Notebook

Run the cell below to create your tear sheet.

In [1]:
bt = get_backtest('5d4716b08771d5657da5b623')
bt.create_full_tear_sheet()
100% Time: 0:02:07|###########################################################|
Start date2017-07-28
End date2019-07-31
Total months24
Backtest
Annual return -18.0%
Cumulative returns -32.7%
Annual volatility 6.3%
Sharpe ratio -3.12
Calmar ratio -0.54
Stability 0.91
Max drawdown -33.0%
Omega ratio 0.60
Sortino ratio -3.77
Skew -0.19
Kurtosis 1.24
Tail ratio 0.80
Daily value at risk -0.9%
Gross leverage 0.37
Daily turnover 525.8%
Alpha -0.20
Beta 0.02
Worst drawdown periods Net drawdown in % Peak date Valley date Recovery date Duration
0 33.03 2017-07-28 2019-07-31 NaT NaN
1 0.00 2017-07-28 2017-07-28 2017-07-28 1
2 0.00 2017-07-28 2017-07-28 2017-07-28 1
3 0.00 2017-07-28 2017-07-28 2017-07-28 1
4 0.00 2017-07-28 2017-07-28 2017-07-28 1
Stress Events mean min max
New Normal -0.08% -1.82% 1.12%
Top 10 long positions of all time max
NVDA-19725 4.00%
HSY-3695 4.00%
AKRX-270 3.66%
RTRX-41663 3.60%
FLXN-46344 3.44%
TCMD-50169 3.39%
OPI-38446 3.35%
APLS-51423 3.35%
WTTR-50789 3.28%
EPZM-44830 3.16%
Top 10 short positions of all time max
BPT-1068 -3.50%
BHVN-50839 -3.49%
SEIC-6774 -3.37%
NAVI-46782 -3.12%
COLL-49016 -2.99%
AOBC-24519 -2.91%
NVDA-19725 -2.89%
NIHD-24622 -2.85%
PTLA-44770 -2.83%
ABEO-28471 -2.78%
Top 10 positions of all time max
NVDA-19725 4.00%
HSY-3695 4.00%
AKRX-270 3.66%
RTRX-41663 3.60%
BPT-1068 3.50%
BHVN-50839 3.49%
FLXN-46344 3.44%
TCMD-50169 3.39%
SEIC-6774 3.37%
OPI-38446 3.35%
All positions ever held max
NVDA-19725 4.00%
HSY-3695 4.00%
AKRX-270 3.66%
RTRX-41663 3.60%
BPT-1068 3.50%
BHVN-50839 3.49%
FLXN-46344 3.44%
TCMD-50169 3.39%
SEIC-6774 3.37%
OPI-38446 3.35%
APLS-51423 3.35%
WTTR-50789 3.28%
EPZM-44830 3.16%
NAVI-46782 3.12%
XON-45239 3.12%
JNJ-4151 3.05%
URGN-50831 3.01%
COLL-49016 2.99%
ACHC-42091 2.94%
AOBC-24519 2.91%
XXII-32588 2.87%
NIHD-24622 2.85%
KO-4283 2.84%
PTLA-44770 2.83%
HBM-40301 2.79%
ABEO-28471 2.78%
SBLK-28112 2.78%
TTPH-44314 2.78%
CRC-48073 2.77%
TUP-15041 2.76%
FWRD-19216 2.71%
PRGS-6163 2.68%
FSCT-51350 2.68%
IIPR-50477 2.66%
CRBP-47955 2.65%
NGD-27323 2.58%
GOGO-44965 2.58%
RIGL-25226 2.57%
SBCF-23814 2.55%
OAS-39797 2.50%
TERP-47334 2.49%
SRNE-33062 2.48%
TRHC-50333 2.48%
DRNA-46271 2.44%
ELF-50320 2.44%
IONS-4031 2.42%
TPIC-50137 2.41%
EOLS-51743 2.41%
SGYP-32331 2.40%
RVNC-46315 2.40%
SLDB-51692 2.38%
GTHX-50879 2.38%
INSY-44665 2.36%
TRXC-29042 2.35%
KPTI-45799 2.35%
MBUU-46284 2.34%
VET-44278 2.33%
NPTN-40807 2.31%
DRYS-26994 2.31%
GTT-44938 2.30%
CZZ-34560 2.29%
INFN-33979 2.28%
TENB-52241 2.27%
EXPR-39626 2.26%
VAC-42125 2.26%
KRNY-27061 2.25%
COKE-1753 2.24%
INST-49594 2.23%
CRON-51806 2.22%
KAMN-4195 2.22%
VECO-12267 2.21%
PRTA-43730 2.20%
AKCA-51037 2.19%
CYH-21608 2.19%
PCTY-46569 2.19%
EURN-48487 2.19%
DNLI-51542 2.18%
SMPL-51019 2.18%
ORBC-32829 2.16%
BLCM-48304 2.15%
KRNT-48872 2.15%
COHU-1749 2.15%
FSM-41915 2.14%
MDXG-34049 2.12%
ECL-2427 2.12%
CDNA-47321 2.12%
MTSI-42646 2.12%
AMBC-44636 2.11%
KURA-49572 2.10%
AG-40607 2.09%
PLUG-20776 2.08%
PDLI-5847 2.08%
OMCL-23019 2.06%
VCYT-45758 2.06%
NTCT-20526 2.04%
IBTX-44396 2.04%
NG-25781 2.03%
WTRH-50140 2.03%
TCX-3929 2.02%
GLNG-24489 2.02%
HIIQ-44113 2.02%
SGRY-49456 2.01%
FATE-45429 2.01%
ANDE-14329 2.00%
EGHT-22889 1.99%
AX-27108 1.99%
ICFI-32652 1.99%
JEF-4580 1.98%
RST-38296 1.98%
LXRX-21413 1.98%
INO-3150 1.98%
KNSL-50168 1.98%
FORM-25182 1.98%
TWNK-49495 1.97%
TTEK-8106 1.97%
OMER-38827 1.97%
REN-34800 1.96%
MX-41048 1.96%
SYKE-14817 1.96%
MYOK-49535 1.95%
PEN-49413 1.94%
TTI-7633 1.94%
WATT-46650 1.93%
AUPH-47621 1.92%
XENT-47373 1.92%
RARX-50411 1.91%
CASH-9700 1.90%
SLGN-16559 1.90%
QTWO-46578 1.90%
ECOL-2430 1.89%
SHAK-48543 1.89%
NAV-5199 1.89%
NVEE-45524 1.88%
APPN-50903 1.88%
LMNX-21288 1.88%
I-44539 1.88%
MEET-30658 1.88%
CENT_A-33297 1.88%
RAVN-6347 1.87%
EVBG-50264 1.87%
CRSP-50400 1.87%
PGNX-17908 1.87%
MMSI-4927 1.87%
RTEC-24801 1.86%
GSAT-32819 1.86%
AKBA-46583 1.85%
PRAA-24440 1.85%
PRO-34118 1.85%
STNG-39422 1.84%
LVNT_A-43298 1.84%
INSM-21778 1.84%
SPB-8414 1.83%
APOG-474 1.83%
TTGT-33878 1.83%
NTRI-21697 1.83%
MGLN-25837 1.82%
PCRX-40815 1.82%
NANO-5188 1.82%
CBPO-35846 1.82%
EIGI-45735 1.81%
IIIN-3849 1.81%
TXMD-28966 1.81%
TALO-51995 1.81%
CORE-27864 1.81%
ATRA-47901 1.80%
OXM-5728 1.80%
FSK-46764 1.80%
CSII-32325 1.79%
ACLS-21717 1.79%
SCHL-6705 1.79%
WCC-20163 1.79%
HOLI-28942 1.78%
UPWK-52446 1.78%
HIBB-15815 1.78%
TEUM-29314 1.77%
FRGI-42856 1.77%
