Notebook
In [2]:
bt = get_backtest('5a0b26f0e92c0f41c9d758d3')
100% Time: 0:01:18|###########################################################|
In [3]:
bt.create_full_tear_sheet()
Start date2004-03-02
End date2017-11-10
Total months164
Backtest
Annual return 6.2%
Cumulative returns 127.3%
Annual volatility 3.7%
Sharpe ratio 1.62
Calmar ratio 0.91
Stability 0.99
Max drawdown -6.8%
Omega ratio 1.32
Sortino ratio 2.55
Skew 0.28
Kurtosis 4.20
Tail ratio 1.20
Daily value at risk -0.4%
Gross leverage 1.03
Daily turnover 1.2%
Alpha 0.06
Beta -0.02
Worst drawdown periods Net drawdown in % Peak date Valley date Recovery date Duration
0 6.76 2007-07-24 2008-06-23 2008-09-09 296
1 5.60 2016-03-28 2016-09-22 2016-11-28 176
2 5.59 2016-12-21 2017-11-07 NaT NaN
3 3.25 2013-12-11 2014-03-04 2014-05-08 107
4 2.75 2013-08-19 2013-10-02 2013-11-07 59
/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
Lehmann 0.06% -0.75% 0.98%
US downgrade/European Debt Crisis 0.03% -0.54% 0.57%
Fukushima 0.01% -0.23% 0.49%
EZB IR Event -0.01% -0.33% 0.16%
Aug07 -0.07% -1.56% 2.08%
Mar08 -0.05% -0.54% 0.30%
Sept08 0.05% -0.75% 0.98%
2009Q1 0.05% -0.47% 0.53%
2009Q2 0.11% -0.91% 0.88%
Flash Crash 0.17% -0.07% 0.48%
Apr14 0.00% -0.41% 0.54%
Oct14 0.08% -0.85% 0.58%
Fall2015 0.05% -0.73% 0.78%
Low Volatility Bull Market 0.03% -0.51% 0.60%
GFC Crash 0.02% -1.56% 2.08%
Recovery 0.03% -0.92% 0.88%
New Normal 0.02% -0.87% 1.64%
Top 10 long positions of all time max
DDS-2126 2.27%
CF-27558 1.16%
UFS-2329 1.07%
USG-7844 1.00%
FTO-18561 0.96%
RAD-6330 0.96%
OSK-5719 0.84%
SCCO-14284 0.81%
ASH-559 0.76%
WYN-32393 0.74%
Top 10 short positions of all time max
SWN-7244 -2.46%
SUNE-13306 -1.80%
MDVN-28160 -1.62%
CAR-17991 -1.57%
EXAS-22364 -1.50%
ITMN-21284 -1.28%
TSLA-39840 -1.21%
TRA-7561 -1.16%
UAL-28051 -1.12%
LNG-22096 -1.12%
Top 10 positions of all time max
SWN-7244 2.46%
DDS-2126 2.27%
SUNE-13306 1.80%
MDVN-28160 1.62%
CAR-17991 1.57%
EXAS-22364 1.50%
ITMN-21284 1.28%
TSLA-39840 1.21%
TRA-7561 1.16%
CF-27558 1.16%
All positions ever held max
SWN-7244 2.46%
DDS-2126 2.27%
SUNE-13306 1.80%
MDVN-28160 1.62%
CAR-17991 1.57%
EXAS-22364 1.50%
ITMN-21284 1.28%
TSLA-39840 1.21%
TRA-7561 1.16%
CF-27558 1.16%
UAL-28051 1.12%
LNG-22096 1.12%
CLVS-42166 1.10%
UFS-2329 1.07%
USG-7844 1.00%
FTO-18561 0.96%
RAD-6330 0.96%
RCPT-44689 0.90%
KWK-19902 0.90%
ONXX-14986 0.89%
OSK-5719 0.84%
SIRI-11901 0.83%
SCCO-14284 0.81%
CIE-39073 0.79%
ASH-559 0.76%
GTAT-36628 0.76%
SRPT-16999 0.74%
WYN-32393 0.74%
HRC-3471 0.74%
VVUS-11224 0.73%
CXO-34440 0.71%
SHLD-26169 0.71%
ARIA-11880 0.70%
BEXP-16853 0.67%
KOG-32283 0.66%
ACAD-26322 0.65%
ALNY-26335 0.63%
VPI-8024 0.63%
QCOR-20914 0.62%
RYL-6612 0.61%
VRUS-33752 0.59%
PHRM-25687 0.59%
VTS-24857 0.59%
WLT-13771 0.59%
VLO-7990 0.59%
VRTX-8045 0.58%
DRYS-26994 0.58%
MMR-19497 0.58%
HK-26487 0.57%
WLL-25707 0.57%
CLDX-19187 0.57%
MSO-20750 0.57%
BLUE-44935 0.57%
DLX-2212 0.57%
CBL-9890 0.56%
SPWR-27817 0.56%
TSRO-43124 0.56%
KITE-47169 0.55%
PCRX-40815 0.55%
MNKD-26524 0.54%
CRK-1663 0.54%
CAA-7050 0.54%
ALXN-14328 0.54%
AEGR-40294 0.54%
IMGN-3885 0.54%
TTI-7633 0.53%
AXLL-3189 0.53%
GT-3384 0.52%
OMG-10009 0.52%
KATE-4479 0.52%
WTI-26986 0.52%
TWC-33133 0.52%
MU-5121 0.52%
GMCR-9736 0.52%
COMS-1763 0.51%
FCX-13197 0.51%
PPS-9438 0.51%
TWOU-46648 0.50%
BNI-995 0.50%
AGIO-45143 0.50%
AMKR-18655 0.50%
GBT-49335 0.50%
HBI-32497 0.50%
HMA-3596 0.49%
AMG-17800 0.49%
ADS-22747 0.49%
HALO-26766 0.49%
CLR-33856 0.48%
ICON-6856 0.48%
WNR-27997 0.48%
ACI-88 0.48%
TRW-25948 0.48%
LAD-16238 0.48%
AKS-10897 0.47%
BIG-22657 0.47%
SCI-7110 0.47%
URI-18113 0.47%
CPN-35531 0.47%
MAC-10984 0.47%
MGM-4831 0.47%
LCC-27653 0.47%
WYNN-24124 0.46%
SOA-35174 0.46%
WBS-8119 0.46%
MTH-16385 0.46%
W-47833 0.46%
LM-4488 0.46%
CHK-8461 0.46%
INVA-26676 0.46%
FSLR-32902 0.46%
TXT-7674 0.46%
SHAW-10509 0.46%
TRGP-40547 0.46%
CONN-25646 0.46%
MHR-32541 0.45%
CNC-23283 0.45%
NKTR-24572 0.45%
UNH-7792 0.45%
LUV-4589 0.45%
SLG-17448 0.45%
PLT-10655 0.45%
HLX-17180 0.45%
BMRN-20330 0.45%
TIE-15230 0.45%
FEYE-45451 0.45%
F-2673 0.45%
LEAP-27411 0.45%
MCP-39960 0.44%
AVNR-19445 0.44%
CG-23426 0.44%
NRF-26740 0.44%
BG-22959 0.44%
AXL-19672 0.44%
CENX-14484 0.44%
LYV-27943 0.44%
NUE-5488 0.44%
LVS-26882 0.44%
KCS-4205 0.44%
NVAX-14112 0.44%
WCG-26440 0.44%
CVI-22766 0.44%
AGCO-197 0.43%
PAG-15913 0.43%
XCO-28083 0.43%
AAWW-28378 0.43%
GDP-13363 0.43%
ATLS-26279 0.43%
PD-5829 0.43%
ANDV-7612 0.43%
HP-3647 0.43%
CBST-15769 0.43%
CBI-1287 0.43%
ARD-24684 0.43%
CDE-1374 0.42%
AXP-679 0.42%
SODA-40353 0.42%
LVLT-18587 0.42%
MAKO-35763 0.42%
CHAP-27511 0.42%
IMMU-3891 0.42%
TKTX-15907 0.42%
DNDN_Q-21612 0.42%
AVB-18834 0.41%
REGN-6413 0.41%
ARRS-25134 0.41%
EWBC-19787 0.41%
MYOG-25604 0.41%
SUN-7211 0.41%
CY-2043 0.41%
KBH-4199 0.41%
KERX-21789 0.41%
VSH-8050 0.41%
TIN-7449 0.41%
LEN-4417 0.41%
SVVS-21206 0.41%
CRZO-17358 0.41%
ENTG-21754 0.41%
LHO-18582 0.41%
FOE-2933 0.41%
EAC-22510 0.41%
RS-11955 0.41%
DNR-15789 0.40%
ABG-24761 0.40%
ODP-5583 0.40%
CPE-12011 0.40%
XTO-9074 0.40%
CUBE-26733 0.40%
LB-4564 0.40%
OAS-39797 0.40%
FOLD-33949 0.40%
NTY-5218 0.40%
WEX-27045 0.40%
LOCK-43467 0.40%
CYH-21608 0.40%
MYGN-13698 0.40%
GS-20088 0.40%
CBT-1315 0.39%
PBYI-42689 0.39%
MS-17080 0.39%
RSH-21550 0.39%
PLUG-20776 0.39%
NVRO-48025 0.39%
CSH-6267 0.39%
MON-22140 0.39%
LGIH-45818 0.39%
MEE-22324 0.39%
STLD-16108 0.39%
JBHT-4108 0.39%
PDCE-5907 0.39%
PTRY-20272 0.39%
MCK-12350 0.39%
LL-35036 0.39%
PTEN-10254 0.39%
HA-3431 0.39%
GRMN-22316 0.39%
INT-3950 0.39%
RARE-46285 0.39%
MDR-4752 0.39%
PALM-24105 0.39%
HS-28057 0.39%
EVR-32483 0.39%
ROSE-28091 0.38%
MTZ-4667 0.38%
ENS-26530 0.38%
FANG-43512 0.38%
SOHU-21813 0.38%
AEO-11086 0.38%
RGLD-6455 0.38%
HGSI-10409 0.38%
UDI-23341 0.38%
RH-43599 0.38%
WDC-8132 0.38%
BID-869 0.38%
GBX-11645 0.38%
TEN-7422 0.37%
STX-24518 0.37%
SM-4664 0.37%
EP-2568 0.37%
PHM-5969 0.37%
LXP-9968 0.37%
PVAC-6258 0.37%
EXEL-21383 0.37%
WOR-8306 0.37%
KEX-4220 0.37%
CSIQ-32856 0.37%
COG-1746 0.37%
OA-600 0.37%
CPXX-45390 0.37%
MOH-25349 0.37%
FCE_A-2730 0.37%
RBAK-40069 0.37%
BR-1072 0.37%
SUSS-32753 0.37%
VHC-30464 0.37%
SWC-12362 0.37%
ASNA-2105 0.37%
REXX-34379 0.37%
CAB-26412 0.37%
MTOR-21723 0.37%
QVCA-32046 0.37%
MTW-4656 0.36%
CMI-1985 0.36%
ACXM-110 0.36%
GLBL-8489 0.36%
USNA-15408 0.36%
ROK-6536 0.36%
PODD-33858 0.36%
TRN-7583 0.36%
EOG-2564 0.36%
GPI-24787 0.36%
CYD-12311 0.36%
NOC-5387 0.36%
AAL-45971 0.36%
GYMB-8644 0.36%
CVTX-15974 0.36%
GRA-3328 0.36%
DCT-33026 0.36%
TPX-25802 0.36%
BBY-754 0.36%
KFN-27386 0.36%
ETFC-15474 0.36%
X-8329 0.36%
TQNT-10545 0.36%
IOC-26617 0.35%
CWEI-8941 0.35%
WTW-23269 0.35%
EQIX-24482 0.35%
STZ-24873 0.35%
MSI-4974 0.35%
FNSR-20866 0.35%
DSX-27116 0.35%
SPR-32921 0.35%
ESRX-2618 0.35%
SEE-6769 0.35%
HNI-26259 0.35%
TKR-7467 0.35%
BZH-10728 0.35%
HNT-22231 0.35%
GLG-3232 0.35%
RFMD-17107 0.35%
MNTA-26381 0.35%
FST-2935 0.35%
NPSP-11356 0.35%
ACAS-17334 0.35%
CLWR-33480 0.35%
UNT-7806 0.35%
NYT-5551 0.35%
KEG-29964 0.34%
OVTI-21799 0.34%
SLXP-22269 0.34%
VCI-7921 0.34%
SIG-9774 0.34%
CONE-43984 0.34%
PNK-21187 0.34%
JAS-25663 0.34%
OLED-14774 0.34%
IKN-16370 0.34%
STRZ_A-32045 0.34%
RRC-19249 0.34%
CE-26960 0.34%
HTWR-38150 0.34%
BEL-21911 0.34%
NLNK-42147 0.34%
TECD-7372 0.34%
SIVB-6897 0.34%
ME-28130 0.34%
ROC-27572 0.34%
OMX-764 0.34%
CSE-25410 0.34%
ACHN-32790 0.34%
CSC-1898 0.34%
BRY-1103 0.34%
DAL-33729 0.34%
BYD-9888 0.34%
DRE-2293 0.34%
DIN-3846 0.33%
SNDK-13940 0.33%
GEVA-42112 0.33%
BPI-38286 0.33%
CLP-9704 0.33%
JCOM-22450 0.33%
MDCO-21906 0.33%
ASIA-21237 0.33%
KMR-22697 0.33%
AN-410 0.33%
WFT-19336 0.33%
BCEI-42272 0.33%
SUSQ-7222 0.33%
CRC-48073 0.33%
LAMR-15516 0.33%
TER-7401 0.33%
MRO-5035 0.33%
AABA-14848 0.33%
NOG-35961 0.33%
PXD-17436 0.33%
BSX-1131 0.33%
SWY-7254 0.33%
MLNK-10583 0.33%
WGR-8169 0.33%
RJF-6482 0.33%
CCK-1343 0.33%
AMED-25392 0.33%
ESS-11465 0.33%
ARE-16843 0.33%
SCTY-43721 0.33%
RTI-6579 0.33%
JUNO-48317 0.33%
AMLN-374 0.33%
AVXS-49751 0.33%
SD-35006 0.33%
EXP-11120 0.33%
JAH-23784 0.33%
MEDX-4775 0.33%
ISE-27098 0.32%
PKZ-25217 0.32%
EME-14028 0.32%
GPK-25429 0.32%
PXP-24112 0.32%
KMG-4266 0.32%
SCHN-10268 0.32%
AWI-32690 0.32%
BPMC-49000 0.32%
VOLC-32235 0.32%
RTN-6583 0.32%
ATU-484 0.32%
INGR-3933 0.32%
ALK-300 0.32%
SIE-6875 0.32%
SANM-8869 0.32%
DHI-2298 0.32%
CATY-1270 0.32%
ARNA-21724 0.32%
TTEC-15605 0.32%
NVE-7107 0.32%
AGP-23179 0.32%
RYI-24851 0.32%
CVH-2010 0.32%
LPNT-20105 0.32%
XPO-26287 0.32%
ALKS-301 0.32%
MACK-42735 0.32%
NBR-5214 0.32%
KRC-16374 0.32%
KBR-32880 0.32%
CETV-20961 0.32%
ELX-10747 0.32%
CRL-21605 0.32%
AET-168 0.32%
BA-698 0.32%
NFLX-23709 0.32%
KIM-4238 0.32%
FRO-22983 0.32%
PJC-25823 0.32%
AUXL-26500 0.32%
JLG-4143 0.32%
ESI-24831 0.32%
DRQ-17646 0.32%
TGI-15905 0.32%
SRZ-15021 0.32%
UPL-22406 0.32%
NVR-5513 0.32%
THO-7433 0.32%
EDMC-38799 0.32%
UTHR-20306 0.31%
PPC-39111 0.31%
CLF-1595 0.31%
BC-755 0.31%
CLNE-33924 0.31%
ANW-33014 0.31%
UVV-7885 0.31%
ALGN-22355 0.31%
PENN-11361 0.31%
FUL-3065 0.31%
VSAT-16307 0.31%
REG-10027 0.31%
BDC-26479 0.31%
BBG-26865 0.31%
ARRY-22192 0.31%
GHC-8259 0.31%
MPC-41636 0.31%
AAN-523 0.31%
OII-5629 0.31%
BRS-5645 0.31%
ONCE-48547 0.31%
HUN-27030 0.31%
RRGB-23904 0.31%
PACW-21624 0.31%
ARBA-20171 0.31%
HFC-3620 0.31%
DGI-38374 0.31%
PSX-42788 0.31%
CPX-28340 0.31%
HL-3585 0.31%
CMRX-44453 0.31%
SKYW-6925 0.31%
RHP-3175 0.31%
SGMS-22637 0.31%
OCLR-21366 0.31%
IR-4010 0.31%
XEC-24125 0.31%
DAN-35359 0.31%
AES-166 0.31%
TCBI-25467 0.31%
LYB-39546 0.31%
PVTB-20273 0.31%
BOFI-27108 0.31%
ESNT-45770 0.31%
SKX-20284 0.31%
WCC-20163 0.31%
OXY-5729 0.31%
SAH-24786 0.31%
RT-4971 0.31%
CYT-10590 0.31%
SKE-24766 0.30%
PCYC-13711 0.30%
CIEN-16453 0.30%
AOL-38989 0.30%
CPT-9348 0.30%
OCR-5575 0.30%
PCBC-15011 0.30%
NVLS-5509 0.30%
SGEN-22563 0.30%
DRC-27534 0.30%
CAH-1376 0.30%
SGYP-32331 0.30%
MD-13557 0.30%
PTCT-44955 0.30%
FLSH-8635 0.30%
BHI-858 0.30%
PLD-19135 0.30%
MVL-5132 0.30%
DGIT-14363 0.30%
FLEX-10953 0.30%
XPER-25705 0.30%
EAT-2404 0.30%
KCG-19127 0.30%
NYLD_A-45096 0.30%
PAY-27206 0.30%
ALO-965 0.30%
CMCS_A-1637 0.30%
WBC-34226 0.30%
LPX-4531 0.30%
ESL-2614 0.30%
VNO-8014 0.30%
DISH-13017 0.30%
SHU-11050 0.30%
PWER-17735 0.30%
FL-8383 0.30%
XLS-42021 0.30%
TSCO-10869 0.30%
TEX-7408 0.30%
BAC-700 0.30%
AOBC-24519 0.30%
AM-209 0.30%
INXN-40784 0.30%
DEPO-18010 0.30%
RKT-11042 0.30%
KMX-16511 0.30%
CTCM-32182 0.30%
MPW-27443 0.30%
MTB-5117 0.30%
MDC-4736 0.30%
SVU-7233 0.30%
OUTR-24791 0.30%
NUVA-26291 0.30%
LGF-19491 0.30%
ATGE-2371 0.30%
LOPE-37686 0.30%
CBRL-1308 0.30%
TXI-7670 0.30%
CAKE-1234 0.29%
STRP-45130 0.29%
FCEL-24853 0.29%
CZR-42461 0.29%
NCR-16389 0.29%
DPZ-26466 0.29%
EQR-9540 0.29%
KLIC-4248 0.29%
EQT-2587 0.29%
CPA-27908 0.29%
XOM-8347 0.29%
LTM-26426 0.29%
XRX-8354 0.29%
ETSY-48934 0.29%
PHS-5977 0.29%
SBNY-26132 0.29%
ESV-2621 0.29%
PTV-20910 0.29%
SSCC-39821 0.29%
FGEN-48088 0.29%
DRIV-19209 0.29%
ARO-23650 0.29%
ILG-36735 0.29%
OIS-22464 0.29%
MAT-4668 0.29%
NOV-24809 0.29%
WSM-8284 0.29%
DDD-12959 0.29%
GEN-22720 0.29%
DFT-34886 0.29%
PGR-5950 0.29%
WHR-8178 0.29%
HLF-26892 0.29%
WMB-8214 0.29%
DLR-26758 0.29%
SLCA-42436 0.29%
SRE-24778 0.29%
GSF-23206 0.29%
GPOR-28116 0.29%
UIS-7761 0.29%
WHQ-22180 0.29%
NI-5310 0.29%
VAC-42125 0.29%
WWD-16425 0.29%
TEL-34014 0.29%
MSTR-23889 0.29%
PACR-23802 0.29%
LXK-13891 0.29%
AWH-32367 0.29%
WRLD-8268 0.29%
SKS-15019 0.29%
AERI-45733 0.29%
CXG-27995 0.29%
RX-19149 0.29%
ES-35064 0.29%
HYDL-22024 0.29%
FCS-20486 0.29%
BEAV-799 0.29%
KYTH-43497 0.29%
WINN-32870 0.29%
ALSN-42637 0.29%
FINL-2845 0.29%
GLNG-24489 0.29%
HPY-27559 0.29%
IT-9930 0.29%
BOT-27714 0.29%
POS-6107 0.29%
SCHW-6704 0.29%
KSWS-4317 0.29%
SPGI-4849 0.29%
JWN-5382 0.29%
IDBE-9578 0.29%
RDUS-46871 0.29%
BUCY-26506 0.29%
BDK-789 0.29%
FSL-41491 0.28%
CNX-24758 0.28%
HOV-3645 0.28%
BANC-23943 0.28%
MENT-4794 0.28%
CHRS-1524 0.28%
HERO-27747 0.28%
AAI-17792 0.28%
KBW-32846 0.28%
SGY-9458 0.28%
MRC-42786 0.28%
CNW-1696 0.28%
INHX-26336 0.28%
AVP-660 0.28%
BPOP-1062 0.28%
TXU-7677 0.28%
FTI-22784 0.28%
TIVO-20662 0.28%
HOS-26150 0.28%
PBG-19916 0.28%
EXR-26566 0.28%
MPG-25208 0.28%
OI-5626 0.28%
SAFM-6624 0.28%
DOW-2263 0.28%
MTN-24799 0.28%
FLR-24833 0.28%
SGP-6836 0.28%
RAX-36714 0.28%
MSFT-5061 0.28%
LAZ-27223 0.28%
SNV-7007 0.28%
MUX-7845 0.28%
ITG-25095 0.28%
HII-41111 0.28%
LRCX-4537 0.28%
PEN-49413 0.28%
ICO-27824 0.28%
HBAN-3472 0.28%
FRC-40573 0.28%
SNX-25697 0.28%
