Run the cell below to create your tear sheet.
In [1]:
bt = get_backtest('5ae98fd2769d244369aa5778')
bt.create_full_tear_sheet()
100% Time: 0:02:25|###########################################################|
| Start date | 2012-01-05 |
|---|---|
| End date | 2018-04-30 |
| Total months | 75 |
| Backtest | |
| Annual return | 934.9% |
| Cumulative returns | 250968962.7% |
| Annual volatility | 67.0% |
| Sharpe ratio | 3.78 |
| Calmar ratio | 183.20 |
| Stability | 0.47 |
| Max drawdown | -5.1% |
| Omega ratio | 50.54 |
| Sortino ratio | 85.25 |
| Skew | 7.21 |
| Kurtosis | 67.04 |
| Tail ratio | 115.02 |
| Daily value at risk | -7.4% |
| Gross leverage | 0.07 |
| Daily turnover | 154.1% |
| Alpha | 2.52 |
| Beta | 0.14 |
| Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
|---|---|---|---|---|---|
| 0 | 5.10 | 2012-06-27 | 2012-06-28 | 2012-06-29 | 3 |
| 1 | 4.75 | 2012-05-11 | 2012-05-15 | 2012-05-16 | 4 |
| 2 | 1.81 | 2013-04-09 | 2013-04-10 | 2013-04-19 | 9 |
| 3 | 1.73 | 2014-03-25 | 2014-03-26 | 2014-04-21 | 20 |
| 4 | 1.60 | 2012-05-09 | 2012-05-10 | 2012-05-11 | 3 |
/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 |
|---|---|---|---|
| EZB IR Event | 1.01% | -0.25% | 10.36% |
| Apr14 | 0.15% | -0.23% | 1.17% |
| Oct14 | 0.13% | -1.14% | 1.88% |
| Fall2015 | 0.05% | -0.19% | 0.22% |
| Recovery | 5.63% | -5.10% | 66.05% |
| New Normal | 0.16% | -1.81% | 5.49% |
| Top 10 long positions of all time | max |
|---|---|
| BKS-9693 | 80.30% |
| HL-3585 | 74.86% |
| ARNA-21724 | 66.57% |
| ARBA-20171 | 58.73% |
| NAV-5199 | 57.00% |
| TMUS-33698 | 56.57% |
| IDIX-26502 | 54.91% |
| LFGR-40754 | 54.71% |
| SHLD-26169 | 53.16% |
| DRYS-26994 | 52.58% |
| Top 10 short positions of all time | max |
|---|---|
| CIE-39073 | -77.87% |
| AMRS-40165 | -53.01% |
| KND-23221 | -52.76% |
| HSH-6930 | -51.72% |
| RSH-21550 | -51.64% |
| MAS-4665 | -51.54% |
| INVA-26676 | -51.09% |
| DNDN_Q-21612 | -51.09% |
| MNTA-26381 | -51.03% |
| JCP-4118 | -51.01% |
| Top 10 positions of all time | max |
|---|---|
| BKS-9693 | 80.30% |
| CIE-39073 | 77.87% |
| HL-3585 | 74.86% |
| ARNA-21724 | 66.57% |
| ARBA-20171 | 58.73% |
| NAV-5199 | 57.00% |
| TMUS-33698 | 56.57% |
| IDIX-26502 | 54.91% |
| LFGR-40754 | 54.71% |
| SHLD-26169 | 53.16% |
| All positions ever held | max |
|---|---|
| BKS-9693 | 80.30% |
| CIE-39073 | 77.87% |
| HL-3585 | 74.86% |
| ARNA-21724 | 66.57% |
| ARBA-20171 | 58.73% |
| NAV-5199 | 57.00% |
| TMUS-33698 | 56.57% |
| IDIX-26502 | 54.91% |
| LFGR-40754 | 54.71% |
| SHLD-26169 | 53.16% |
| AMRS-40165 | 53.01% |
| KND-23221 | 52.76% |
| DRYS-26994 | 52.58% |
| ESL-2614 | 52.32% |
| ASIA-21237 | 52.24% |
| FRO-22983 | 52.22% |
| AGN-8572 | 52.17% |
| WTI-26986 | 51.92% |
| HSH-6930 | 51.72% |
| RSH-21550 | 51.64% |
| MAS-4665 | 51.54% |
| LPSN-21415 | 51.52% |
| RLD-39918 | 51.46% |
| WNR-27997 | 51.36% |
| INVA-26676 | 51.09% |
| DNDN_Q-21612 | 51.09% |
| MNTA-26381 | 51.03% |
| JCP-4118 | 51.01% |
| KGC-9189 | 51.01% |
| KBH-4199 | 50.94% |
| FIRE-33490 | 50.94% |
| GMCR-9736 | 50.91% |
| PRXL-13918 | 50.87% |
| PLCM-14784 | 50.81% |
| CTCT-34783 | 50.75% |
| LNKD-41451 | 50.72% |
| SPWR-27817 | 50.68% |
| PPO-34117 | 50.60% |
| P-41579 | 50.52% |
| HDY-27222 | 50.46% |
| OUTR-24791 | 50.44% |
| VVUS-11224 | 50.42% |
| RFMD-17107 | 50.41% |
| VQ-32905 | 50.29% |
| MLNX-33316 | 50.27% |
| NTAP-13905 | 50.27% |
| MITI-25573 | 50.23% |
| ODP-5583 | 50.15% |
| TC-35140 | 50.03% |
| PBY-5783 | 49.97% |
| MFN-24566 | 49.92% |
| RP-40030 | 49.92% |
| PLXS-6041 | 49.88% |
| GES-24811 | 49.79% |
| SFLY-32660 | 49.69% |
| ILMN-21774 | 49.69% |
| RVBD-32618 | 49.63% |
| DMND-27474 | 49.63% |
| VOCS-27880 | 49.60% |
| LL-35036 | 49.51% |
| SOA-35174 | 49.50% |
| SNDK-13940 | 49.28% |
| LOW-4521 | 49.28% |
| TLEO-27668 | 49.24% |
| CSC-1898 | 49.23% |
| NSU-26952 | 49.18% |
| URBN-10303 | 49.05% |
| TEL-34014 | 49.01% |
| EGY-26497 | 48.99% |
| STRI-38917 | 48.83% |
| SOHU-21813 | 48.73% |
| WBMD-27669 | 48.73% |
| RMBS-16945 | 48.68% |
| BKU-40783 | 48.44% |
| PCYC-13711 | 48.37% |
| CRL-21605 | 48.19% |
| EDMC-38799 | 48.01% |
| MMR-19497 | 47.98% |
| AXLL-3189 | 47.89% |
| HERO-27747 | 47.80% |
| VG-32143 | 47.78% |
| IDCC-3801 | 47.72% |
| SGI-27271 | 47.72% |