APRN-50990 1.77%
MEOH-4795 1.76%
SPPI-24517 1.76%
EDIT-49736 1.76%
INVA-26676 1.76%
DERM-47845 1.76%
GLOG-42746 1.76%
AGI-44156 1.75%
ELGX-23769 1.75%
GLYC-46135 1.75%
FRTA-50398 1.75%
WLL-25707 1.75%
SATS-35370 1.75%
VRTV-47143 1.75%
BIO-879 1.75%
AMCX-41594 1.74%
ZIOP-31341 1.74%
LPSN-21415 1.74%
EGO-24547 1.74%
ZUO-51917 1.74%
NCLH-43981 1.74%
FMI-45499 1.74%
COWN-32377 1.74%
APTI-50318 1.74%
IMMU-3891 1.74%
ACHN-32790 1.73%
AMED-25392 1.73%
CHUY-43215 1.73%
PVG-42366 1.73%
NVAX-14112 1.73%
SEMG-39358 1.72%
EFII-2460 1.72%
HRI-32887 1.72%
CNCE-46367 1.72%
WSC-49494 1.72%
MDCA-12800 1.72%
WPG-46907 1.71%
CCS-47145 1.71%
JJSF-4140 1.71%
AEGN-3949 1.70%
DOVA-50985 1.70%
FNKO-51379 1.70%
CASA-51576 1.70%
FCAU-47888 1.69%
STML-44041 1.69%
EFSC-27005 1.68%
MDB-51314 1.68%
BTE-28232 1.66%
PRMW-40379 1.66%
ETM-19693 1.66%
FOXF-45238 1.66%
MAXR-51271 1.66%
PEGI-45526 1.66%
CSTM-44780 1.66%
CNR-935 1.65%
ROG-6534 1.65%
SFS-47776 1.65%
INOV-48629 1.65%
BTG-44884 1.65%
XNCR-45942 1.65%
CUBI-42317 1.64%
CAI-33864 1.64%
NSM-42611 1.64%
SRG-49238 1.64%
MTOR-21723 1.64%
DLTH-49615 1.64%
ICHR-50509 1.63%
RDUS-46871 1.63%
ADVM-47422 1.63%
GHL-26265 1.62%
CUTR-26157 1.62%
IAG-24491 1.62%
NEO-30301 1.62%
GTE-31619 1.62%
FBP-2806 1.62%
LHCG-27342 1.62%
IFRX-51415 1.61%
GIII-3210 1.61%
RFP-40576 1.61%
AMRS-40165 1.60%
CRAY-21374 1.60%
EVRI-27639 1.60%
CSGS-14354 1.60%
BPMC-49000 1.60%
SHLD-26169 1.60%
TGTX-13984 1.60%
VYGR-49579 1.60%
BRKR-25307 1.60%
LE-46579 1.60%
BID-869 1.60%
MDR-4752 1.59%
MEDP-50194 1.59%
AUB-10054 1.59%
PTCT-44955 1.59%
FINL-2845 1.59%
AVP-660 1.59%
KN-46369 1.59%
KALU-32121 1.58%
CBM-1297 1.58%
BLDP-13798 1.58%
ADC-11085 1.58%
TPL-7551 1.58%
ARQL-15752 1.58%
RARE-46285 1.58%
AMC-46027 1.58%
LMAT-32750 1.58%
REI-42894 1.58%
NXGN-6311 1.58%
KRA-39079 1.57%
PINC-45506 1.57%
KLIC-4248 1.57%
CATM-35253 1.57%
LOGI-16649 1.57%
MGNX-45643 1.56%
ATRC-27532 1.56%
GHC-8259 1.56%
NCMI-33317 1.55%
BCOR-24011 1.55%
MRC-42786 1.55%
LTXB-32674 1.55%
RRD-2248 1.55%
AFAM-21103 1.55%
MTRX-5105 1.55%
AVX-13320 1.55%
LSCC-4549 1.54%
CVCO-25313 1.54%
CMTL-1675 1.54%
PFS-24581 1.54%
TRUP-47331 1.54%
SHEN-22166 1.53%
ENDP-21750 1.53%
UTHR-20306 1.53%
NCI-20403 1.53%
BOJA-49024 1.53%
SCHN-10268 1.53%
PETS-25867 1.53%
LNTH-49189 1.53%
BOOM-1034 1.52%
QNST-39218 1.52%
MANT-23447 1.52%
SANM-8869 1.52%
CCMP-21371 1.52%
OCSL-36371 1.52%
QUOT-46497 1.52%
CERS-16333 1.51%
ADMS-46722 1.51%
ALLK-52209 1.51%
HZN-49218 1.51%
GDEN-19717 1.51%
ALRM-49192 1.51%
CEF-1402 1.51%
ITGR-22015 1.51%
ATRS-22418 1.51%
AXSM-49607 1.51%
QURE-46310 1.51%
TUSK-50378 1.50%
VCRA-42726 1.50%
AXTI-18661 1.50%
MSCC-5053 1.50%
NAK-26776 1.50%
TBPH-46932 1.50%
TDW-51090 1.50%
QUAD-39860 1.50%
OFIX-5601 1.50%
MTW-4656 1.50%
AGEN-21104 1.50%
NTLA-49934 1.49%
TRQ-25660 1.49%
ENSG-35042 1.49%
OKTA-50758 1.49%
VCEL-16437 1.49%
AKAO-46528 1.49%
PI-50138 1.49%
PJT-49448 1.49%
CO-33188 1.49%
OIS-22464 1.49%
RYTM-51262 1.48%
MGY-50978 1.48%
MLI-4902 1.48%
MHLD-36164 1.48%
ACRS-49465 1.48%
MNKD-26524 1.48%
SENS-49825 1.48%
LANC-4355 1.48%
FBC-16754 1.48%
SMCI-33609 1.48%
PRTY-48933 1.48%
TRTN-50119 1.47%
AIMT-49323 1.47%
UIS-7761 1.47%
DDD-12959 1.47%
AMKR-18655 1.47%
MOV-14762 1.47%
BCRX-10905 1.47%
FFBC-2782 1.47%
CDXS-39523 1.47%
IPI-36093 1.47%
HLNE-50680 1.47%
FRO-22983 1.46%
LGIH-45818 1.46%
TSEM-12116 1.46%
CNSL-27478 1.46%
CALM-16169 1.46%
ASIX-50260 1.46%
LABL-4343 1.45%
LZB-4621 1.45%
ASNA-2105 1.45%
RACE-49515 1.45%
AUY-25714 1.45%
KLXI-48169 1.45%
SA-26203 1.45%
WIFI-41374 1.45%
NEWM-46297 1.45%
SPSC-39528 1.45%
OCN-15697 1.44%
DORM-6355 1.44%
WEB-27762 1.44%
YELP-42596 1.44%
SGMO-21447 1.44%
LC-48220 1.44%
ENR-49213 1.44%
TCDA-52119 1.44%
TPRE-45281 1.44%
OLLI-49271 1.44%
MUX-7845 1.44%
FLOW-49434 1.44%
ONB-5639 1.44%
VRA-40287 1.44%
RUN-49321 1.43%
DPLO-47883 1.43%
AXDX-15934 1.43%
CIR-20696 1.43%
GKOS-49178 1.43%
CSU-17639 1.43%
CHRS-48026 1.43%
ESI-45531 1.43%
SALT-45996 1.43%
SXC-41733 1.42%
NVCR-49460 1.42%
CTMX-49470 1.42%
MPAA-10992 1.42%
PUMP-50718 1.42%
CAE-23852 1.42%
VAL-2621 1.42%
CVI-22766 1.42%
GTES-51693 1.41%
NSIT-12471 1.41%
RAD-6330 1.41%
VRAY-48015 1.41%
SWIR-21561 1.41%
ASRT-18010 1.40%
ADRO-48925 1.40%
YEXT-50781 1.40%
AEL-25710 1.40%
FNGN-39363 1.40%
HUD-51722 1.40%
XOG-50368 1.40%
WVE-49585 1.40%
EGRX-46354 1.40%
VBTX-47875 1.40%
RDWR-20658 1.40%
GBCI-3109 1.40%
SPKE-47372 1.40%
FOR-35245 1.40%
CSIQ-32856 1.39%
AGR-49666 1.39%
VRNT-23745 1.39%
YRCW-8370 1.39%
IPHS-32820 1.39%
QTNA-50417 1.39%
ASPS-38633 1.39%
INDB-3918 1.39%
MAG-34175 1.38%