EGN-2470 0.28%
CRS-1874 0.28%
ACM-33831 0.28%
VPHM-16140 0.28%
NZ-34261 0.28%
AIV-11598 0.28%
TLN-49003 0.28%
WMGI-40816 0.28%
ATW-624 0.28%
STN-9046 0.28%
S-2938 0.28%
GES-24811 0.28%
BRCD-20061 0.28%
AGO-26211 0.28%
PI-50138 0.28%
JEF-25093 0.28%
FORM-25182 0.28%
WNC-8233 0.28%
NMG_A-20760 0.28%
SN-42264 0.28%
GVA-3123 0.28%
HPQ-3735 0.28%
NAT-17553 0.28%
TRZ-23736 0.28%
LEA-38921 0.28%
LI-25969 0.28%
CTV-17188 0.28%
ENDP-21750 0.28%
STEC-7145 0.28%
EROS-45867 0.28%
CIT-39053 0.28%
DFS-34011 0.28%
NCS-935 0.28%
KRO-25764 0.27%
EPE-46191 0.27%
CLW-37775 0.27%
NCI-20403 0.27%
SLM-6935 0.27%
AIPC-17728 0.27%
GCO-3131 0.27%
ADBE-114 0.27%
WOOF-23267 0.27%
ATVI-9883 0.27%
HUG-3717 0.27%
TTN-7630 0.27%
ESPR-44989 0.27%
EA-2602 0.27%
AXE-13500 0.27%
R-6326 0.27%
HSNI-36733 0.27%
TPH-44053 0.27%
MPS-19400 0.27%
FPRX-45430 0.27%
GEO-11710 0.27%
NUS-16059 0.27%
TTWO-16820 0.27%
IAC-26470 0.27%
CPHD-21603 0.27%
HRS-3676 0.27%
IRF-4014 0.27%
JNY-4152 0.27%
UBSI-7697 0.27%
ADNT-50390 0.27%
HZNP-41766 0.27%
URS-7828 0.27%
ARII-27998 0.27%
DS-24099 0.27%
SF-6798 0.27%
BERY-43476 0.27%
RGC-23722 0.27%
SEPR-6785 0.27%
LECO-24824 0.27%
HAL-3443 0.27%
DPS-36118 0.27%
ATI-24840 0.27%
FAF-39664 0.27%
SYNA-23398 0.27%
CAM-13176 0.27%
NLC-26787 0.27%
AL-41280 0.27%
OKE-5634 0.27%
NSS-5467 0.27%
LIFE-19800 0.27%
PWR-6269 0.27%
PEB-39047 0.27%
BAP-13612 0.27%
CI-1539 0.27%
TAP-76 0.27%
GKIS-26654 0.27%
TOY-7541 0.27%
CNVR-21346 0.27%
AVL-24836 0.27%
IIVI-3854 0.27%
NLY-17702 0.27%
SVR-27028 0.27%
CTB-1942 0.27%
ANR-27035 0.27%
NBIX-14972 0.27%
INCY-10187 0.27%
ABC-22954 0.27%
UAPH-26825 0.27%
PVH-6257 0.27%
PII-6992 0.27%
EOP-17200 0.27%
KRON-4303 0.27%
BZ-34116 0.27%
EPC-21380 0.27%
RAIL-27161 0.27%
GATX-3266 0.27%
LSI-24823 0.27%
JNS-24556 0.27%
DVN-2368 0.27%
PETM-9435 0.27%
SPNC-7064 0.27%
KND-23221 0.27%
DVA-22110 0.27%
ATO-612 0.27%
CC-49210 0.27%
ZG-41730 0.27%
GLF-3265 0.27%
IGT-48892 0.27%
OPK-23120 0.27%
CUB-1979 0.27%
EGLE-27370 0.27%
XMSR-20820 0.27%
SHO-26728 0.26%
PLAB-6018 0.26%
FOR-35245 0.26%
AROC-34575 0.26%
HK-31032 0.26%
AVY-663 0.26%
APA-448 0.26%
MCIP-26473 0.26%
RIG-9038 0.26%
STT-7139 0.26%
DK-32042 0.26%
ES-5484 0.26%
TMUS-33698 0.26%
ADM-128 0.26%
POOL-13718 0.26%
VECO-12267 0.26%
CFG-47777 0.26%
AMD-351 0.26%
FOXH-26751 0.26%
GWR-15139 0.26%
AYR-32475 0.26%
UMPQ-18634 0.26%
ATHL-45211 0.26%
SFY-6825 0.26%
TRUE-46929 0.26%
FMSA-47848 0.26%
COR-40146 0.26%
VA-48091 0.26%
HOGS-31962 0.26%
CMC-1636 0.26%
ANGI-42175 0.26%
WIND-8899 0.26%
MDU-4760 0.26%
FSL-26482 0.26%
RBC-6352 0.26%
RMBS-16945 0.26%
EW-21382 0.26%
BEAS-16723 0.26%
TPLM-31903 0.26%
LNT-18584 0.26%
WLK-26563 0.26%
SCRX-21492 0.26%
FR-11478 0.26%
GLYT-3245 0.26%
IO-3996 0.26%
ADCT-115 0.26%
CMX-1680 0.26%
TXTR-44879 0.26%
LSS-4559 0.26%
CELL-23762 0.26%
DST-13835 0.26%
BR-33562 0.26%
M-2754 0.26%
AAP-23175 0.26%
CARA-46283 0.26%
UEPS-27529 0.26%
KNX-40606 0.26%
SEMG-39358 0.26%
ON-21429 0.26%
GNRC-39208 0.26%
TSN-7684 0.26%
OS-5702 0.26%
IPI-36093 0.26%
TTC-7623 0.26%
FWLT-3076 0.26%
P-41579 0.26%
CYMI-15638 0.26%
LBTY_A-27357 0.26%
CMTL-1675 0.26%
JOY-22996 0.26%
ANF-15622 0.26%
KG-18929 0.26%
HLIT-12898 0.26%
RRR-33894 0.26%
EIX-14372 0.26%
MCH-24806 0.26%
PRXL-13918 0.26%
IMCL-3871 0.26%
PLD-24785 0.26%
NDAQ-27026 0.26%
IONS-4031 0.26%
BGC-3129 0.26%
NPBC-5400 0.26%
STU-7187 0.26%
LMT-12691 0.26%
JBLU-23599 0.26%
ARNC-2 0.26%
THC-5343 0.26%
AMSG-22862 0.26%
TK-13289 0.26%
RWT-13451 0.26%
PE-46989 0.26%
AKAO-46528 0.26%
INGR-18142 0.26%
BGG-845 0.26%
ZOLT-8412 0.26%
AVT-661 0.26%
PSS-15005 0.26%
LEND-24618 0.26%
NSM-42611 0.26%
NEU-26395 0.26%
BRE-1082 0.26%
LEXR-21901 0.26%
CR-1835 0.26%
PSEC-26517 0.26%
DF-24814 0.26%
YRCW-8370 0.26%
ITRI-10192 0.26%
ALJ-27500 0.26%
ITC-27492 0.26%
GD-3136 0.26%
PHH-26956 0.26%
GAS-3103 0.26%
SII-6884 0.26%
LPT-11514 0.26%
UDR-7715 0.26%
PH-5956 0.26%
YELP-42596 0.26%
MRVL-21666 0.26%
PQ-19326 0.26%
SE-33030 0.26%
VRNT-23745 0.26%
KOMG-24617 0.25%
NTRI-21697 0.25%
SNI-36372 0.25%
AGR-22488 0.25%
ODFL-5582 0.25%
DYN-43462 0.25%
SHW-6868 0.25%
OMM-5661 0.25%
CALM-16169 0.25%
LPI-42263 0.25%
IP-3971 0.25%
NHP-5305 0.25%
HST-9947 0.25%
FCAU-47888 0.25%
LEU-19177 0.25%
AOS-6949 0.25%
AEIS-13777 0.25%
RNWK-17920 0.25%
IPXL-37849 0.25%
DLM-19778 0.25%
LZB-4621 0.25%
CPNO-26783 0.25%
UFPI-10300 0.25%
XONE-44102 0.25%
IGL-3824 0.25%
KOSP-16647 0.25%
CMA-1620 0.25%
ECLP-19211 0.25%
OWW-34300 0.25%
AAPL-24 0.25%
CAL-1195 0.25%
DOX-18875 0.25%
AMCX-41594 0.25%
PB-19509 0.25%
BARE-32659 0.25%
NWL-5520 0.25%
NBL-5213 0.25%
AZR-695 0.25%
ARW-538 0.25%
FTK-27496 0.25%
SBGI-13098 0.25%
HBHC-3476 0.25%
OREX-33742 0.25%
SPN-14141 0.25%
MATX-289 0.25%
STR-7171 0.25%
RGA-9037 0.25%
CLGX-2691 0.25%
OPHT-45498 0.25%
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PF-44375 0.25%
HC-24792 0.25%
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VG-32143 0.25%
SSW-27550 0.25%
TDOC-49222 0.25%
IRWD-39194 0.25%
DDR-8468 0.25%
BTU-22660 0.25%
TBL-7323 0.25%
STI-7152 0.25%
AER-32916 0.25%
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MDP-4751 0.25%
NAV-5199 0.25%
ADRX-15063 0.25%
LINE-27993 0.25%
ORCL-5692 0.25%
EEFT-16609 0.25%
MDT-4758 0.25%
TOL-7530 0.25%
MCDTA-22458 0.25%
GDI-11130 0.25%
ACF-85 0.25%
HEW-23780 0.25%
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NSR-27413 0.25%
DAKT-10737 0.25%
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DEX-26501 0.25%
ACGL-21462 0.25%
ARCB-41 0.25%
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IGTE-21275 0.25%
ENCY-24903 0.25%
ANV-33832 0.25%
PKG-20773 0.25%
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ALLY-46015 0.25%
KING-46610 0.25%
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TTMI-22072 0.25%
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AYI-23276 0.25%
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ABMD-53 0.25%
PFCB-19614 0.25%
GPRE-28159 0.25%
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MIK-4873 0.25%
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SFL-26386 0.25%
KOS-41416 0.25%
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O-12087 0.25%
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MAN-4654 0.25%
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ISIL-21166 0.25%