| CCOI-23428 | 47.20% |
| WFT-19336 | 46.71% |
| PHH-26956 | 46.63% |
| APKT-32724 | 46.43% |
| ARCO-41242 | 45.83% |
| FINL-2845 | 45.19% |
| GPN-22443 | 44.22% |
| STX-24518 | 43.90% |
| QUAD-39860 | 43.07% |
| AEA-26887 | 42.98% |
| QSFT-20539 | 42.35% |
| REXX-34379 | 41.38% |
| SHS-18794 | 41.23% |
| AMLN-374 | 40.97% |
| PEGA-15365 | 40.78% |
| AVP-660 | 40.70% |
| PAL-10245 | 40.55% |
| EXPE-27543 | 37.90% |
| MWW-24923 | 37.56% |
| QCOR-20914 | 37.15% |
| TSLA-39840 | 37.07% |
| VHC-30464 | 36.76% |
| BB-19831 | 36.10% |
| PSS-15005 | 32.39% |
| MNST-3450 | 31.94% |
| PAY-27206 | 31.10% |
| SVU-7233 | 31.00% |
| KKD-21410 | 30.98% |
| ABVT-28392 | 30.46% |
| AXAS-677 | 29.64% |
| SINA-21448 | 29.48% |
| BBBY-739 | 29.12% |
| MDSO-38538 | 28.44% |
| MDLZ-22802 | 28.08% |
| FSLR-32902 | 26.47% |
| HLF-26892 | 26.14% |
| MKTX-26781 | 24.95% |
| DAL-33729 | 24.45% |
| PTC-6064 | 23.64% |
| KCG-19127 | 23.31% |
| PRGO-6161 | 20.89% |
| AGO-26211 | 20.63% |
| ADSK-67 | 20.44% |
| BRCM-18529 | 20.28% |
| MUX-7845 | 20.10% |
| OPEN-38418 | 19.62% |
| MWA-32159 | 19.24% |
| SCHL-6705 | 18.78% |
| SPGI-4849 | 18.64% |
| SWI-38388 | 18.36% |
| CMG-28016 | 18.13% |
| VPHM-16140 | 18.06% |
| GNW-26323 | 17.77% |
| BBY-754 | 17.62% |
| SNX-25697 | 16.50% |
| LNCR-4501 | 16.30% |
| BIG-22657 | 16.04% |
| CLWR-33480 | 16.03% |
| MBI-4684 | 15.97% |
| VRX-10908 | 15.07% |
| NFLX-23709 | 14.31% |
| LQDT-28107 | 13.73% |
| ALGN-22355 | 13.53% |
| AVNR-19445 | 13.14% |
| STZ-24873 | 13.04% |
| ZOLL-8411 | 12.97% |
| VRTX-8045 | 12.89% |
| WIN-27019 | 12.85% |
| OMX-764 | 12.73% |
| TPC-5824 | 12.53% |
| MDRX-20394 | 12.38% |
| PFCB-19614 | 12.11% |
| CSCO-1900 | 12.06% |
| END-26375 | 12.01% |
| CBE-1283 | 11.92% |
| TPX-25802 | 11.82% |
| FB-42950 | 11.79% |
| MGLN-25837 | 11.75% |
| HES-216 | 11.47% |
| WDC-8132 | 11.08% |
| WCRX-32619 | 10.99% |
| ARIA-11880 | 10.62% |
| HOLX-3629 | 10.55% |
| AOL-38989 | 9.63% |
| YELP-42596 | 9.59% |
| SODA-40353 | 9.45% |
| HSY-3695 | 9.32% |
| NXPI-39994 | 9.17% |
| IRF-4014 | 9.09% |
| IRM-14388 | 8.56% |
| ICPT-43505 | 8.47% |
| GOOG_L-26578 | 8.43% |
| ORLY-8857 | 8.38% |
| GE-3149 | 8.32% |
| PLUG-20776 | 8.32% |
| HGSI-10409 | 8.19% |
| ALR-15575 | 8.04% |
| CRUS-1882 | 7.95% |
| SRPT-16999 | 7.93% |
| RAD-6330 | 7.78% |
| MCP-39960 | 7.78% |
| MRVL-21666 | 7.47% |
| EBAY-24819 | 7.25% |
| CHSI-20984 | 7.23% |
| HOGS-31962 | 7.21% |
| MYGN-13698 | 7.21% |
| WPRT-36763 | 7.15% |
| MTG-5092 | 7.14% |
| HGT-19982 | 7.14% |
| MOH-25349 | 7.12% |
| AGN-205 | 7.07% |
| CNC-23283 | 6.98% |
| MAT-4668 | 6.96% |
| GDI-11130 | 6.83% |
| VMW-34545 | 6.73% |
| LINE-27993 | 6.63% |
| DOLE-38865 | 6.53% |
| GRPN-42118 | 6.39% |
| BTH-11258 | 6.38% |
| EXPR-39626 | 6.25% |
| TPR-22099 | 6.06% |
| SPLS-7061 | 6.04% |
| IOC-26617 | 5.84% |
| TZOO-25805 | 5.74% |
| COF-12160 | 5.65% |
| BIO-879 | 5.28% |
| EFX-2465 | 5.23% |
| FOSL-8816 | 5.16% |
| AMBA-43495 | 5.11% |
| BSFT-39782 | 5.09% |
| SCTY-43721 | 5.03% |
| WAC-18431 | 4.97% |
| FDS-15129 | 4.85% |
| HALO-26766 | 4.74% |
| CIEN-16453 | 4.69% |
| SQNM-21203 | 4.68% |
| TRLA-43413 | 4.51% |
| ACHN-32790 | 4.51% |
| SDRL-39495 | 4.49% |
| DDD-12959 | 4.40% |
| AEGR-40294 | 4.36% |
| UTHR-20306 | 4.31% |
| GTY-3406 | 4.31% |
| CRM-26401 | 4.25% |
| OREX-33742 | 4.25% |
| DLR-26758 | 4.14% |
| FCEL-24853 | 4.14% |
| IONS-4031 | 4.13% |
| GORO-32556 | 4.08% |
| CONN-25646 | 4.02% |
| QCOM-6295 | 3.99% |
| OCN-15697 | 3.98% |
| LEAP-27411 | 3.96% |
| OSIS-17718 | 3.83% |
| GTAT-36628 | 3.81% |
| BAH-40420 | 3.79% |
| ESPR-44989 | 3.75% |
| CAG-1228 | 3.65% |
| LUFK-4579 | 3.56% |
| LULU-34395 | 3.56% |
| UNXL-31156 | 3.52% |
| SSYS-12107 | 3.50% |
| XXIA-22185 | 3.50% |
| WLT-13771 | 3.49% |
| SHFL-6848 | 3.49% |
| MU-5121 | 3.43% |
| NVDA-19725 | 3.40% |
| RAX-36714 | 3.40% |
| WTW-23269 | 3.32% |
| CCE-1332 | 3.26% |
| LIFE-19800 | 3.25% |
| SJT-6906 | 3.23% |
| CACI-1218 | 3.08% |
| MSI-4974 | 3.07% |
| CBI-1287 | 3.01% |
| CTL-1960 | 2.97% |
| MNKD-26524 | 2.93% |
| NXY-22247 | 2.91% |
| THOR-15228 | 2.91% |
| AKAM-20680 | 2.90% |
| BPT-1068 | 2.87% |
| ISRG-25339 | 2.82% |
| SUNE-13306 | 2.79% |
| AGP-23179 | 2.78% |
| CLF-1595 | 2.77% |
| NRG-26143 | 2.77% |
| ASPS-38633 | 2.75% |
| JCOM-22450 | 2.72% |
| WU-32603 | 2.70% |
| SWY-7254 | 2.68% |
| CBS-7962 | 2.67% |
| HUM-3718 | 2.64% |
| FIO-41554 | 2.60% |
| X-8329 | 2.59% |
| PBYI-42689 | 2.58% |
| DF-24814 | 2.53% |
| KATE-4479 | 2.51% |
| GWW-3421 | 2.51% |
| TIBX-20438 | 2.51% |
| ENH-24608 | 2.50% |
| HOV-3645 | 2.42% |
| OPNT-21914 | 2.35% |
| TTS-40545 | 2.34% |
| ARUN-33588 | 2.32% |
| HPQ-3735 | 2.30% |
| ZSPH-47150 | 2.25% |
| KEM-4265 | 2.25% |
| ANF-15622 | 2.19% |
| RYL-6612 | 2.19% |
| CLDX-19187 | 2.19% |
| EW-21382 | 2.18% |
| VLO-7990 | 2.16% |
| ZNGA-42277 | 2.13% |
| CVH-2010 | 2.11% |
| BMRN-20330 | 2.09% |
| NES-35217 | 2.09% |
| NSM-42611 | 2.08% |
| INFA-19990 | 2.07% |
| WSM-8284 | 2.07% |
| RRGB-23904 | 2.07% |
| ARRY-22192 | 2.03% |
| TWX-357 | 1.99% |
| GEO-11710 | 1.99% |
| BERY-43476 | 1.97% |
| TWTR-45815 | 1.97% |
| OLED-14774 | 1.96% |
| AMD-351 | 1.95% |
| MTEM-26997 | 1.95% |
| SGYP-32331 | 1.91% |
| ONXX-14986 | 1.88% |
| MULE-50719 | 1.85% |
| APOL-24829 | 1.85% |
| CASY-1266 | 1.85% |
| LRN-35259 | 1.84% |
| BODY-40264 | 1.82% |
| GBT-49335 | 1.81% |
| EXXI-34443 | 1.81% |
| ULTA-34953 | 1.80% |
| R-6326 | 1.78% |
| ASEI-553 | 1.78% |
| MAKO-35763 | 1.74% |
| PTLA-44770 | 1.71% |
| ENDP-21750 | 1.70% |
| PNK-21187 | 1.67% |
| SWKS-23821 | 1.66% |
| CHRS-1524 | 1.64% |
| MRGE-18184 | 1.63% |
| CPWR-1826 | 1.61% |
| CLVS-42166 | 1.61% |
| KORS-42270 | 1.57% |
| QLIK-39921 | 1.56% |
| ZUMZ-27229 | 1.55% |
| WST-8291 | 1.53% |
| TVIA-41522 | 1.53% |
| SWK-7242 | 1.51% |
| FOLD-33949 | 1.49% |
| BRCD-20061 | 1.48% |
| TITN-35190 | 1.47% |
| IO-3996 | 1.44% |
| GME-23438 | 1.43% |
| QRTE_A-32046 | 1.39% |
| LBTY_A-27357 | 1.37% |
| UAA-27822 | 1.37% |
| TLRD-7203 | 1.37% |
| XON-45239 | 1.36% |
| IHS-27791 | 1.36% |
| SHAW-10509 | 1.35% |
| FRX-3014 | 1.34% |
| MSCI-35078 | 1.33% |
| CECO-24834 | 1.32% |
| NOW-43127 | 1.32% |
| ADT-43399 | 1.30% |
| NRF-26740 | 1.30% |
| LDOS-32714 | 1.28% |
| IPHI-40399 | 1.27% |
| GLNG-24489 | 1.22% |
| KNDI-32972 | 1.22% |
| ENLC-25850 | 1.20% |
| SKS-15019 | 1.19% |
| BPZ-28729 | 1.18% |
| PCP-5822 | 1.18% |
| NYX-28145 | 1.17% |
| ANN-430 | 1.17% |
| RHT-20541 | 1.16% |
| ATHN-34692 | 1.16% |
| RDUS-46871 | 1.13% |
| CAL-1195 | 1.10% |
| N-35330 | 1.10% |
| DLTR-12652 | 1.10% |
| HAIN-10649 | 1.08% |
| SNAP-50683 | 1.08% |
| WSO-8288 | 1.08% |
| HRI-32887 | 1.07% |
| JOSB-11321 | 1.06% |
| ESI-24831 | 1.06% |
| SLXP-22269 | 1.05% |
| CRR-14700 | 1.05% |
| EZCH-4507 | 1.04% |
| LVLT-18587 | 1.04% |
| GOGO-44965 | 1.04% |
| AUQ-25510 | 1.04% |
| ACAD-26322 | 1.04% |
| PTCT-44955 | 1.04% |
| AMAG-659 | 1.03% |
| PANW-43202 | 1.03% |
| BAS-27886 | 1.02% |
| DVAX-25972 | 1.02% |
| TIVO-16661 | 1.02% |
| DISC_A-36930 | 1.01% |
| SNBR-19559 | 1.01% |
| KERX-21789 | 1.01% |
| KSS-4313 | 1.00% |
| DECK-9909 | 1.00% |
| PBF-43713 | 1.00% |
| SBGI-13098 | 1.00% |
| ACI-88 | 0.98% |
| WDAY-43510 | 0.97% |
| ARNC-2 | 0.97% |
| NUAN-19926 | 0.97% |
| ALNY-26335 | 0.96% |
| CEB-19788 | 0.96% |
| NVE-7107 | 0.96% |
| EA-2602 | 0.96% |
| ACM-33831 | 0.95% |
| XLNX-8344 | 0.95% |
| RATE-41601 | 0.95% |
| LGF-19491 | 0.95% |
| ABBV-43694 | 0.95% |
| MAN-4654 | 0.94% |
| FTK-27496 | 0.93% |
| POT-6109 | 0.93% |
| BIOS-15525 | 0.93% |
| AER-32916 | 0.92% |
| ANV-33832 | 0.92% |
| FTNT-38965 | 0.92% |
| MGAM-14962 | 0.92% |
| GPS-3321 | 0.92% |
| JBL-8831 | 0.91% |
| CREE-8459 | 0.91% |
| NUS-16059 | 0.91% |
| EQC-3675 | 0.91% |
| RAH-11189 | 0.90% |
| DKS-24070 | 0.90% |
| FCX-13197 | 0.90% |
| EXAS-22364 | 0.90% |
| ACXM-110 | 0.89% |
| JAZZ-33959 | 0.89% |
| SYMC-7272 | 0.88% |
| FST-2935 | 0.86% |
| KSU-4315 | 0.86% |
| BLOX-42821 | 0.85% |
| FRAN-41737 | 0.85% |
| ZBH-23047 | 0.85% |
| QSII-6311 | 0.84% |
| RH-43599 | 0.82% |
| CHK-8461 | 0.82% |
| TLM-17767 | 0.82% |
| BYI-19759 | 0.81% |
| JUNO-48317 | 0.81% |
| SM-4664 | 0.80% |
| GPRO-47208 | 0.80% |
| KRFT-43405 | 0.80% |
| URI-18113 | 0.79% |
| ZU-45866 | 0.79% |
| BEE-26410 | 0.79% |
| BKD-27830 | 0.78% |
| MRX-13692 | 0.77% |
| KMX-16511 | 0.77% |
| AEO-11086 | 0.77% |
| INO-3150 | 0.76% |
| VRA-40287 | 0.76% |
| GEOS-17904 | 0.76% |
| EGBN-20713 | 0.76% |
| NVR-5513 | 0.76% |
| EBIX-18693 | 0.76% |
| SIG-9774 | 0.75% |
| AUXL-26500 | 0.75% |
| SRC-43414 | 0.75% |
| ACOR-28077 | 0.74% |
| CPN-35531 | 0.73% |
| TFM-40376 | 0.73% |
| BRE-1082 | 0.73% |
| PL-6174 | 0.73% |
| ALKS-301 | 0.73% |
| KLAC-4246 | 0.72% |
| W-47833 | 0.72% |
| PIR-6000 | 0.72% |
| LNCE-4499 | 0.71% |
| TTWO-16820 | 0.71% |
| MELI-34525 | 0.71% |
| TK-13289 | 0.71% |
| EPE-46191 | 0.70% |
| AVEO-39350 | 0.70% |
| NVAX-14112 | 0.70% |
| IAG-24491 | 0.70% |
| OPK-23120 | 0.69% |
| WFM-8158 | 0.69% |
| HZNP-41766 | 0.69% |
| MHO-10217 | 0.69% |
| BF_B-822 | 0.68% |
| AAXN-22846 | 0.68% |
| ISIL-21166 | 0.68% |
| SLCA-42436 | 0.68% |
| BPI-38286 | 0.68% |
| DG-38936 | 0.67% |
| VER-41872 | 0.67% |
| CVLT-32622 | 0.67% |
| NPSP-11356 | 0.66% |
| ATGE-2371 | 0.66% |
| SAFM-6624 | 0.66% |
| DSW-27409 | 0.65% |
| TSN-7684 | 0.65% |
| PRLB-42546 | 0.65% |
| PSSI-11369 | 0.65% |
| EXEL-21383 | 0.64% |
| KEG-29964 | 0.64% |
| DATA-44747 | 0.64% |
| GDOT-39932 | 0.63% |
| FL-8383 | 0.63% |
| HAS-3460 | 0.63% |
| CAM-13176 | 0.62% |
| FNSR-20866 | 0.62% |
| CSOD-41098 | 0.61% |
| MTN-24799 | 0.61% |
| ZG-41730 | 0.61% |
| GDP-13363 | 0.61% |
| WWE-20818 | 0.61% |
| MDCO-21906 | 0.61% |
| HK-31032 | 0.61% |
| ESRX-2618 | 0.60% |
| CSIQ-32856 | 0.60% |
| ENTA-44332 | 0.60% |
| PRKR-10485 | 0.59% |
| CQB-1833 | 0.58% |
| BHVN-50839 | 0.58% |
| SJM-21935 | 0.58% |
| QRVO-48384 | 0.57% |
| TLAB-7468 | 0.56% |
| GNRC-39208 | 0.56% |
| CRC-48073 | 0.55% |
| PETM-9435 | 0.55% |
| AXON-49107 | 0.55% |
| JOY-22996 | 0.55% |
| SQ-49610 | 0.55% |
| INVN-42165 | 0.54% |
| LC-48220 | 0.54% |
| TRQ-25660 | 0.53% |
| BTU-22660 | 0.52% |
| OAS-39797 | 0.52% |
| LITE-49288 | 0.52% |
| HLT-45993 | 0.52% |
| WLL-25707 | 0.51% |
| CYMI-15638 | 0.51% |
| RCPI-21332 | 0.51% |
| EDIT-49736 | 0.51% |
| DYN-43462 | 0.50% |
| IDTI-3808 | 0.50% |
| UBNT-42027 | 0.50% |
| PACB-40319 | 0.50% |
| PENN-11361 | 0.50% |
| GTI-23687 | 0.50% |
| MOV-14762 | 0.50% |
| TEA-41763 | 0.50% |
| SPR-32921 | 0.48% |
| NLNK-42147 | 0.48% |
| ANGI-42175 | 0.48% |
| FDO-2760 | 0.48% |
| PRGS-6163 | 0.48% |
| DY-2385 | 0.48% |
| KN-46369 | 0.48% |
| DRIV-19209 | 0.48% |
| IIVI-3854 | 0.47% |
| ACTV-41486 | 0.47% |
| KWK-19902 | 0.47% |
| QEP-39778 | 0.46% |
| SEAS-44541 | 0.46% |
| CNX-24758 | 0.46% |
| GRUB-46693 | 0.46% |
| FIVE-43201 | 0.45% |
| WCG-26440 | 0.45% |
| TERP-47334 | 0.45% |
| CMRX-44453 | 0.44% |
| GNC-41182 | 0.44% |
| CC-49210 | 0.44% |
| MKTO-44738 | 0.44% |
| REGI-42385 | 0.43% |
| ABUS-40410 | 0.43% |
| CE-26960 | 0.42% |
| SFD-6803 | 0.42% |
| TWI-9066 | 0.42% |
| APEI-35040 | 0.42% |
| HDS-44990 | 0.42% |
| FCS-20486 | 0.41% |
| LBTY_K-27608 | 0.41% |
| HMSY-3607 | 0.41% |
| SKX-20284 | 0.41% |
| ALDR-46869 | 0.41% |
| RLYP-45851 | 0.40% |
| FSL-41491 | 0.40% |
| ZFGN-47165 | 0.40% |
| ARWR-10417 | 0.40% |
| IMMU-3891 | 0.40% |
| TSRO-43124 | 0.40% |
| JIVE-42260 | 0.40% |
| MDR-4752 | 0.39% |
| AWAY-41667 | 0.39% |
| INFI-21744 | 0.39% |
| RCAP-44863 | 0.39% |
| PRTA-43730 | 0.39% |
| MTZ-4667 | 0.39% |
| EQT-2587 | 0.39% |
| NUVA-26291 | 0.39% |
| WETF-31288 | 0.39% |
| NSR-27413 | 0.39% |
| NWL-5520 | 0.39% |
| DYAX-21870 | 0.39% |
| LXU-4545 | 0.38% |
| ANET-47063 | 0.38% |
| BEAV-799 | 0.38% |
| HSP-26243 | 0.38% |
| PDCO-26437 | 0.38% |
| INSY-44665 | 0.37% |
| CXRX-46079 | 0.37% |
| ADXS-40992 | 0.37% |
| IPXL-37849 | 0.37% |
| COLM-18403 | 0.37% |
| CAMP-1244 | 0.37% |
| ACTG-24465 | 0.37% |
| AERI-45733 | 0.36% |
| EGRX-46354 | 0.36% |
| XL-8340 | 0.36% |
| HRB-3660 | 0.36% |
| NHTC-18595 | 0.36% |
| RBN-6529 | 0.36% |
| BV-42551 | 0.36% |
| MDCA-12800 | 0.36% |
| OMER-38827 | 0.35% |
| LSCC-4549 | 0.35% |
| ALLT-32889 | 0.35% |
| SLS-35890 | 0.35% |
| DS-24099 | 0.35% |
| AKRX-270 | 0.34% |
| TGI-15905 | 0.34% |
| AIR-253 | 0.34% |
| CEL-33293 | 0.34% |
| SLH-33841 | 0.34% |
| MHR-32541 | 0.34% |
| ITMN-21284 | 0.34% |
| ABMD-53 | 0.34% |
| IRBT-27780 | 0.34% |
| TWLO-50077 | 0.34% |
| TISI-7487 | 0.34% |
| GWRE-42402 | 0.34% |
| OVTI-21799 | 0.33% |
| S-2938 | 0.33% |
| KITE-47169 | 0.33% |
| HMA-3596 | 0.33% |
| TTPH-44314 | 0.33% |
| PKT-30586 | 0.33% |
| IRWD-39194 | 0.33% |
| CZR-42461 | 0.33% |
| KNXA-27387 | 0.32% |
| TSCO-10869 | 0.32% |
| VNDA-28326 | 0.32% |
| WRC-24631 | 0.32% |
| SNTS-26164 | 0.32% |
| THO-7433 | 0.32% |
| MTW-4656 | 0.32% |
| PBI-5773 | 0.32% |
| WPX-42251 | 0.32% |