PBH-27027 1.38%
PDS-5855 1.38%
ILPT-51626 1.38%
TRS-33879 1.38%
KFY-19803 1.38%
CSTE-42704 1.38%
AJRD-3424 1.38%
COLM-18403 1.38%
SFM-45199 1.37%
PRIM-32784 1.37%
GTN-23945 1.37%
SMTC-6961 1.37%
LFUS-4433 1.37%
LTRP_A-47578 1.37%
TGI-15905 1.37%
CBB-24891 1.37%
TACO-46099 1.37%
LPLA-40445 1.37%
CVIA-52059 1.37%
HZO-18917 1.36%
DHT-27705 1.36%
RPD-49275 1.36%
RDC-6392 1.36%
POWI-18085 1.36%
TPC-5824 1.36%
BRKS-12512 1.36%
ACOR-28077 1.36%
AROC-34575 1.36%
RETA-49995 1.35%
OR-47173 1.35%
CW-2015 1.35%
ANGO-26324 1.35%
BOX-48486 1.35%
DNR-15789 1.35%
PZZA-9252 1.35%
REGI-42385 1.35%
PEI-5876 1.35%
SONC-7027 1.35%
MOG_A-4960 1.35%
ITCI-46053 1.35%
HABT-48126 1.34%
ALDR-46869 1.34%
ANIK-8910 1.34%
HOV-3645 1.34%
AFIN-52186 1.34%
SYNT-24790 1.34%
KYN-26660 1.34%
ZUMZ-27229 1.34%
IOVA-36209 1.34%
BLD-49207 1.34%
KLDX-49463 1.34%
CTRE-46951 1.34%
GRPN-42118 1.34%
GGN-27137 1.33%
HF-33240 1.33%
PLSE-49957 1.33%
PSLV-40322 1.33%
HPR-26865 1.33%
ATR-8783 1.33%
EBIX-18693 1.33%
ENPH-42749 1.33%
PACB-40319 1.32%
CMO-1655 1.32%
CGBD-50939 1.32%
FG-50112 1.32%
RNST-5960 1.32%
ACIA-33321 1.32%
ARCB-41 1.32%
LECO-24824 1.32%
ERF-22215 1.32%
CORT-26191 1.32%
HSKA-17227 1.32%
SJR-19150 1.32%
AMBA-43495 1.32%
SSTK-43494 1.32%
TISI-7487 1.32%
MMYT-40028 1.32%
RDFN-51079 1.31%
TELL-4982 1.31%
FCFS-5763 1.31%
PLAB-6018 1.31%
KEM-4265 1.31%
UVV-7885 1.31%
FIZZ-6104 1.31%
REV-14420 1.31%
HRTX-22651 1.30%
NVMI-21427 1.30%
SNR-47958 1.30%
FSP-27327 1.30%
DIOD-2185 1.30%
VSTO-48531 1.30%
GHDX-27666 1.30%
SBSI-18786 1.29%
TK-13289 1.29%
PARR-43375 1.29%
SIEN-47968 1.29%
STRL-9430 1.29%
CEVA-24434 1.29%
GSM-38638 1.29%
ENLC-25850 1.29%
BOLD-50135 1.29%
GNBC-47476 1.29%
MTRN-1188 1.29%
BUFF-49279 1.29%
SSRM-15591 1.29%
ADUS-38880 1.29%
ENTA-44332 1.28%
FI-45248 1.28%
STAR-24862 1.28%
CWEN-49043 1.28%
INSP-51975 1.28%
ATNX-50938 1.28%
HUBG-14569 1.28%
AFSI-32871 1.28%
PLXS-6041 1.28%
RGC-23722 1.28%
GLOB-47330 1.28%
GPRK-46345 1.28%
TTS-40545 1.28%
KELY_A-4212 1.28%
PLUS-25150 1.28%
CAMP-1244 1.28%
HMHC-45861 1.28%
INXN-40784 1.28%
EXK-33236 1.28%
REVG-50636 1.28%
CUB-1979 1.27%
MERC-4797 1.27%
CLNY-47230 1.27%
OSUR-22151 1.27%
BPFH-10723 1.27%
FDP-17651 1.27%
NTRA-49236 1.27%
WAIR-41757 1.27%
IRTC-50399 1.27%
QDEL-6297 1.27%
MWA-32159 1.27%
CWH-50366 1.27%
BNFT-45428 1.27%
INGN-46370 1.27%
SSYS-12107 1.26%
OSIS-17718 1.26%
DSL-44614 1.26%
FIT-49139 1.26%
VSTM-42426 1.26%
INT-3950 1.26%
GDI-50869 1.26%
CMPR-27674 1.26%
UBSI-7697 1.26%
OPK-23120 1.26%
CY-2043 1.26%
KTWO-46870 1.26%
SP-26332 1.26%
ESPR-44989 1.26%
LOB-49289 1.26%
FTR-2069 1.26%
BOKF-1024 1.26%
JAG-50633 1.26%
UEIC-8566 1.25%
NTUS-22865 1.25%
PHYS-39273 1.25%
GNC-41182 1.25%
WIN-27019 1.25%
CLVS-42166 1.25%
CPLG-52026 1.25%
GLUU-33566 1.25%
WTM-20315 1.25%
SFNC-6812 1.25%
ECPG-25320 1.25%
NR-5413 1.25%
VSM-50287 1.25%
RWT-13451 1.25%
FND-50798 1.25%
AMPH-47193 1.25%
IPAR-20384 1.25%
MBI-4684 1.25%
JCOM-22450 1.25%
SNX-25697 1.25%
ICON-6856 1.24%
PBYI-42689 1.24%
CVTI-12023 1.24%
WK-48254 1.24%
WDFC-8134 1.24%
ATSG-27231 1.24%
BGCP-20973 1.24%
ARAV-46582 1.24%
EVH-49100 1.24%
WOR-8306 1.24%
CATO-1219 1.24%
SONO-52291 1.24%
CARG-51281 1.24%
ARGO-6276 1.23%
USM-7851 1.23%
CSOD-41098 1.23%
EGBN-20713 1.23%
LKSD-50312 1.23%
KALA-51051 1.23%
ABG-24761 1.23%
CDE-1374 1.23%
VIRT-48943 1.23%
NATI-12701 1.23%
LRN-35259 1.23%
GPMT-50968 1.23%
SAND-43329 1.23%
PSMT-17568 1.23%
IMAX-11498 1.23%
ORA-26788 1.22%
SPXC-7086 1.22%
CHEF-41765 1.22%
CTB-1942 1.22%
AY-47123 1.22%
EVOP-52030 1.22%
OMI-5660 1.22%
APTS-41188 1.22%
BMCH-45253 1.22%
ECHO-38798 1.22%
SIR-42606 1.22%
MTCH-49608 1.22%
NAT-17553 1.22%
CBI-1287 1.22%
XPER-25705 1.21%
CKH-1581 1.21%
VRTS-37869 1.21%
TROX-40530 1.21%
DEA-48601 1.21%
FRPT-48038 1.21%
NZF-23079 1.21%
IMPV-42131 1.21%
TRGP-40547 1.21%
GPI-24787 1.21%
BAP-13612 1.21%
CLS-19063 1.21%
SFBS-46910 1.21%
FN-39824 1.21%
ACCO-27570 1.21%
BCEI-50824 1.21%
GTS-35194 1.20%
MED-4766 1.20%
MASI-34501 1.20%
SITE-49959 1.20%
PHH-26956 1.20%
ARRY-22192 1.20%
VREX-50606 1.20%
FWON_K-47272 1.20%
YNDX-41484 1.20%
ARR-35162 1.20%
CWST-17643 1.20%
MIME-49606 1.20%
AXGN-4413 1.20%
Z-49315 1.20%
IMGN-3885 1.19%
RBA-18480 1.19%
PBA-42750 1.19%
NEWR-48253 1.19%
SODA-40353 1.19%
WTI-26986 1.19%
LXFT-44986 1.19%
AGIO-45143 1.19%
TMST-47162 1.19%
SRI-24800 1.19%
TRMK-7581 1.19%
BGS-33892 1.19%
IART-18727 1.19%
CONE-43984 1.19%
CCOI-23428 1.18%
HLIO-16413 1.18%
HA-3431 1.18%
HCSG-3494 1.18%
EYE-51338 1.18%
CLNE-33924 1.18%
SNDR-50763 1.18%
NYMT-34662 1.18%
UCTT-26146 1.18%
CONN-25646 1.18%
GNL-49087 1.18%
CECO-24834 1.18%
CBL-9890 1.18%
RESI-43712 1.18%
RPAI-42764 1.18%
ITRI-10192 1.18%
AYR-32475 1.18%
OFG-16394 1.18%
LGF_A-50526 1.17%
HL-3585 1.17%
BETR-49318 1.17%
SEDG-48823 1.17%
USCR-40241 1.17%
EPAY-19784 1.17%
DB-23113 1.17%
LPI-42263 1.17%
CARB-41820 1.17%
CAL-1195 1.17%
CNHI-45538 1.17%
VRTU-34483 1.17%
PNK-49877 1.17%
CNS-26569 1.17%
ESLT-15991 1.17%
TSLX-46599 1.17%
NAD-20117 1.17%
CYBR-47779 1.16%
VRRM-50688 1.16%
BC-755 1.16%
OXLC-40733 1.16%
ESE-2608 1.16%
SGH-50900 1.16%
BLMN-43283 1.16%
CBAY-46189 1.16%
NGHC-44929 1.16%
BKS-9693 1.16%
ZAGG-32502 1.16%
IMO-3895 1.16%
BECN-26643 1.16%
JRVR-48258 1.16%
AVLR-52100 1.16%
AMAG-659 1.16%
FARO-17508 1.16%
ONDK-48290 1.16%
SSW-27550 1.16%
IPHI-40399 1.16%
PRLB-42546 1.15%
MITL-39526 1.15%
OSB-49758 1.15%
ENS-26530 1.15%
PTE-26972 1.15%
MCS-5016 1.15%
CYTK-26232 1.15%
NOMD-47572 1.15%
PATK-5761 1.15%
ASMB-40622 1.15%
EHTH-32726 1.15%
BJRI-15775 1.15%
CROX-28078 1.15%
GCO-3131 1.15%
MRCY-18183 1.15%
WD-40592 1.15%
COTV-50002 1.15%
AAXN-22846 1.15%
BLDR-27369 1.15%
SOI-50870 1.15%
FPRX-45430 1.15%
GBDC-39496 1.15%
IBP-46365 1.15%
SPTN-21939 1.15%
IRDM-35933 1.14%
CMRE-40354 1.14%
SCVL-8733 1.14%
EROS-45867 1.14%
ARCO-41242 1.14%
NEOG-5262 1.14%
MTSC-5107 1.14%
CPRX-32844 1.14%
KTOS-20947 1.14%
MHO-10217 1.14%
PPBI-23966 1.14%
AVAV-33194 1.14%
GNRC-39208 1.14%
RMAX-45557 1.14%
DOMO-52165 1.14%
VICR-7965 1.13%
NMIH-45831 1.13%
ANIP-25565 1.13%
WRD-50537 1.13%
RCKT-48602 1.13%
SAIA-24115 1.13%
MITK-4886 1.13%
XLRN-45431 1.13%
PDCE-5907 1.13%
IBOC-18437 1.13%
MATX-289 1.13%
GSHD-51962 1.13%
PETQ-51064 1.13%
KERX-21789 1.13%
FNB-2701 1.13%
UCBI-23550 1.13%
LCI-23602 1.13%
DLB-27046 1.13%
MB-49156 1.13%
MELI-34525 1.12%
NXST-25679 1.12%
SDRL-52182 1.12%
CBPX-46307 1.12%
VSLR-47820 1.12%
HDSN-12185 1.12%
SAH-24786 1.12%
ALOG-311 1.12%
SCMP-34477 1.12%
ENVA-47979 1.12%
GTLS-32433 1.12%
ORC-44141 1.12%
TYPE-34378 1.12%
HEES-28023 1.12%
ADNT-50390 1.12%
DIN-3846 1.12%
JBGS-51016 1.12%
WFT-19336 1.12%
AEIS-13777 1.11%
TILE-3832 1.11%
CLD-38971 1.11%
TSE-47098 1.11%
APPF-49193 1.11%
TARO-7308 1.11%
BV-52155 1.11%
GLIB_A-51815 1.11%
AZZ-694 1.11%
HSII-19985 1.11%
SHLM-6851 1.11%
CLW-37775 1.11%
GIB-3203 1.11%
EXPO-18417 1.11%
HT-19709 1.11%
PNFP-23718 1.11%
NTGR-25354 1.10%
JPS-24013 1.10%
BZH-10728 1.10%
RYAM-47128 1.10%
RRGB-23904 1.10%
SN-42264 1.10%
CHGG-45847 1.10%
WABC-8084 1.10%
IIN-6941 1.10%
IVC-4084 1.10%
SSP-7121 1.10%
RPXC-41375 1.10%
RGNX-49409 1.10%
BATR_K-49879 1.10%
ESND-7866 1.10%
NVG-23528 1.10%
BAS-27886 1.10%
BL-50418 1.10%
TBK-48019 1.10%
SNBR-19559 1.10%
NPO-23798 1.10%
OPB-46768 1.10%
FET-42784 1.10%
PGTI-32324 1.09%
WSBC-8277 1.09%
FELE-2769 1.09%
ALEX-43060 1.09%
BEL-21911 1.09%
PODD-33858 1.09%
VRS-50133 1.09%
ATRO-617 1.09%
TWI-9066 1.09%
NNBR-11003 1.09%
KL-51124 1.09%
TAHO-39938 1.09%
ROLL-27557 1.09%
CFFN-19962 1.09%
AGX-28450 1.09%
CTRL-45212 1.09%
MIK-47228 1.09%
TYG-26016 1.09%
FAX-2698 1.09%
NRE-49511 1.09%
MNTA-26381 1.09%
VC-40159 1.08%
SKYW-6925 1.08%
UPLD-48029 1.08%
HCC-50780 1.08%
RUBY-52187 1.08%
HLI-49341 1.08%
BMI-969 1.08%
MORN-27216 1.08%
DDS-2126 1.08%
WOW-50902 1.08%
AXAS-677 1.08%
EBSB-35628 1.08%
AIMC-33052 1.08%
MSGN-39171 1.08%
AHT-25398 1.08%
AXE-13500 1.08%
ARII-27998 1.08%
ROCK-10263 1.08%
VNDA-28326 1.08%
MGPI-24094 1.08%
SPWR-27817 1.07%
AXGT-49107 1.07%
KOP-28039 1.07%
WNC-8233 1.07%
CCJ-14479 1.07%
BAND-51428 1.07%
CPA-27908 1.07%
WRLD-8268 1.07%
LIVN-49501 1.07%
SSTI-50927 1.07%
BGG-845 1.07%
NNI-25782 1.07%
TIVO-16661 1.07%
RMBS-16945 1.07%
DESP-51201 1.07%
MGI-26435 1.07%
HLX-17180 1.07%
ASTE-579 1.07%
CIFS-51100 1.07%
HAFC-22371 1.07%
USNA-15408 1.07%
BCPC-932 1.07%
OTEX-14277 1.07%
MDCO-21906 1.06%
AAON-9681 1.06%
NWN-5523 1.06%
NWBI-12212 1.06%
CVBF-1999 1.06%
WING-49126 1.06%
GPRO-47208 1.06%
AGS-51700 1.06%
NEXA-51346 1.06%
EZPW-2671 1.06%
ARES-46843 1.06%
LSTR-8667 1.06%
CLDX-19187 1.06%
MNRO-4945 1.06%
MAIN-34797 1.06%
MRTN-5038 1.06%
LASR-51957 1.06%
HSC-3686 1.06%
LOGM-38560 1.06%
PFBC-27041 1.06%
LAMR-15516 1.05%
MBFI-23228 1.05%
SND-50440 1.05%
AGRO-40782 1.05%
TCF-1490 1.05%
PJC-25823 1.05%
CHDN-8613 1.05%
TNET-46633 1.05%
RES-6426 1.05%
MSTR-23889 1.05%
RCII-24827 1.05%
MGRC-4840 1.05%
DF-24814 1.05%
HZNP-41766 1.05%
LNN-4471 1.05%
BBDC-33359 1.05%
ITG-25095 1.05%
CARA-46283 1.05%
GOLF-50424 1.05%
HLF-26892 1.05%
PAAS-13083 1.05%
LEXE_A-50444 1.05%
GMS-50004 1.04%
KMPR-7795 1.04%
TDOC-49222 1.04%
CPS-39665 1.04%
HIFR-48544 1.04%
DVAX-25972 1.04%
GAB-3084 1.04%
BEAT-35929 1.04%
VIVO-4244 1.04%
ECYT-40814 1.04%
PB-19509 1.04%
FIBK-39401 1.04%
FMSA-47848 1.04%
KMG-17056 1.04%
ACIW-12616 1.04%
SUP-7217 1.04%
LILA_K-51615 1.04%
DSKE-49385 1.04%
CRCM-46241 1.04%
IRT-45247 1.04%
MANH-18588 1.04%
OCFC-15356 1.03%
USAT-31164 1.03%
DENN-18148 1.03%
IBKC-21503 1.03%
FGEN-48088 1.03%
ERI-47743 1.03%
COUP-50350 1.03%
SYNH-48027 1.03%
B-697 1.03%
AAWW-28378 1.03%
FCF-2732 1.03%
TOWN-31080 1.03%
JBSS-4112 1.03%
GDV-25655 1.03%
AKS-10897 1.03%
THRM-19666 1.03%
CENX-14484 1.03%
SUPN-42877 1.03%
BW-49208 1.03%
BRSS-44777 1.03%
AGO-26211 1.03%
PEGA-15365 1.03%
BRKL-23850 1.03%
PRFT-20425 1.03%
GLRE-33906 1.02%
TBI-15165 1.02%
PVAC-6258 1.02%
TGH-34810 1.02%
KRO-25764 1.02%
SPAR-7039 1.02%
MINI-10793 1.02%
UBS-48129 1.02%
HWC-3476 1.02%
MCRN-49177 1.02%
ALG-8586 1.02%
MRTX-45080 1.02%
BWA-9514 1.02%
LJPC-11512 1.02%
DCPH-51233 1.02%
HRTG-46988 1.02%
QEP-39778 1.02%
ISCA-16029 1.01%
HNI-26259 1.01%
GIL-18902 1.01%
HMSY-3607 1.01%
SNCR-32234 1.01%
EPE-46191 1.01%
FLWS-20490 1.01%
COT-1789 1.01%
STKL-7158 1.01%
FRME-2998 1.01%
FHB-50181 1.01%
FCNC_A-2739 1.01%
SCS-18347 1.01%
NVRO-48025 1.01%
SKY-6924 1.01%
WSR-40055 1.01%
SAIL-51468 1.01%
BANR-22093 1.01%
NTNX-50338 1.01%
AMN-23178 1.01%
TRTX-51054 1.01%
VKTX-48997 1.01%
MOD-4958 1.01%
DXCM-27173 1.01%
AYX-50735 1.01%
SSB-16358 1.01%
ATGE-2371 1.01%
LCII-2295 1.00%
NOVT-19892 1.00%
ANGI-51259 1.00%
ADTN-11718 1.00%
PCG-5792 1.00%
CDNS-1385 1.00%
ABAX-31 1.00%
ANH-18380 1.00%
ZIXI-20822 1.00%
RCM-39652 1.00%
HI-35919 1.00%
ATKR-50040 1.00%
MCFT-49274 1.00%
GGG-3190 1.00%
MNR-4946 1.00%
MXL-39393 1.00%
BPOP-1062 1.00%
GCI-49203 1.00%
OLED-14774 1.00%
MLAB-4898 1.00%
MEI-4803 1.00%
ARW-538 1.00%
BXMX-26746 1.00%
MLHR-4901 1.00%
HMST-42496 1.00%
EEQ-24073 1.00%
TXRH-26693 1.00%
VERI-50868 1.00%
AMWD-405 1.00%
CM-17813 1.00%
USPH-7855 0.99%
STAA-7130 0.99%
FTS-50382 0.99%
FIVN-46695 0.99%
RUSH_A-23907 0.99%
FCB-47434 0.99%
KEYW-40192 0.99%
GPRE-28159 0.99%
CNMD-1706 0.99%
MTX-5119 0.99%
SEM-38786 0.99%
NSA-48969 0.99%
EBS-32878 0.99%
ATU-484 0.99%
ANSS-15071 0.99%
GTY-3406 0.99%
KLXE-52362 0.99%
KND-23221 0.99%
RXN-42738 0.99%
CMCO-14348 0.98%
SCL-6713 0.98%
ATNI-610 0.98%
HTGC-27341 0.98%
CVGW-23857 0.98%
EPRT-52121 0.98%
FNSR-20866 0.98%
HTLF-24649 0.98%
TTMI-22072 0.98%
NTB-50279 0.98%
ARCH-50357 0.98%
SLF-21328 0.98%
CBU-1313 0.98%
SGY-9458 0.98%
WMK-8226 0.98%
CATY-1270 0.98%
SAM-24822 0.98%
NGVT-49925 0.98%
NINE-51648 0.98%
ALTR-51367 0.98%
WAGE-42919 0.98%
PNM-6077 0.98%
FIX-24793 0.97%
DFIN-50310 0.97%
JOE-6904 0.97%
LOPE-37686 0.97%
SINA-21448 0.97%
MGP-49891 0.97%
DBD-2100 0.97%
CXP-45641 0.97%
PRTK-32095 0.97%
CARS-50891 0.97%
ASB-547 0.97%
GLT-3239 0.97%
PIR-6000 0.97%
BKD-27830 0.97%
TTC-7623 0.97%
LOXO-47432 0.97%
QGEN-15206 0.97%
WSFS-9305 0.97%
LAUR-50639 0.97%
MYGN-13698 0.97%
DNOW-46949 0.97%
CJ-50690 0.97%
DO-13635 0.97%
HURN-26708 0.96%
ABCB-11232 0.96%
MDRX-20394 0.96%
EGOV-20359 0.96%
SD-50348 0.96%
CCC-1331 0.96%
FLDM-40848 0.96%
XCRA-4576 0.96%
AWK-36098 0.96%
SAGE-47332 0.96%
EXTN-49560 0.96%
AERI-45733 0.96%
ESIO-2612 0.96%
AIN-247 0.96%
BNCL-34229 0.96%
STC-6893 0.96%
INTL-12684 0.96%
AHH-44677 0.96%
VRNS-46453 0.96%
STRA-15397 0.96%
OMF-45670 0.96%
ZGNX-40461 0.95%
PAHC-46748 0.95%
TSC-44690 0.95%
SIGI-6880 0.95%
AVEO-39350 0.95%
REX-9642 0.95%
VVI-26439 0.95%
GWB-47898 0.95%
SWCH-51268 0.95%
BRY-52244 0.95%
NWE-26769 0.95%
RAMP-110 0.95%
AVNS-47929 0.95%
BRS-5645 0.95%
EXLS-32752 0.95%
HMN-3605 0.95%
BSIG-47873 0.95%
KEX-4220 0.95%
SXT-22272 0.95%
BLX-957 0.95%
KFRC-13450 0.95%
SMP-6967 0.95%
CLDT-39498 0.95%
VNTR-51091 0.95%
CPG-46206 0.95%
NEA-24423 0.94%
MATW-11668 0.94%
SOHU-21813 0.94%
WLH-43733 0.94%
FCN-14927 0.94%
EXTR-19973 0.94%
RGLD-6455 0.94%
UNT-7806 0.94%
WBT-49760 0.94%
PENN-11361 0.94%
CALA-47830 0.94%
COLB-1755 0.94%
RGR-6458 0.94%
AINV-26183 0.94%
CSFL-22429 0.94%
AQUA-51375 0.94%
FUL-3065 0.94%
BKE-915 0.94%
SPN-14141 0.94%
LPNT-20105 0.94%
HTLD-3706 0.93%
WMS-47380 0.93%
JHG-50910 0.93%
RP-40030 0.93%
KW-35165 0.93%
HDP-48257 0.93%
IRBT-27780 0.93%
BOOT-47980 0.93%
NOG-35961 0.93%
BCO-24884 0.93%
CBLK-51982 0.93%
OCLR-21366 0.93%
AIR-253 0.93%
GES-24811 0.93%
ENV-39958 0.93%
SHOO-10513 0.93%
CPLA-32860 0.93%
UVE-31185 0.93%
IOSP-18759 0.93%
UPL-50782 0.92%
BHLB-21587 0.92%
VGR-21572 0.92%
CBZ-17988 0.92%
HAE-3436 0.92%
WDR-18508 0.92%
AWR-19037 0.92%
CWT-2034 0.92%
CRS-1874 0.92%
RUTH-27549 0.92%
NMFC-41463 0.92%
CHSP-39041 0.92%
TPB-49954 0.92%
BRC-1078 0.92%
CVA-2169 0.92%
TCPC-42758 0.92%
NYT-5551 0.92%
JELD-50634 0.92%
RGS-6453 0.92%
WGO-8168 0.92%
UNFI-16129 0.92%
BANC-23943 0.92%
HELE-3522 0.92%
SRDX-18490 0.92%
FOLD-33949 0.92%
BHE-856 0.92%
WERN-8147 0.92%
AMSF-27819 0.91%
CRK-1663 0.91%
SON-7028 0.91%
TECD-7372 0.91%
IBKR-33807 0.91%
QLYS-43454 0.91%
UBNT-42027 0.91%
NYRT-46760 0.91%
TVTY-371 0.91%
POOL-13718 0.91%
AAOI-45503 0.91%
PPC-39111 0.91%
FSS-3037 0.91%
HQY-47397 0.91%
AXS-25305 0.91%
MTH-16385 0.91%
SFIX-51467 0.91%
NAVG-5200 0.91%
TREE-36742 0.91%
CUDA-45797 0.91%
TTD-50288 0.91%
RIC-16681 0.90%
CMP-25728 0.90%
LOCO-47382 0.90%
OII-5629 0.90%
HOPE-18186 0.90%
AIT-24855 0.90%
CLDR-50810 0.90%
VIAV-20387 0.90%
ARNA-21724 0.90%
SAIC-45410 0.90%
UFPI-10300 0.90%
SWM-14164 0.90%
NBHC-43419 0.90%
HTH-25976 0.90%
OEC-47384 0.90%
CLNC-51720 0.90%
KOS-41416 0.90%
RPT-15010 0.90%
PRSC-25458 0.90%
TRUE-46929 0.90%
FOCS-52242 0.90%
ATTU-22091 0.90%
SEAS-44541 0.90%
DRQ-17646 0.90%
MDC-4736 0.90%
SYNA-23398 0.90%
APLE-49051 0.90%
CVE-38896 0.89%
FRAN-41737 0.89%
FLO-2876 0.89%
ROIC-34972 0.89%
MTGE-41792 0.89%
SAFM-6624 0.89%
AKR-19185 0.89%
ZBRA-8388 0.89%
ARMK-45992 0.89%
GBX-11645 0.89%
WBS-8119 0.89%
CRMT-23575 0.89%
EDR-26969 0.89%
DOOR-45383 0.89%
GBT-49335 0.88%
AXL-19672 0.88%
REG-10027 0.88%
PLT-10655 0.88%
CCT-51451 0.88%
JNCE-50619 0.88%
HFWA-18166 0.88%
NBEV-47346 0.88%
HASI-44511 0.88%
PCH-5809 0.88%
SFL-26386 0.88%
NE-5249 0.88%
ELY-2514 0.88%
BLKB-26496 0.88%
CMD-1722 0.88%
AGCO-197 0.88%
LDL-4402 0.88%
GEF-14379 0.88%
IGT-48892 0.88%
JUNO-48317 0.88%
PRA-22835 0.87%
AAT-40707 0.87%
DXPE-17196 0.87%
ICUI-3796 0.87%
CACI-1218 0.87%
IIVI-3854 0.87%
ARWR-10417 0.87%
ILG-36735 0.87%
NUVA-26291 0.87%
ALGT-33016 0.87%
FFIN-10148 0.87%
PMT-38630 0.87%
LITE-49288 0.87%
ANAB-50616 0.87%
FCPT-49543 0.87%
NMRK-51580 0.87%
VSH-8050 0.87%
BCC-44089 0.87%
SWI-52553 0.87%
COOP-49437 0.87%
EE-24852 0.87%
TKR-7467 0.87%
TRNO-39161 0.86%
SVMK-52450 0.86%
FOSL-8816 0.86%
GEO-11710 0.86%
WTS-8107 0.86%
MCY-5017 0.86%
GWRE-42402 0.86%
BSFT-39782 0.86%
VOYA-44645 0.86%
FOE-2933 0.86%
TSG-49104 0.86%
MFA-18590 0.86%
RLI-6489 0.86%
TWOU-46648 0.86%
ADSW-50361 0.86%
ALE-21975 0.86%
CADE-50779 0.86%
RCI-14298 0.85%
SASR-14804 0.85%
LBRT-51630 0.85%
HK-31032 0.85%
PEB-39047 0.85%
UNVR-49138 0.85%
WIX-45800 0.85%
FTK-27496 0.85%
RGEN-6449 0.85%
RRR-49908 0.85%
ATHN-34692 0.85%
STL-19730 0.85%
CNA-1684 0.85%
IRWD-39194 0.85%
JCP-4118 0.85%
ABM-52 0.85%
NP-26837 0.84%
TSRO-43124 0.84%
AVYA-51634 0.84%
ODFL-5582 0.84%
ORIG-41919 0.84%
GWR-15139 0.84%
HOME-50187 0.84%
ANAT-412 0.84%
KAI-22911 0.84%
PSB-6190 0.84%
LADR-46317 0.84%
KBR-32880 0.84%
SGMS-22637 0.84%
IPXL-37849 0.84%
IDRA-14255 0.84%
HALO-26766 0.84%
REXR-45111 0.84%
TU-22176 0.84%
MPWR-26811 0.83%
ORBK-5690 0.83%
HOMB-32302 0.83%
SITC-8468 0.83%
JKHY-4141 0.83%
TNC-7303 0.83%
KWR-6294 0.83%
ZS-51832 0.83%
CBT-1315 0.83%
FRAC-50612 0.83%
TRN-7583 0.83%
CURO-51534 0.83%
GDOT-39932 0.83%
PBI-5773 0.83%
EVTC-44466 0.83%
NSTG-44991 0.83%
SHOP-49060 0.83%
TIME-46965 0.83%
AMRX-51987 0.83%
TDS-7362 0.82%
TECK-31886 0.82%
INN-40842 0.82%
BE-52233 0.82%
MUSA-45299 0.82%
UMBF-11215 0.82%
TLRD-7203 0.82%
LSXM_K-49883 0.82%
SLAB-21326 0.82%
MLNX-33316 0.82%
BOH-1023 0.82%
CNNE-51489 0.82%
ENTG-21754 0.82%
CWK-52288 0.82%
SFLY-32660 0.82%
LLNW-33989 0.82%
GLDD-28476 0.82%
ABMD-53 0.81%
CDEV-50376 0.81%
VMI-7897 0.81%
HTZ-50070 0.81%
HEI-3519 0.81%
SBGI-13098 0.81%
FMBI-2891 0.81%
AHL-25712 0.81%
SABR-46776 0.81%
LSI-24823 0.81%
IMMR-20877 0.81%
RXDX-44685 0.81%
GCP-49727 0.80%
APAM-44249 0.80%
VG-32143 0.80%
PDCO-26437 0.80%
ALNY-26335 0.80%
TECH-7373 0.80%
WETF-31288 0.80%
KGC-9189 0.80%
LAD-16238 0.80%
BDC-26479 0.80%
SJI-6900 0.80%
SUM-48746 0.80%
PSTG-49464 0.80%
ETH-8633 0.80%
FSLR-32902 0.80%
MKL-4649 0.80%
ZNGA-42277 0.80%
MDSO-38538 0.80%
CNX-24758 0.79%
FICO-2837 0.79%
SRC-43414 0.79%
ESGR-33253 0.79%
NEU-26395 0.79%
GVA-3123 0.79%
MKSI-19909 0.79%
GOOS-50713 0.79%
EWBC-19787 0.79%
WMGI-40816 0.79%
SGEN-22563 0.79%
CHH-24865 0.79%
DCI-2109 0.79%
ESNT-45770 0.79%
JBT-36586 0.79%
DLPH-51494 0.79%
CALD-25643 0.79%
FTSI-51725 0.79%
TLYS-42895 0.79%
EPC-21380 0.78%
SBH-32866 0.78%
CISN-51008 0.78%
ICLR-18729 0.78%
TCBI-25467 0.78%
IDCC-3801 0.78%
ONCE-48547 0.78%
ITT-14081 0.78%
MKTX-26781 0.78%
NVTA-48628 0.77%
XHR-48575 0.77%
WHD-51742 0.77%
LILA_K-49206 0.77%
CHE-26305 0.77%
G-34442 0.77%
NSP-16323 0.77%
MSM-5066 0.77%
KREF-50850 0.77%
IVR-38531 0.77%
HAWK-44570 0.76%
TEN-7422 0.76%
OUT-46644 0.76%
TIER-46394 0.76%
JLL-19898 0.76%
STMP-26286 0.76%
WAFD-8162 0.76%
CVLT-32622 0.76%
BIVV-50595 0.76%
KNL-26881 0.76%
VLY-8011 0.76%
HGV-50534 0.76%
UAA-27822 0.76%
SVU-7233 0.75%
TVPT-47788 0.75%
PSDO-50695 0.75%
CLGX-2691 0.75%
RBC-6352 0.75%
SEE-6769 0.75%
TPH-44053 0.75%
CFX-36176 0.75%
PSEC-26517 0.75%
WRE-8266 0.75%
HUBS-47872 0.75%
HHC-40378 0.75%
PLCE-24789 0.75%
ABCO-23176 0.75%
EAT-2404 0.75%
TEAM-49655 0.75%
MIDD-4695 0.75%
GSKY-52033 0.75%
Y-8369 0.75%
OSTK-23714 0.75%
NPK-5407 0.75%
LTC-4561 0.74%
WTFC-16703 0.74%
AVT-661 0.74%
ALV-16838 0.74%
BKI-49048 0.74%
VVC-21458 0.74%
ATI-24840 0.74%
PRI-39434 0.74%
NJR-5326 0.74%
LGND-12200 0.74%
AAN-523 0.74%
CVNA-50807 0.74%
CRY-8460 0.74%
TREX-20028 0.73%
PLAY-47884 0.73%
SIG-9774 0.73%
CYS-38477 0.73%
ACGL-21462 0.73%
CLI-11752 0.73%
AVXS-49751 0.73%
CEIX-51457 0.73%
IT-9930 0.73%
UNIT-48962 0.73%
LL-35036 0.73%
MSA-4939 0.73%
DECK-9909 0.73%
LXP-9968 0.73%
DLX-2212 0.72%
FIVE-43201 0.72%
APY-51966 0.72%
CPB-1795 0.72%
SSD-11386 0.72%
CNK-33716 0.72%
SAVE-41498 0.72%
CHS-8612 0.72%
CR-1835 0.72%
CVG-19203 0.72%
EXP-11120 0.72%
FCE_A-49700 0.72%
EIG-33239 0.72%
KRG-26562 0.72%
AZPN-11999 0.72%
UHAL-12141 0.72%
PAG-15913 0.72%
MTZ-4667 0.72%
ISBC-27703 0.72%
VVV-50325 0.72%
DYN-43462 0.71%
BB-19831 0.71%
SRPT-16999 0.71%
RH-43599 0.71%
OZK-17264 0.71%
BYD-9888 0.71%
CLB-13508 0.71%
ESL-2614 0.71%
MSG-49458 0.71%
CAR-17991 0.71%
STE-7173 0.71%
GH-52491 0.71%
SNH-20799 0.71%
ELS-8516 0.71%
NBIX-14972 0.71%
NHI-5303 0.71%
TCO-7346 0.71%
VNE-52084 0.71%
LAZ-27223 0.71%
ESRT-45559 0.70%
FAF-39664 0.70%
HPP-39816 0.70%
WH-52028 0.70%
RDN-20276 0.70%
RYN-11044 0.70%
NUS-16059 0.70%
LNCE-4499 0.70%
WWW-8321 0.70%
GME-23438 0.70%
WSO-8288 0.70%
BTU-50749 0.69%
TRMB-7580 0.69%
SLM-6935 0.69%
VR-34334 0.69%
WW-23269 0.69%
CUBE-26733 0.69%
BFAM-44017 0.69%
AWI-32690 0.69%
BKH-913 0.69%
SUI-10535 0.69%
RPM-6557 0.69%
GIMO-44892 0.69%
IEX-3816 0.69%
OGS-46180 0.69%
EEFT-16609 0.69%
FNV-41886 0.69%
TRP-7591 0.69%
LBTY_K-27608 0.69%
ADT-51649 0.68%
COMM-45734 0.68%
QTS-45617 0.68%
WBC-34226 0.68%
IPGP-33033 0.68%
CIM-35081 0.68%
EVR-32483 0.68%
WAL-27421 0.68%
TGNA-3128 0.68%
ACAD-26322 0.68%
MDGL-33298 0.68%
DRH-27278 0.68%
MPW-27443 0.67%
DAR-11908 0.67%
STAY-45848 0.67%
LBRD_K-48010 0.67%
PVTL-51942 0.67%
RLJ-41417 0.67%
ARRS-25134 0.67%
KMT-4271 0.67%
HPT-13373 0.67%
WRI-8267 0.67%
HEAR-40197 0.67%
AIZ-25955 0.67%
THG-13601 0.67%
ELLI-41243 0.66%
P-41579 0.66%
GATX-3266 0.66%
HUBB-3714 0.66%
SRCL-15581 0.66%
CNDT-50533 0.66%
SLCA-42436 0.66%
JACK-20740 0.66%
IDTI-3808 0.66%
SKT-9052 0.66%
MDP-4751 0.66%
EQC-3675 0.66%
BCE-766 0.66%
SMG-6736 0.65%
THS-27406 0.65%
COHR-1751 0.65%
FLIR-9156 0.65%
SRCI-35051 0.65%
MULE-50719 0.64%
RNG-45521 0.64%
YUMC-50392 0.64%
CCK-1343 0.64%
WLK-26563 0.64%
CXW-22102 0.64%
CRZO-17358 0.64%
VSAT-16307 0.64%
URBN-10303 0.64%
ERII-36518 0.63%
SM-4664 0.63%
WRB-916 0.63%
JW_A-8187 0.63%
MNK-44917 0.63%
DBI-27409 0.63%
ALKS-301 0.63%
NDAQ-27026 0.63%
HAIN-10649 0.63%
CCEP-1332 0.63%
ECA-23021 0.63%
TMHC-44433 0.62%
CABO-49204 0.62%
CNQ-21735 0.62%
BNS-1010 0.62%
SR-4435 0.62%
UE-48390 0.62%
CASY-1266 0.62%
CLH-1597 0.62%
TWLO-50077 0.61%
BKU-40783 0.61%
AL-41280 0.61%
HTA-43032 0.61%
TWO-38887 0.61%
BXS-1028 0.61%
NDSN-5253 0.61%
AGU-12856 0.61%
NBR-5214 0.61%
SSNC-39432 0.61%
BXC-26873 0.60%
FR-11478 0.60%
CMC-1636 0.60%
QCP-50403 0.60%
GMED-43252 0.60%
EV-2407 0.60%
CSRA-49630 0.60%
PACW-21624 0.60%
PDM-39204 0.60%
BPR-52361 0.60%
DK-32042 0.59%
CRUS-1882 0.59%
SJW-6907 0.59%
PTC-6064 0.59%
OI-5626 0.59%
UNF-7789 0.59%
BHC-10908 0.59%
RS-11955 0.59%
COLD-51651 0.59%
GNTX-3286 0.59%
MIC-26898 0.58%
RLGY-43500 0.58%
ABR-26186 0.58%
WPC-21713 0.58%
HE-3509 0.58%
MAC-10984 0.57%
POL-22049 0.57%
FII-18709 0.57%
STWD-38668 0.57%
MD-13557 0.57%
MDU-4760 0.57%
ETSY-48934 0.57%
EPAM-42463 0.57%
CDW-45007 0.57%
CBSH-1312 0.57%
CREE-8459 0.57%
ULTI-19008 0.57%
TNDM-45852 0.56%
TDY-7367 0.56%
ICPT-43505 0.56%
USG-7844 0.56%
EGP-2471 0.56%
GPK-25429 0.56%
FULT-3066 0.56%
DATA-44747 0.55%
SCCO-14284 0.55%
LQ-46721 0.55%
WTR-6193 0.55%
RGA-9037 0.55%
PGRE-48104 0.55%
RHP-3175 0.55%
PFPT-42825 0.55%
MFC-4809 0.55%
PFG-23151 0.54%
UGI-7739 0.54%
GRA-3328 0.54%
NCR-16389 0.54%
AN-410 0.54%
CLF-1595 0.54%
GDDY-48863 0.54%
DOC-45113 0.54%
VER-41872 0.54%
WST-8291 0.53%
HRC-3471 0.53%
TCF-7334 0.53%
HXL-3738 0.53%
NFG-5284 0.53%
SBRA-26096 0.53%
STOR-48103 0.53%
SPB-38708 0.53%
PS-51992 0.53%
RIG-9038 0.52%
ALSN-42637 0.52%
QRTE_A-32046 0.52%
CBRL-1308 0.52%
PRAH-48077 0.52%
AM-50835 0.52%
OLN-5643 0.52%
IAC-26470 0.52%
ATO-612 0.52%
BWXT-39885 0.51%
TFX-7414 0.51%
R-6326 0.50%
NUAN-19926 0.50%
THO-7433 0.50%
RMD-13089 0.50%
CPRI-42270 0.50%
NKTR-24572 0.50%
AMD-351 0.50%
WWE-20818 0.50%
EGN-2470 0.50%
WSM-8284 0.50%
ORI-5696 0.50%
MODN-44311 0.50%
CACC-1216 0.50%
MMI-45771 0.49%
BLUE-44935 0.49%
PRGO-6161 0.49%
ZEN-46918 0.49%
EPR-17847 0.49%
FNF-47177 0.49%
NYCB-22250 0.49%
UFS-2329 0.49%
STAG-41271 0.49%
WYND-32393 0.49%
EVHC-50499 0.49%
THC-5343 0.49%
LB-4564 0.48%
CSGP-20475 0.48%
WAB-13135 0.48%
MGA-4823 0.48%
CNO-25497 0.48%
OGE-5607 0.48%
VEEV-45667 0.48%
EAF-51934 0.47%
BMO-12002 0.47%
HIW-11492 0.47%
CHK-8461 0.47%
DY-2385 0.47%
DAN-35359 0.47%
CFR-1427 0.47%
CC-49210 0.46%
WU-32603 0.46%
KBH-4199 0.46%
INSG-50449 0.45%
OSK-5719 0.45%
CAKE-1234 0.45%
SWX-7253 0.45%
GT-3384 0.45%
MTG-5092 0.45%
OFC-18404 0.45%
FLS-17207 0.45%
CGNX-1460 0.44%
TPX-25802 0.44%
COR-40146 0.44%
CPE-12011 0.44%
CRL-21605 0.44%
TYL-7681 0.43%
DCT-33026 0.43%
FTDR-52407 0.43%
RHI-6465 0.43%
ARI-38759 0.43%
WWD-16425 0.43%
GPOR-28116 0.43%
SF-6798 0.42%
AOS-6949 0.42%
HR-8965 0.42%
EXEL-21383 0.42%
BHF-51046 0.42%
ASGN-557 0.41%
MC-46771 0.41%
TDC-34661 0.41%
GLPI-45656 0.41%
KS-30759 0.41%
LNG-22096 0.41%
FTNT-38965 0.41%
PRSP-52045 0.40%
TRI-23825 0.40%
H-38909 0.40%
WEN-10293 0.40%
AXTA-48065 0.40%
XRAY-8352 0.40%
AMH-45197 0.40%
EFX-2465 0.40%
BURL-45558 0.40%
ATEN-46598 0.40%
NWSA-44931 0.39%
CINF-1551 0.39%
CDK-47752 0.39%
MMS-24794 0.39%
WPM-27437 0.39%
ACM-33831 0.39%
KRC-16374 0.39%
EME-14028 0.39%
CTLT-47414 0.39%
LII-24767 0.38%
FLEX-10953 0.38%
AR-45618 0.38%
JBLU-23599 0.38%
PFGC-49455 0.38%
TEX-7408 0.38%
OHI-5621 0.37%
SMAR-51961 0.37%
CAVM-33776 0.36%
TER-7401 0.36%
LW-50430 0.36%
DOX-18875 0.36%
IQV-44692 0.36%
ANF-15622 0.35%
PWR-6269 0.35%
AA-50428 0.35%
LYV-27943 0.35%
RNR-13267 0.35%
PAY-27206 0.35%
MUR-5126 0.35%
SIVB-6897 0.35%
CCP-49325 0.34%
PAYC-46744 0.34%
ED-2434 0.34%
GRUB-46693 0.34%
SJM-21935 0.34%
EXAS-22364 0.34%
IDA-3798 0.33%
TLRY-52211 0.33%
MU-5121 0.33%
LULU-34395 0.33%
SNPS-6994 0.33%
SERV-47207 0.33%
LNT-18584 0.33%
SHO-26728 0.33%
HDS-44990 0.32%
ARCC-26672 0.32%
MTDR-42446 0.32%
GRMN-22316 0.31%
BERY-43476 0.31%
DOCU-51937 0.31%
LEG-4415 0.31%
MSCI-35078 0.31%
AEO-11086 0.30%
INGR-18142 0.30%
BAM-21475 0.29%
FDC-49496 0.29%
NVT-51928 0.28%
KIM-4238 0.28%
ACC-26553 0.27%
PBF-43713 0.26%
XYL-42023 0.26%
BXMT-24697 0.26%
SIX-39612 0.25%
POST-42407 0.25%
FEYE-45451 0.25%
BDN-9096 0.25%
CP-1792 0.24%
SEND-51455 0.24%
AMTD-16586 0.24%
PLNT-49322 0.23%
GPT-26520 0.23%
QRVO-48384 0.23%
CRI-25576 0.23%
ATUS-50970 0.23%
CSL-1909 0.22%
JAZZ-33959 0.22%
SPR-32921 0.22%
ST-39347 0.22%
COTY-44909 0.21%
SC-46215 0.21%
EXR-26566 0.21%
MTD-17895 0.20%
ENB-19374 0.20%
DISC_A-36930 0.20%
LPT-11514 0.19%
STLD-16108 0.19%
RE-13720 0.19%
SNAP-50683 0.19%
CIEN-16453 0.19%
ROL-6539 0.18%
UMPQ-18634 0.18%
SWN-7244 0.18%
AEM-154 0.18%
SCI-7110 0.17%
MOH-25349 0.17%
SPLK-42815 0.17%
DISH-13017 0.17%
W-47833 0.17%
SBNY-26132 0.16%
HII-41111 0.16%
HFC-3620 0.16%
AIV-11598 0.15%
QSR-48215 0.15%
CUZ-1995 0.15%
TTWO-16820 0.15%
DNKN-41759 0.15%
SYF-47415 0.15%
MAA-10639 0.14%
ASH-559 0.14%
KLAC-4246 0.13%
XPO-26287 0.13%
LM-4488 0.13%
ATH-50518 0.12%
PTEN-10254 0.12%
BBBY-739 0.12%
LEA-38921 0.11%
VST-50860 0.11%
HCP-3490 0.10%
HP-3647 0.10%
TRIP-42230 0.10%
FTI-22784 0.09%
JWN-5382 0.09%
FHN-26204 0.09%
WPX-42251 0.08%
MRO-5035 0.08%
LHO-18582 0.08%
AGNC-36243 0.08%
CLR-33856 0.07%
RRC-19249 0.07%
POR-28318 0.06%
DEI-32770 0.06%
FTCH-52425 0.05%
USFD-50003 0.05%
BRO-1097 0.05%
EHC-3661 0.05%
TAP-76 0.05%
WCN-38453 0.05%
RJF-6482 0.04%
SBAC-20281 0.04%
HUN-27030 0.04%
CMG-28016 0.03%
TMK-7488 0.03%
GG-22226 0.03%
BF_B-822 0.03%
BRX-45755 0.02%
MTB-5117 0.02%
XRX-8354 0.02%
NLY-17702 0.02%
AFG-12980 0.01%
DNB-2237 0.01%
SKX-20284 0.01%
BAH-40420 0.01%
ALK-300 0.00%
BWLD-25642 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 -12.03%
Annualized Common Return -6.90%
Annualized Total Return -18.11%
Specific Sharpe Ratio -2.08
Exposures Summary Average Risk Factor Exposure Annualized Return Cumulative Return
basic_materials -0.00 -0.45% -0.90%
consumer_cyclical 0.00 0.00% 0.01%
financial_services 0.00 -0.55% -1.10%
real_estate -0.00 -0.13% -0.25%
consumer_defensive -0.00 -0.10% -0.19%
health_care -0.00 -0.04% -0.08%
utilities 0.00 -0.05% -0.11%
communication_services -0.00 0.03% 0.06%
energy -0.01 -3.04% -6.01%
industrials -0.00 -0.53% -1.07%
technology 0.01 -2.06% -4.09%
momentum 0.06 -0.03% -0.05%
size 0.01 -0.32% -0.63%
value -0.04 -0.09% -0.18%
short_term_reversal -0.02 0.04% 0.08%
volatility -0.03 0.23% 0.47%
In [ ]: