Run the cell below to create your tear sheet.
In [1]:
bt = get_backtest('5cb5278d8149e3526d966939')
bt.create_full_tear_sheet(round_trips= True , hide_positions=True)
100% Time: 0:00:22|###########################################################|
| Start date | 2013-01-04 |
|---|---|
| End date | 2017-01-31 |
| Total months | 48 |
| Backtest | |
| Annual return | 7.1% |
| Cumulative returns | 32.3% |
| Annual volatility | 5.9% |
| Sharpe ratio | 1.20 |
| Calmar ratio | 1.55 |
| Stability | 0.91 |
| Max drawdown | -4.6% |
| Omega ratio | 1.23 |
| Sortino ratio | 1.89 |
| Skew | 0.54 |
| Kurtosis | 3.12 |
| Tail ratio | 1.16 |
| Daily value at risk | -0.7% |
| Gross leverage | 0.91 |
| Daily turnover | 16.1% |
| Alpha | 0.08 |
| Beta | -0.04 |
| Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
|---|---|---|---|---|---|
| 0 | 4.60 | 2016-07-11 | 2016-08-23 | 2016-10-14 | 70 |
| 1 | 4.19 | 2016-02-11 | 2016-04-07 | 2016-06-13 | 88 |
| 2 | 4.06 | 2014-12-15 | 2015-02-19 | 2015-07-17 | 155 |
| 3 | 3.84 | 2013-10-21 | 2014-04-01 | 2014-10-03 | 250 |
| 4 | 2.95 | 2013-07-05 | 2013-09-10 | 2013-10-01 | 63 |
/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 |
|---|---|---|---|
| Apr14 | 0.13% | -0.31% | 1.20% |
| Oct14 | 0.05% | -0.75% | 0.90% |
| Fall2015 | 0.03% | -0.79% | 0.72% |
| New Normal | 0.03% | -1.35% | 2.19% |
| Summary stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total number of round_trips | 19266.00 | 10891.00 | 8375.00 |
| Percent profitable | 0.49 | 0.40 | 0.61 |
| Winning round_trips | 9490.00 | 4378.00 | 5112.00 |
| Losing round_trips | 9776.00 | 6513.00 | 3263.00 |
| Even round_trips | 0.00 | 0.00 | 0.00 |
| PnL stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total profit | $2722070.38 | $202798.09 | $2519272.29 |
| Gross profit | $23082580.66 | $12393573.13 | $10689007.53 |
| Gross loss | $-20360510.28 | $-12190775.03 | $-8169735.24 |
| Profit factor | $1.13 | $1.02 | $1.31 |
| Avg. trade net profit | $141.29 | $18.62 | $300.81 |
| Avg. winning trade | $2432.31 | $2830.88 | $2090.96 |
| Avg. losing trade | $-2082.70 | $-1871.76 | $-2503.75 |
| Ratio Avg. Win:Avg. Loss | $1.17 | $1.51 | $0.84 |
| Largest winning trade | $191801.06 | $191801.06 | $100847.13 |
| Largest losing trade | $-140845.34 | $-140845.34 | $-136550.52 |
| Duration stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg duration | 25 days 06:57:08.953908 | 22 days 11:41:16.902947 | 28 days 22:25:27.818029 |
| Median duration | 17 days 00:00:00 | 15 days 00:00:00 | 21 days 00:00:00 |
| Longest duration | 307 days 00:00:00 | 180 days 00:00:00 | 307 days 00:00:00 |
| Shortest duration | 0 days 08:29:01 | 0 days 15:30:59 | 0 days 08:29:01 |
| Return stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg returns all round_trips | 0.00% | -0.00% | 0.00% |
| Avg returns winning | 0.02% | 0.02% | 0.02% |
| Avg returns losing | -0.02% | -0.02% | -0.02% |
| Median returns all round_trips | -0.00% | -0.00% | 0.00% |
| Median returns winning | 0.00% | 0.00% | 0.00% |
| Median returns losing | -0.00% | -0.00% | -0.00% |
| Largest winning trade | 1.64% | 1.64% | 0.84% |
| Largest losing trade | -1.28% | -1.16% | -1.28% |
| Symbol stats | A-24757 | AABA-14848 | AAL-45971 | AAPL-24 | AAXN-22846 | ABBV-43694 | ABCO-23176 | ABT-62 | ACAD-26322 | ACHN-32790 | ACI-88 | ACRX-40827 | ADBE-114 | ADVM-47422 | ADXS-40992 | AEGR-40294 | AEM-154 | AEO-11086 | AERI-45733 | AG-40607 | AGEN-21104 | AGN-8572 | AGNC-36243 | AGU-12856 | AIG-239 | AIV-11598 | AKAM-20680 | AKS-10897 | ALE-21975 | ALK-300 | ALL-24838 | ALNY-26335 | ALTR-328 | AMBA-43495 | AMD-351 | AME-353 | AMGN-368 | AMZN-16841 | ANF-15622 | ANGI-42175 | AOBC-24519 | AOL-38989 | APC-455 | APOL-24829 | AREX-35028 | ARIA-11880 | ARNA-21724 | ARNC-2 | ARO-23650 | ARRY-22192 | ARUN-33588 | ARWR-10417 | ASTX-14641 | ATRS-22418 | ATVI-9883 | AUY-25714 | AVGO-38650 | AVNR-19445 | AXP-679 | B-697 | BA-698 | BAC-700 | BANC-23943 | BB-19831 | BBBY-739 | BBY-754 | BCRX-10905 | BHC-10908 | BIG-22657 | BIIB-3806 | BKNG-19917 | BKS-9693 | BLDP-13798 | BLUE-44935 | BMRN-20330 | BMY-980 | BRCD-20061 | BRCM-18529 | BRO-1097 | BTU-22660 | BWLD-25642 | C-1335 | CAB-26412 | CAR-17991 | CAT-1267 | CBS-7962 | CELG-1406 | CERS-16333 | CF-27558 | CHK-8461 | CHTP-28882 | CL-1582 | CLDX-19187 | CLF-1595 | CLVS-42166 | CMCS_A-1637 | CME-24475 | CMG-28016 | CMRX-44453 | COP-23998 | COST-1787 | CPRI-42270 | CPSI-23667 | CPST-21604 | CREE-8459 | CRM-26401 | CRUS-1882 | CSCO-1900 | CSIQ-32856 | CTL-1960 | CTSH-18870 | CVA-2169 | CVC-2000 | CVS-4799 | CVX-23112 | CXW-22102 | CYBR-47779 | CYH-21608 | CYN-2052 | CZR-42461 | DAL-33729 | DATA-44747 | DB-23113 | DD-2119 | DDD-12959 | DE-2127 | DECK-9909 | DELL-25317 | DG-38936 | DIS-2190 | DISH-13017 | DMND-27474 | DNR-15789 | DO-13635 | DOW-2263 | DRYS-26994 | DVAX-25972 | DWA-26750 | DYAX-21870 | EA-2602 | EBAY-24819 | ED-2434 | EE-24852 | EL-13841 | EMC-2518 | ENDP-21750 | EPAY-19784 | EQY-18696 | ES-5484 | ESPR-44989 | ET-42700 | ETH-8633 | EXAS-22364 | EXEL-21383 | EXPE-27543 | EXXI-34443 | F-2673 | FB-42950 | FCAU-47888 | FCEL-24853 | FCX-13197 | FDO-2760 | FDX-2765 | FEYE-45451 | FFIV-20208 | FIO-41554 | FIT-49139 | FIVE-43201 | FOLD-33949 | FOSL-8816 | FSLR-32902 | FUEL-45452 | GE-3149 | GEO-11710 | GG-22226 | GILD-3212 | GLUU-33566 | GLW-3241 | GM-40430 | GMCR-9736 | GME-23438 | GOGO-44965 | GOLD-64 | GOOG_L-26578 | GPRO-47208 | GPS-3321 | GRPN-42118 | GRUB-46693 | GS-20088 | GSAT-32819 | GTAT-36628 | H-38909 | HA-3431 | HAIN-10649 | HAL-3443 | HALO-26766 | HAS-3460 | HD-3496 | HE-3509 | HES-216 | HK-31032 | HLF-26892 | HOT-3642 | HP-3647 | HPQ-3735 | HRI-32887 | HRTX-22651 | HSY-3695 | HZNP-41766 | IBM-3766 | ICE-27809 | ICPT-43505 | IDRA-14255 | ILMN-21774 | INCY-10187 | INFI-21744 | INSY-44665 | INTC-3951 | INVA-26676 | INVN-42165 | IONS-4031 | IPI-36093 | IRBT-27780 | ISRG-25339 | ITCI-46053 | ITMN-21284 | JBLU-23599 | JCP-4118 | JNJ-4151 | JNS-24556 | JPM-25006 | JUNO-48317 | JWN-5382 | K-4192 | KBH-4199 | KDP-36118 | KERX-21789 | KING-46610 | KITE-47169 | KKD-21410 | KMI-40852 | KNDI-32972 | KO-4283 | KR-4297 | KRFT-43405 | KSS-4313 | LC-48220 | LCC-27653 | LEN-4417 | LF-23879 | LGF-19491 | LINE-27993 | LL-35036 | LLY-4487 | LMNX-21288 | LMT-12691 | LNCO-43513 | LNG-22096 | LNKD-41451 | LOCO-47382 | LOW-4521 | LULU-34395 | LUV-4589 | LVS-26882 | M-2754 | MA-32146 | MACK-42735 | MAT-4668 | MBI-4684 | MBLY-47430 | MCD-4707 | MCO-22139 | MCP-39960 | MCRB-49195 | MDGL-33298 | MDT-4758 | MDVN-28160 | MGM-4831 | MLNT-42455 | MLNX-33316 | MMM-4922 | MNK-44917 | MNKD-26524 | MNST-3450 | MO-4954 | MON-22140 | MOS-41462 | MRK-5029 | MRO-5035 | MRVL-21666 | MS-17080 | MSFT-5061 | MTG-5092 | MU-5121 | MUX-7845 | MYGN-13698 | MYL-5166 | NAT-17553 | NATI-12701 | NDAQ-27026 | NE-5249 | NEM-5261 | NFLX-23709 | NKE-5328 | NLNK-42147 | NMBL-46002 | NOW-43127 | NTAP-13905 | NUAN-19926 | NUS-16059 | NVAX-14112 | NVDA-19725 | NXPI-39994 | O-12087 | OAS-39797 | OCLR-21366 | OCN-15697 | ODP-5583 | OKE-5634 | OMER-38827 | ONB-5639 | ONVO-41829 | ONXX-14986 | OPK-23120 | ORCL-5692 | OREX-33742 | OSPN-21457 | OVTI-21799 | P-41579 | PACB-40319 | PANW-43202 | PAY-27206 | PBCT-5769 | PBYI-42689 | PCYC-13711 | PEP-5885 | PFE-5923 | PG-5938 | PIR-6000 | PLUG-20776 | PNRA-20133 | POT-6109 | PSEC-26517 | PSX-42788 | PTCT-44955 | PTLA-44770 | PXD-17436 | QCOM-6295 | QCOR-20914 | QUAD-39860 | QURE-46310 | RAD-6330 | RAX-36714 | RDN-20276 | REGN-6413 | REN-34800 | RGR-6458 | RH-43599 | RIG-9038 | RLYP-45851 | RMTI-18196 | RRC-19249 | S-2938 | SAGE-47332 | SAM-24822 | SBUX-6683 | SCTY-43721 | SD-35006 | SDRL-39495 | SEAS-44541 | SGYP-32331 | SHAK-48543 | SHLD-26169 | SINA-21448 | SIRI-11901 | SKS-15019 | SKX-20284 | SLB-6928 | SLS-35890 | SLXP-22269 | SNDK-13940 | SODA-40353 | SOHU-21813 | SPLK-42815 | SPLS-7061 | SPPI-24517 | SPWR-27817 | SQ-49610 | SRPT-16999 | STNG-39422 | STRZ_A-32045 | STX-24518 | STZ-24873 | SUNE-13306 | SVU-7233 | SWKS-23821 | SWN-7244 | SWY-7254 | T-6653 | TER-7401 | TERP-47334 | TGT-21090 | TIF-7447 | TLRD-7203 | TOL-7530 | TPR-22099 | TRI-23825 | TRIP-42230 | TRLA-43413 | TSLA-39840 | TSN-7684 | TSRO-43124 | TSRX-39968 | TTS-40545 | TTWO-16820 | TWC-33133 | TWTR-45815 | TWX-357 | TXMD-28966 | UAA-27822 | UAL-28051 | ULTA-34953 | UNH-7792 | UNXL-31156 | URBN-10303 | UTX-7883 | V-35920 | VER-41872 | VHC-30464 | VLO-7990 | VMW-34545 | VRTX-8045 | VVUS-11224 | VZ-21839 | WBA-8089 | WDAY-43510 | WDC-8132 | WFC-8151 | WFM-8158 | WLL-25707 | WLT-13771 | WMT-8229 | WPM-27437 | WTW-23269 | WWE-20818 | WYNN-24124 | X-8329 | XOM-8347 | XOMA-8346 | XON-45239 | XONE-44102 | XSPA-39803 | Y-8369 | YELP-42596 | YUM-17787 | ZIOP-31341 | ZLC-10069 | ZNGA-42277 | ZU-45866 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg returns all round_trips | 0.01% | 0.01% | -0.01% | -0.00% | 0.01% | 0.00% | 0.00% | -0.01% | -0.00% | 0.00% | -0.00% | -0.20% | 0.00% | -0.11% | -0.01% | 0.01% | 0.03% | -0.00% | -0.01% | 0.09% | -0.00% | -0.02% | 0.00% | -0.00% | 0.01% | 0.02% | 0.00% | 0.03% | -0.00% | 0.02% | 0.02% | -0.02% | 0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.01% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.05% | 0.00% | 0.04% | -0.00% | 0.10% | -0.00% | 0.01% | 0.01% | -0.00% | -0.01% | 0.04% | 0.00% | 0.00% | 0.07% | 0.02% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | -0.00% | 0.00% | 0.00% | -0.02% | 0.02% | 0.01% | -0.00% | 0.00% | 0.01% | -0.00% | 0.01% | 0.02% | 0.01% | -0.02% | -0.00% | -0.00% | 0.00% | 0.00% | 0.03% | -0.00% | -0.00% | 0.16% | 0.00% | -0.02% | 0.04% | 0.02% | -0.01% | 0.00% | 0.00% | -0.06% | 0.00% | 0.00% | 0.00% | 0.00% | -0.07% | -0.00% | -0.01% | -0.02% | -0.00% | -0.01% | 0.01% | 0.02% | 0.00% | 0.01% | -0.01% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | 0.01% | -0.00% | 0.02% | -0.01% | -0.02% | 0.01% | -0.00% | -0.01% | 0.01% | 0.01% | -0.00% | -0.02% | -0.00% | -0.02% | 0.00% | -0.01% | 0.04% | 0.00% | 0.00% | 0.01% | 0.00% | -0.01% | 0.01% | 0.00% | -0.00% | -0.01% | -0.00% | 0.00% | -0.00% | 0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.09% | -0.01% | -0.00% | -0.02% | 0.01% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | 0.01% | 0.00% | 0.04% | -0.00% | 0.00% | -0.01% | 0.08% | -0.00% | -0.03% | 0.01% | 0.00% | 0.01% | -0.00% | -0.00% | 0.01% | 0.02% | 0.03% | 0.01% | -0.00% | -0.01% | 0.01% | 0.00% | 0.07% | 0.00% | 0.04% | 0.03% | -0.01% | 0.01% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | -0.00% | 0.00% | 0.00% | 0.00% | -0.11% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.01% | -0.03% | -0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.01% | 0.02% | -0.00% | -0.00% | -0.00% | 0.00% | 0.04% | 0.02% | -0.00% | -0.00% | 0.00% | 0.00% | -0.01% | -0.01% | 0.00% | -0.00% | 0.00% | 0.02% | -0.01% | -0.04% | 0.00% | -0.00% | -0.03% | -0.00% | 0.00% | 0.00% | -0.03% | -0.01% | -0.00% | 0.01% | -0.01% | 0.02% | -0.00% | 0.03% | -0.01% | 0.00% | 0.00% | -0.01% | 0.09% | 0.01% | 0.02% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.01% | 0.02% | 0.01% | 0.00% | -0.02% | -0.00% | 0.08% | 0.04% | 0.07% | 0.01% | 0.00% | 0.01% | -0.00% | 0.10% | -0.00% | -0.00% | -0.02% | 0.02% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.02% | 0.00% | 0.00% | -0.00% | 0.01% | 0.01% | 0.02% | -0.00% | 0.00% | 0.00% | 0.01% | -0.00% | -0.04% | 0.01% | 0.00% | 0.00% | -0.02% | -0.02% | -0.01% | 0.01% | -0.00% | 0.01% | -0.04% | 0.00% | 0.00% | 0.01% | -0.04% | -0.00% | 0.00% | 0.00% | -0.00% | -0.01% | 0.00% | 0.01% | -0.01% | 0.00% | 0.00% | 0.01% | -0.01% | -0.00% | 0.00% | -0.14% | -0.00% | -0.01% | -0.00% | 0.00% | 0.03% | -0.00% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | 0.00% | -0.00% | 0.00% | 0.14% | -0.05% | 0.01% | 0.00% | 0.01% | -0.00% | 0.04% | 0.00% | -0.02% | -0.00% | 0.00% | 0.01% | 0.02% | 0.05% | 0.01% | -0.04% | -0.02% | 0.01% | 0.00% | -0.00% | -0.00% | -0.01% | -0.02% | 0.01% | 0.05% | 0.02% | 0.00% | -0.01% | -0.00% | 0.01% | 0.00% | 0.01% | -0.03% | -0.00% | -0.01% | 0.00% | -0.00% | 0.00% | -0.01% | -0.03% | 0.00% | 0.02% | -0.01% | -0.00% | 0.02% | -0.00% | 0.38% | -0.00% | -0.03% | -0.05% | -0.08% | -0.01% | -0.06% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | -0.01% | -0.00% | 0.00% | 0.01% | 0.01% | 0.00% | -0.00% | -0.05% | 0.00% | -0.00% | 0.01% | 0.00% | -0.02% | 0.00% | 0.00% | 0.02% | -0.00% | -0.00% | -0.37% | -0.02% | -0.01% | -0.00% | 0.01% | 0.01% | -0.00% | 0.00% | -0.01% | -0.01% | -0.00% | 0.01% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.02% | -0.00% | -0.01% | -0.04% | -0.03% | 0.01% | 0.03% | 0.00% | 0.22% | -0.01% | -0.01% | 0.03% | 0.00% | -0.01% | -0.01% | 0.00% | 0.00% | 0.01% | -0.01% |
| Avg returns winning | 0.02% | 0.01% | 0.02% | 0.01% | 0.03% | 0.01% | 0.00% | nan% | 0.04% | 0.03% | 0.05% | nan% | 0.01% | nan% | 0.02% | 0.02% | 0.04% | 0.00% | nan% | 0.15% | 0.01% | 0.02% | 0.00% | nan% | 0.01% | 0.02% | 0.01% | 0.04% | 0.00% | 0.02% | 0.02% | nan% | 0.00% | 0.03% | 0.03% | 0.00% | 0.01% | 0.01% | 0.03% | nan% | 0.01% | 0.00% | 0.01% | 0.00% | 0.02% | 0.03% | 0.04% | 0.03% | 0.00% | 0.04% | 0.00% | 0.21% | nan% | 0.10% | 0.01% | 0.06% | 0.05% | 0.00% | 0.01% | 0.04% | 0.01% | 0.02% | 0.07% | 0.06% | 0.00% | 0.03% | 0.00% | 0.03% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.06% | 0.03% | 0.01% | 0.01% | 0.01% | 0.00% | 0.05% | 0.05% | 0.02% | nan% | 0.00% | 0.02% | 0.01% | 0.01% | 0.04% | nan% | 0.09% | 0.16% | 0.01% | 0.07% | 0.06% | 0.05% | 0.01% | 0.00% | 0.03% | nan% | 0.03% | 0.01% | 0.02% | 0.00% | nan% | 0.02% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.01% | 0.03% | 0.02% | 0.01% | 0.10% | 0.03% | 0.01% | 0.00% | 0.02% | 0.03% | 0.02% | 0.03% | 0.00% | 0.03% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.05% | 0.02% | 0.00% | 0.01% | 0.02% | 0.01% | 0.01% | 0.02% | nan% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | nan% | 0.01% | 0.00% | 0.02% | 0.01% | 0.39% | 0.01% | 0.01% | 0.00% | 0.07% | 0.04% | nan% | 0.02% | 0.04% | 0.03% | 0.04% | 0.05% | 0.05% | nan% | 0.01% | 0.01% | 0.08% | 0.01% | 0.01% | 0.02% | 0.02% | 0.05% | nan% | 0.01% | 0.05% | 0.03% | 0.05% | 0.04% | 0.01% | 0.03% | 0.01% | 0.03% | 0.07% | 0.01% | 0.25% | 0.07% | 0.01% | 0.03% | 0.01% | 0.03% | 0.04% | 0.01% | 0.01% | 0.01% | nan% | 0.04% | 0.02% | nan% | 0.00% | 0.01% | 0.00% | 0.01% | nan% | 0.03% | 0.01% | 0.00% | 0.03% | 0.02% | 0.00% | 0.01% | 0.00% | 0.14% | 0.01% | 0.00% | 0.03% | 0.03% | 0.00% | nan% | 0.01% | 0.00% | 0.04% | 0.03% | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.08% | 0.01% | 0.02% | 0.01% | 0.05% | 0.03% | 0.01% | 0.02% | 0.00% | 0.00% | 0.05% | 0.00% | 0.03% | nan% | 0.02% | 0.00% | 0.08% | 0.00% | 0.00% | 0.01% | nan% | 0.09% | 0.03% | 0.02% | 0.01% | 0.03% | 0.01% | 0.01% | 0.03% | 0.01% | 0.03% | 0.01% | 0.01% | 0.02% | 0.01% | 0.08% | 0.06% | 0.07% | 0.01% | 0.00% | 0.05% | 0.00% | 0.19% | 0.00% | 0.00% | nan% | 0.06% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.02% | 0.01% | 0.01% | 0.03% | 0.02% | nan% | 0.01% | 0.00% | 0.01% | 0.00% | nan% | 0.04% | 0.02% | 0.01% | 0.00% | nan% | 0.01% | 0.02% | 0.00% | 0.03% | 0.00% | 0.02% | 0.01% | 0.02% | 0.01% | nan% | 0.01% | 0.01% | nan% | nan% | 0.00% | 0.01% | 0.00% | 0.02% | 0.01% | 0.06% | 0.03% | nan% | 0.02% | nan% | 0.01% | 0.02% | 0.00% | 0.00% | 0.06% | 0.01% | 0.01% | 0.00% | 0.01% | 0.03% | nan% | 0.01% | 0.02% | 0.00% | 0.14% | nan% | 0.01% | 0.01% | 0.03% | 0.01% | 0.04% | 0.02% | 0.03% | 0.00% | 0.02% | 0.01% | 0.03% | 0.05% | 0.03% | 0.05% | 0.07% | 0.01% | 0.03% | nan% | 0.00% | 0.01% | 0.03% | 0.02% | 0.07% | 0.05% | 0.03% | 0.01% | 0.03% | 0.04% | 0.03% | 0.01% | 0.04% | 0.01% | 0.03% | 0.02% | 0.02% | 0.02% | nan% | 0.01% | 0.01% | 0.02% | 0.02% | nan% | 0.07% | 0.00% | 0.38% | 0.01% | nan% | 0.07% | nan% | 0.02% | nan% | 0.00% | 0.01% | 0.00% | 0.01% | 0.02% | 0.00% | 0.01% | 0.01% | 0.01% | nan% | 0.01% | 0.01% | 0.03% | 0.00% | nan% | nan% | 0.00% | 0.02% | 0.01% | 0.02% | 0.00% | 0.00% | 0.03% | 0.04% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.01% | 0.02% | 0.03% | 0.02% | 0.02% | 0.00% | 0.02% | 0.01% | 0.01% | nan% | 0.00% | 0.02% | 0.02% | 0.03% | 0.07% | 0.01% | 0.02% | 0.00% | nan% | 0.03% | 0.07% | 0.01% | 1.64% | 0.01% | 0.03% | 0.05% | 0.00% | 0.02% | 0.01% | 0.06% | 0.00% | 0.03% | nan% |
| Avg returns losing | -0.02% | -0.02% | -0.03% | -0.01% | -0.02% | -0.01% | -0.00% | -0.01% | -0.03% | -0.03% | -0.02% | -0.20% | -0.00% | -0.11% | -0.07% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.06% | -0.07% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.02% | nan% | -0.03% | -0.04% | -0.00% | -0.01% | -0.02% | -0.00% | -0.00% | -0.02% | -0.01% | -0.01% | nan% | -0.00% | -0.02% | -0.03% | -0.03% | -0.00% | -0.09% | -0.00% | -0.01% | -0.00% | nan% | -0.02% | -0.03% | -0.01% | -0.00% | -0.01% | nan% | -0.01% | -0.01% | nan% | -0.01% | -0.00% | -0.03% | nan% | -0.03% | -0.00% | -0.01% | -0.01% | -0.00% | -0.02% | -0.03% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.03% | -0.00% | -0.01% | -0.02% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.05% | nan% | -0.00% | -0.07% | -0.03% | -0.03% | -0.01% | -0.00% | -0.01% | -0.06% | -0.02% | -0.01% | -0.01% | -0.00% | -0.07% | -0.02% | -0.01% | -0.06% | -0.01% | -0.05% | nan% | nan% | -0.00% | -0.00% | -0.02% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.02% | nan% | -0.03% | -0.03% | -0.02% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.03% | -0.00% | -0.02% | nan