IBP-46365 0.14%
SQNM-21203 0.13%
OTEX-14277 0.13%
LPG-46867 0.13%
TJX-7457 0.13%
TEAM-49655 0.13%
VMW-34545 0.13%
CHRW-17632 0.13%
LGF_A-50526 0.13%
NI-5310 0.13%
HW-22020 0.13%
KING-46610 0.13%
YEXT-50781 0.13%
ST-39347 0.13%
HCC-50780 0.13%
HTS-36111 0.13%
LVS-26882 0.13%
CALD-25643 0.13%
AKAM-20680 0.13%
ACET-84 0.13%
PKY-6015 0.13%
Y-8369 0.13%
OCUL-47383 0.13%
SNX-25697 0.13%
OEC-47384 0.12%
WMGI-22948 0.12%
BRLI-10108 0.12%
COR-40146 0.12%
CLW-37775 0.12%
TACO-46099 0.12%
PLSE-49957 0.12%
HOPE-18186 0.12%
SLXP-22269 0.12%
IVR-38531 0.12%
IRET-17673 0.12%
MTG-5092 0.12%
WABC-8084 0.12%
MMI-45771 0.12%
EXPO-18417 0.12%
FIS-22876 0.12%
FOR-35245 0.12%
UEIC-8566 0.12%
GWRE-42402 0.12%
AKBA-46583 0.12%
EOG-2564 0.12%
FTS-50382 0.12%
MPAA-10992 0.12%
MRCY-18183 0.11%
AIRM-508 0.11%
PRU-23328 0.11%
IFF-3822 0.11%
FTV-50049 0.11%
SUP-7217 0.11%
LNT-18584 0.11%
GNTX-3286 0.11%
CNW-1696 0.11%
LXU-4545 0.11%
TAP-76 0.11%
FNBC-44709 0.11%
TXT-7674 0.11%
FRT-3010 0.11%
GXP-23126 0.11%
TCX-3929 0.11%
MYOK-49535 0.11%
SEDG-48823 0.10%
PG-5938 0.10%
SCHN-10268 0.10%
FMER-12662 0.10%
NBHC-43419 0.10%
AAL-45971 0.10%
CI-1539 0.10%
POR-28318 0.10%
ATGE-2371 0.10%
LBY-9192 0.10%
LNN-4471 0.10%
NGVT-49925 0.10%
ADM-128 0.10%
JBHT-4108 0.10%
ATH-50518 0.10%
FND-50798 0.10%
BXMT-24697 0.10%
CTXS-14014 0.10%
LKSD-50312 0.10%
TPIC-50137 0.10%
KRNT-48872 0.10%
VERI-50868 0.10%
LMAT-32750 0.10%
RGS-6453 0.10%
DE-2127 0.10%
DCI-2109 0.10%
SJM-21935 0.09%
LH-12909 0.09%
MS-17080 0.09%
AMWD-405 0.09%
HUBG-14569 0.09%
HPY-27559 0.09%
ROK-6536 0.09%
TNP-23544 0.09%
MYL-5166 0.09%
BJRI-15775 0.09%
JAZZ-33959 0.09%
AIMC-33052 0.09%
WDR-18508 0.09%
KMT-4271 0.09%
JBT-36586 0.09%
PAYC-46744 0.09%
INGR-18142 0.09%
LTXB-32674 0.09%
TILE-3832 0.09%
SWX-7253 0.09%
EOPN-43229 0.09%
PNR-6082 0.09%
CCRC-49668 0.09%
APFH-50132 0.09%
LMT-12691 0.08%
RY-13732 0.08%
ROST-6546 0.08%
PL-6174 0.08%
MATW-11668 0.08%
BMY-980 0.08%
WAIR-41757 0.08%
TC-35140 0.08%
HMST-42496 0.08%
COLM-18403 0.08%
RDWR-20658 0.08%
CNSL-27478 0.08%
BLD-49207 0.08%
ANAT-412 0.08%
SNHY-16413 0.08%
CNMD-1706 0.08%
TRS-33879 0.08%
KYN-26660 0.08%
B-697 0.08%
VZ-21839 0.08%
CKEC-1577 0.08%
IBKC-21503 0.08%
PNFP-23718 0.08%
NRZ-44647 0.08%
SWK-7242 0.07%
AA-50428 0.07%
RUTH-27549 0.07%
AREX-35028 0.07%
IM-16022 0.07%
MONT-45505 0.07%
MRTX-45080 0.07%
PGRE-48104 0.07%
SAAS-31137 0.07%
RTI-6579 0.07%
NWE-26769 0.06%
RVBD-32618 0.06%
EVBG-50264 0.06%
CLI-11752 0.06%
WSFS-9305 0.06%
ANDV-7612 0.06%
TCMD-50169 0.06%
LPLA-40445 0.06%
FLS-17207 0.06%
ISIL-21166 0.06%
PDCO-26437 0.06%
LW-50430 0.06%
CP-1792 0.06%
URI-18113 0.06%
CPST-21604 0.06%
MBFI-23228 0.05%
MKC-4705 0.05%
JBSS-4112 0.05%
AGN-8572 0.05%
VRSK-38817 0.05%
EE-24852 0.05%
JEF-4580 0.05%
VIA_B-27872 0.05%
KFRC-13450 0.05%
GAB-3084 0.05%
ABG-24761 0.05%
MXWL-5155 0.05%
FCFS-5763 0.05%
GRMN-22316 0.05%
BWLD-25642 0.05%
CSX-1937 0.05%
KSU-4315 0.05%
SCAI-45757 0.05%
POST-42407 0.05%
CBS-7962 0.05%
NTRS-5479 0.05%
SMG-6736 0.05%
WETF-31288 0.04%
HTWR-38150 0.04%
MWIV-27524 0.04%
COF-12160 0.04%
MDP-4751 0.04%
HITT-27480 0.04%
WTTR-50789 0.04%
IPHS-32820 0.04%
CMI-1985 0.04%
KYTH-43497 0.04%
EDR-26969 0.04%
ALL-24838 0.04%
PLXS-6041 0.04%
PENN-11361 0.04%
AMP-27676 0.04%
HDSN-12185 0.04%
LDL-4402 0.04%
HNT-22231 0.04%
VIRT-48943 0.04%
EME-14028 0.04%
AROC-34575 0.03%
BMRN-20330 0.03%
ABM-52 0.03%
SIVB-6897 0.03%
UBSI-7697 0.03%
IVC-4084 0.03%
BOBE-1016 0.03%
MITL-39526 0.03%
OLLI-49271 0.03%
ABCO-23176 0.03%
LSCC-4549 0.03%
BMO-12002 0.03%
ADSK-67 0.03%
PKD-6008 0.03%
CALX-39392 0.03%
AWK-36098 0.03%
SPNC-7064 0.03%
LOW-4521 0.03%
BXP-17009 0.02%
WFC-8151 0.02%
HOT-3642 0.02%
FLT-40597 0.02%
ABT-62 0.02%
DLX-2212 0.02%
WPG-46907 0.02%
CNP-24064 0.02%
DTE-2330 0.02%
AES-166 0.02%
CMRE-40354 0.02%
XHR-48575 0.02%
SE-33030 0.02%
CTL-1960 0.02%
PEP-5885 0.02%
TDW-7364 0.02%
GD-3136 0.02%
VMC-7998 0.02%
LFUS-4433 0.02%
AWR-19037 0.02%
NX-28153 0.02%
ATU-484 0.02%
MSM-5066 0.02%
UBSH-10054 0.02%
BLKB-26496 0.02%
ALLY-46015 0.02%
LAMR-15516 0.02%
RXN-42738 0.02%
MLI-4902 0.02%
RNET-40604 0.02%
RHP-3175 0.02%
XEL-21964 0.02%
VTR-18821 0.02%
FGEN-48088 0.01%
EPR-17847 0.01%
HAS-3460 0.01%
SPN-14141 0.01%
PRSC-25458 0.01%
CVCO-25313 0.01%
ZU-45866 0.01%
BOH-1023 0.01%
SSTK-43494 0.01%
HBI-32497 0.01%
HTGC-27341 0.01%
CTB-1942 0.01%
FTNT-38965 0.01%
PGTI-32324 0.01%
NPBC-5400 0.01%
KEY-4221 0.01%
CRM-26401 0.01%
MMSI-4927 0.01%
VGR-21572 0.01%

Performance Relative to Common Risk Factors

Summary Statistics
Annualized Specific Return 5.62%
Annualized Common Return 2.05%
Annualized Total Return 7.78%
Specific Sharpe Ratio 1.29
Exposures Summary Average Risk Factor Exposure Annualized Return Cumulative Return
basic_materials -0.01 -0.34% -1.34%
consumer_cyclical 0.04 0.28% 1.09%
financial_services 0.01 0.06% 0.24%
real_estate -0.04 -0.15% -0.61%
consumer_defensive 0.00 0.01% 0.04%
health_care 0.04 1.16% 4.67%
utilities -0.00 -0.03% -0.11%
communication_services 0.00 0.13% 0.51%
energy -0.08 -0.94% -3.64%
industrials -0.02 -0.27% -1.05%
technology 0.02 0.98% 3.93%
momentum 0.19 0.42% 1.68%
size -0.00 0.18% 0.70%
value -0.21 -0.13% -0.50%
short_term_reversal 0.15 0.59% 2.33%
volatility -0.05 0.08% 0.33%
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