HAS-3460 0.25%
DHX-34238 0.25%
HCA-41047 0.25%
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AZO-693 0.25%
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PPO-34117 0.25%
TTPH-44314 0.25%
LDG-4399 0.25%
TEG-8264 0.25%
CMPR-27674 0.25%
LO-36346 0.25%
EAGL-21136 0.25%
H-32392 0.24%
UHS-7749 0.24%
GOGL-16570 0.24%
ABBV-43694 0.24%
CACI-1218 0.24%
AMN-377 0.24%
NTAP-13905 0.24%
PKD-6008 0.24%
FICO-2837 0.24%
PNC-6068 0.24%
MDAS-35268 0.24%
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ELNK-14596 0.24%
RSPP-46182 0.24%
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CLI-11752 0.24%
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LLL-18738 0.24%
GVHR-17127 0.24%
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APOL-24829 0.24%
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IPG-3990 0.24%
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RF-34913 0.24%
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LCI-23602 0.24%
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CRDN-1844 0.24%
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DLB-27046 0.24%
AH-24815 0.24%
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ZSPH-47150 0.24%
MAA-10639 0.24%
BLC-931 0.24%
AVCT-21728 0.24%
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AMSC-393 0.24%
LEG-4415 0.24%
MM-24662 0.24%
GLA-15327 0.24%
LF-23879 0.24%
ZRAN-14196 0.24%
INFI-21744 0.24%
TERP-47334 0.24%
RES-6426 0.24%
JCG-32320 0.24%
PDLI-5847 0.24%
LLNW-33989 0.24%
TSE-47098 0.24%
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LZ-4620 0.24%
HTA-43032 0.24%
JIVE-42260 0.24%
PFE-5923 0.24%
TW-22183 0.24%
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ACIW-12616 0.24%
CHE-26305 0.24%
TIME-46965 0.24%
GHL-26265 0.24%
MHR-24861 0.24%
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IDXC-13864 0.24%
CENT-18855 0.24%
UNFI-16129 0.24%
DUK-2351 0.24%
HRG-8414 0.24%
QLGC-10829 0.24%
PRI-39434 0.24%
NEM-5261 0.24%
CNK-33716 0.24%
SPPI-24517 0.24%
KNX-12067 0.24%
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PLCE-24789 0.24%
RGS-6453 0.24%
NRG-26143 0.24%
VRX-3788 0.24%
NTGR-25354 0.24%
MSM-5066 0.24%
NDSN-5253 0.24%
NMBL-46002 0.24%
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ORA-26788 0.24%
OC-32608 0.24%
LITE-49288 0.24%
MER-4796 0.24%
GGP-8817 0.24%
MHS-25445 0.24%
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IART-18727 0.24%
RGR-6458 0.24%
NNN-5376 0.24%
BPZ-28729 0.24%
RLJ-41417 0.24%
GME-23438 0.24%
ID-16138 0.24%
CRR-14700 0.24%
EMN-10594 0.24%
CQB-1833 0.24%
IDCC-3801 0.24%
HPE-49506 0.24%
MKSI-19909 0.24%
FRX-3014 0.24%
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ALL-24838 0.24%
AFG-12980 0.24%
SBH-32866 0.24%
AMMD-21845 0.24%
PIR-6000 0.24%
WAB-13135 0.24%
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WWW-8321 0.24%
CACC-1216 0.24%
UGI-7739 0.24%
APC-455 0.24%
SFD-6803 0.24%
GI-3202 0.24%
GRT-10613 0.24%
ISLE-19391 0.24%
VC-40159 0.24%
FLS-17207 0.24%
HMHC-45861 0.24%
MTDR-42446 0.24%
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GDDY-48863 0.24%
LSCC-4549 0.23%
GLW-3241 0.23%
ARUN-33588 0.23%
TRLG-27576 0.23%
SCG-6701 0.23%
CTL-1960 0.23%
GERN-15306 0.23%
CHKP-15101 0.23%
IVC-4084 0.23%
QTS-45617 0.23%
ANN-430 0.23%
TMK-7488 0.23%
BMY-980 0.23%
TDW-7364 0.23%
WBA-8089 0.23%
KMT-4271 0.23%
UB-14828 0.23%
KSS-4313 0.23%
HRI-32887 0.23%
TCC-17934 0.23%
CHSI-20984 0.23%
CSGS-14354 0.23%
LOW-4521 0.23%
MUSA-45299 0.23%
MIDD-4695 0.23%
MHO-10217 0.23%
SYMC-7272 0.23%
RLD-39918 0.23%
JPM-25006 0.23%
PLXS-6041 0.23%
ASCA-10088 0.23%
NFX-10231 0.23%
LOGI-16649 0.23%
TTD-50288 0.23%
GNTX-3286 0.23%
TPC-5824 0.23%
GTRC-16631 0.23%
VZ-21839 0.23%
FELE-2769 0.23%
JAKK-14948 0.23%
MWW-24923 0.23%
INO-3150 0.23%
AIRM-508 0.23%
CIM-35081 0.23%
MGLN-25837 0.23%
RA-12940 0.23%
GWB-47898 0.23%
HHC-40378 0.23%
SNBR-19559 0.23%
TAL-27704 0.23%
BKH-913 0.23%
ADT-43399 0.23%
GDOT-39932 0.23%
PDG-5836 0.23%
HT-19709 0.23%
TGH-34810 0.23%
AMGN-368 0.23%
ASTSF-15074 0.23%
IN-17948 0.23%
CKH-1581 0.23%
MO-4954 0.23%
KTOS-20947 0.23%
CEN-25135 0.23%
INTC-3951 0.23%
TLRK-21025 0.23%
PBH-27027 0.23%
ETP-23465 0.23%
SNH-20799 0.23%
FET-42784 0.23%
PKI-20774 0.23%
CEC-19053 0.23%
TCF-7334 0.23%
PHCC-17727 0.23%
GP-3303 0.23%
DKS-24070 0.23%
COLM-18403 0.23%
UBNT-42027 0.23%
CSCO-1900 0.23%
MSCC-5053 0.23%
CCBI-24472 0.23%
ROP-6543 0.23%
RE-13720 0.23%
BHE-856 0.23%
OPTR-33327 0.23%
JLL-19898 0.23%
CVC-2000 0.23%
WGO-8168 0.23%
ENOC-33881 0.23%
BRC-1078 0.23%
ICLR-18729 0.23%
LSXM_A-49881 0.23%
HPT-13373 0.23%
HE-3509 0.23%
ADSK-67 0.23%
LUK-4580 0.23%
TSG-15910 0.23%
BRKR-25307 0.23%
GWW-3421 0.23%
FSYS-17531 0.23%
SHOO-10513 0.23%
STRA-15397 0.23%
NEWR-48253 0.23%
TWI-9066 0.23%
IM-16022 0.23%
UNM-7797 0.23%
NYX-28145 0.23%
KWD-4332 0.23%
WRB-916 0.23%
RAH-11189 0.23%
LLY-4487 0.23%
ENTA-44332 0.23%
HW-22020 0.23%
CVG-19203 0.23%
OFC-18404 0.23%
TWX-357 0.23%
SRX-23731 0.23%
ABGX-19024 0.23%
KFY-19803 0.23%
STAR-33974 0.23%
WTFC-16703 0.23%
JCP-4118 0.23%
VTSS-8073 0.23%
CNP-24064 0.23%
PCAR-5787 0.23%
JACK-20740 0.23%
CHTT-1531 0.23%
HCP-3490 0.23%
LPLA-40445 0.23%
CRAY-21374 0.23%
SREV-41142 0.23%
SYX-20153 0.23%
ILMN-21774 0.23%
PCG-5792 0.23%
TXN-7671 0.23%
HRTX-22651 0.23%
MLNT-42455 0.23%
ERT-22594 0.23%
UNS-18218 0.23%
IRBT-27780 0.23%
HOLX-3629 0.23%
BLL-939 0.23%
INFN-33979 0.23%
AIR-253 0.23%
AREX-35028 0.23%
MOGN-4962 0.23%
UNP-7800 0.23%
PEGI-45526 0.23%
KAR-39063 0.23%
MCRL-12342 0.23%
CPS-17357 0.23%
JH-4133 0.23%
ACLS-21717 0.23%
ANDE-14329 0.23%
AHG-13154 0.23%
IVZ-16589 0.23%
BRO-1097 0.23%
RCAP-44863 0.23%
FMBI-2891 0.23%
EPR-17847 0.23%
ANIP-25565 0.23%
POR-28318 0.23%
CYS-38477 0.23%
KSU-4315 0.23%
CB-8580 0.23%
ACN-25555 0.23%
CHD-1482 0.23%
BMR-26548 0.23%
LILA-49235 0.23%
SPG-10528 0.23%
SCHL-6705 0.23%
EFX-2465 0.23%
SONC-7027 0.23%
NEE-2968 0.23%
NTNX-50338 0.23%
SQNM-21203 0.23%
TGNA-3128 0.23%
CBSH-1312 0.23%
GLK-3234 0.23%
HUBG-14569 0.23%
DLTR-12652 0.23%
OHI-5621 0.23%
TRI-20156 0.23%
ACO-99 0.23%
DELL-25317 0.23%
DTE-2330 0.23%
CRUS-1882 0.23%
NUAN-19926 0.23%
CTX-1975 0.23%
DSW-27409 0.23%
CCL-24692 0.22%
XEL-21964 0.22%
SEDG-48823 0.22%
MBG-20248 0.22%
FCSX-33540 0.22%
ORLY-8857 0.22%
AME-353 0.22%
QSFT-20539 0.22%
KORS-42270 0.22%
PTLA-44770 0.22%
RBCN-35100 0.22%
BGCP-20973 0.22%
STOR-48103 0.22%
SY-7265 0.22%
KKD-21410 0.22%
CBH-1736 0.22%
EXPR-39626 0.22%
NSP-16323 0.22%
HME-11654 0.22%
GM-40430 0.22%
ITCI-46053 0.22%
EMS-27916 0.22%
WCRX-32619 0.22%
KEY-4221 0.22%
RPM-6557 0.22%
CCI-19258 0.22%
AA-50428 0.22%
OMI-5660 0.22%
WMGI-22948 0.22%
CHMT-40299 0.22%
MWV-23380 0.22%
CKR-1262 0.22%
GLBC-25865 0.22%
TREX-20028 0.22%
H-38909 0.22%
FBP-2806 0.22%
SIX-39612 0.22%
AVG-42445 0.22%
LAB-20510 0.22%
SAGE-47332 0.22%
MSCI-35078 0.22%
EV-2407 0.22%
UHAL-12141 0.22%
ZION-8399 0.22%
WM-19181 0.22%
RAI-20277 0.22%
MIC-26898 0.22%
PNW-6090 0.22%
BECN-26643 0.22%
VRGY-32225 0.22%
FDC-49496 0.22%
WEC-8140 0.22%
FIS-22876 0.22%
DTV-26111 0.22%
DOV-2262 0.22%
MANT-23447 0.22%
MRK-5029 0.22%
LSTR-8667 0.22%
FDRY-20602 0.22%
AIT-24855 0.22%
WRC-24631 0.22%
PTHN-50143 0.22%
ONVO-41829 0.22%
ILA-22603 0.22%
CLD-38971 0.22%
WRI-8267 0.22%
ACS-11873 0.22%
PEIX-27129 0.22%
MBI-4684 0.22%
PGI-14617 0.22%
GTI-23687 0.22%
ITW-4080 0.22%
RCII-24827 0.22%
BLK-20689 0.22%
ELAB-23680 0.22%
CEG-20066 0.22%
FDP-17651 0.22%
FITB-2855 0.22%
CCE-1332 0.22%
CRI-25576 0.22%
PNM-6077 0.22%
PLCM-14784 0.22%
THX-15720 0.22%
STWD-38668 0.22%
RRD-2248 0.22%
HR-8965 0.22%
RVBD-32618 0.22%
COUP-50350 0.22%
LNCR-4501 0.22%
BXP-17009 0.22%
CONR-26875 0.22%
KALU-32121 0.22%
EXC-22114 0.22%
KS-30759 0.22%
CSL-1909 0.22%
UCO-21569 0.22%
DRH-27278 0.22%
FRT-3010 0.22%
SWK-7242 0.22%
RSAS-20659 0.22%
PES-22551 0.22%
RHB-6460 0.22%
PSUN-8716 0.22%
SJH-22565 0.22%
ATRX-618 0.22%
TIVO-16661 0.22%
IBM-3766 0.22%
BCC-44089 0.22%
SAVE-41498 0.22%
BJ-17167 0.22%
HCBK-20374 0.22%
CW-2015 0.22%
WES-8148 0.22%
C-1335 0.22%
CZZ-34560 0.22%
Q-17104 0.22%
ITT-14081 0.22%
POL-22049 0.22%
GTIV-21266 0.22%
TDS-7362 0.22%
WAFD-8162 0.22%
OVNT-25607 0.22%
SLAB-21326 0.22%
PSSI-11369 0.22%
VR-34334 0.22%
MLI-4902 0.22%
WIN-27019 0.22%
LYO-4618 0.22%
KCI-26003 0.22%
COO-1769 0.22%
ACCO-27570 0.22%
BRCM-18529 0.22%
RNR-13267 0.22%
IRC-26847 0.22%
DUF-34751 0.22%
FRED-2989 0.22%
THG-13601 0.22%
WFC-8151 0.22%
ICPT-43505 0.22%
MFA-18590 0.22%
TRV-7041 0.22%
UTIW-22284 0.22%
SABR-46776 0.22%
PCLE-12221 0.22%
IMH-13867 0.22%
OLN-5643 0.22%
A-24757 0.22%
BEV-818 0.22%
MFE-26434 0.22%
PCH-5809 0.22%
MCF-22382 0.22%
ESND-7866 0.22%
DRS-14710 0.22%
HIW-11492 0.22%
CYBX-8464 0.22%
CVO-26300 0.22%
MYL-5166 0.22%
PTC-6064 0.22%
AYE-17618 0.22%
FMC-2893 0.22%
PRGS-6163 0.22%
VNR-34931 0.22%
L-4569 0.22%
BKE-915 0.22%
TRTN-50119 0.22%
OXPS-26978 0.22%
SGTL-25540 0.22%
AVGO-38650 0.22%
CVA-2169 0.22%
CUZ-1995 0.22%
HSH-6930 0.22%
PULS-7510 0.22%
SON-7028 0.22%
DIGE-14903 0.22%
DWSN-2379 0.22%
ARTC-14330 0.22%
PGL-5944 0.22%
VNDA-28326 0.22%
SCSC-11046 0.22%
TDC-34661 0.22%
VRSN-18221 0.22%
TWTC-20160 0.22%
AKR-19185 0.22%
AMH-45197 0.22%
QEP-39778 0.22%
ROST-6546 0.22%
VTR-18821 0.22%
CRE-8458 0.22%
BCR-779 0.22%
TWLO-50077 0.22%
OXM-5728 0.22%
FRPT-29470 0.22%
CB-1274 0.22%
GYI-18291 0.22%
KOP-28039 0.22%
CA-1209 0.22%
GISX-18904 0.22%
BJRI-15775 0.22%
INVN-42165 0.22%
CAO-24763 0.22%
HAE-3436 0.22%
FOSL-8816 0.22%
BPFH-10723 0.22%
VAL-7895 0.22%
ASB-547 0.22%
WTR-6193 0.22%
CDNS-1385 0.22%
PBCT-5769 0.22%
ISRG-25339 0.22%
CMP-25728 0.22%
RCPI-21332 0.22%
AFL-185 0.22%
ETN-2633 0.22%
B-697 0.22%
SMTC-6961 0.22%
AON-438 0.22%
DIOD-2185 0.22%
NXTM-27733 0.22%
BSC-1111 0.22%
HES-216 0.22%
KRFT-43405 0.22%
CGRB-33301 0.22%
MAS-4665 0.22%
FRAC-50612 0.22%
SPXC-7086 0.22%
IEX-3816 0.22%
SXC-41733 0.22%
UPS-20940 0.22%
SYNM-19254 0.22%
MUR-5126 0.22%
CHIC-20694 0.22%
MIR-27990 0.22%
MBFI-23228 0.22%
HRH-3666 0.22%
GW-17516 0.22%
GGG-3190 0.22%
EQC-3675 0.22%
EQ-32030 0.22%
HLSS-42584 0.22%
ORB-5689 0.22%
EGP-2471 0.22%
LPS-36448 0.22%
ISG-25757 0.22%
SSTI-13942 0.22%
NE-5249 0.22%
GOGO-44965 0.22%
BMS-975 0.22%
AIN-247 0.22%
CATO-1219 0.22%
UAA-27822 0.22%
GPN-22443 0.22%
SGMO-21447 0.22%
ONB-5639 0.22%
DECK-9909 0.22%
MKTO-44738 0.22%
VFC-7949 0.22%
CPLA-32860 0.21%
BKD-27830 0.21%
LRN-35259 0.21%
LAUR-26307 0.21%
NSIT-12471 0.21%
TNP-23544 0.21%
REM-19626 0.21%
PPP-6127 0.21%
ZBH-23047 0.21%
NTRS-5479 0.21%
EQY-18696 0.21%
CNS-26569 0.21%
PRGO-6161 0.21%
ETH-8633 0.21%
PCLN-19917 0.21%
ACHC-42091 0.21%
TVPT-47788 0.21%
FLA-2863 0.21%
GBCI-3109 0.21%
CDEV-50376 0.21%
JOSB-11321 0.21%
HURN-26708 0.21%
BAS-27886 0.21%
TLB-10287 0.21%
ZIOP-31341 0.21%
NTG-21077 0.21%
GEOI-3169 0.21%
WGL-8166 0.21%
BBT-16850 0.21%
INTU-8655 0.21%
KRG-26562 0.21%
SJM-21935 0.21%
HDS-44990 0.21%
HIG-14064 0.21%
EYE-23844 0.21%
DXCM-27173 0.21%
WNG-24679 0.21%
YRK-8379 0.21%
WG-8163 0.21%
ALGT-33016 0.21%
ICUI-3796 0.21%
GPC-3306 0.21%
MMC-4914 0.21%
VMED-26491 0.21%
CCU-1364 0.21%
FE-17850 0.21%
CTXS-14014 0.21%
BIOS-15525 0.21%
WEB-27762 0.21%
DEI-32770 0.21%
OSIS-17718 0.21%
GLOG-42746 0.21%
DGIN-20708 0.21%
VER-41872 0.21%
WDR-18508 0.21%
ZEN-46918 0.21%
NYCB-22250 0.21%
DNB-2237 0.21%
BEE-26410 0.21%
USB-25010 0.21%
JAZZ-33959 0.21%
TPR-22099 0.21%
NFG-5284 0.21%
CMO-1655 0.21%
CODE-39640 0.21%
LFUS-4433 0.21%
AQNT-24635 0.21%
HRB-3660 0.21%
TVIA-41522 0.21%
IGT-3840 0.21%
GPRO-47208 0.21%
SMG-6736 0.21%
SNPS-6994 0.21%
VIEW-11911 0.21%
PRX-26350 0.21%
FDX-2765 0.21%
PSTG-49464 0.21%
GTLS-32433 0.21%
VRA-40287 0.21%
FLO-2876 0.21%
VNTV-42699 0.21%
INSY-44665 0.21%
TUP-15041 0.21%
NM-27763 0.21%
TSS-7616 0.21%
SSI-23395 0.21%
CVX-23112 0.21%
WY-8326 0.21%
NWA-33884 0.21%
UST-7862 0.21%
HAIN-10649 0.21%
CRA-9349 0.21%
ELK-2495 0.21%
OMC-5651 0.21%
LXRX-21413 0.21%
GRPN-42118 0.21%
GPS-3321 0.21%
RSG-19147 0.21%
CHS-8612 0.21%
WSO-8288 0.21%
ADY-34246 0.21%
PDM-39204 0.21%
PCL-5813 0.21%
VTIV-20672 0.21%
BRL-1093 0.21%
PBY-5783 0.21%
FSP-27327 0.21%
DMND-27474 0.21%
EASI-2401 0.21%
MLHR-4901 0.21%
SNA-6976 0.21%
POM-6098 0.21%
LAYN-4371 0.21%
JEC-4120 0.21%
NES-35217 0.21%
NVDA-19725 0.21%
DGX-16348 0.21%
HSII-19985 0.21%
TNS-26110 0.21%
TWB-20554 0.21%
CBE-1283 0.21%
NRZ-44647 0.21%
MAY-4627 0.21%
VVC-21458 0.21%
AGR-49666 0.21%
GFIG-26970 0.21%
LU-14756 0.21%
MBVX-21947 0.21%
PFG-23151 0.21%
COF-12160 0.21%
NJR-5326 0.21%
DJO-23193 0.21%
CCO-27777 0.21%
ANTM-23103 0.21%
CNCT-14350 0.21%
ARCO-41242 0.21%
CMVT-8620 0.21%
CMS-1665 0.21%
CCP-49325 0.21%
BWA-9514 0.21%
FURX-39683 0.21%
ANAD-12742 0.21%
OVAS-43478 0.21%
DNA-24847 0.21%
HLT-45993 0.21%
DBD-2100 0.21%
PEGA-15365 0.21%
PLMD-6097 0.21%
AVIR-14266 0.21%
LEE-4414 0.21%
SKO-6920 0.21%
FCH-11641 0.21%
D-2071 0.21%
CCMP-21371 0.21%
WABC-8084 0.21%
EMC-2518 0.21%
PAS-20770 0.21%
AGN-8572 0.21%
MTSN-11935 0.21%
NFB-5282 0.21%
OSTK-23714 0.21%
RCL-8863 0.21%
USON-20305 0.21%
RL-24832 0.21%
HAR-3455 0.21%
ACV-107 0.21%
WB-25007 0.21%
CNH-28276 0.21%
CPB-1795 0.21%
RBN-6529 0.21%
SR-4435 0.21%
AEL-25710 0.21%
TRLA-43413 0.21%
TXRH-26693 0.21%
THE-25957 0.21%
ANH-18380 0.21%
RATE-41601 0.21%
ABIO-24624 0.21%
WTS-8107 0.21%
ED-2434 0.21%
DWA-26750 0.21%
LH-12909 0.21%
PLNT-49322 0.21%
ETR-2637 0.21%
AXR-680 0.21%
DRI-12882 0.21%
FCN-14927 0.21%
RDA-6390 0.21%
FMER-12662 0.21%
XOOM-44158 0.21%
NCLH-43981 0.21%
TUES-24770 0.21%
LJPC-11512 0.21%
BOBE-1016 0.21%
XON-45239 0.21%
DNOW-46949 0.21%
CLB-13508 0.21%
WLTW-22857 0.21%
HELE-3522 0.21%
MLS-11172 0.21%
XNPT-27330 0.21%
FIO-41554 0.21%
BPT-1068 0.21%
ROH-6535 0.21%
AMCC-17799 0.21%
JW_A-8187 0.21%
NOMD-47572 0.21%
PPDI-14288 0.21%
BOH-1023 0.21%
EFII-2460 0.21%
CHTR-39095 0.21%
ZIP-41267 0.21%
GALE-35890 0.21%
WL-8189 0.21%
SIMG-20795 0.21%
DY-2385 0.21%
ADLR-22187 0.21%
FDO-2760 0.21%
JCI-7679 0.21%
SEM-22639 0.21%
LDSH-18446 0.21%
AJRD-3424 0.21%
BAH-40420 0.21%
DE-2127 0.21%
EVH-49100 0.21%
CASY-1266 0.21%
TROX-40530 0.21%
CMLS-18863 0.21%
STJ-7156 0.21%
AEC-10073 0.21%
PBT-5782 0.21%
EVVV-27354 0.21%
MVK-4671 0.21%
ISSX-18444 0.21%
TNOX-21451 0.21%
SUI-10535 0.21%
VST-50860 0.21%
FMD-25582 0.21%
ARI-24805 0.21%
CBG-26367 0.21%
TBI-15165 0.21%
FCE_A-49700 0.20%
BLMN-43283 0.20%
XLNX-8344 0.20%
SLGN-16559 0.20%
IQNT-34997 0.20%
ABM-52 0.20%
MINI-10793 0.20%
DLPH-42173 0.20%
OGE-5607 0.20%
THOR-15228 0.20%
HTCH-3699 0.20%
NPO-23798 0.20%
KTO-15164 0.20%
AEZ-27248 0.20%
YCC-20448 0.20%
AR-45618 0.20%
BDN-9096 0.20%
VLTC-39804 0.20%
NWE-26769 0.20%
ARG-510 0.20%
SO-7011 0.20%
TE-7369 0.20%
SCS-18347 0.20%
SDS-6983 0.20%
MMS-24794 0.20%
ICBC-18438 0.20%
CJES-48821 0.20%
FIT-49139 0.20%
NXST-25679 0.20%
CTCO-17640 0.20%
FDML-35128 0.20%
MM-42737 0.20%
BFS-9509 0.20%
DRL-17504 0.20%
RYN-11044 0.20%
RESI-43712 0.20%
APPX-23275 0.20%
NLS-23710 0.20%
KAR-26379 0.20%
MNK-44917 0.20%
MASI-34501 0.20%
PNY-6091 0.20%
TRAD-22404 0.20%
WERN-8147 0.20%
MOLX-4965 0.20%
CZR-19734 0.20%
DQE-2279 0.20%
PACB-40319 0.20%
PFS-24581 0.20%
CNT-24837 0.20%
HXL-3738 0.20%
T-6653 0.20%
GLUU-33566 0.20%
INSM-21778 0.20%
PRU-23328 0.20%
MXT-15856 0.20%
COLB-1755 0.20%
CCC-1331 0.20%
HYH-47929 0.20%
GIII-3210 0.20%
AMC-46027 0.20%
AEP-161 0.20%
NST-20642 0.20%
EVER-42885 0.20%
AJG-266 0.20%
EAS-18745 0.20%
CASC-1265 0.20%
HUBS-47872 0.20%
KROL-23001 0.20%
BKI-13797 0.20%
SPB-38708 0.20%
CST-44508 0.20%
ARMK-45992 0.20%
UIC-7754 0.20%
CAG-1228 0.20%
VIAV-20387 0.20%
IDNX-3809 0.20%
FN-39824 0.20%
ELY-2514 0.20%
WU-32603 0.20%
AAXN-22846 0.20%
HTG-23595 0.20%
CVBF-1999 0.20%
SBRA-26096 0.20%
SWX-7253 0.20%
CJES-41770 0.20%
VMC-7998 0.20%
BCSI-23991 0.20%
ANAC-40442 0.20%
RPAI-42764 0.20%
MHK-4963 0.20%
ERI-47743 0.20%
PGN-22332 0.20%
CFR-1427 0.20%
GOV-38446 0.20%
BXS-1028 0.20%
MTX-5119 0.20%
COV-34010 0.20%
TMTA-22281 0.20%
ALE-21975 0.20%
TDY-7367 0.20%
VSEA-20037 0.20%
BK-903 0.20%
LII-24767 0.20%
ARCT-42594 0.20%
CIN-1550 0.20%
MCCC-21174 0.20%
VQ-32905 0.20%
MCRS-4727 0.20%
FOXA-12213 0.20%
FNB-2701 0.20%
DADE-24602 0.20%
ALOG-311 0.20%
MGP-49891 0.20%
WTNY-8309 0.20%
FEIC-13030 0.20%
FRGI-42856 0.20%
PPG-6116 0.20%
THS-27406 0.20%
IVR-38531 0.20%
LAF-4348 0.20%
EMR-2530 0.20%
BBBY-739 0.20%
AI-18027 0.20%
ELS-8516 0.20%
SSI-25621 0.20%
SYF-47415 0.20%
SINA-21448 0.20%
WAC-18431 0.20%
AEE-24783 0.20%
IPMT-24916 0.20%
LIN-23737 0.20%
ASTE-579 0.20%
PPD-6115 0.20%
COMM-45734 0.20%
PEG-5862 0.20%
NTMD-25678 0.20%
HDY-27222 0.20%
TSFG-21453 0.20%
MYG-5163 0.20%
CNDT-50533 0.20%
ALTR-328 0.20%
USCR-40241 0.20%
SRNA-19834 0.20%
BDX-794 0.20%
WR-8265 0.20%
BSTE-16444 0.20%
AMAT-337 0.20%
BCOR-24011 0.20%
PGRE-48104 0.20%
TLAB-7468 0.20%
KZL-23878 0.20%
SWIM-25751 0.20%
LOXO-47432 0.20%
STK-7157 0.20%
SKT-9052 0.20%
DIS-2190 0.20%
ABT-62 0.20%
ENTR-35230 0.20%
HCT-46701 0.20%
RMD-13089 0.20%
HZO-18917 0.20%
HSC-3686 0.20%
AFFX-15064 0.20%
RXN-42738 0.20%
CNO-25497 0.20%
ATML-607 0.20%
CARS-50891 0.20%
ACTG-24465 0.20%
PETC-23454 0.20%
LNCO-43513 0.20%
LCAV-24417 0.20%
MOVE-20500 0.20%
ISPH-21892 0.20%
IDIX-26502 0.20%
LQ-46721 0.20%
GEC-22253 0.20%
CATM-35253 0.20%
HGG-34277 0.20%
RDN-20276 0.20%
NX-28153 0.20%
MDRX-20394 0.20%
SUG-7201 0.20%
MOS-26721 0.20%
CGX-11453 0.20%
AF-10089 0.20%
UCL-7702 0.20%
TTEK-8106 0.20%
SPLS-7061 0.20%
SATS-35370 0.20%
AZPN-11999 0.20%
BLOX-42821 0.20%
OUT-46644 0.20%
HDP-48257 0.20%
SERV-47207 0.20%
MCHP-8677 0.20%
ARB-25133 0.20%
AVX-13320 0.20%
UOPX-22074 0.20%
VMI-7897 0.20%
ZLC-10069 0.20%
XL-8340 0.20%
GEF-14379 0.20%
MEI-4803 0.20%
XRAY-8352 0.20%
JDAS-14580 0.20%
PSA-24962 0.20%
PFGC-9625 0.20%
SUM-48746 0.20%
GIS-3214 0.20%
PDCO-26437 0.20%
HLT-3594 0.20%
GR-3327 0.20%
HRL-3668 0.20%
RICE-46240 0.20%
DO-13635 0.20%
RECN-22336 0.20%
HRBN-31638 0.20%
TGT-21090 0.20%
COST-1787 0.20%
S-6616 0.20%
CBU-1313 0.20%
INFA-19990 0.20%
EBAY-24819 0.20%
KMB-4263 0.20%
CEGE-1404 0.20%
AGNC-36243 0.20%
CNET-15284 0.20%
UTX-7883 0.20%
SAIC-45410 0.20%
CLX-1616 0.20%
SPSS-9650 0.20%
HEES-28023 0.20%
FULT-3066 0.20%
PCP-5822 0.20%
CXW-22102 0.20%
DCLK-18267 0.20%
MSGN-39171 0.20%
HIBB-15815 0.20%
HTS-36111 0.20%
RMTI-18196 0.20%
GBP-10608 0.20%
TRBS-11065 0.20%
RPTP-21364 0.20%
CEPH-1416 0.20%
TIBX-20438 0.20%
UIL-7759 0.20%
WYE-23555 0.19%
WPC-21713 0.19%
UVE-31185 0.19%
CKP-1485 0.19%
MXIM-5149 0.19%
CNL-1703 0.19%
CDW-45007 0.19%
PNFP-23718 0.19%
BEC-801 0.19%
MXL-39393 0.19%
ISBC-27703 0.19%
LDRH-45619 0.19%
NCMI-33317 0.19%
AMTD-16586 0.19%
PMCS-17098 0.19%
TOM-7531 0.19%
CSTM-44780 0.19%
BXMT-24697 0.19%
LSI-4553 0.19%
BOX-48486 0.19%
EDR-26969 0.19%
STE-7173 0.19%
IRET-17673 0.19%
BXG-14475 0.19%
PMT-38630 0.19%
SFR-46205 0.19%
VSM-50287 0.19%
HUM-3718 0.19%
REY-6440 0.19%
BWLD-25642 0.19%
OSIR-32470 0.19%
NDLS-45014 0.19%
PLLL-6031 0.19%
FBC-16754 0.19%
XLRN-45431 0.19%
CPST-21604 0.19%
PNR-6082 0.19%
MAFB-4636 0.19%
CLNS-47230 0.19%
ANIK-8910 0.19%
SCAI-45757 0.19%
CTAS-1941 0.19%
SPOT-16954 0.19%
AT-583 0.19%
IBKC-21503 0.19%
LLTC-4485 0.19%
MICU-24659 0.19%
GE-3149 0.19%
TKLC-7463 0.19%
ADXS-40992 0.19%
LDOS-32714 0.19%
HSIC-13862 0.19%
HTLD-3706 0.19%
SLB-6928 0.19%
PLAY-26803 0.19%
KR-4297 0.19%
FHCC-18157 0.19%
KEYS-47921 0.19%
HOT-3642 0.19%
CFB-1432 0.19%
TDG-28161 0.19%
ALTH-21231 0.19%
MI-5025 0.19%
WSBC-8277 0.19%
GPT-26520 0.19%
AVA-25265 0.19%
RIGL-25226 0.19%
AXON-49107 0.19%
CFC-1359 0.19%
AUDC-20055 0.19%
MDLZ-22802 0.19%
DPL-2270 0.19%
QCOM-6295 0.19%
EMMS-10748 0.19%
DLLR-26514 0.19%
FUEL-45452 0.19%
NTP-5473 0.19%
SOTR-7035 0.19%
PPL-6119 0.19%
FISV-2853 0.19%
SYNT-24790 0.19%
NCC-5226 0.19%
PAR-35080 0.19%
AHL-25712 0.19%
BBOX-11732 0.19%
DD-2119 0.19%
GHCI-25657 0.19%
BEN-812 0.19%
MMYT-40028 0.19%
IDA-3798 0.19%
HD-3496 0.19%
PVN-11371 0.19%
PM-35902 0.19%
CROX-28078 0.19%
GLDB-16008 0.19%
FLDM-40848 0.19%
CBB-24891 0.19%
TTS-40545 0.19%
JCI-4117 0.19%
GFF-12668 0.19%
STNG-39422 0.19%
ICOS-3791 0.19%
ORI-5696 0.19%
HCN-3488 0.19%
TT-12511 0.19%
BTU-50749 0.19%
IRM-14388 0.19%
SFA-6799 0.19%
AGE-198 0.19%
PCS-24839 0.19%
MSA-4939 0.19%
RGLS-43472 0.19%
GHDX-27666 0.19%
BCF-767 0.19%
CEB-19788 0.19%
WETF-31288 0.19%
ASO-569 0.19%
ALR-15575 0.19%
ADTN-11718 0.19%
BCRX-10905 0.19%
FNFG-24551 0.19%
ELGX-23769 0.19%
CSGP-20475 0.19%
UMBF-11215 0.19%
WRK-49183 0.19%
CBSS-1314 0.19%
RARE-11190 0.19%
PZZA-9252 0.19%
EYET-25893 0.19%
WRE-8266 0.19%
PNP-17432 0.19%
DISC_A-36930 0.19%
FHN-26204 0.19%
RLYP-45851 0.19%
WINT-18012 0.19%
WFM-8158 0.19%
FHR-23122 0.19%
HNZ-3617 0.19%
GEOY-30441 0.19%
WMC-42917 0.19%
JMDT-26664 0.19%
ZBRA-8388 0.19%
MGI-26435 0.19%
SEM-38786 0.19%
RPT-15010 0.19%
ECOM-44779 0.19%
ENWV-22112 0.19%
SKYF-19419 0.19%
ARI-38759 0.19%
PMC-34241 0.19%
LWSN-23311 0.19%
WMT-8229 0.19%
TMO-7493 0.19%
ASEI-553 0.19%
JOE-6904 0.19%
JNPR-20239 0.19%
PDGI-22164 0.19%
NWSA-44931 0.19%
EC-2416 0.19%
FII-18709 0.19%
KN-46369 0.19%
TNK-35260 0.19%
SEAS-44541 0.19%
RHI-6465 0.19%
SWM-14164 0.19%
CPS-39665 0.19%
VIA-27873 0.19%
SSNC-39432 0.19%
VSLR-47820 0.19%
WCN-18822 0.19%
HCR-3492 0.19%
IBKR-33807 0.19%
DHR-2170 0.19%
BWNG-21740 0.19%
BBX-14469 0.19%
CHH-24865 0.19%
POWI-18085 0.19%
FNF-47177 0.19%
CLE-1593 0.19%
MDGL-33298 0.19%
GTY-3406 0.19%
CYCL-2048 0.19%
STAG-41271 0.19%
LMNX-21288 0.19%
ELBO-19073 0.19%
ARWR-10417 0.19%
BKCC-34107 0.19%
ENN-10750 0.19%
HPP-39816 0.19%
AVAV-33194 0.19%
AIZ-25955 0.19%
MXO-24776 0.19%
GMST-13657 0.19%
DCP-32029 0.19%
IMGC-3882 0.19%
BRKS-12512 0.19%
DRII-45112 0.19%
TRMK-7581 0.19%
DHT-27705 0.19%
ISCA-16029 0.19%
TIF-7447 0.19%
ARR-35162 0.19%
MNT-4950 0.19%
TJX-7457 0.19%
CEI-11107 0.19%
TARO-7308 0.19%
NBTB-5217 0.19%
WLP-8210 0.19%
COGT-26652 0.19%
CDX-1392 0.19%
OMER-38827 0.19%
NVCR-49460 0.19%
CWT-2034 0.19%
WRC-22182 0.19%
GTW-10395 0.19%
EDE-2437 0.19%
LCII-2295 0.19%
VLY-8011 0.19%
TRMB-7580 0.19%
CXS-38744 0.19%
AMN-23178 0.19%
VIGN-10553 0.19%
LQDT-28107 0.19%
TMHC-44433 0.19%
N-35330 0.19%
IWA-26808 0.19%
HSP-26243 0.19%
CFX-36176 0.19%
CLC-1585 0.19%
SCFS-19513 0.19%
CEF-1402 0.19%
GAS-595 0.19%
NXTP-21182 0.19%
PP-15877 0.19%
ENLC-25850 0.19%
CLNY-38760 0.19%
MRBK-5010 0.19%
GENZ-3166 0.19%
SMT-10856 0.19%
LNY-9588 0.19%
CFFN-19962 0.19%
SLRC-39202 0.19%
GBBK-16213 0.19%
GNSS-18293 0.19%
SPAR-7039 0.19%
CXP-45641 0.19%
NHI-5303 0.19%
HGT-19982 0.19%
ABS-60 0.19%
SNCR-32234 0.19%
QMAR-27456 0.19%
KSE-17541 0.19%
CSX-1937 0.19%
MEG-4779 0.19%
LMCA-43919 0.19%
GLG-33218 0.19%
ATH-50518 0.19%
SMCI-33609 0.19%
LGF_B-50517 0.19%
SHS-18794 0.18%
LNC-4498 0.18%
KNDI-32972 0.18%
RRR-49908 0.18%
BHF-51046 0.18%
COKE-1753 0.18%
GLPI-45656 0.18%
TZIX-20810 0.18%
CARS-12516 0.18%
OGS-46180 0.18%
QCP-50403 0.18%
WWE-20818 0.18%
G-34442 0.18%
HOFF-32223 0.18%
COTY-44909 0.18%
PKY-6015 0.18%
BXLT-49209 0.18%
SVC-7125 0.18%
EVTC-44466 0.18%
NAL-26173 0.18%
SHLM-6851 0.18%
NAFC-5181 0.18%
APLE-49051 0.18%
INAP-20615 0.18%
AFSI-32871 0.18%
CSLT-46551 0.18%
RDEN-22398 0.18%
DOLE-38865 0.18%
OCSL-36371 0.18%
ABCO-23176 0.18%
ESIO-2612 0.18%
SSP-7121 0.18%
MLNM-14966 0.18%
JNC-4150 0.18%
GRP_U-25525 0.18%
MGEE-23957 0.18%
IMS-46694 0.18%
OCN-15697 0.18%
BWXT-39885 0.18%
NR-5413 0.18%
FTR-2069 0.18%
LTRP_A-47578 0.18%
ECR-47168 0.18%
ZAYO-47912 0.18%
TNET-46633 0.18%
SEIC-6774 0.18%
BKU-40783 0.18%
XOMA-8346 0.18%
STL-19730 0.18%
NAVI-46782 0.18%
LHCG-27342 0.18%
PHTN-13914 0.18%
RSTI-15710 0.18%
AKAM-20680 0.18%
TFSL-33718 0.18%
ASCL-22864 0.18%
NKE-5328 0.18%
IMOS-22801 0.18%
SRCI-35051 0.18%
AW-669 0.18%
ISSI-12553 0.18%
CSRA-49630 0.18%
OPSW-23963 0.18%
STBA-7136 0.18%
FWON_A-49885 0.18%
FILE-2842 0.18%
DWRE-42638 0.18%
IMDC-3873 0.18%
HSY-3695 0.18%
AMBA-43495 0.18%
SLR-6940 0.18%
MORE-47284 0.18%
GXP-23126 0.18%
AFCI-15744 0.18%
APAM-44249 0.18%
QSII-6311 0.18%
HTV-17517 0.18%
NWBI-12212 0.18%
PBI-5773 0.18%
VVI-26439 0.18%
HI-35919 0.18%
OHP-5727 0.18%
ELF-50320 0.18%
LC-48220 0.18%
ELON-19074 0.18%
SUP-7217 0.18%
MNI-4940 0.18%
CLMS-26749 0.18%
AOT-22292 0.18%
CSTE-42704 0.18%
ADI-122 0.18%
ROG-6534 0.18%
HYC-17871 0.18%
SJI-6900 0.18%
RMK-23332 0.18%
HNSN-32893 0.18%
PRTA-43730 0.18%
L-23003 0.18%
PER-24773 0.18%
ARC-26998 0.18%
AVNX-21113 0.18%
BNK-21474 0.18%
CHDN-8613 0.18%
ION-3969 0.18%
BORL-22356 0.18%
CCRN-24893 0.18%
HOMB-32302 0.18%
SQ-49610 0.18%
RCRC-24741 0.18%
SAPE-14803 0.18%
WLSC-27626 0.18%
ATMI-17615 0.18%
AGX-28450 0.18%
LORL-27881 0.18%
INTL-3955 0.18%
PSLV-40322 0.18%
EMKR-16610 0.18%
IVAC-13873 0.18%
MFLX-26415 0.18%
IDT-22689 0.18%
WMG-27241 0.18%
CORE-27864 0.18%
SRC-43414 0.18%
WMAR-10311 0.18%
SIR-42606 0.18%
GGL-28311 0.18%
CCBL-1329 0.18%
TG-7415 0.18%
MV-34962 0.18%
BTH-11258 0.18%
RAS-18194 0.18%
ABII-35063 0.18%
JNJ-4151 0.18%
TOWN-31080 0.18%
EDO-2443 0.18%
AY-47123 0.18%
SHOP-26743 0.18%
BONT-1031 0.18%
IVX-4089 0.18%
ESST-13641 0.18%
BGS-33892 0.18%
ATRS-23651 0.18%
AIG-239 0.18%
IDTI-3808 0.18%
SITE-49959 0.18%
UTEK-9857 0.18%
ARCC-26672 0.18%
ADAT-22486 0.18%
ADP-630 0.18%
V-35920 0.18%
WBMD-27669 0.18%
LANC-4355 0.18%
EGRX-46354 0.18%
AXS-25305 0.18%
NDC-5254 0.18%
RBK-6356 0.18%
TCO-7346 0.18%
Y-8369 0.18%
RJET-26331 0.18%
PINC-45506 0.18%
ABI-25270 0.18%
EDIT-49736 0.18%
EXLT-21623 0.18%
BLX-957 0.18%
MTD-17895 0.18%
JJZ-25194 0.18%
RDC-6392 0.18%
CPKI-21862 0.18%
XOG-50368 0.18%
CSR-34963 0.18%
ZNGA-42277 0.18%
PSB-6190 0.18%
BV-42551 0.18%
WPG-46907 0.18%
HAWK-44570 0.18%
ACAT-69 0.18%
RYAM-47128 0.18%
IHS-27791 0.18%
ASMI-567 0.18%
RSO-28076 0.18%
BNK-27079 0.18%
VMW-34545 0.18%
CIR-20696 0.18%
CRBC-1278 0.18%
TSRX-39968 0.18%
MET-21418 0.18%
CHPC-21859 0.18%
SGI-27271 0.18%
BRX-45755 0.18%
PSD-6195 0.18%
QTM-20479 0.18%
ARCH-50357 0.18%
CLDA-16257 0.18%
REXR-45111 0.18%
ARAY-33310 0.18%
ART-38765 0.18%
ALY-26622 0.18%
GPT-10612 0.18%
DYAX-21870 0.18%
RIGS-6475 0.18%
PRV-18335 0.18%
ATN-33025 0.18%
CHTP-28882 0.18%
AFCO-17794 0.18%
UCBI-23550 0.18%
ESRT-45559 0.18%
EE-24852 0.18%
ABNK-16415 0.18%
MHX-24826 0.18%
DPMI-15123 0.18%
MOS-41462 0.18%
BKMU-22198 0.18%
VHI-7958 0.18%
ALAB-8427 0.18%
FRAN-41737 0.18%
PA-27115 0.18%
AGY-8430 0.18%
TWO-38887 0.18%
RFP-40576 0.18%
SFNT-22267 0.18%
COHR-1751 0.18%
ECYT-40814 0.18%
SIAL-6872 0.18%
NWN-5523 0.18%
SBY-43718 0.18%
CHRW-17632 0.18%
BRK_B-11100 0.18%
GTK-3396 0.18%
SALE-45114 0.18%
TEU-23160 0.18%
FSIC-46764 0.18%
BDSI-23846 0.18%
TPCG-31124 0.18%
BSG-1132 0.18%
BAX-734 0.18%
EM-38666 0.18%
SXT-22272 0.18%
ARXT-27471 0.18%
SYD-22342 0.18%
SAX-23391 0.18%
CLDR-50810 0.18%
VGR-21572 0.18%
SSYS-12107 0.18%
MHGC-28094 0.18%
PRE-10025 0.18%
RDEA-21272 0.18%
MRD-47126 0.18%
ADPT-47191 0.18%
REX-9642 0.18%
LIN-16035 0.18%
MITI-25573 0.18%
HHS-10179 0.18%
AMWD-405 0.18%
EVG-2645 0.18%
OTTR-5721 0.18%
ASPT-575 0.18%
AEGN-3949 0.18%
NYRT-46760 0.18%
UNVR-49138 0.18%
SWI-38388 0.18%
UTSI-21344 0.18%
XJT-23635 0.18%
NEWP-5280 0.18%
T-7289 0.18%
CREO-20347 0.18%
CADX-32779 0.18%
SRG-49238 0.18%
GNW-26323 0.18%
TMRK-21568 0.18%
AD-146 0.18%
MAPP-34798 0.18%
WAGE-42919 0.18%
DRYR-25174 0.18%
DCTH-23115 0.18%
EVHC-50499 0.17%
USFC-7514 0.17%
CFBX-1430 0.17%
AAMC-45415 0.17%
FDC-2755 0.17%
HIH-25745 0.17%
CHFC-1490 0.17%
ACLI-27692 0.17%
CPTS-14353 0.17%
MATR-22323 0.17%
OATS-15862 0.17%
ZGEN-23476 0.17%
NTLI-24573 0.17%
TRAK-27901 0.17%
OMF-45670 0.17%
LNN-4471 0.17%
PMTI-20132 0.17%
AAOI-45503 0.17%
SFN-21809 0.17%
MNRO-4945 0.17%
NHTC-18595 0.17%
SPOK-26805 0.17%
AHT-25398 0.17%
AFR-25157 0.17%
KTR-20745 0.17%
STSA-7180 0.17%
AML-10716 0.17%
AINV-26183 0.17%
KRI-4302 0.17%
SA-26203 0.17%
KPTI-45799 0.17%
ILXO-16506 0.17%
NTCT-20526 0.17%
OSI-5712 0.17%
CHIR-1499 0.17%
ACMR-17608 0.17%
AMTG-41738 0.17%
RUTH-27549 0.17%
TRCO-43872 0.17%
AMP-27676 0.17%
ARJ-19761 0.17%
MGAM-14962 0.17%
WEBM-21219 0.17%
MLM-10796 0.17%
NCRX-3199 0.17%
HOTT-15667 0.17%
KAMN-4195 0.17%
SOL-12603 0.17%
JBGS-51016 0.17%
FCF-2732 0.17%
ETS-22975 0.17%
PRK-5754 0.17%
TMR-7494 0.17%
CTMI-23765 0.17%
NLSN-40755 0.17%
USFD-50003 0.17%
OFG-16394 0.17%
SDLP-43539 0.17%
CALL-14457 0.17%
TMST-47162 0.17%
CSG-44764 0.17%
KEM-4265 0.17%
DJ-2193 0.17%
VDSI-21457 0.17%
ASPX-46308 0.17%
GORO-32556 0.17%
HAYN-29738 0.17%
KNL-26881 0.17%
IBOC-18437 0.17%
VSTO-48531 0.17%
MIK-47228 0.17%
GBL-3115 0.17%
MANU-9593 0.17%
ORN-33772 0.17%
ABUS-40410 0.17%
VRTS-37869 0.17%
LGND-12200 0.17%
ITGR-22015 0.17%
APRN-50990 0.17%
RTRX-41663 0.17%
ALDR-46869 0.17%
OKTA-50758 0.17%
AMRI-24777 0.17%
RPRX-8771 0.17%
FLXN-46344 0.17%
ENH-24608 0.17%
MULE-50719 0.17%
UE-48390 0.17%
CHRS-48026 0.17%
SNAP-50683 0.17%
CPGX-49141 0.17%
AXAS-677 0.17%
WAL-27421 0.17%
FMI-45499 0.17%
SHAK-48543 0.17%
MTG-5092 0.17%
MC-46771 0.17%
ZGNX-40461 0.17%
RDFN-51079 0.17%
SAAS-31137 0.17%
ANDW-417 0.17%
EBS-32878 0.17%
INN-40842 0.17%
PAH-45531 0.17%
SIGA-17584 0.17%
NDRM-48090 0.17%
MSPD-25206 0.17%
GCI-49203 0.17%
CREE-8459 0.17%
AWR-19037 0.17%
VOYA-44645 0.17%
SYA-39160 0.17%
NPTN-40807 0.17%
ROIC-34972 0.17%
KW-35165 0.17%
SC-46215 0.17%
RNG-45521 0.17%
GSAT-32819 0.17%
SRCL-15581 0.17%
XHR-48575 0.17%
CLCD-49001 0.17%
BIVV-50595 0.17%
UNIT-48962 0.17%
EIGI-45735 0.17%
ILSE-26698 0.17%
INVH-50642 0.17%
KLXI-48169 0.17%
PLKI-22487 0.17%
CUDA-45797 0.17%
MACR-10442 0.17%
PRTK-32095 0.17%
DPLO-47883 0.16%
GEOS-17904 0.16%
HTZ-50070 0.16%
HQY-47397 0.16%
ATRA-47901 0.16%
CJ-50690 0.16%
RENT-6421 0.16%
TXMD-28966 0.16%
SDXC-33318 0.15%
TGTX-13984 0.14%
SEB-6761 0.12%
CBS_A-27970 0.10%
HUB_A-3713 0.01%
/usr/local/lib/python2.7/dist-packages/pyfolio/perf_attrib.py:172: UserWarning: Could not determine risk exposures for some of this algorithm's positions. Returns from the missing assets will not be properly accounted for in performance attribution.

 24 assets were missing factor loadings, including: AFCI-15744, AOT-22292, ATRX-618, CFBX-1430, CHPC-21859..WRC-22182. Ignoring for exposure calculation and performance attribution. Ratio of assets missing: 0.009. Average allocation of selected missing assets:

AFCI-15744    12872.120829
AOT-22292     18176.734474
ATRX-618     -18335.343288
CFBX-1430     17594.534082
CHPC-21859   -13945.150377
WRC-22182     17954.416364
dtype: float64.

  warnings.warn(missing_stocks_warning_msg)
/usr/local/lib/python2.7/dist-packages/pyfolio/perf_attrib.py:198: UserWarning: Could not find factor loadings for 213 dates: (first missing is 2004-03-01 00:00:00+00:00, last missing is 2004-12-31 00:00:00+00:00). Truncating date range for performance attribution. 
  warnings.warn(warning_msg)
Summary Statistics
Annualized Specific Return 0.053520
Annualized Common Return 0.006595
Annualized Total Return 0.060415
Specific Sharpe Ratio 2.151625
Exposures Summary Average Risk Factor Exposure Annualized Return Cumulative Return
basic_materials 0.023461 0.005065 0.067086
consumer_cyclical 0.056235 0.011281 0.155097
financial_services 0.012336 0.000964 0.012464
real_estate -0.065375 -0.007839 -0.096209
consumer_defensive 0.019629 0.002363 0.030802
health_care -0.041506 -0.004618 -0.057758
utilities -0.029059 -0.002553 -0.032327
communication_services 0.005954 0.000689 0.008896
energy -0.092577 -0.011106 -0.133717
industrials 0.023793 0.003164 0.041440
technology 0.050418 0.006947 0.093062
momentum -0.089381 -0.001041 -0.013304
size 0.133252 -0.001922 -0.024430
value 0.053595 0.000451 0.005807
short_term_reversal -0.003443 -0.000142 -0.001823
volatility -0.228995 0.004633 0.061214