% | -0.02% | -0.01% | -0.01% | nan% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.05% | -0.00% | -0.01% | -0.00% | -0.02% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | -0.02% | -0.03% | -0.00% | -0.02% | -0.02% | -0.03% | -0.02% | -0.02% | -0.00% | -0.00% | -0.00% | -0.03% | nan% | -0.01% | -0.06% | -0.01% | -0.02% | -0.03% | -0.00% | -0.01% | -0.03% | -0.03% | -0.02% | -0.03% | -0.01% | -0.04% | -0.00% | -0.03% | nan% | -0.01% | -0.02% | -0.02% | -0.01% | -0.01% | nan% | -0.02% | -0.05% | -0.01% | -0.01% | -0.01% | -0.00% | -0.02% | -0.03% | -0.00% | nan% | -0.01% | -0.00% | -0.13% | -0.00% | -0.05% | -0.01% | -0.00% | -0.05% | -0.04% | -0.04% | -0.00% | -0.00% | -0.02% | -0.01% | nan% | -0.03% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | nan% | -0.01% | -0.03% | -0.01% | nan% | -0.01% | -0.02% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | -0.04% | -0.05% | -0.00% | -0.03% | -0.05% | -0.01% | -0.01% | nan% | -0.05% | -0.02% | -0.01% | -0.01% | -0.01% | nan% | -0.00% | -0.02% | -0.01% | nan% | -0.00% | -0.01% | nan% | -0.02% | nan% | -0.01% | -0.02% | -0.01% | -0.01% | -0.01% | -0.02% | -0.01% | nan% | -0.01% | -0.05% | -0.01% | nan% | -0.01% | nan% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.02% | -0.00% | -0.02% | -0.04% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.04% | nan% | -0.02% | -0.01% | -0.01% | -0.01% | nan% | -0.00% | -0.01% | nan% | nan% | -0.01% | -0.04% | -0.02% | -0.02% | -0.01% | -0.04% | -0.02% | -0.03% | -0.00% | -0.01% | -0.01% | -0.05% | -0.02% | -0.00% | -0.00% | -0.09% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | nan% | -0.01% | -0.01% | -0.01% | -0.03% | -0.03% | -0.00% | -0.02% | -0.14% | -0.03% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | -0.04% | -0.00% | -0.01% | -0.01% | nan% | nan% | -0.05% | nan% | -0.01% | -0.01% | -0.01% | nan% | -0.02% | -0.03% | -0.00% | -0.01% | nan% | -0.00% | nan% | -0.03% | -0.08% | -0.04% | nan% | -0.07% | -0.00% | -0.01% | -0.02% | -0.04% | -0.04% | -0.01% | -0.00% | -0.05% | -0.02% | -0.03% | -0.01% | -0.01% | nan% | -0.06% | -0.01% | -0.05% | -0.01% | -0.02% | -0.02% | -0.01% | -0.05% | -0.01% | nan% | -0.04% | -0.00% | -0.04% | -0.00% | nan% | -0.01% | -0.03% | -0.11% | -0.08% | -0.02% | -0.06% | nan% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.03% | -0.00% | -0.01% | nan% | -0.02% | -0.00% | -0.00% | -0.05% | -0.00% | -0.01% | nan% | -0.03% | -0.02% | nan% | -0.03% | -0.01% | -0.00% | -0.01% | -0.37% | -0.06% | -0.04% | -0.00% | -0.00% | -0.01% | -0.02% | -0.01% | -0.01% | -0.03% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.02% | -0.03% | -0.03% | -0.01% | -0.02% | -0.07% | -0.03% | -0.04% | -0.06% | -0.01% | -0.06% | -0.03% | -0.02% | -0.02% | -0.00% | -0.03% | -0.03% | -0.05% | nan% | -0.01% | -0.01% |
| Median returns all round_trips | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.01% | -0.00% | 0.00% | -0.01% | -0.20% | -0.00% | -0.11% | 0.01% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.02% | 0.00% | 0.01% | -0.00% | 0.01% | 0.02% | -0.02% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.10% | 0.00% | 0.01% | -0.00% | -0.00% | -0.00% | 0.03% | 0.00% | 0.00% | 0.07% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.00% | -0.00% | -0.00% | -0.00% | 0.02% | -0.00% | -0.00% | 0.00% | 0.00% | -0.02% | 0.00% | -0.00% | 0.00% | 0.00% | 0.03% | -0.00% | -0.00% | 0.14% | 0.00% | -0.00% | 0.01% | 0.01% | -0.00% | -0.00% | -0.00% | -0.06% | -0.00% | -0.00% | 0.00% | -0.00% | -0.07% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.01% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.01% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.01% | 0.00% | 0.00% | -0.00% | -0.00% | -0.01% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.01% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.01% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.08% | -0.00% | -0.01% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.07% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.01% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.03% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.01% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.03% | -0.00% | 0.00% | 0.00% | -0.01% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.01% | 0.02% | 0.00% | 0.02% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.01% | 0.00% | -0.00% | 0.00% | 0.08% | 0.00% | 0.07% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.01% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.01% | 0.00% | 0.02% | -0.00% | -0.00% | 0.00% | 0.01% | -0.00% | -0.01% | -0.00% | -0.00% | 0.00% | -0.01% | -0.02% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | 0.00% | 0.01% | -0.00% | -0.04% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | -0.14% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.14% | -0.04% | 0.00% | 0.00% | 0.00% | -0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.00% | 0.02% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.02% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.01% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.38% | -0.00% | -0.03% | -0.02% | -0.07% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.05% | 0.00% | -0.00% | 0.01% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.37% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.02% | -0.03% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.01% |
| Median returns winning | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | 0.01% | 0.01% | 0.05% | nan% | 0.01% | nan% | 0.02% | 0.02% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.03% | 0.01% | 0.01% | 0.00% | 0.02% | 0.02% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.04% | nan% | 0.10% | 0.00% | 0.06% | 0.03% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.07% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.02% | 0.03% | 0.00% | 0.01% | 0.02% | 0.00% | 0.01% | 0.05% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | nan% | 0.00% | 0.14% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | 0.02% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.03% | 0.02% | 0.00% | 0.10% | 0.03% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.03% | 0.01% | 0.39% | 0.01% | 0.00% | 0.00% | 0.04% | 0.01% | nan% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% | 0.04% | nan% | 0.01% | 0.00% | 0.08% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.10% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.04% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | 0.02% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.08% | 0.01% | 0.07% | 0.01% | 0.00% | 0.05% | 0.00% | 0.02% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.02% | nan% | 0.00% | 0.00% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | nan% | 0.01% | 0.01% | nan% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.02% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | nan% | 0.00% | 0.02% | 0.00% | 0.14% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.03% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.03% | 0.05% | 0.01% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.05% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.04% | 0.01% | 0.01% | 0.02% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.38% | 0.01% | nan% | 0.02% | nan% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | nan% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.02% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 1.64% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | nan% |
| Median returns losing | -0.02% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.02% | -0.20% | -0.00% | -0.11% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.06% | -0.07% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.02% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.01% | nan% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | nan% | -0.00% | -0.01% | -0.01% | -0.02% | -0.00% | -0.00% | -0.00% | -0.06% | -0.00% | -0.00% | -0.00% | -0.00% | -0.07% | -0.01% | -0.00% | -0.02% | -0.00% | -0.03% | nan% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | nan% | -0.00% | -0.01% | -0.01% | nan% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.06% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.03% | -0.01% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.03% | -0.03% | -0.04% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.04% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.05% | -0.00% | -0.01% | -0.00% | -0.01% | nan% | -0.01% | -0.01% | -0.00% | nan% | -0.00% | -0.01% | nan% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | nan% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.02% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.04% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.00% | nan% | nan% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.04% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.09% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | nan% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.02% | -0.14% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | nan% | nan% | -0.04% | nan% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | nan% | -0.05% | -0.00% | -0.00% | -0.00% | -0.01% | -0.04% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | nan% | -0.05% | -0.01% | -0.03% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.03% | -0.04% | -0.07% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.05% | -0.00% | -0.01% | nan% | -0.01% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.37% | -0.06% | -0.04% | -0.00% | -0.00% | -0.01% | -0.02% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.02% | -0.00% | -0.00% | -0.04% | -0.03% | -0.01% | -0.03% | -0.00% | -0.00% | -0.01% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.01% |
| Largest winning trade | 0.07% | 0.34% | 0.19% | 0.25% | 0.32% | 0.05% | 0.00% | -0.00% | 0.56% | 0.20% | 0.05% | -0.20% | 0.05% | -0.11% | 0.04% | 0.02% | 0.18% | 0.00% | -0.00% | 0.59% | 0.07% | 0.09% | 0.00% | -0.00% | 0.12% | 0.03% | 0.02% | 0.40% | 0.00% | 0.04% | 0.02% | -0.01% | 0.00% | 0.32% | 0.39% | 0.00% | 0.15% | 0.19% | 0.11% | -0.00% | 0.10% | 0.01% | 0.01% | 0.01% | 0.02% | 0.29% | 0.78% | 0.58% | 0.01% | 0.08% | 0.00% | 1.06% | -0.00% | 0.19% | 0.11% | 0.06% | 0.13% | 0.00% | 0.06% | 0.13% | 0.24% | 0.37% | 0.07% | 0.46% | 0.00% | 0.31% | 0.00% | 0.53% | 0.03% | 0.06% | 0.21% | 0.03% | 0.01% | 0.41% | 0.03% | 0.10% | 0.01% | 0.02% | 0.01% | 0.57% | 0.09% | 0.19% | -0.00% | 0.00% | 0.18% | 0.01% | 0.30% | 0.07% | -0.00% | 1.30% | 0.25% | 0.04% | 0.53% | 0.77% | 0.49% | 0.02% | 0.00% | 0.34% | -0.01% | 0.12% | 0.16% | 0.20% | 0.00% | -0.07% | 0.05% | 0.12% | 0.06% | 0.08% | 0.23% | 0.01% | 0.02% | 0.01% | 0.03% | 0.04% | 0.26% | 0.10% | 0.10% | 0.01% | 0.00% | 0.07% | 0.16% | 0.08% | 0.18% | 0.01% | 0.68% | 0.00% | 0.01% | 0.02% | 0.02% | 0.15% | 0.00% | 0.00% | -0.00% | 0.01% | 0.07% | 0.25% | 0.04% | 0.00% | 0.01% | 0.16% | 0.15% | 0.16% | 0.05% | -0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.19% | 0.06% | -0.00% | 0.06% | 0.00% | 0.04% | 0.02% | 0.39% | 0.03% | 0.27% | 0.00% | 0.14% | 0.35% | -0.00% | 0.35% | 0.47% | 0.06% | 0.39% | 0.58% | 0.12% | -0.00% | 0.01% | 0.24% | 0.17% | 0.12% | 0.01% | 0.11% | 0.26% | 0.35% | -0.00% | 0.25% | 0.84% | 0.19% | 0.30% | 0.61% | 0.10% | 0.22% | 0.06% | 0.41% | 0.07% | 0.35% | 0.99% | 0.69% | 0.01% | 0.28% | 0.02% | 0.44% | 0.18% | 0.02% | 0.14% | 0.08% | -0.00% | 0.13% | 0.33% | -0.00% | 0.00% | 0.22% | 0.00% | 0.01% | -0.00% | 0.14% | 0.13% | 0.00% | 0.27% | 0.05% | 0.00% | 0.01% | 0.01% | 