| RYN-11044 | 0.31% |
| DWA-26750 | 0.31% |
| ZIOP-31341 | 0.31% |
| MDXG-34049 | 0.31% |
| IMGN-3885 | 0.31% |
| SC-46215 | 0.31% |
| CTB-1942 | 0.31% |
| CYH-21608 | 0.30% |
| BLUE-44935 | 0.30% |
| AAMC-45415 | 0.30% |
| XOMA-8346 | 0.30% |
| RCII-24827 | 0.30% |
| SMCI-33609 | 0.30% |
| EGO-24547 | 0.30% |
| PLAY-47884 | 0.30% |
| LTM-26426 | 0.30% |
| XRX-8354 | 0.30% |
| MJN-38084 | 0.29% |
| QLYS-43454 | 0.29% |
| PRX-26350 | 0.29% |
| RBC-6352 | 0.29% |
| MM-42737 | 0.29% |
| LPLA-40445 | 0.29% |
| OVAS-43478 | 0.29% |
| HIIQ-44113 | 0.29% |
| SIAL-6872 | 0.29% |
| KOP-28039 | 0.29% |
| VA-48091 | 0.28% |
| CKH-1581 | 0.28% |
| UTIW-22284 | 0.28% |
| KYTH-43497 | 0.28% |
| NILE-26315 | 0.28% |
| DB-23113 | 0.28% |
| MYL-5166 | 0.27% |
| LOCK-43467 | 0.27% |
| EVHC-50499 | 0.27% |
| PRAA-24440 | 0.27% |
| AOBC-24519 | 0.27% |
| SAVE-41498 | 0.27% |
| AKS-10897 | 0.27% |
| TIE-15230 | 0.27% |
| NVDQ-42595 | 0.26% |
| HLX-17180 | 0.26% |
| JWN-5382 | 0.26% |
| SUPN-42877 | 0.26% |
| LGND-12200 | 0.26% |
| GBX-11645 | 0.26% |
| ECYT-40814 | 0.26% |
| STMP-26286 | 0.26% |
| THC-5343 | 0.26% |
| WLH-43733 | 0.26% |
| OSUR-22151 | 0.26% |
| LXK-13891 | 0.25% |
| TE-7369 | 0.25% |
| CYNO-27887 | 0.25% |
| MSM-5066 | 0.25% |
| GIB-3203 | 0.25% |
| BDSI-23846 | 0.25% |
| SALE-45114 | 0.25% |
| UTEK-9857 | 0.25% |
| SREV-41142 | 0.25% |
| TUES-24770 | 0.25% |
| HDP-48257 | 0.25% |
| PCRX-40815 | 0.25% |
| ZLC-10069 | 0.25% |
| WMS-8227 | 0.24% |
| VAR-7904 | 0.24% |
| FTR-2069 | 0.24% |
| SRCI-35051 | 0.24% |
| PVAC-6258 | 0.24% |
| TEG-8264 | 0.24% |
| SPXC-7086 | 0.24% |
| RRD-2248 | 0.23% |
| GPT-26520 | 0.23% |
| DRC-27534 | 0.23% |
| NTRI-21697 | 0.23% |
| CHRS-48026 | 0.23% |
| GEOY-30441 | 0.22% |
| TECD-7372 | 0.22% |
| WGO-8168 | 0.22% |
| FUEL-45452 | 0.22% |
| TRU-49176 | 0.22% |
| DRII-45112 | 0.22% |
| INCY-10187 | 0.22% |
| SRNE-33062 | 0.22% |
| MBLY-47430 | 0.22% |
| SAPE-14803 | 0.22% |
| RIGL-25226 | 0.22% |
| SANM-8869 | 0.22% |
| RPTP-21364 | 0.21% |
| RMD-13089 | 0.21% |
| CTCM-32182 | 0.21% |
| EVH-49100 | 0.21% |
| OWW-34300 | 0.21% |
| ACRX-40827 | 0.21% |
| OPTR-33327 | 0.21% |
| SMTC-6961 | 0.21% |
| CATO-1219 | 0.21% |
| MTOR-21723 | 0.21% |
| SGEN-22563 | 0.21% |
| ZGNX-40461 | 0.21% |
| CBST-15769 | 0.21% |
| NCR-16389 | 0.21% |
| SPPI-24517 | 0.21% |
| LSI-4553 | 0.21% |
| EXK-33236 | 0.21% |
| ENTR-35230 | 0.21% |
| VSAR-46582 | 0.20% |
| GLUU-33566 | 0.20% |
| CENX-14484 | 0.20% |
| ADPT-47191 | 0.20% |
| PMCS-17098 | 0.20% |
| NKTR-24572 | 0.20% |
| TNET-46633 | 0.20% |
| JNS-24556 | 0.20% |
| RBBN-21557 | 0.20% |
| TMH-39076 | 0.20% |
| ANAC-40442 | 0.20% |
| GIL-18902 | 0.20% |
| AAOI-45503 | 0.20% |
| ZQK-6317 | 0.20% |
| RJET-26331 | 0.20% |
| AAN-523 | 0.20% |
| CSTM-44780 | 0.20% |
| HA-3431 | 0.20% |
| EVR-32483 | 0.20% |
| PFPT-42825 | 0.20% |
| EPZM-44830 | 0.19% |
| ASNA-2105 | 0.19% |
| CARA-46283 | 0.19% |
| FRED-2989 | 0.19% |
| INFN-33979 | 0.19% |
| INGR-18142 | 0.19% |
| ELLI-41243 | 0.19% |
| AGIO-45143 | 0.19% |
| SXC-41733 | 0.19% |
| PNR-6082 | 0.19% |
| CNQR-19575 | 0.19% |
| VEEV-45667 | 0.19% |
| DXCM-27173 | 0.19% |
| SNCR-32234 | 0.19% |
| EROS-45867 | 0.18% |
| SFY-6825 | 0.18% |
| AT-39942 | 0.18% |
| SYNA-23398 | 0.18% |
| MDGL-33298 | 0.18% |
| SAM-24822 | 0.18% |
| ATRA-47901 | 0.18% |
| GLOG-42746 | 0.18% |
| TXRH-26693 | 0.18% |
| NBIX-14972 | 0.18% |
| COHR-1751 | 0.18% |
| MEI-4803 | 0.18% |
| UIS-7761 | 0.18% |
| SN-42264 | 0.17% |
| BYD-9888 | 0.17% |
| ROSE-28091 | 0.17% |
| WIX-45800 | 0.17% |
| AM-209 | 0.17% |
| HNI-26259 | 0.17% |
| ATI-24840 | 0.17% |
| SA-26203 | 0.17% |
| BGCP-20973 | 0.17% |
| NTP-5473 | 0.17% |
| CA-1209 | 0.17% |
| NAT-17553 | 0.17% |
| CLDR-50810 | 0.17% |
| RGEN-6449 | 0.17% |
| MENT-4794 | 0.16% |
| SSTK-43494 | 0.16% |
| MFRM-42184 | 0.16% |
| ACAT-69 | 0.16% |
| RPRX-8771 | 0.16% |
| DEPO-18010 | 0.16% |
| OPHT-45498 | 0.16% |
| EVHC-45269 | 0.16% |
| ABEO-28471 | 0.16% |
| SGMO-21447 | 0.16% |
| MTSI-42646 | 0.16% |
| DWRE-42638 | 0.16% |
| ATW-624 | 0.16% |
| ELGX-23769 | 0.15% |
| AFSI-32871 | 0.15% |
| CODE-39640 | 0.15% |
| SSI-23395 | 0.15% |
| ZIP-41267 | 0.15% |
| XCO-28083 | 0.15% |
| FDML-35128 | 0.15% |
| SGMS-22637 | 0.15% |
| LOGM-38560 | 0.15% |
| HGG-34277 | 0.15% |
| SSRM-15591 | 0.15% |
| BCR-779 | 0.15% |
| AVXS-49751 | 0.15% |
| ATHL-45211 | 0.15% |
| MNK-44917 | 0.15% |
| QDEL-6297 | 0.15% |
| NADL-46262 | 0.15% |
| DPLO-47883 | 0.15% |
| VSTO-48531 | 0.15% |
| NTSP-40271 | 0.14% |
| FLDM-40848 | 0.14% |
| WRLD-8268 | 0.14% |
| GIII-3210 | 0.14% |
| NMBL-46002 | 0.14% |
| MRD-47126 | 0.14% |
| TREX-20028 | 0.14% |
| TEX-7408 | 0.14% |
| HCC-3484 | 0.14% |
| ZOES-46742 | 0.14% |
| NAK-26776 | 0.14% |
| BGC-3129 | 0.14% |
| DNR-15789 | 0.13% |
| GAS-595 | 0.13% |
| SRZ-15021 | 0.13% |
| ITRI-10192 | 0.13% |
| ARB-25133 | 0.13% |
| CSTE-42704 | 0.13% |
| CMPR-27674 | 0.13% |
| ARRS-25134 | 0.13% |
| AVAV-33194 | 0.13% |
| ACHC-42091 | 0.13% |
| GEVA-42112 | 0.13% |
| AI-18027 | 0.13% |
| MLHR-4901 | 0.13% |
| MIC-26898 | 0.13% |
| EPL-38761 | 0.13% |
| BOBE-1016 | 0.13% |
| CAKE-1234 | 0.13% |
| AVG-42445 | 0.13% |
| CSRA-49630 | 0.13% |
| INXN-40784 | 0.13% |
| MIK-47228 | 0.13% |
| ALGT-33016 | 0.12% |
| ET-42700 | 0.12% |
| CBM-1297 | 0.12% |
| MTDR-42446 | 0.12% |
| IMPV-42131 | 0.12% |
| VAC-42125 | 0.12% |
| MHLD-36164 | 0.12% |
| COLL-49016 | 0.12% |
| CUDA-45797 | 0.12% |
| MOLX-4965 | 0.12% |
| SAGE-47332 | 0.12% |
| CORT-26191 | 0.12% |
| MANH-18588 | 0.12% |
| RARE-46285 | 0.12% |
| IPI-36093 | 0.12% |
| RGNX-49409 | 0.12% |
| VCI-7921 | 0.12% |
| WAFD-8162 | 0.11% |
| ARCB-41 | 0.11% |
| KS-30759 | 0.11% |
| NDLS-45014 | 0.11% |
| GLYC-46135 | 0.11% |
| XPER-25705 | 0.11% |
| ALTE-23011 | 0.11% |
| ONCE-48547 | 0.11% |
| COMM-45734 | 0.11% |
| NYLD_A-45096 | 0.11% |
| ARO-23650 | 0.11% |
| CALM-16169 | 0.11% |
| NDSN-5253 | 0.11% |
| BCOR-24011 | 0.11% |
| GTN-23945 | 0.11% |
| SUSS-32753 | 0.11% |
| HRTX-22651 | 0.11% |
| GSAT-32819 | 0.11% |
| OCSL-36371 | 0.10% |
| QUOT-46497 | 0.10% |
| IDRA-14255 | 0.10% |
| MLNT-42455 | 0.10% |
| AUY-25714 | 0.10% |
| FNHC-19523 | 0.10% |
| BWLD-25642 | 0.10% |
| KLXI-48169 | 0.10% |
| CHGG-45847 | 0.10% |
| CYBX-8464 | 0.10% |
| CMTL-1675 | 0.10% |
| LVNT_A-43298 | 0.10% |
| OII-5629 | 0.10% |
| HGR-3548 | 0.10% |
| SONC-7027 | 0.10% |
| TVTY-371 | 0.10% |
| ELX-10747 | 0.10% |
| DLLR-26514 | 0.09% |
| BIVV-50595 | 0.09% |
| CPTS-14353 | 0.09% |
| DXPE-17196 | 0.09% |
| CALA-47830 | 0.09% |
| HAWK-44570 | 0.09% |
| MKL-4649 | 0.09% |
| SPB-38708 | 0.09% |
| ADVM-47422 | 0.09% |
| BCRX-10905 | 0.09% |
| FOE-2933 | 0.09% |
| TTEK-8106 | 0.09% |
| TPLM-31903 | 0.09% |
| CAA-7050 | 0.09% |
| LF-23879 | 0.09% |
| ATRS-22418 | 0.09% |
| SDLP-43539 | 0.09% |
| BRS-5645 | 0.09% |
| EHTH-32726 | 0.09% |
| KFN-27386 | 0.09% |
| ASTX-14641 | 0.09% |
| DAR-11908 | 0.09% |
| CRBP-47955 | 0.09% |
| WLB-8130 | 0.09% |
| HSNI-36733 | 0.09% |
| NSH-32386 | 0.09% |
| GIMO-44892 | 0.09% |
| BLDP-13798 | 0.08% |
| TRLG-27576 | 0.08% |
| AFFX-15064 | 0.08% |
| TROX-40530 | 0.08% |
| AWH-32367 | 0.08% |
| RCPT-44689 | 0.08% |
| LQ-46721 | 0.08% |
| KFY-19803 | 0.08% |
| ACIA-33321 | 0.08% |
| TRAK-27901 | 0.08% |
| CIR-20696 | 0.08% |
| BTE-28232 | 0.08% |
| RGLD-6455 | 0.08% |
| RENT-6421 | 0.08% |
| AEIS-13777 | 0.08% |
| FNBC-44709 | 0.08% |
| ASPX-46308 | 0.08% |
| ITCI-46053 | 0.08% |
| OCUL-47383 | 0.08% |
| POWR-5090 | 0.08% |
| SSW-27550 | 0.08% |
| DRTX-43200 | 0.08% |
| FWM-44510 | 0.08% |
| SD-35006 | 0.08% |
| MEG-4779 | 0.08% |
| UNIS-39227 | 0.08% |
| VYGR-49579 | 0.08% |
| GCO-3131 | 0.08% |
| RUE-38944 | 0.08% |
| CHUY-43215 | 0.08% |
| CVNA-50807 | 0.08% |
| FARO-17508 | 0.08% |
| PSTG-49464 | 0.08% |
| HABT-48126 | 0.08% |
| ZLTQ-42037 | 0.08% |
| IPCM-35640 | 0.07% |
| PI-50138 | 0.07% |
| USNA-15408 | 0.07% |
| LJPC-11512 | 0.07% |
| REX-9642 | 0.07% |
| ALJ-27500 | 0.07% |
| EXTR-19973 | 0.07% |
| CWEI-8941 | 0.07% |
| NG-25781 | 0.07% |
| NVRO-48025 | 0.07% |
| GDDY-48863 | 0.07% |
| FLTX-43479 | 0.07% |
| CVGW-23857 | 0.07% |
| BLC-931 | 0.07% |
| HAE-3436 | 0.07% |
| UPL-22406 | 0.07% |
| EEQ-24073 | 0.07% |
| TXMD-28966 | 0.07% |
| RDEN-22398 | 0.07% |
| FN-39824 | 0.07% |
| UNT-7806 | 0.07% |
| VOLC-32235 | 0.07% |
| BEL-21911 | 0.07% |
| SAIA-24115 | 0.07% |
| EFII-2460 | 0.07% |
| BNFT-45428 | 0.07% |
| MRCY-18183 | 0.07% |
| FGEN-48088 | 0.07% |
| RT-4971 | 0.07% |
| PWER-17735 | 0.07% |
| VERI-50868 | 0.07% |
| FET-42784 | 0.07% |
| OCLR-21366 | 0.07% |
| BETR-49318 | 0.07% |
| PJC-25823 | 0.07% |
| CXW-22102 | 0.07% |
| ANIK-8910 | 0.07% |
| FRTA-50398 | 0.06% |
| CUTR-26157 | 0.06% |
| ESC-13843 | 0.06% |
| TYPE-34378 | 0.06% |
| HOTT-15667 | 0.06% |
| TRUE-46929 | 0.06% |
| NGD-27323 | 0.06% |
| EGOV-20359 | 0.06% |
| HOME-50187 | 0.06% |
| ABAX-31 | 0.06% |
| CSLT-46551 | 0.06% |
| GST-27984 | 0.06% |
| RBA-18480 | 0.06% |
| XOOM-44158 | 0.06% |
| YRCW-8370 | 0.06% |
| OMF-45670 | 0.06% |
| DFT-34886 | 0.06% |
| TAHO-39938 | 0.06% |
| OFIX-5601 | 0.06% |
| RUBI-46671 | 0.06% |
| AGI-44156 | 0.06% |
| EGHT-22889 | 0.06% |
| HOMB-32302 | 0.06% |
| KOS-41416 | 0.06% |
| BKI-13797 | 0.06% |
| DLTH-49615 | 0.06% |
| AMCC-17799 | 0.06% |
| ALOG-311 | 0.06% |
| WRES-26906 | 0.06% |
| OBE-32293 | 0.06% |
| MTRX-5105 | 0.06% |
| CROX-28078 | 0.06% |
| AXDX-15934 | 0.06% |
| HTWR-38150 | 0.06% |
| FLXN-46344 | 0.06% |
| HOLI-28942 | 0.06% |
| VNCE-45906 | 0.06% |
| SAIC-45410 | 0.06% |
| HELE-3522 | 0.06% |
| GRT-10613 | 0.06% |
| ZINC-34524 | 0.06% |
| VIAV-20387 | 0.06% |
| ESIO-2612 | 0.06% |
| ENPH-42749 | 0.06% |
| MOVE-20500 | 0.06% |
| ICUI-3796 | 0.06% |
| CVI-22766 | 0.06% |
| CDE-1374 | 0.05% |
| GKOS-49178 | 0.05% |
| HPY-27559 | 0.05% |
| VNR-34931 | 0.05% |
| LZB-4621 | 0.05% |
| ICON-6856 | 0.05% |
| CRDN-1844 | 0.05% |
| TTI-7633 | 0.05% |
| CBPO-35846 | 0.05% |
| AMBC-44636 | 0.05% |
| MYCC-45453 | 0.05% |
| EBS-32878 | 0.05% |
| MPO-42820 | 0.05% |
| TDOC-49222 | 0.05% |
| AMWD-405 | 0.05% |
| TRHC-50333 | 0.05% |
| MAPP-34798 | 0.05% |
| UNS-18218 | 0.05% |
| BW-49208 | 0.05% |
| ORB-5689 | 0.05% |
| PTX-16489 | 0.05% |
| ADTN-11718 | 0.05% |
| BCC-44089 | 0.05% |
| SCS-18347 | 0.05% |
| CHTP-28882 | 0.05% |
| OMED-45095 | 0.05% |
| OA-600 | 0.05% |
| QLGC-10829 | 0.05% |
| LOGI-16649 | 0.05% |
| OXM-5728 | 0.05% |
| CNW-1696 | 0.05% |
| ARAY-33310 | 0.05% |
| CORE-27864 | 0.05% |
| STSA-7180 | 0.05% |
| ERI-47743 | 0.05% |
| NTGR-25354 | 0.05% |
| BCOV-42531 | 0.05% |
| SUSQ-7222 | 0.05% |
| FMI-45499 | 0.04% |
| STNG-39422 | 0.04% |
| HIBB-15815 | 0.04% |
| TGTX-13984 | 0.04% |
| ANIP-25565 | 0.04% |
| CSII-32325 | 0.04% |
| PLSE-49957 | 0.04% |
| DFRG-43237 | 0.04% |
| FCFS-5763 | 0.04% |
| POWI-18085 | 0.04% |
| EGL-43151 | 0.04% |
| SVM-36964 | 0.04% |
| HRG-8414 | 0.04% |
| TUP-15041 | 0.04% |
| CALX-39392 | 0.04% |
| NR-5413 | 0.04% |
| PNY-6091 | 0.04% |
| RLJ-41417 | 0.04% |
| XENT-47373 | 0.04% |
| NPO-23798 | 0.04% |
| AMED-25392 | 0.04% |
| RDWR-20658 | 0.04% |
| SSNI-44270 | 0.04% |
| SNSS-27637 | 0.04% |
| DBD-2100 | 0.04% |
| AG-40607 | 0.04% |
| SHOS-43514 | 0.04% |
| INGN-46370 | 0.04% |
| CTIC-16607 | 0.04% |
| MGNX-45643 | 0.04% |
| CLC-1585 | 0.04% |
| IG-3835 | 0.04% |
| ININ-13046 | 0.04% |
| ECHO-38798 | 0.04% |
| SALT-45996 | 0.04% |
| XLS-42021 | 0.04% |
| EOPN-43229 | 0.04% |
| TLN-49003 | 0.04% |
| NYRT-46760 | 0.04% |
| NLS-23710 | 0.04% |
| BCPC-932 | 0.04% |
| CYBR-47779 | 0.04% |
| LE-46579 | 0.04% |
| PLAB-6018 | 0.04% |
| ORIG-41919 | 0.04% |
| CMLS-18863 | 0.04% |
| FNGN-39363 | 0.04% |
| MED-4766 | 0.04% |
| JJSF-4140 | 0.04% |
| STRP-45130 | 0.04% |
| CLW-37775 | 0.04% |
| RMTI-18196 | 0.03% |
| LXFT-44986 | 0.03% |
| LDRH-45619 | 0.03% |
| WBSN-21349 | 0.03% |
| FPRX-45430 | 0.03% |
| PGTI-32324 | 0.03% |
| LTRP_A-47578 | 0.03% |
| ECPG-25320 | 0.03% |
| SPKE-47372 | 0.03% |
| RGS-6453 | 0.03% |
| SCMP-34477 | 0.03% |
| VRTU-34483 | 0.03% |
| TCS-45780 | 0.03% |
| RTRX-41663 | 0.03% |
| SGRY-49456 | 0.03% |
| ONDK-48290 | 0.03% |
| TIME-46965 | 0.03% |
| BNNY-42728 | 0.03% |
| RUN-49321 | 0.03% |
| PVG-42366 | 0.03% |
| SFG-20019 | 0.03% |
| VIVO-4244 | 0.03% |
| SKYW-6925 | 0.03% |
| OSTK-23714 | 0.03% |
| ORC-44141 | 0.03% |
| AJRD-3424 | 0.03% |
| ADVS-13775 | 0.03% |
| KNL-26881 | 0.03% |
| INOV-48629 | 0.03% |
| TWOU-46648 | 0.03% |
| TBI-15165 | 0.03% |
| PTP-24110 | 0.03% |
| LOXO-47432 | 0.03% |
| EVRI-27639 | 0.03% |
| AGEN-21104 | 0.03% |
| ADRO-48925 | 0.03% |
| CAI-33864 | 0.03% |
| CRAY-21374 | 0.03% |
| DERM-47845 | 0.03% |
| CCC-1331 | 0.03% |
| HW-22020 | 0.03% |
| NXTM-27733 | 0.03% |
| ADES-26715 | 0.03% |
| ATMI-17615 | 0.03% |
| LNN-4471 | 0.03% |
| PRTY-48933 | 0.03% |
| HTLD-3706 | 0.03% |
| RRTS-39628 | 0.03% |
| SGNT-41301 | 0.03% |
| SPSC-39528 | 0.03% |
| QCP-50403 | 0.03% |
| BPMC-49000 | 0.03% |
| MACK-42735 | 0.03% |
| ENR-49213 | 0.03% |
| NK-49298 | 0.03% |
| BMI-969 | 0.03% |
| LXRX-21413 | 0.02% |
| PTHN-50143 | 0.02% |
| AROC-34575 | 0.02% |
| NCMI-33317 | 0.02% |
| PRSC-25458 | 0.02% |
| MDAS-35268 | 0.02% |
| CUB-1979 | 0.02% |
| NNBR-11003 | 0.02% |
| PETX-45011 | 0.02% |
| CNVR-21346 | 0.02% |
| HNR-23691 | 0.02% |
| ZAGG-32502 | 0.02% |
| CERS-16333 | 0.02% |
| KTWO-46870 | 0.02% |
| ESND-7866 | 0.02% |
| KRNT-48872 | 0.02% |
| HSTM-21401 | 0.02% |
| DGI-38374 | 0.02% |
| CYTK-26232 | 0.02% |
| NTLA-49934 | 0.02% |
| EXPO-18417 | 0.02% |
| RVNC-46315 | 0.02% |
| EZPW-2671 | 0.02% |
| GMS-50004 | 0.02% |
| INSM-21778 | 0.02% |
| VSI-38882 | 0.02% |
| SCOR-34111 | 0.02% |
| IVC-4084 | 0.02% |
| BLCM-48304 | 0.02% |
| RYI-47464 | 0.02% |
| MCRB-49195 | 0.02% |
| ONVO-41829 | 0.02% |
| VECO-12267 | 0.02% |
| ENVA-47979 | 0.02% |
| LKSD-50312 | 0.02% |
| ERII-36518 | 0.02% |
| CVT-45249 | 0.02% |
| XLRN-45431 | 0.02% |
| GEF-14379 | 0.02% |
| XNPT-27330 | 0.02% |
| KRA-39079 | 0.02% |
| NGVC-43219 | 0.02% |
| ACET-84 | 0.02% |
| KDN-4206 | 0.02% |
| GSM-38638 | 0.02% |
| RXDX-44685 | 0.02% |
| GHL-26265 | 0.02% |
| AGX-28450 | 0.02% |
| AIMT-49323 | 0.02% |
| VSLR-47820 | 0.02% |
| ARTC-14330 | 0.02% |
| ANFI-43493 | 0.02% |
| NWBO-23322 | 0.02% |
| TACO-46099 | 0.02% |
| ANW-33014 | 0.02% |
| SFS-47776 | 0.02% |
| SWM-14164 | 0.02% |
| OTIC-47495 | 0.02% |
| CFMS-49211 | 0.02% |
| BGG-845 | 0.02% |
| AMPH-47193 | 0.02% |
| HZO-18917 | 0.02% |
| OME-18601 | 0.02% |
| IQNT-34997 | 0.02% |
| RYAM-47128 | 0.02% |
| MSTR-23889 | 0.02% |
| NPTN-40807 | 0.02% |
| IPHS-32820 | 0.02% |
| GK-3219 | 0.02% |
| TIVO-20662 | 0.02% |
| VRNS-46453 | 0.02% |
| HSC-3686 | 0.01% |
| BCEI-50824 | 0.01% |
| BEAT-35929 | 0.01% |
| VRTS-37869 | 0.01% |
| SAAS-31137 | 0.01% |
| ACCO-27570 | 0.01% |
| RTI-6579 | 0.01% |
| GLBL-49312 | 0.01% |
| IIIN-3849 | 0.01% |
| FORM-25182 | 0.01% |
| MITL-39526 | 0.01% |
| CCG-40180 | 0.01% |
| STKL-7158 | 0.01% |
| AMPE-35897 | 0.01% |
| BRLI-10108 | 0.01% |
| NCS-935 | 0.01% |
| RPXC-41375 | 0.01% |
| VLTR-26529 | 0.01% |
| DDC-39 | 0.01% |
| AAC-47842 | 0.01% |
| EIGI-45735 | 0.01% |
| ATRO-617 | 0.01% |
| ECOM-44779 | 0.01% |
| NSIT-12471 | 0.01% |
| HDSN-12185 | 0.01% |
| SUP-7217 | 0.01% |
| MORE-47284 | 0.01% |
| MEDP-50194 | 0.01% |
| KWR-6294 | 0.01% |
| MOBL-47102 | 0.01% |
| UVE-31185 | 0.01% |
| AKG-35382 | 0.01% |
| WOW-50902 | 0.01% |
| GOGL-16570 | 0.01% |
| MMYT-40028 | 0.01% |
| TXTR-44879 | 0.01% |
| PACD-42151 | 0.01% |
| CPSI-23667 | 0.01% |
| WAIR-41757 | 0.01% |
| SHLM-6851 | 0.01% |
| PARR-43375 | 0.01% |
| PRTK-32095 | 0.01% |
| CVCO-25313 | 0.00% |
| PSG-47178 | 0.00% |
| RIC-16681 | 0.00% |
| CO-33188 | 0.00% |
/usr/local/lib/python2.7/dist-packages/pyfolio/perf_attrib.py:611: UserWarning: This algorithm has relatively high turnover of its positions. As a result, performance attribution might not be fully accurate. Performance attribution is calculated based on end-of-day holdings and does not account for intraday activity. Algorithms that derive a high percentage of returns from buying and selling within the same day may receive inaccurate performance attribution. warnings.warn(warning_msg)
Performance Relative to Common Risk Factors¶
| Summary Statistics | |
|---|---|
| Annualized Specific Return | 943.28% |
| Annualized Common Return | 2.05% |
| Annualized Total Return | 962.78% |
| Specific Sharpe Ratio | 3.80 |
| Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
|---|---|---|---|
| basic_materials | -0.00 | 0.14% | 0.86% |
| consumer_cyclical | -0.00 | 0.33% | 2.09% |
| financial_services | 0.00 | -0.11% | -0.70% |
| real_estate | -0.00 | 0.01% | 0.06% |
| consumer_defensive | -0.00 | 0.06% | 0.39% |
| health_care | 0.00 | 0.51% | 3.28% |
| utilities | 0.00 | -0.00% | -0.02% |
| communication_services | 0.00 | -0.01% | -0.06% |
| energy | -0.00 | 0.08% | 0.50% |
| industrials | 0.00 | 0.51% | 3.29% |
| technology | 0.00 | 0.43% | 2.75% |
| momentum | 0.00 | 0.25% | 1.57% |
| size | -0.01 | 0.27% | 1.74% |
| value | 0.01 | -0.16% | -0.99% |
| short_term_reversal | -0.01 | -0.09% | -0.57% |
| volatility | 0.02 | -0.19% | -1.20% |