0.40% | 0.31% | 0.00% | 0.33% | 0.23% | 0.00% | -0.00% | 0.12% | 0.01% | 0.31% | 0.13% | 0.63% | 0.04% | 0.00% | 0.19% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.20% | 0.03% | 0.09% | 0.01% | 0.32% | 0.13% | 0.08% | 0.11% | 0.01% | 0.00% | 0.24% | 0.01% | 0.17% | -0.01% | 0.05% | 0.00% | 0.52% | 0.01% | 0.00% | 0.05% | -0.01% | 0.33% | 0.68% | 0.02% | 0.10% | 0.47% | 0.08% | 0.12% | 0.18% | 0.15% | 0.24% | 0.01% | 0.02% | 0.26% | 0.17% | 0.08% | 0.53% | 0.07% | 0.04% | 0.00% | 0.10% | 0.02% | 1.28% | 0.01% | 0.01% | -0.00% | 0.77% | 0.03% | 0.11% | 0.04% | 0.01% | 0.10% | 0.02% | 0.00% | 0.30% | 0.19% | 0.03% | 0.44% | 0.03% | -0.00% | 0.09% | 0.00% | 0.01% | 0.01% | -0.00% | 0.22% | 0.33% | 0.19% | 0.00% | -0.02% | 0.03% | 0.06% | 0.00% | 0.05% | 0.00% | 0.35% | 0.01% | 0.05% | 0.01% | -0.00% | 0.02% | 0.01% | -0.00% | -0.01% | 0.00% | 0.02% | 0.00% | 0.14% | 0.08% | 0.34% | 0.10% | -0.00% | 0.02% | -0.14% | 0.13% | 0.06% | 0.00% | 0.00% | 0.09% | 0.05% | 0.14% | 0.04% | 0.01% | 0.40% | -0.00% | 0.17% | 0.03% | 0.00% | 0.27% | -0.02% | 0.03% | 0.18% | 0.46% | 0.06% | 0.15% | 0.25% | 0.05% | 0.00% | 0.20% | 0.01% | 0.24% | 0.17% | 0.49% | 0.14% | 0.11% | 0.01% | 0.21% | -0.00% | 0.00% | 0.16% | 0.33% | 0.07% | 0.29% | 0.06% | 0.22% | 0.02% | 0.37% | 0.63% | 0.14% | 0.02% | 0.06% | 0.02% | 0.16% | 0.03% | 0.08% | 0.24% | -0.00% | 0.04% | 0.04% | 0.17% | 0.14% | -0.00% | 0.69% | 0.00% | 0.75% | 0.02% | -0.03% | 0.26% | -0.04% | 0.18% | -0.00% | 0.00% | 0.19% | 0.00% | 0.02% | 0.21% | 0.01% | 0.03% | 0.05% | 0.03% | -0.00% | 0.14% | 0.01% | 0.71% | 0.00% | -0.00% | -0.02% | 0.01% | 0.08% | 0.01% | 0.53% | 0.00% | 0.00% | 1.17% | 0.10% | 0.00% | 0.02% | -0.01% | 0.00% | 0.00% | 0.03% | 0.03% | 0.30% | 0.02% | 0.16% | 0.00% | 0.23% | 0.12% | 0.33% | -0.00% | 0.00% | 0.20% | 0.44% | 0.17% | 0.61% | 0.22% | 0.03% | 0.01% | -0.00% | 0.39% | 0.56% | 0.18% | 1.64% | 0.17% | 0.07% | 0.12% | 0.00% | 0.38% | 0.07% | 0.71% | 0.00% | 0.39% | -0.01% |
| Largest losing trade | -0.02% | -0.20% | -0.35% | -0.42% | -0.11% | -0.07% | -0.00% | -0.03% | -0.47% | -0.16% | -0.03% | -0.20% | -0.01% | -0.11% | -0.19% | -0.00% | -0.00% | -0.00% | -0.03% | -0.01% | -0.10% | -0.17% | 0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.03% | -0.01% | -0.00% | 0.02% | -0.03% | 0.00% | -0.46% | -0.33% | -0.00% | -0.23% | -0.14% | -0.00% | -0.00% | -0.34% | -0.03% | -0.01% | 0.00% | -0.01% | -0.13% | -0.21% | -0.36% | -0.00% | -0.47% | -0.00% | -0.05% | -0.00% | 0.01% | -0.08% | -0.03% | -0.04% | -0.00% | -0.15% | 0.00% | -0.29% | -0.17% | 0.07% | -0.10% | -0.00% | -0.49% | 0.00% | -0.58% | -0.00% | -0.20% | -0.26% | -0.01% | -0.08% | -0.20% | -0.01% | -0.08% | -0.00% | 0.00% | -0.01% | -0.17% | -0.00% | -0.05% | -0.04% | -0.00% | -0.28% | -0.00% | -0.18% | -0.01% | -0.01% | -0.48% | 0.10% | -0.02% | -0.27% | -0.28% | -0.12% | -0.09% | -0.00% | -0.18% | -0.11% | -0.20% | -0.07% | -0.08% | -0.00% | -0.07% | -0.06% | -0.29% | -0.20% | -0.08% | -0.46% | 0.01% | 0.02% | -0.00% | -0.00% | -0.08% | -0.13% | -0.01% | -0.02% | -0.01% | -0.01% | -0.02% | -0.11% | 0.00% | -0.19% | -0.15% | -0.37% | -0.01% | -0.08% | -0.00% | -0.00% | -0.15% | -0.10% | -0.00% | -0.08% | 0.00% | -0.18% | -0.01% | -0.01% | 0.00% | 0.00% | -0.02% | -0.13% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.03% | -0.11% | -0.31% | -0.01% | -0.16% | -0.00% | -0.10% | -0.03% | -0.02% | -0.09% | -0.15% | -0.08% | -0.10% | -1.16% | -0.00% | -0.24% | -0.29% | -0.09% | -0.20% | -0.11% | -0.00% | -0.00% | -0.00% | -0.80% | 0.00% | -0.23% | -0.09% | -0.04% | -0.44% | -0.28% | -0.00% | -0.14% | -0.38% | -0.05% | -0.09% | -0.24% | -0.09% | -0.32% | -0.00% | -0.20% | 0.07% | -0.19% | -0.10% | -0.17% | -0.04% | -0.13% | 0.01% | -0.15% | -0.22% | -0.02% | -0.07% | -0.04% | -0.00% | -0.08% | -0.27% | -0.00% | 0.00% | -0.09% | -0.00% | -0.61% | -0.00% | -0.23% | -0.09% | -0.00% | -0.15% | -0.12% | -0.06% | -0.01% | -0.00% | -0.05% | -0.07% | 0.00% | -0.07% | -0.01% | -0.00% | -0.00% | -0.10% | -0.00% | 0.00% | -0.02% | -0.49% | -0.16% | 0.00% | -0.08% | -0.10% | -0.03% | -0.00% | -0.01% | 0.00% | -0.06% | -0.12% | -0.34% | -0.00% | -0.34% | -0.62% | -0.09% | -0.07% | 0.00% | -0.05% | -0.17% | -0.02% | -0.03% | -0.01% | 0.00% | -0.01% | -0.07% | -0.06% | 0.00% | -0.00% | -0.01% | 0.00% | -0.18% | 0.02% | -0.05% | -0.43% | -0.03% | -0.08% | -0.13% | -1.28% | -0.06% | 0.00% | -0.01% | -0.35% | -0.15% | 0.08% | -0.01% | 0.07% | -0.00% | -0.00% | -0.02% | -0.04% | -0.04% | -0.04% | -0.03% | -0.04% | -0.62% | -0.00% | -0.00% | -0.04% | -0.07% | -0.09% | -0.08% | 0.00% | -0.14% | -0.17% | -0.01% | -0.18% | 0.00% | -0.01% | -0.03% | 0.00% | 0.01% | -0.02% | -0.16% | -0.08% | -0.31% | -0.20% | -0.06% | -0.02% | -0.17% | -0.01% | -0.03% | -0.03% | -0.32% | -0.15% | -0.00% | -0.01% | -0.09% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | 0.00% | 0.00% | -0.02% | -0.05% | -0.03% | -0.15% | -0.21% | -0.00% | -0.04% | -0.14% | -0.13% | -0.05% | -0.01% | -0.00% | -0.01% | -0.06% | -0.18% | -0.04% | -0.02% | -0.37% | -0.00% | -0.05% | -0.02% | 0.00% | 0.01% | -0.09% | 0.00% | -0.15% | -0.08% | -0.11% | 0.00% | -0.12% | -0.14% | -0.01% | -0.18% | 0.00% | -0.01% | 0.00% | -0.37% | -0.73% | -0.22% | 0.01% | -0.21% | -0.00% | -0.02% | -0.88% | -0.31% | -0.04% | -0.02% | -0.01% | -0.40% | -0.05% | -0.51% | -0.10% | -0.02% | 0.00% | -0.13% | -0.03% | -0.13% | -0.01% | -0.07% | -0.11% | -0.02% | -0.23% | -0.02% | 0.00% | -0.25% | -0.01% | -0.32% | -0.00% | 0.01% | -0.04% | -0.03% | -0.49% | -0.14% | -0.16% | -0.23% | 0.00% | -0.08% | -0.00% | -0.01% | -0.05% | -0.01% | -0.00% | -0.00% | -0.18% | -0.00% | -0.08% | 0.00% | -0.28% | -0.00% | -0.00% | -0.07% | -0.00% | -0.05% | 0.00% | -0.24% | -0.05% | 0.00% | -0.54% | -0.03% | -0.00% | -0.04% | -0.73% | -0.06% | -0.04% | -0.03% | -0.00% | -0.06% | -0.02% | -0.07% | -0.02% | -0.16% | -0.13% | -0.19% | -0.00% | -0.00% | -0.09% | -0.18% | -0.13% | -0.40% | -0.10% | -0.09% | -0.24% | -0.05% | -0.16% | -0.34% | -0.08% | -0.30% | -0.34% | -0.12% | -0.02% | -0.00% | -0.53% | -0.39% | -0.55% | 0.00% | -0.15% | -0.01% |
| Profitability (PnL / PnL total) per name | |
|---|---|
| CLF-1595 | 21.49% |
| SRPT-16999 | 14.84% |
| MNKD-26524 | 12.54% |
| MCP-39960 | 10.55% |
| MU-5121 | 7.48% |
| WLT-13771 | 6.73% |
| TSLA-39840 | 6.71% |
| MLNT-42455 | 6.26% |
| LNKD-41451 | 6.13% |
| DDD-12959 | 5.92% |
| XOMA-8346 | 5.77% |
| GTAT-36628 | 5.39% |
| X-8329 | 5.27% |
| ARWR-10417 | 4.82% |
| GOLD-64 | 4.76% |
| IONS-4031 | 4.53% |
| BB-19831 | 4.48% |
| ARNA-21724 | 4.18% |
| AABA-14848 | 4.10% |
| GSAT-32819 | 4.01% |
| SDRL-39495 | 3.85% |
| DRYS-26994 | 3.85% |
| GOGO-44965 | 3.73% |
| GMCR-9736 | 3.70% |
| WBA-8089 | 3.52% |
| STRZ_A-32045 | 3.51% |
| ZNGA-42277 | 3.40% |
| PLUG-20776 | 3.35% |
| BHC-10908 | 3.13% |
| JPM-25006 | 2.95% |
| MS-17080 | 2.90% |
| GRPN-42118 | 2.81% |
| BLUE-44935 | 2.79% |
| CLVS-42166 | 2.77% |
| LL-35036 | 2.74% |
| AG-40607 | 2.65% |
| SINA-21448 | 2.58% |
| WYNN-24124 | 2.42% |
| BAC-700 | 2.41% |
| LNG-22096 | 2.37% |
| FEYE-45451 | 2.36% |
| QCOM-6295 | 2.34% |
| AKS-10897 | 2.31% |
| C-1335 | 2.07% |
| ES-5484 | 1.96% |
| BTU-22660 | 1.94% |
| ARNC-2 | 1.94% |
| UAA-27822 | 1.90% |
| CHTP-28882 | 1.87% |
| ED-2434 | 1.68% |
| TGT-21090 | 1.66% |
| GS-20088 | 1.65% |
| JBLU-23599 | 1.60% |
| QCOR-20914 | 1.56% |
| INVN-42165 | 1.55% |
| AAXN-22846 | 1.54% |
| INSY-44665 | 1.51% |
| RIG-9038 | 1.49% |
| EXXI-34443 | 1.47% |
| MACK-42735 | 1.41% |
| ITMN-21284 | 1.35% |
| GLUU-33566 | 1.33% |
| PTCT-44955 | 1.28% |
| AIG-239 | 1.26% |
| CPRI-42270 | 1.25% |
| FIO-41554 | 1.24% |
| HA-3431 | 1.15% |
| INTC-3951 | 1.13% |
| NVDA-19725 | 1.13% |
| SODA-40353 | 1.10% |
| LULU-34395 | 1.08% |
| TWTR-45815 | 1.03% |
| CYBR-47779 | 1.01% |
| GME-23438 | 1.00% |
| RGR-6458 | 0.99% |
| DATA-44747 | 0.98% |
| ARIA-11880 | 0.98% |
| XOM-8347 | 0.98% |
| FIT-49139 | 0.94% |
| OREX-33742 | 0.94% |
| VHC-30464 | 0.94% |
| CELG-1406 | 0.93% |
| RAD-6330 | 0.93% |
| NEM-5261 | 0.93% |
| AEM-154 | 0.88% |
| HPQ-3735 | 0.87% |
| NKE-5328 | 0.87% |
| B-697 | 0.83% |
| BA-698 | 0.83% |
| EA-2602 | 0.82% |
| QURE-46310 | 0.81% |
| FIVE-43201 | 0.79% |
| ATRS-22418 | 0.77% |
| CMG-28016 | 0.77% |
| RH-43599 | 0.72% |
| FUEL-45452 | 0.70% |
| KERX-21789 | 0.69% |
| SPPI-24517 | 0.68% |
| BKNG-19917 | 0.67% |
| HD-3496 | 0.67% |
| WLL-25707 | 0.64% |
| COST-1787 | 0.63% |
| LEN-4417 | 0.62% |
| CERS-16333 | 0.61% |
| REGN-6413 | 0.60% |
| PCYC-13711 | 0.56% |
| ZIOP-31341 | 0.52% |
| ACHN-32790 | 0.50% |
| MO-4954 | 0.49% |
| ANF-15622 | 0.48% |
| AVGO-38650 | 0.47% |
| XSPA-39803 | 0.46% |
| GPS-3321 | 0.46% |
| LUV-4589 | 0.45% |
| ORCL-5692 | 0.44% |
| SGYP-32331 | 0.43% |
| FCEL-24853 | 0.43% |
| SD-35006 | 0.41% |
| TOL-7530 | 0.39% |
| OPK-23120 | 0.39% |
| SEAS-44541 | 0.38% |
| BWLD-25642 | 0.38% |
| LMT-12691 | 0.36% |
| UAL-28051 | 0.36% |
| BANC-23943 | 0.35% |
| S-2938 | 0.35% |
| HAL-3443 | 0.35% |
| MDVN-28160 | 0.33% |
| O-12087 | 0.33% |
| ADBE-114 | 0.32% |
| GRUB-46693 | 0.32% |
| POT-6109 | 0.31% |
| ALK-300 | 0.31% |
| MCRB-49195 | 0.31% |
| CZR-42461 | 0.30% |
| CL-1582 | 0.30% |
| CXW-22102 | 0.30% |
| MCO-22139 | 0.30% |
| HE-3509 | 0.29% |
| DVAX-25972 | 0.29% |
| A-24757 | 0.29% |
| GILD-3212 | 0.28% |
| AIV-11598 | 0.28% |
| COP-23998 | 0.28% |
| BBY-754 | 0.27% |
| MDGL-33298 | 0.27% |
| SIRI-11901 | 0.26% |
| GG-22226 | 0.25% |
| ABBV-43694 | 0.24% |
| VER-41872 | 0.24% |
| MTG-5092 | 0.24% |
| CVX-23112 | 0.24% |
| HAIN-10649 | 0.24% |
| SPLS-7061 | 0.23% |
| NTAP-13905 | 0.22% |
| NUS-16059 | 0.22% |
| LGF-19491 | 0.21% |
| TRIP-42230 | 0.20% |
| IBM-3766 | 0.20% |
| HK-31032 | 0.19% |
| BIG-22657 | 0.18% |
| TWC-33133 | 0.17% |
| WFC-8151 | 0.17% |
| ALL-24838 | 0.16% |
| MYL-5166 | 0.16% |
| BRCM-18529 | 0.16% |
| MUX-7845 | 0.15% |
| BKS-9693 | 0.15% |
| KR-4297 | 0.14% |
| DG-38936 | 0.14% |
| ONVO-41829 | 0.14% |
| AUY-25714 | 0.14% |
| PXD-17436 | 0.12% |
| SKS-15019 | 0.12% |
| MNST-3450 | 0.12% |
| CBS-7962 | 0.11% |
| TLRD-7203 | 0.11% |
| EE-24852 | 0.11% |
| MAT-4668 | 0.10% |
| CVC-2000 | 0.10% |
| DELL-25317 | 0.10% |
| BMRN-20330 | 0.10% |
| DYAX-21870 | 0.10% |
| VMW-34545 | 0.10% |
| P-41579 | 0.10% |
| KKD-21410 | 0.09% |
| OCN-15697 | 0.09% |
| CTSH-18870 | 0.09% |
| WFM-8158 | 0.08% |
| LOCO-47382 | 0.08% |
| SHLD-26169 | 0.08% |
| NXPI-39994 | 0.07% |
| CVA-2169 | 0.07% |
| AKAM-20680 | 0.07% |
| TERP-47334 | 0.07% |
| AEGR-40294 | 0.06% |
| ARO-23650 | 0.06% |
| SLXP-22269 | 0.06% |
| NAT-17553 | 0.05% |
| MON-22140 | 0.05% |
| REN-34800 | 0.05% |
| NATI-12701 | 0.05% |
| MBI-4684 | 0.04% |
| FOSL-8816 | 0.04% |
| EPAY-19784 | 0.04% |
| TRLA-43413 | 0.04% |
| ITCI-46053 | 0.04% |
| KRFT-43405 | 0.03% |
| DO-13635 | 0.03% |
| CYH-21608 | 0.03% |
| APOL-24829 | 0.03% |
| INFI-21744 | 0.03% |
| AGNC-36243 | 0.03% |
| ODP-5583 | 0.02% |
| CTL-1960 | 0.02% |
| RRC-19249 | 0.02% |
| APC-455 | 0.02% |
| LVS-26882 | 0.02% |
| TIF-7447 | 0.02% |
| ABCO-23176 | 0.02% |
| HP-3647 | 0.02% |
| TTS-40545 | 0.02% |
| EXPE-27543 | 0.02% |
| MRVL-21666 | 0.02% |
| LMNX-21288 | 0.02% |
| LOW-4521 | 0.01% |
| K-4192 | 0.01% |
| Y-8369 | 0.01% |
| ALTR-328 | 0.01% |
| SWY-7254 | 0.01% |
| ZLC-10069 | 0.01% |
| ARUN-33588 | 0.01% |
| DWA-26750 | 0.01% |
| TXMD-28966 | 0.01% |
| KDP-36118 | 0.01% |
| TSN-7684 | 0.01% |
| CPSI-23667 | 0.00% |
| INVA-26676 | 0.00% |
| BBBY-739 | 0.00% |
| MDT-4758 | 0.00% |
| JNS-24556 | 0.00% |
| HRI-32887 | 0.00% |
| CYN-2052 | 0.00% |
| BRCD-20061 | 0.00% |
| BCRX-10905 | 0.00% |
| CME-24475 | 0.00% |
| ONB-5639 | 0.00% |
| PBYI-42689 | 0.00% |
| PSX-42788 | 0.00% |
| FDO-2760 | -0.00% |
| AEO-11086 | -0.00% |
| OVTI-21799 | -0.00% |
| HOT-3642 | -0.00% |
| AVNR-19445 | -0.00% |
| HES-216 | -0.00% |
| PNRA-20133 | -0.00% |
| TER-7401 | -0.00% |
| TRI-23825 | -0.00% |
| CAR-17991 | -0.00% |
| OCLR-21366 | -0.00% |
| WDAY-43510 | -0.00% |
| IRBT-27780 | -0.00% |
| ICE-27809 | -0.00% |
| AME-353 | -0.00% |
| SAGE-47332 | -0.00% |
| HAS-3460 | -0.01% |
| HSY-3695 | -0.01% |
| AREX-35028 | -0.01% |
| TSRO-43124 | -0.01% |
| EL-13841 | -0.01% |
| INCY-10187 | -0.01% |
| GLW-3241 | -0.01% |
| EXAS-22364 | -0.01% |
| IPI-36093 | -0.01% |
| ANGI-42175 | -0.01% |
| WDC-8132 | -0.01% |
| FOLD-33949 | -0.01% |
| DMND-27474 | -0.02% |
| VLO-7990 | -0.02% |
| ASTX-14641 | -0.02% |
| FFIV-20208 | -0.02% |
| OKE-5634 | -0.02% |
| LNCO-43513 | -0.02% |
| V-35920 | -0.02% |
| ULTA-34953 | -0.02% |
| OMER-38827 | -0.03% |
| KBH-4199 | -0.03% |
| STNG-39422 | -0.03% |
| ACI-88 | -0.03% |
| PIR-6000 | -0.03% |
| ENDP-21750 | -0.04% |
| ET-42700 | -0.04% |
| LF-23879 | -0.04% |
| EMC-2518 | -0.04% |
| LINE-27993 | -0.04% |
| AGU-12856 | -0.04% |
| PSEC-26517 | -0.04% |
| PBCT-5769 | -0.04% |
| RDN-20276 | -0.04% |
| BRO-1097 | -0.04% |
| SQ-49610 | -0.05% |
| MRK-5029 | -0.05% |
| LCC-27653 | -0.05% |
| MYGN-13698 | -0.05% |
| CF-27558 | -0.06% |
| ALE-21975 | -0.06% |
| ZU-45866 | -0.06% |
| NMBL-46002 | -0.07% |
| STX-24518 | -0.07% |
| SOHU-21813 | -0.07% |
| AGEN-21104 | -0.07% |
| KMI-40852 | -0.08% |
| VRTX-8045 | -0.09% |
| MMM-4922 | -0.09% |
| SAM-24822 | -0.09% |
| SLB-6928 | -0.09% |
| ONXX-14986 | -0.10% |
| STZ-24873 | -0.10% |
| MLNX-33316 | -0.11% |
| T-6653 | -0.11% |
| DIS-2190 | -0.12% |
| AOL-38989 | -0.13% |
| NUAN-19926 | -0.14% |
| NFLX-23709 | -0.15% |
| DE-2127 | -0.16% |
| VZ-21839 | -0.18% |
| JWN-5382 | -0.19% |
| UTX-7883 | -0.19% |
| SNDK-13940 | -0.19% |
| CAB-26412 | -0.20% |
| NDAQ-27026 | -0.20% |
| MGM-4831 | -0.20% |
| WWE-20818 | -0.20% |
| AERI-45733 | -0.20% |
| CREE-8459 | -0.20% |
| EQY-18696 | -0.21% |
| UNH-7792 | -0.22% |
| OSPN-21457 | -0.23% |
| HZNP-41766 | -0.25% |
| SHAK-48543 | -0.26% |
| ALNY-26335 | -0.26% |
| TTWO-16820 | -0.26% |
| KSS-4313 | -0.26% |
| URBN-10303 | -0.26% |
| WPM-27437 | -0.27% |
| CPST-21604 | -0.28% |
| NLNK-42147 | -0.28% |
| LLY-4487 | -0.28% |
| ABT-62 | -0.29% |
| HALO-26766 | -0.30% |
| MNK-44917 | -0.31% |
| MSFT-5061 | -0.31% |
| MRO-5035 | -0.31% |
| FDX-2765 | -0.33% |
| QUAD-39860 | -0.33% |
| OAS-39797 | -0.34% |
| CAT-1267 | -0.34% |
| KING-46610 | -0.35% |
| PEP-5885 | -0.35% |
| M-2754 | -0.35% |
| TSRX-39968 | -0.36% |
| MOS-41462 | -0.36% |
| ILMN-21774 | -0.36% |
| IDRA-14255 | -0.37% |
| ISRG-25339 | -0.37% |
| H-38909 | -0.38% |
| PAY-27206 | -0.38% |
| DISH-13017 | -0.41% |
| ATVI-9883 | -0.43% |
| CVS-4799 | -0.43% |
| TWX-357 | -0.44% |
| EXEL-21383 | -0.44% |
| XONE-44102 | -0.44% |
| ICPT-43505 | -0.46% |
| ADVM-47422 | -0.47% |
| GEO-11710 | -0.47% |
| SLS-35890 | -0.51% |
| ADXS-40992 | -0.51% |
| ACAD-26322 | -0.53% |
| CMRX-44453 | -0.54% |
| ETH-8633 | -0.56% |
| DNR-15789 | -0.61% |
| DECK-9909 | -0.62% |
| PACB-40319 | -0.65% |
| AMBA-43495 | -0.66% |
| FB-42950 | -0.67% |
| CMCS_A-1637 | -0.72% |
| FCAU-47888 | -0.72% |
| GM-40430 | -0.73% |
| AMZN-16841 | -0.74% |
| PG-5938 | -0.78% |
| TPR-22099 | -0.79% |
| ACRX-40827 | -0.79% |
| LC-48220 | -0.79% |
| VVUS-11224 | -0.81% |
| DAL-33729 | -0.84% |
| PTLA-44770 | -0.84% |
| RMTI-18196 | -0.87% |
| F-2673 | -0.88% |
| MCD-4707 | -0.89% |
| SVU-7233 | -0.92% |
| CRUS-1882 | -0.98% |
| AGN-8572 | -0.98% |
| RAX-36714 | -0.98% |
| BMY-980 | -1.03% |
| PFE-5923 | -1.03% |
| SKX-20284 | -1.07% |
| WMT-8229 | -1.08% |
| DD-2119 | -1.10% |
| SWN-7244 | -1.12% |
| NE-5249 | -1.17% |
| SWKS-23821 | -1.17% |
| NOW-43127 | -1.17% |
| PANW-43202 | -1.22% |
| SPWR-27817 | -1.23% |
| KO-4283 | -1.25% |
| CLDX-19187 | -1.31% |
| JCP-4118 | -1.33% |
| BLDP-13798 | -1.35% |
| JUNO-48317 | -1.55% |
| SPLK-42815 | -1.57% |
| AOBC-24519 | -1.59% |
| CHK-8461 | -1.66% |
| BIIB-3806 | -1.81% |
| NVAX-14112 | -1.84% |
| DOW-2263 | -1.85% |
| YUM-17787 | -1.89% |
| ARRY-22192 | -1.91% |
| AXP-679 | -1.98% |
| WTW-23269 | -2.07% |
| JNJ-4151 | -2.17% |
| ESPR-44989 | -2.27% |
| AMGN-368 | -2.28% |
| GOOG_L-26578 | -2.62% |
| XON-45239 | -2.69% |
| UNXL-31156 | -2.77% |
| CSCO-1900 | -2.86% |
| HRTX-22651 | -2.88% |
| FCX-13197 | -3.07% |
| DB-23113 | -3.12% |
| SUNE-13306 | -3.30% |
| EBAY-24819 | -3.35% |
| GE-3149 | -3.49% |
| AAL-45971 | -3.59% |
| CRM-26401 | -3.83% |
| GPRO-47208 | -4.25% |
| AAPL-24 | -4.25% |
| MBLY-47430 | -4.59% |
| SBUX-6683 | -4.77% |
| CSIQ-32856 | -5.03% |
| AMD-351 | -5.05% |
| HLF-26892 | -5.08% |
| YELP-42596 | -5.21% |
| MA-32146 | -5.75% |
| KITE-47169 | -6.17% |
| RLYP-45851 | -7.24% |
| FSLR-32902 | -8.11% |
| KNDI-32972 | -10.12% |
| SCTY-43721 | -11.06% |
Performance Relative to Common Risk Factors¶
| Summary Statistics | |
|---|---|
| Annualized Specific Return | 4.73% |
| Annualized Common Return | 2.31% |
| Annualized Total Return | 7.13% |
| Specific Sharpe Ratio | 0.95 |
| Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
|---|---|---|---|
| basic_materials | -0.02 | 0.22% | 0.88% |
| consumer_cyclical | 0.01 | 0.20% | 0.81% |
| financial_services | 0.02 | 0.66% | 2.71% |
| real_estate | -0.00 | 0.02% | 0.10% |
| consumer_defensive | -0.00 | 0.00% | 0.01% |
| health_care | -0.02 | -0.34% | -1.40% |
| utilities | 0.01 | 0.20% | 0.83% |
| communication_services | 0.00 | 0.00% | 0.00% |
| energy | -0.02 | -0.05% | -0.21% |
| industrials | 0.00 | -0.03% | -0.11% |
| technology | 0.03 | -0.01% | -0.06% |
| momentum | 0.21 | 0.37% | 1.50% |
| size | 0.20 | -0.04% | -0.16% |
| value | -0.07 | -0.13% | -0.51% |
| short_term_reversal | -0.17 | -0.15% | -0.61% |
| volatility | -0.21 | 1.37% | 5.72% |
In [ ]: