Run the cell below to create your tear sheet.
bt = get_backtest('5d4751f7ddf49b626ff01028')
bt.create_full_tear_sheet()
100% Time: 0:00:15|###########################################################|
/usr/local/lib/python2.7/dist-packages/pyfolio/utils.py:306: UserWarning: Detected intraday strategy; inferring positions from transactions. Set estimate_intraday=False to disable. '=False to disable.')
Start date | 2017-07-28 |
---|---|
End date | 2019-08-02 |
Total months | 24 |
Backtest | |
Annual return | 26.3% |
Cumulative returns | 60.1% |
Annual volatility | 6.6% |
Sharpe ratio | 3.57 |
Calmar ratio | 6.51 |
Stability | 0.96 |
Max drawdown | -4.0% |
Omega ratio | 1.80 |
Sortino ratio | 6.02 |
Skew | -0.09 |
Kurtosis | 1.07 |
Tail ratio | 1.41 |
Daily value at risk | -0.7% |
Gross leverage | 0.99 |
Daily turnover | 201.0% |
Alpha | 0.24 |
Beta | 0.00 |
Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
---|---|---|---|---|---|
0 | 4.05 | 2018-12-19 | 2019-01-25 | 2019-03-27 | 71 |
1 | 3.07 | 2019-05-02 | 2019-05-13 | 2019-07-02 | 44 |
2 | 2.77 | 2018-09-24 | 2018-10-10 | 2018-10-29 | 26 |
3 | 2.52 | 2017-07-28 | 2017-09-20 | 2017-10-19 | 60 |
4 | 2.33 | 2017-12-15 | 2018-01-16 | 2018-02-06 | 38 |
Stress Events | mean | min | max |
---|---|---|---|
New Normal | 0.09% | -1.69% | 1.52% |
Top 10 long positions of all time | max |
---|---|
AKRX-270 | 4.00% |
APLS-51423 | 3.62% |
TCMD-50169 | 3.30% |
FLXN-46344 | 3.26% |
XON-45239 | 3.26% |
RTRX-41663 | 3.21% |
HLF-26892 | 3.20% |
EGHT-22889 | 3.18% |
WTTR-50789 | 3.15% |
TTPH-44314 | 3.14% |
Top 10 short positions of all time | max |
---|---|
AOBC-24519 | -3.48% |
MGLN-25837 | -3.41% |
YELP-42596 | -3.37% |
ORCL-5692 | -3.27% |
BHVN-50839 | -3.17% |
PTLA-44770 | -3.01% |
SEIC-6774 | -2.98% |
NAVI-46782 | -2.85% |
TRHC-50333 | -2.84% |
NIHD-24622 | -2.82% |
Top 10 positions of all time | max |
---|---|
AKRX-270 | 4.00% |
APLS-51423 | 3.62% |
AOBC-24519 | 3.48% |
MGLN-25837 | 3.41% |
YELP-42596 | 3.37% |
TCMD-50169 | 3.30% |
ORCL-5692 | 3.27% |
FLXN-46344 | 3.26% |
XON-45239 | 3.26% |
RTRX-41663 | 3.21% |
All positions ever held | max |
---|---|
AKRX-270 | 4.00% |
APLS-51423 | 3.62% |
AOBC-24519 | 3.48% |
MGLN-25837 | 3.41% |
YELP-42596 | 3.37% |
TCMD-50169 | 3.30% |
ORCL-5692 | 3.27% |
FLXN-46344 | 3.26% |
XON-45239 | 3.26% |
RTRX-41663 | 3.21% |
HLF-26892 | 3.20% |
EGHT-22889 | 3.18% |
BHVN-50839 | 3.17% |
WTTR-50789 | 3.15% |
TTPH-44314 | 3.14% |
XXII-32588 | 3.10% |
IONS-4031 | 3.09% |
HBM-40301 | 3.07% |
PTLA-44770 | 3.01% |
DERM-47845 | 3.01% |
SEIC-6774 | 2.98% |
SRNE-33062 | 2.97% |
URGN-50831 | 2.90% |
AVLR-52100 | 2.89% |
LSI-24823 | 2.86% |
EPZM-44830 | 2.85% |
NAVI-46782 | 2.85% |
TRHC-50333 | 2.84% |
NCLH-43981 | 2.83% |
NIHD-24622 | 2.82% |
KEM-4265 | 2.80% |
VAC-42125 | 2.79% |
SLDB-51692 | 2.76% |
CRSP-50400 | 2.71% |
COLL-49016 | 2.70% |
BWA-9514 | 2.70% |
FSCT-51350 | 2.70% |
AAL-45971 | 2.69% |
ADNT-50390 | 2.67% |
GTHX-50879 | 2.67% |
EW-21382 | 2.65% |
CAR-17991 | 2.64% |
FCAU-47888 | 2.64% |
ACHC-42091 | 2.64% |
DRNA-46271 | 2.63% |
SBLK-28112 | 2.62% |
SYMC-7272 | 2.60% |
EOLS-51743 | 2.59% |
WYNN-24124 | 2.58% |
CRON-51806 | 2.58% |
I-44539 | 2.58% |
OPI-38446 | 2.58% |
TSE-47098 | 2.57% |
CYH-21608 | 2.57% |
PCG-5792 | 2.57% |
INFN-33979 | 2.57% |
SBCF-23814 | 2.57% |
AMD-351 | 2.56% |
SGYP-32331 | 2.55% |
TIF-7447 | 2.55% |
QTWO-46578 | 2.55% |
KPTI-45799 | 2.54% |
TWNK-49495 | 2.54% |
TRXC-29042 | 2.53% |
FWRD-19216 | 2.52% |
OLED-14774 | 2.52% |
WATT-46650 | 2.52% |
COKE-1753 | 2.52% |
DRI-12882 | 2.52% |
GOGO-44965 | 2.52% |
RIGL-25226 | 2.52% |
GTT-44938 | 2.51% |
EDIT-49736 | 2.50% |
SRPT-16999 | 2.50% |
JEF-4580 | 2.49% |
KAMN-4195 | 2.49% |
CL-1582 | 2.49% |
AGN-8572 | 2.48% |
PAGS-51689 | 2.48% |
FATE-45429 | 2.48% |
ALXN-14328 | 2.48% |
IRBT-27780 | 2.48% |
SHAK-48543 | 2.47% |
TERP-47334 | 2.47% |
PRTA-43730 | 2.47% |
RGLD-6455 | 2.47% |
ABEO-28471 | 2.47% |
BHC-10908 | 2.47% |
CZZ-34560 | 2.46% |
EVBG-50264 | 2.45% |
ATR-8783 | 2.45% |
MGNX-45643 | 2.45% |
RVNC-46315 | 2.44% |
DNLI-51542 | 2.43% |
CRBP-47955 | 2.43% |
AG-40607 | 2.43% |
OMCL-23019 | 2.42% |
GBT-49335 | 2.41% |
GLNG-24489 | 2.41% |
DE-2127 | 2.41% |
KL-51124 | 2.41% |
W-47833 | 2.40% |
REG-10027 | 2.39% |
MTSI-42646 | 2.38% |
QURE-46310 | 2.38% |
TENB-52241 | 2.38% |
ELF-50320 | 2.37% |
EFX-2465 | 2.37% |
DORM-6355 | 2.37% |
RTN-6583 | 2.36% |
INSY-44665 | 2.36% |
VMW-34545 | 2.36% |
PTCT-44955 | 2.36% |
INO-3150 | 2.35% |
WSM-8284 | 2.35% |
AKCA-51037 | 2.34% |
SNX-25697 | 2.34% |
MASI-34501 | 2.33% |
ARQL-15752 | 2.33% |
ASPS-38633 | 2.32% |
PEN-49413 | 2.32% |
ICFI-32652 | 2.32% |
QGEN-15206 | 2.31% |
TTEK-8106 | 2.31% |
NPTN-40807 | 2.31% |
LVS-26882 | 2.31% |
TUP-15041 | 2.30% |
IAG-24491 | 2.30% |
TPIC-50137 | 2.30% |
KRNT-48872 | 2.29% |
SLCA-42436 | 2.29% |
INST-49594 | 2.29% |
GLW-3241 | 2.29% |
KRNY-27061 | 2.29% |
OUT-46644 | 2.29% |
MELI-34525 | 2.28% |
SIX-39612 | 2.28% |
UTHR-20306 | 2.28% |
CMCS_A-1637 | 2.28% |
KEYS-47921 | 2.28% |
UNP-7800 | 2.28% |
ZUO-51917 | 2.27% |
AMCX-41594 | 2.27% |
JCOM-22450 | 2.27% |
ELY-2514 | 2.27% |
PSTG-49464 | 2.27% |
MDXG-34049 | 2.27% |
DRYS-26994 | 2.27% |
KNX-40606 | 2.26% |
X-8329 | 2.26% |
CY-2043 | 2.26% |
GOLD-64 | 2.26% |
LZB-4621 | 2.25% |
CROX-28078 | 2.25% |
ENDP-21750 | 2.25% |
IMMU-3891 | 2.25% |
AGNC-36243 | 2.24% |
MBUU-46284 | 2.24% |
INGN-46370 | 2.24% |
EFII-2460 | 2.24% |
APPN-50903 | 2.23% |
PRGS-6163 | 2.23% |
TXMD-28966 | 2.23% |
MMSI-4927 | 2.22% |
EXPR-39626 | 2.22% |
PGNX-17908 | 2.22% |
REN-34800 | 2.22% |
AMAT-337 | 2.22% |
NGD-27323 | 2.22% |
AUY-25714 | 2.21% |
IOVA-36209 | 2.21% |
COHU-1749 | 2.21% |
HIIQ-44113 | 2.21% |
SFM-45199 | 2.21% |
KURA-49572 | 2.21% |
IBTX-44396 | 2.21% |
ACHN-32790 | 2.20% |
EURN-48487 | 2.20% |
HIBB-15815 | 2.20% |
XENT-47373 | 2.20% |
PCRX-40815 | 2.20% |
LMAT-32750 | 2.20% |
SENS-49825 | 2.20% |
VECO-12267 | 2.20% |
BOX-48486 | 2.19% |
NTNX-50338 | 2.19% |
SPPI-24517 | 2.18% |
PCTY-46569 | 2.18% |
GMED-43252 | 2.18% |
LC-48220 | 2.17% |
ETSY-48934 | 2.17% |
ORBC-32829 | 2.16% |
SLGN-16559 | 2.16% |
DAL-33729 | 2.16% |
BA-698 | 2.16% |
BTG-44884 | 2.16% |
CBRE-26367 | 2.16% |
ROG-6534 | 2.15% |
HWC-3476 | 2.15% |
KFY-19803 | 2.15% |
INSM-21778 | 2.15% |
SUM-48746 | 2.15% |
NAV-5199 | 2.15% |
LNG-22096 | 2.15% |
FNKO-51379 | 2.15% |
STML-44041 | 2.15% |
CASH-9700 | 2.15% |
ANSS-15071 | 2.15% |
PDLI-5847 | 2.14% |
GLOG-42746 | 2.14% |
TSG-49104 | 2.14% |
XNCR-45942 | 2.14% |
ALK-300 | 2.14% |
ZIOP-31341 | 2.13% |
CRC-48073 | 2.13% |
GE-3149 | 2.13% |
MTOR-21723 | 2.13% |
PVG-42366 | 2.12% |
YUM-17787 | 2.12% |
MDB-51314 | 2.12% |
OMER-38827 | 2.12% |
APOG-474 | 2.11% |
NNBR-11003 | 2.11% |
KNSL-50168 | 2.11% |
CDNA-47321 | 2.10% |
AMBA-43495 | 2.10% |
CO-33188 | 2.10% |
MDR-4752 | 2.09% |
UAL-28051 | 2.09% |
NVAX-14112 | 2.09% |
CAT-1267 | 2.09% |
SBH-32866 | 2.09% |
ICPT-43505 | 2.09% |
WCC-20163 | 2.08% |
PDCE-5907 | 2.08% |
WPM-27437 | 2.08% |
SATS-35370 | 2.07% |
SGRY-49456 | 2.07% |
INVA-26676 | 2.07% |
RARX-50411 | 2.07% |
GSAT-32819 | 2.07% |
RST-38296 | 2.06% |
PYPL-49242 | 2.06% |
AMRS-40165 | 2.06% |
PINC-45506 | 2.06% |
GOOG_L-26578 | 2.06% |
CLF-1595 | 2.06% |
MX-41048 | 2.06% |
MYOK-49535 | 2.05% |
AX-27108 | 2.05% |
VCYT-45758 | 2.05% |
BIO-879 | 2.05% |
MEOH-4795 | 2.05% |
CATM-35253 | 2.05% |
SRG-49238 | 2.05% |
BLCM-48304 | 2.05% |
AMED-25392 | 2.05% |
TXRH-26693 | 2.04% |
AMC-46027 | 2.04% |
IART-18727 | 2.04% |
BRKR-25307 | 2.04% |
STLD-16108 | 2.04% |
CW-2015 | 2.04% |
PRO-34118 | 2.04% |
NTRS-5479 | 2.04% |
BID-869 | 2.03% |
LHCG-27342 | 2.03% |
LMNX-21288 | 2.03% |
UAA-27822 | 2.03% |
NEO-30301 | 2.03% |
LXRX-21413 | 2.03% |
GILD-3212 | 2.03% |
SIG-9774 | 2.03% |
SYKE-14817 | 2.03% |
HSIC-13862 | 2.02% |
HUBG-14569 | 2.02% |
AL-41280 | 2.02% |
SPG-10528 | 2.02% |
TTI-7633 | 2.01% |
PEGI-45526 | 2.01% |
CORT-26191 | 2.01% |
AUPH-47621 | 2.01% |
NG-25781 | 2.00% |
SPR-32921 | 2.00% |
SWKS-23821 | 2.00% |
WTRH-50140 | 2.00% |
DLTR-12652 | 2.00% |
KMX-16511 | 2.00% |
FFIV-20208 | 2.00% |
TALO-51995 | 1.99% |
LVNT_A-43298 | 1.99% |
IIPR-50477 | 1.99% |
PLUG-20776 | 1.99% |
STNG-39422 | 1.99% |
PRAA-24440 | 1.99% |
RARE-46285 | 1.99% |
AJRD-3424 | 1.99% |
INTU-8655 | 1.99% |
CMPR-27674 | 1.99% |
ADMS-46722 | 1.99% |
WLK-26563 | 1.98% |
FSM-41915 | 1.98% |
EVRI-27639 | 1.98% |
ELGX-23769 | 1.98% |
BAC-700 | 1.98% |
TTGT-33878 | 1.98% |
RAVN-6347 | 1.98% |
CMC-1636 | 1.98% |
HOLI-28942 | 1.97% |
UIS-7761 | 1.97% |
TREX-20028 | 1.97% |
AMBC-44636 | 1.97% |
NFLX-23709 | 1.97% |
ACOR-28077 | 1.97% |
TEUM-29314 | 1.97% |
JWN-5382 | 1.97% |
CENT_A-33297 | 1.97% |
NVEE-45524 | 1.97% |
ENR-49213 | 1.97% |
LYB-39546 | 1.96% |
FGEN-48088 | 1.96% |
OXM-5728 | 1.96% |
AMGN-368 | 1.96% |
HRTX-22651 | 1.96% |
SMPL-51019 | 1.96% |
ABR-26186 | 1.96% |
IQV-44692 | 1.96% |
SHLD-26169 | 1.96% |
SNA-6976 | 1.96% |
ATVI-9883 | 1.96% |
AXSM-49607 | 1.96% |
PETS-25867 | 1.95% |
GH-52491 | 1.95% |
SAIL-51468 | 1.95% |
XPO-26287 | 1.95% |
LECO-24824 | 1.94% |
MTD-17895 | 1.94% |
NTCT-20526 | 1.94% |
YNDX-41484 | 1.94% |
CBM-1297 | 1.93% |
GDI-50869 | 1.93% |
BLD-49207 | 1.93% |
RACE-49515 | 1.93% |
ECOL-2430 | 1.93% |
MAXR-51271 | 1.93% |
AVGO-38650 | 1.93% |
HALO-26766 | 1.93% |
NANO-5188 | 1.93% |
ANDE-14329 | 1.93% |
ON-21429 | 1.93% |
KSU-4315 | 1.93% |
AA-50428 | 1.93% |
ATRA-47901 | 1.93% |
OSTK-23714 | 1.93% |
TGTX-13984 | 1.92% |
BIIB-3806 | 1.92% |
FORM-25182 | 1.92% |
PANW-43202 | 1.92% |
SQ-49610 | 1.92% |
MU-5121 | 1.92% |
ESS-11465 | 1.92% |
BOKF-1024 | 1.92% |
TISI-7487 | 1.92% |
CCS-47145 | 1.92% |
EIGI-45735 | 1.92% |
MCHP-8677 | 1.91% |
AGCO-197 | 1.91% |
AKBA-46583 | 1.91% |
CNCE-46367 | 1.91% |
AKAO-46528 | 1.91% |
CBPO-35846 | 1.91% |
YEXT-50781 | 1.91% |
LPSN-21415 | 1.90% |
HLI-49341 | 1.90% |
EGO-24547 | 1.90% |
GLYC-46135 | 1.90% |
PAAS-13083 | 1.90% |
VIA_B-27872 | 1.90% |
HRI-32887 | 1.90% |
WING-49126 | 1.90% |
AAXN-22846 | 1.90% |
RCII-24827 | 1.89% |
GIII-3210 | 1.89% |
INCY-10187 | 1.89% |
MEET-30658 | 1.89% |
CC-49210 | 1.89% |
FINL-2845 | 1.89% |
ETM-19693 | 1.89% |
LANC-4355 | 1.89% |
CDK-47752 | 1.89% |
LOXO-47432 | 1.88% |
ODFL-5582 | 1.88% |
VRTV-47143 | 1.88% |
LGF_A-50526 | 1.88% |
INGR-18142 | 1.88% |
AEM-154 | 1.88% |
RP-40030 | 1.88% |
EBS-32878 | 1.88% |
COTY-44909 | 1.88% |
CHUY-43215 | 1.88% |
BBBY-739 | 1.88% |
MNKD-26524 | 1.87% |
ISRG-25339 | 1.87% |
RDUS-46871 | 1.87% |
MD-13557 | 1.87% |
ATSG-27231 | 1.87% |
MDCA-12800 | 1.87% |
NWSA-44931 | 1.87% |
SAGE-47332 | 1.87% |
NUE-5488 | 1.87% |
UPWK-52446 | 1.87% |
USCR-40241 | 1.87% |
ACLS-21717 | 1.86% |
C-1335 | 1.86% |
FBP-2806 | 1.86% |
MGY-50978 | 1.86% |
AXS-25305 | 1.86% |
CORE-27864 | 1.86% |
GM-40430 | 1.86% |
ALV-16838 | 1.86% |
CELG-1406 | 1.86% |
MRTX-45080 | 1.86% |
TWTR-45815 | 1.86% |
BGCP-20973 | 1.86% |
NXGN-6311 | 1.85% |
FNGN-39363 | 1.85% |
FSK-46764 | 1.85% |
CLVS-42166 | 1.85% |
LXFT-44986 | 1.85% |
IRTC-50399 | 1.85% |
SLB-6928 | 1.85% |
TGI-15905 | 1.85% |
DXC-50716 | 1.85% |
BPMC-49000 | 1.85% |
TXT-7674 | 1.85% |
UNIT-48962 | 1.85% |
UNFI-16129 | 1.85% |
FRGI-42856 | 1.85% |
MWA-32159 | 1.85% |
EIX-14372 | 1.84% |
LB-4564 | 1.84% |
CRS-1874 | 1.84% |
SLM-6935 | 1.84% |
CALM-16169 | 1.84% |
CLDR-50810 | 1.84% |
MTG-5092 | 1.84% |
IIIN-3849 | 1.84% |
LFUS-4433 | 1.84% |
CNHI-45538 | 1.84% |
JJSF-4140 | 1.84% |
JLL-19898 | 1.84% |
NVCR-49460 | 1.84% |
GNTX-3286 | 1.84% |
TGT-21090 | 1.84% |
ATI-24840 | 1.84% |
HAWK-44570 | 1.83% |
TRGP-40547 | 1.83% |
KLAC-4246 | 1.83% |
WFC-8151 | 1.83% |
AGIO-45143 | 1.83% |
ONB-5639 | 1.83% |
EFSC-27005 | 1.83% |
BLMN-43283 | 1.83% |
SON-7028 | 1.83% |
OXY-5729 | 1.83% |
IPHI-40399 | 1.83% |
IFRX-51415 | 1.83% |
DB-23113 | 1.82% |
QUOT-46497 | 1.82% |
SCHL-6705 | 1.82% |
ARMK-45992 | 1.82% |
CSGS-14354 | 1.82% |
CF-27558 | 1.82% |
RETA-49995 | 1.82% |
WPG-46907 | 1.82% |
GRPN-42118 | 1.82% |
XLNX-8344 | 1.82% |
WSC-49494 | 1.82% |
SOHU-21813 | 1.82% |
SMTC-6961 | 1.82% |
WEN-10293 | 1.82% |
SITE-49959 | 1.82% |
NRG-26143 | 1.81% |
CASA-51576 | 1.81% |
HCSG-3494 | 1.81% |
AKS-10897 | 1.81% |
PZZA-9252 | 1.81% |
COMM-45734 | 1.81% |
KR-4297 | 1.81% |
VYGR-49579 | 1.81% |
KRA-39079 | 1.81% |
SYNH-48027 | 1.81% |
AEGN-3949 | 1.81% |
ITGR-22015 | 1.81% |
MDSO-38538 | 1.81% |
KN-46369 | 1.81% |
SGEN-22563 | 1.81% |
XOG-50368 | 1.81% |
ICHR-50509 | 1.81% |
PLCE-24789 | 1.81% |
OLLI-49271 | 1.81% |
CENX-14484 | 1.81% |
CSII-32325 | 1.80% |
AGI-44156 | 1.80% |
GKOS-49178 | 1.80% |
HMSY-3607 | 1.80% |
TTD-50288 | 1.80% |
GPRE-28159 | 1.80% |
SEDG-48823 | 1.80% |
ACIA-33321 | 1.80% |
WW-23269 | 1.80% |
SANM-8869 | 1.80% |
FMI-45499 | 1.79% |
DAN-35359 | 1.79% |
LRCX-4537 | 1.79% |
RCL-8863 | 1.79% |
AFAM-21103 | 1.79% |
EXC-22114 | 1.79% |
OHI-5621 | 1.79% |
HPR-26865 | 1.79% |
EAT-2404 | 1.79% |
FND-50798 | 1.79% |
WDFC-8134 | 1.79% |
GBX-11645 | 1.79% |
RE-13720 | 1.79% |
HUBB-3714 | 1.78% |
BCRX-10905 | 1.78% |
NTRA-49236 | 1.78% |
UNVR-49138 | 1.78% |
TSN-7684 | 1.78% |
LOGI-16649 | 1.78% |
LULU-34395 | 1.78% |
LE-46579 | 1.78% |
BOOM-1034 | 1.78% |
FUL-3065 | 1.78% |
TAHO-39938 | 1.78% |
FOXF-45238 | 1.78% |
FPRX-45430 | 1.78% |
SPB-8414 | 1.77% |
ATRS-22418 | 1.77% |
RYTM-51262 | 1.77% |
SFS-47776 | 1.77% |
SONC-7027 | 1.77% |
APTI-50318 | 1.77% |
RS-11955 | 1.77% |
FWON_K-47272 | 1.77% |
NSM-42611 | 1.77% |
OCSL-36371 | 1.77% |
REGN-6413 | 1.76% |
PTC-6064 | 1.76% |
APRN-50990 | 1.76% |
SIRI-11901 | 1.76% |
ADI-122 | 1.76% |
RRGB-23904 | 1.76% |
CTRE-46951 | 1.76% |
CBI-1287 | 1.76% |
REV-14420 | 1.76% |
PDCO-26437 | 1.76% |
CWEN-49043 | 1.76% |
ALB-10898 | 1.76% |
LNTH-49189 | 1.76% |
TLRD-7203 | 1.76% |
MKTX-26781 | 1.76% |
GHL-26265 | 1.75% |
EA-2602 | 1.75% |
DATA-44747 | 1.75% |
PFGC-49455 | 1.75% |
ATUS-50970 | 1.75% |
ALLK-52209 | 1.75% |
NTLA-49934 | 1.75% |
NCMI-33317 | 1.75% |
ATRC-27532 | 1.75% |
MRC-42786 | 1.75% |
COLM-18403 | 1.75% |
KALU-32121 | 1.74% |
SCHN-10268 | 1.74% |
CVCO-25313 | 1.74% |
ROST-6546 | 1.74% |
DVA-22110 | 1.74% |
ALRM-49192 | 1.74% |
AER-32916 | 1.74% |
RTEC-24801 | 1.74% |
SEAS-44541 | 1.74% |
ABT-62 | 1.74% |
QNST-39218 | 1.74% |
HES-216 | 1.74% |
AMAG-659 | 1.73% |
CUBI-42317 | 1.73% |
FFBC-2782 | 1.73% |
CNR-935 | 1.73% |
PBH-27027 | 1.73% |
NSA-48969 | 1.73% |
BTE-28232 | 1.73% |
PBYI-42689 | 1.73% |
MRCY-18183 | 1.73% |
ACIW-12616 | 1.73% |
ITCI-46053 | 1.73% |
KGC-9189 | 1.73% |
BYD-9888 | 1.73% |
GGG-3190 | 1.73% |
ENSG-35042 | 1.73% |
NCI-20403 | 1.73% |
RAMP-110 | 1.73% |
DG-38936 | 1.73% |
MTRX-5105 | 1.72% |
SLAB-21326 | 1.72% |
OTEX-14277 | 1.72% |
PSX-42788 | 1.72% |
CRAY-21374 | 1.72% |
KSS-4313 | 1.72% |
OII-5629 | 1.72% |
OEC-47384 | 1.72% |
IMAX-11498 | 1.72% |
CAI-33864 | 1.72% |
SEMG-39358 | 1.72% |
ESTC-52494 | 1.72% |
TREE-36742 | 1.72% |
KLXI-48169 | 1.71% |
MEDP-50194 | 1.71% |
S-2938 | 1.71% |
PBI-5773 | 1.71% |
ADS-22747 | 1.71% |
TBPH-46932 | 1.71% |
ALDR-46869 | 1.71% |
KAR-39063 | 1.71% |
TACO-46099 | 1.71% |
WIFI-41374 | 1.71% |
DPLO-47883 | 1.71% |
SCHW-6704 | 1.71% |
RRD-2248 | 1.71% |
NEOG-5262 | 1.71% |
TRMB-7580 | 1.71% |
BCOR-24011 | 1.71% |
AXTI-18661 | 1.71% |
TER-7401 | 1.71% |
CCMP-21371 | 1.70% |
HPE-49506 | 1.70% |
JACK-20740 | 1.70% |
MEI-4803 | 1.70% |
HOLX-3629 | 1.70% |
NVDA-19725 | 1.70% |
WEB-27762 | 1.70% |
AUB-10054 | 1.70% |
NLSN-40755 | 1.70% |
INOV-48629 | 1.70% |
MANT-23447 | 1.70% |
ELLI-41243 | 1.70% |
AAOI-45503 | 1.70% |
PJT-49448 | 1.70% |
EGRX-46354 | 1.70% |
FRTA-50398 | 1.70% |
DISH-13017 | 1.69% |
VEEV-45667 | 1.69% |
PFS-24581 | 1.69% |
ZAYO-47912 | 1.69% |
HTZ-50070 | 1.69% |
NUVA-26291 | 1.69% |
ENTG-21754 | 1.69% |
FLOW-49434 | 1.69% |
BOLD-50135 | 1.69% |
CTL-1960 | 1.69% |
SALT-45996 | 1.69% |
AYI-23276 | 1.69% |
COG-1746 | 1.69% |
MOV-14762 | 1.69% |
WDAY-43510 | 1.69% |
VERI-50868 | 1.69% |
CERS-16333 | 1.69% |
TDOC-49222 | 1.69% |
ESI-45531 | 1.69% |
ORIG-41919 | 1.68% |
SYNT-24790 | 1.68% |
JBGS-51016 | 1.68% |
CPB-1795 | 1.68% |
RDFN-51079 | 1.68% |
PH-5956 | 1.68% |
ENB-19374 | 1.68% |
CSU-17639 | 1.68% |
EVH-49100 | 1.68% |
CNSL-27478 | 1.68% |
MC-46771 | 1.68% |
GRUB-46693 | 1.68% |
ARRY-22192 | 1.68% |
IVR-38531 | 1.68% |
REGI-42385 | 1.68% |
DDD-12959 | 1.68% |
RH-43599 | 1.68% |
TECK-31886 | 1.68% |
THC-5343 | 1.68% |
GBCI-3109 | 1.68% |
OAS-39797 | 1.68% |
LIVN-49501 | 1.68% |
BUFF-49279 | 1.68% |
REI-42894 | 1.68% |
AJG-266 | 1.68% |
LBRD_K-48010 | 1.68% |
BAP-13612 | 1.68% |
GTE-31619 | 1.68% |
CASY-1266 | 1.68% |
FICO-2837 | 1.68% |
CUZ-1995 | 1.68% |
TUSK-50378 | 1.67% |
AVX-13320 | 1.67% |
LSXM_K-49883 | 1.67% |
ULTA-34953 | 1.67% |
EHTH-32726 | 1.67% |
MUX-7845 | 1.67% |
XOM-8347 | 1.67% |
ABMD-53 | 1.67% |
TSLA-39840 | 1.67% |
BKS-9693 | 1.67% |
MTW-4656 | 1.67% |
NSIT-12471 | 1.67% |
BC-755 | 1.67% |
AGO-26211 | 1.67% |
GTN-23945 | 1.67% |
CLX-1616 | 1.66% |
LAZ-27223 | 1.66% |
K-4192 | 1.66% |
MSCC-5053 | 1.66% |
CSTM-44780 | 1.66% |
DLTH-49615 | 1.66% |
HQY-47397 | 1.66% |
NTRI-21697 | 1.66% |
UNH-7792 | 1.66% |
QUAD-39860 | 1.66% |
EVTC-44466 | 1.66% |
AROC-34575 | 1.66% |
TRUP-47331 | 1.66% |
THO-7433 | 1.66% |
FOSL-8816 | 1.66% |
SPSC-39528 | 1.66% |
LAUR-50639 | 1.66% |
CYBR-47779 | 1.66% |
BPT-1068 | 1.66% |
IMGN-3885 | 1.66% |
CSOD-41098 | 1.66% |
SPOT-51895 | 1.66% |
LGIH-45818 | 1.65% |
AVP-660 | 1.65% |
DBX-51854 | 1.65% |
MLI-4902 | 1.65% |
ABG-24761 | 1.65% |
HA-3431 | 1.65% |
USNA-15408 | 1.65% |
AFSI-32871 | 1.65% |
INFO-47163 | 1.65% |
VRAY-48015 | 1.65% |
PODD-33858 | 1.65% |
LW-50430 | 1.65% |
PACW-21624 | 1.65% |
NAK-26776 | 1.65% |
CMTL-1675 | 1.65% |
SMAR-51961 | 1.65% |
DIS-2190 | 1.65% |
RPM-6557 | 1.64% |
IP-3971 | 1.64% |
HAL-3443 | 1.64% |
SHEN-22166 | 1.64% |
XPER-25705 | 1.64% |
BOJA-49024 | 1.64% |
OFIX-5601 | 1.64% |
LPLA-40445 | 1.64% |
SGMO-21447 | 1.64% |
GHC-8259 | 1.64% |
DNR-15789 | 1.64% |
ALNY-26335 | 1.64% |
WNC-8233 | 1.64% |
MLAB-4898 | 1.64% |
RGNX-49409 | 1.64% |
FBC-16754 | 1.64% |
SMCI-33609 | 1.64% |
TPRE-45281 | 1.64% |
CAE-23852 | 1.64% |
QRTE_A-32046 | 1.64% |
TRTN-50119 | 1.63% |
NEWR-48253 | 1.63% |
PLXS-6041 | 1.63% |
SSP-7121 | 1.63% |
BLDP-13798 | 1.63% |
AMKR-18655 | 1.63% |
CUTR-26157 | 1.63% |
STZ-24873 | 1.63% |
LSCC-4549 | 1.63% |
BF_B-822 | 1.63% |
EOG-2564 | 1.63% |
BGG-845 | 1.63% |
ECA-23021 | 1.63% |
AEO-11086 | 1.63% |
WDR-18508 | 1.63% |
MSTR-23889 | 1.63% |
CTMX-49470 | 1.63% |
CRI-25576 | 1.62% |
ERI-47743 | 1.62% |
BB-19831 | 1.62% |
BNFT-45428 | 1.62% |
PUMP-50718 | 1.62% |
VRNS-46453 | 1.62% |
STX-24518 | 1.62% |
ANGI-51259 | 1.62% |
AGR-49666 | 1.62% |
HMHC-45861 | 1.62% |
VCRA-42726 | 1.62% |
IGT-48892 | 1.62% |
ZBRA-8388 | 1.62% |
CSGP-20475 | 1.62% |
VVV-50325 | 1.62% |
ROKU-51231 | 1.62% |
CKH-1581 | 1.62% |
TSRO-43124 | 1.62% |
DXCM-27173 | 1.62% |
SFNC-6812 | 1.61% |
PPG-6116 | 1.61% |
OR-47173 | 1.61% |
G-34442 | 1.61% |
BRKS-12512 | 1.61% |
ILPT-51626 | 1.61% |
SNBR-19559 | 1.61% |
GCP-49727 | 1.61% |
LABL-4343 | 1.61% |
EXEL-21383 | 1.61% |
MAS-4665 | 1.61% |
RFP-40576 | 1.61% |
TSEM-12116 | 1.61% |
AXDX-15934 | 1.61% |
FMSA-47848 | 1.61% |
MDCO-21906 | 1.61% |
SGH-50900 | 1.61% |
ANAB-50616 | 1.61% |
HFC-3620 | 1.61% |
CLNY-47230 | 1.61% |
LOGM-38560 | 1.61% |
MYGN-13698 | 1.60% |
ADVM-47422 | 1.60% |
ARW-538 | 1.60% |
LTXB-32674 | 1.60% |
NKTR-24572 | 1.60% |
JAG-50633 | 1.60% |
BECN-26643 | 1.60% |
CARA-46283 | 1.60% |
VCEL-16437 | 1.60% |
RPD-49275 | 1.60% |
EQT-2587 | 1.60% |
XLRN-45431 | 1.60% |
NUS-16059 | 1.60% |
BBY-754 | 1.60% |
WRD-50537 | 1.60% |
VRNT-23745 | 1.60% |
TCX-3929 | 1.60% |
WOR-8306 | 1.60% |
FCX-13197 | 1.60% |
OLN-5643 | 1.60% |
LTRP_A-47578 | 1.59% |
MHLD-36164 | 1.59% |
HUN-27030 | 1.59% |
ADC-11085 | 1.59% |
VRTX-8045 | 1.59% |
TCDA-52119 | 1.59% |
NEWM-46297 | 1.59% |
HZO-18917 | 1.59% |
CRZO-17358 | 1.59% |
FTR-2069 | 1.59% |
CCEP-1332 | 1.59% |
CMI-1985 | 1.59% |
BLL-939 | 1.59% |
VRA-40287 | 1.59% |
VNO-8014 | 1.59% |
ASIX-50260 | 1.59% |
EMR-2530 | 1.59% |
SWIR-21561 | 1.59% |
FOLD-33949 | 1.59% |
WAIR-41757 | 1.59% |
NOV-24809 | 1.59% |
COHR-1751 | 1.59% |
CEVA-24434 | 1.59% |
HAIN-10649 | 1.59% |
GES-24811 | 1.59% |
RUN-49321 | 1.59% |
ANGO-26324 | 1.58% |
CGC-52038 | 1.58% |
PRTY-48933 | 1.58% |
IBKC-21503 | 1.58% |
TSCO-10869 | 1.58% |
KLIC-4248 | 1.58% |
AABA-14848 | 1.58% |
TARO-7308 | 1.58% |
CVIA-52059 | 1.58% |
VET-44278 | 1.58% |
CPA-27908 | 1.58% |
MPAA-10992 | 1.58% |
PI-50138 | 1.58% |
AIMT-49323 | 1.58% |
FI-45248 | 1.58% |
RLJ-41417 | 1.58% |
COWN-32377 | 1.58% |
ROP-6543 | 1.58% |
LXP-9968 | 1.57% |
FDP-17651 | 1.57% |
HZN-49218 | 1.57% |
IPI-36093 | 1.57% |
CUBE-26733 | 1.57% |
KBR-32880 | 1.57% |
CLD-38971 | 1.57% |
CVI-22766 | 1.57% |
WTFC-16703 | 1.57% |
GTES-51693 | 1.57% |
IPXL-37849 | 1.57% |
WRK-49183 | 1.57% |
MBI-4684 | 1.57% |
GHDX-27666 | 1.57% |
SWK-7242 | 1.57% |
LEN-4417 | 1.57% |
CHRW-17632 | 1.57% |
MNST-3450 | 1.57% |
PBA-42750 | 1.57% |
HZNP-41766 | 1.57% |
SHO-26728 | 1.57% |
GME-23438 | 1.57% |
CPLG-52026 | 1.57% |
PTEN-10254 | 1.57% |
COP-23998 | 1.57% |
PRMW-40379 | 1.57% |
FIT-49139 | 1.57% |
GPS-3321 | 1.57% |
OPK-23120 | 1.57% |
MDT-4758 | 1.56% |
PGTI-32324 | 1.56% |
AEL-25710 | 1.56% |
STAR-24862 | 1.56% |
JUNO-48317 | 1.56% |
VBTX-47875 | 1.56% |
PM-35902 | 1.56% |
CSIQ-32856 | 1.56% |
TXN-7671 | 1.56% |
FCFS-5763 | 1.56% |
CSTE-42704 | 1.56% |
TRQ-25660 | 1.56% |
LKQ-25598 | 1.56% |
NYT-5551 | 1.56% |
CINF-1551 | 1.56% |
HDS-44990 | 1.56% |
ICUI-3796 | 1.56% |
CCL-24692 | 1.56% |
EPRT-52121 | 1.56% |
NVRO-48025 | 1.56% |
CDE-1374 | 1.56% |
CIT-39053 | 1.56% |
GMS-50004 | 1.56% |
GOOS-50713 | 1.56% |
CRCM-46241 | 1.56% |
PDS-5855 | 1.55% |
OIS-22464 | 1.55% |
TTC-7623 | 1.55% |
TRN-7583 | 1.55% |
VST-50860 | 1.55% |
FLIR-9156 | 1.55% |
DDS-2126 | 1.55% |
SABR-46776 | 1.55% |
RAD-6330 | 1.55% |
TIVO-16661 | 1.55% |
GPI-24787 | 1.55% |
OMI-5660 | 1.55% |
ASRT-18010 | 1.55% |
TPL-7551 | 1.55% |
JEC-4120 | 1.55% |
LAMR-15516 | 1.55% |
SJM-21935 | 1.55% |
DOVA-50985 | 1.55% |
PNM-6077 | 1.55% |
CRM-26401 | 1.55% |
ADP-630 | 1.55% |
ARCB-41 | 1.55% |
IVZ-16589 | 1.55% |
HOME-50187 | 1.55% |
BKE-915 | 1.55% |
CMP-25728 | 1.55% |
LKSD-50312 | 1.55% |
PENN-11361 | 1.55% |
WRLD-8268 | 1.54% |
MAN-4654 | 1.54% |
SXC-41733 | 1.54% |
TKR-7467 | 1.54% |
CNC-23283 | 1.54% |
GDEN-19717 | 1.54% |
MED-4766 | 1.54% |
QRVO-48384 | 1.54% |
CCJ-14479 | 1.54% |
FANG-43512 | 1.54% |
LJPC-11512 | 1.54% |
HD-3496 | 1.54% |
EXAS-22364 | 1.54% |
WAT-13962 | 1.54% |
FOR-35245 | 1.54% |
FRO-22983 | 1.54% |
AVAV-33194 | 1.54% |
ACRS-49465 | 1.54% |
CBB-24891 | 1.54% |
UBS-48129 | 1.54% |
SM-4664 | 1.54% |
OZK-17264 | 1.53% |
RDWR-20658 | 1.53% |
MO-4954 | 1.53% |
EBIX-18693 | 1.53% |
HCC-50780 | 1.53% |
FL-8383 | 1.53% |
CONE-43984 | 1.53% |
RPAI-42764 | 1.53% |
NUAN-19926 | 1.53% |
TJX-7457 | 1.53% |
TVTY-371 | 1.53% |
MGM-4831 | 1.53% |
BIG-22657 | 1.53% |
ZS-51832 | 1.53% |
CHDN-8613 | 1.53% |
VSAT-16307 | 1.53% |
CHGG-45847 | 1.53% |
SINA-21448 | 1.53% |
SAIC-45410 | 1.53% |
AXTA-48065 | 1.53% |
CHRS-48026 | 1.53% |
ADSK-67 | 1.53% |
AVB-18834 | 1.53% |
FSLR-32902 | 1.53% |
EPAY-19784 | 1.53% |
BGS-33892 | 1.53% |
SGMS-22637 | 1.53% |
WLTW-22857 | 1.53% |
AFIN-52186 | 1.53% |
AGEN-21104 | 1.53% |
NOMD-47572 | 1.52% |
CZR-42461 | 1.52% |
CIR-20696 | 1.52% |
CDXS-39523 | 1.52% |
MOS-41462 | 1.52% |
ANF-15622 | 1.52% |
SA-26203 | 1.52% |
CVG-19203 | 1.52% |
VSTM-42426 | 1.52% |
SIVB-6897 | 1.52% |
TECH-7373 | 1.52% |
AZO-693 | 1.52% |
ZBH-23047 | 1.52% |
Z-49315 | 1.52% |
ACN-25555 | 1.52% |
TELL-4982 | 1.52% |
FET-42784 | 1.52% |
SCCO-14284 | 1.52% |
NBR-5214 | 1.52% |
MOG_A-4960 | 1.52% |
POWI-18085 | 1.52% |
YRCW-8370 | 1.51% |
PLAB-6018 | 1.51% |
RNST-5960 | 1.51% |
UBSI-7697 | 1.51% |
PLAY-47884 | 1.51% |
ONCE-48547 | 1.51% |
BDN-9096 | 1.51% |
SSTK-43494 | 1.51% |
XCRA-4576 | 1.51% |
APA-448 | 1.51% |
IRDM-35933 | 1.51% |
WPX-42251 | 1.51% |
KOS-41416 | 1.51% |
INT-3950 | 1.51% |
SJR-19150 | 1.51% |
HUD-51722 | 1.51% |
SPLK-42815 | 1.51% |
TMUS-33698 | 1.51% |
QTNA-50417 | 1.51% |
OKTA-50758 | 1.51% |
AVXS-49751 | 1.51% |
ESPR-44989 | 1.50% |
AMZN-16841 | 1.50% |
RGEN-6449 | 1.50% |
SUI-10535 | 1.50% |
OI-5626 | 1.50% |
EGOV-20359 | 1.50% |
EZPW-2671 | 1.50% |
ATNX-50938 | 1.50% |
KMT-4271 | 1.50% |
EYE-51338 | 1.50% |
CDEV-50376 | 1.50% |
DIOD-2185 | 1.50% |
BPOP-1062 | 1.50% |
VRRM-50688 | 1.50% |
LBTY_K-27608 | 1.50% |
VIRT-48943 | 1.50% |
PEI-5876 | 1.50% |
FB-42950 | 1.50% |
TOL-7530 | 1.50% |
UNM-7797 | 1.50% |
TDW-51090 | 1.50% |
PRGO-6161 | 1.50% |
FIZZ-6104 | 1.50% |
MAG-34175 | 1.50% |
TTWO-16820 | 1.50% |
BSX-1131 | 1.50% |
PS-51992 | 1.50% |
EEFT-16609 | 1.50% |
PRLB-42546 | 1.50% |
ARGO-6276 | 1.50% |
NYCB-22250 | 1.50% |
MERC-4797 | 1.49% |
HOMB-32302 | 1.49% |
ONDK-48290 | 1.49% |
TPC-5824 | 1.49% |
RMBS-16945 | 1.49% |
MDRX-20394 | 1.49% |
CEF-1402 | 1.49% |
ACGL-21462 | 1.49% |
VNDA-28326 | 1.49% |
CREE-8459 | 1.49% |
WTM-20315 | 1.49% |
DOX-18875 | 1.49% |
KEX-4220 | 1.49% |
EWBC-19787 | 1.49% |
GG-22226 | 1.49% |
XYL-42023 | 1.49% |
F-2673 | 1.49% |
RMD-13089 | 1.49% |
ECL-2427 | 1.49% |
HLNE-50680 | 1.48% |
HAE-3436 | 1.48% |
ALGN-22355 | 1.48% |
ALEX-43060 | 1.48% |
AR-45618 | 1.48% |
MYL-5166 | 1.48% |
SKT-9052 | 1.48% |
ENLC-25850 | 1.48% |
CGNX-1460 | 1.48% |
BCO-24884 | 1.48% |
INTC-3951 | 1.48% |
XEC-24125 | 1.48% |
P-41579 | 1.48% |
ENS-26530 | 1.48% |
MNK-44917 | 1.48% |
OCLR-21366 | 1.48% |
VSM-50287 | 1.48% |
NYMT-34662 | 1.48% |
GNRC-39208 | 1.48% |
MGP-49891 | 1.48% |
AVY-663 | 1.48% |
ABBV-43694 | 1.48% |
ZEN-46918 | 1.48% |
IPHS-32820 | 1.48% |
ATO-612 | 1.48% |
DEA-48601 | 1.48% |
CHD-1482 | 1.48% |
BHGE-51012 | 1.48% |
GLOB-47330 | 1.47% |
CBOE-39773 | 1.47% |
NBL-5213 | 1.47% |
MTZ-4667 | 1.47% |
GPC-3306 | 1.47% |
WVE-49585 | 1.47% |
BCE-766 | 1.47% |
PNR-6082 | 1.47% |
OCN-15697 | 1.47% |
ARCH-50357 | 1.47% |
TROX-40530 | 1.47% |
PATK-5761 | 1.47% |
DOCU-51937 | 1.47% |
CVS-4799 | 1.47% |
ASNA-2105 | 1.47% |
KTOS-20947 | 1.47% |
IVC-4084 | 1.47% |
CAG-1228 | 1.47% |
ANIK-8910 | 1.46% |
LEA-38921 | 1.46% |
MMYT-40028 | 1.46% |
ALLE-45874 | 1.46% |
FTDR-52407 | 1.46% |
BL-50418 | 1.46% |
TWLO-50077 | 1.46% |
LSTR-8667 | 1.46% |
PFE-5923 | 1.46% |
LPI-42263 | 1.46% |
TDS-7362 | 1.46% |
VZ-21839 | 1.46% |
GT-3384 | 1.46% |
CARG-51281 | 1.46% |
CNO-25497 | 1.46% |
SERV-47207 | 1.46% |
MB-49156 | 1.46% |
ROL-6539 | 1.46% |
CVNA-50807 | 1.46% |
WMGI-40816 | 1.46% |
PE-46989 | 1.46% |
CUB-1979 | 1.46% |
AOS-6949 | 1.46% |
MLHR-4901 | 1.46% |
ARR-35162 | 1.46% |
ETN-2633 | 1.46% |
CHTR-39095 | 1.46% |
SPKE-47372 | 1.45% |
NLY-17702 | 1.45% |
WBC-34226 | 1.45% |
SODA-40353 | 1.45% |
MTRN-1188 | 1.45% |
LPT-11514 | 1.45% |
TEN-7422 | 1.45% |
SHOO-10513 | 1.45% |
BLDR-27369 | 1.45% |
FN-39824 | 1.45% |
MKSI-19909 | 1.45% |
TRP-7591 | 1.45% |
HL-3585 | 1.45% |
CCK-1343 | 1.45% |
SPN-14141 | 1.45% |
MCD-4707 | 1.45% |
TRS-33879 | 1.45% |
NATI-12701 | 1.45% |
DBD-2100 | 1.45% |
PLUS-25150 | 1.45% |
FR-11478 | 1.45% |
ARRS-25134 | 1.45% |
PPC-39111 | 1.45% |
OFG-16394 | 1.45% |
QCOM-6295 | 1.45% |
CMO-1655 | 1.45% |
VR-34334 | 1.45% |
ECPG-25320 | 1.45% |
BCPC-932 | 1.45% |
QDEL-6297 | 1.45% |
KLDX-49463 | 1.45% |
IIN-6941 | 1.45% |
SBRA-26096 | 1.45% |
AZPN-11999 | 1.45% |
INDB-3918 | 1.44% |
LMT-12691 | 1.44% |
PHYS-39273 | 1.44% |
FDS-15129 | 1.44% |
URI-18113 | 1.44% |
VSTO-48531 | 1.44% |
SN-42264 | 1.44% |
MTH-16385 | 1.44% |
CNK-33716 | 1.44% |
VKTX-48997 | 1.44% |
SCVL-8733 | 1.44% |
LGND-12200 | 1.44% |
WBT-49760 | 1.44% |
CHK-8461 | 1.44% |
MRO-5035 | 1.44% |
WFT-19336 | 1.44% |
MIME-49606 | 1.44% |
M-2754 | 1.44% |
FITB-2855 | 1.44% |
ALKS-301 | 1.44% |
BHF-51046 | 1.43% |
CVBF-1999 | 1.43% |
PVH-6257 | 1.43% |
BERY-43476 | 1.43% |
PPBI-23966 | 1.43% |
KYN-26660 | 1.43% |
NTGR-25354 | 1.43% |
BJRI-15775 | 1.43% |
TCF-1490 | 1.43% |
NMIH-45831 | 1.43% |
ZUMZ-27229 | 1.43% |
CI-1539 | 1.43% |
WDC-8132 | 1.43% |
KTWO-46870 | 1.43% |
RCM-39652 | 1.43% |
CBS-7962 | 1.43% |
MAC-10984 | 1.43% |
BDC-26479 | 1.43% |
ORA-26788 | 1.43% |
MPC-41636 | 1.43% |
NWE-26769 | 1.43% |
UBNT-42027 | 1.43% |
UPL-50782 | 1.43% |
PACB-40319 | 1.43% |
MITL-39526 | 1.43% |
KERX-21789 | 1.43% |
SCI-7110 | 1.43% |
ASGN-557 | 1.43% |
FNV-41886 | 1.43% |
NTUS-22865 | 1.43% |
AY-47123 | 1.43% |
CVLT-32622 | 1.43% |
TDY-7367 | 1.43% |
GPRO-47208 | 1.43% |
LITE-49288 | 1.43% |
AAN-523 | 1.43% |
WST-8291 | 1.43% |
AON-438 | 1.43% |
TECD-7372 | 1.42% |
ELS-8516 | 1.42% |
WSO-8288 | 1.42% |
IIVI-3854 | 1.42% |
CWT-2034 | 1.42% |
SSNC-39432 | 1.42% |
ARAV-46582 | 1.42% |
WRE-8266 | 1.42% |
MNTA-26381 | 1.42% |
BTU-50749 | 1.42% |
XRAY-8352 | 1.42% |
RWT-13451 | 1.42% |
SONO-52291 | 1.42% |
FDX-2765 | 1.42% |
INXN-40784 | 1.42% |
COUP-50350 | 1.42% |
CWH-50366 | 1.42% |
PNK-49877 | 1.42% |
AGS-51700 | 1.42% |
EE-24852 | 1.42% |
CARB-41820 | 1.42% |
ARCO-41242 | 1.42% |
TMHC-44433 | 1.42% |
GPMT-50968 | 1.42% |
CXP-45641 | 1.42% |
SFIX-51467 | 1.42% |
MTX-5119 | 1.42% |
ADRO-48925 | 1.42% |
B-697 | 1.42% |
PETQ-51064 | 1.42% |
CACC-1216 | 1.42% |
WCG-26440 | 1.42% |
TRMK-7581 | 1.42% |
PRIM-32784 | 1.42% |
ALGT-33016 | 1.42% |
NXST-25679 | 1.41% |
EBAY-24819 | 1.41% |
FE-17850 | 1.41% |
ASTE-579 | 1.41% |
MHK-4963 | 1.41% |
YUMC-50392 | 1.41% |
FLS-17207 | 1.41% |
VMI-7897 | 1.41% |
MRVL-21666 | 1.41% |
NFX-10231 | 1.41% |
ENPH-42749 | 1.41% |
IPG-3990 | 1.41% |
EXK-33236 | 1.41% |
HRL-3668 | 1.41% |
MORN-27216 | 1.41% |
SCG-6701 | 1.41% |
MATX-289 | 1.41% |
BANC-23943 | 1.41% |
VTR-18821 | 1.41% |
ABC-22954 | 1.41% |
D-2071 | 1.41% |
BKD-27830 | 1.41% |
GCO-3131 | 1.41% |
ETFC-15474 | 1.41% |
SYNA-23398 | 1.41% |
LAD-16238 | 1.41% |
FNB-2701 | 1.41% |
CGBD-50939 | 1.41% |
AAON-9681 | 1.41% |
SSRM-15591 | 1.40% |
KND-23221 | 1.40% |
GBDC-39496 | 1.40% |
ILG-36735 | 1.40% |
SKY-6924 | 1.40% |
BEAT-35929 | 1.40% |
CP-1792 | 1.40% |
LPNT-20105 | 1.40% |
FRC-40573 | 1.40% |
MIK-47228 | 1.40% |
TWOU-46648 | 1.40% |
HRB-3660 | 1.40% |
DOMO-52165 | 1.40% |
PXD-17436 | 1.40% |
NDAQ-27026 | 1.40% |
DK-32042 | 1.40% |
FLEX-10953 | 1.40% |
VG-32143 | 1.40% |
FCB-47434 | 1.40% |
CAL-1195 | 1.40% |
UVV-7885 | 1.40% |
PG-5938 | 1.40% |
BLK-20689 | 1.40% |
TTS-40545 | 1.40% |
ATH-50518 | 1.40% |
PB-19509 | 1.40% |
EDR-26969 | 1.40% |
CNQ-21735 | 1.40% |
UHS-7749 | 1.40% |
ANET-47063 | 1.40% |
IBP-46365 | 1.39% |
DHI-2298 | 1.39% |
BPFH-10723 | 1.39% |
SFBS-46910 | 1.39% |
CTAS-1941 | 1.39% |
PHM-5969 | 1.39% |
MCK-12350 | 1.39% |
BIVV-50595 | 1.39% |
FIVE-43201 | 1.39% |
GLUU-33566 | 1.39% |
PLNT-49322 | 1.39% |
DKS-24070 | 1.39% |
MCRN-49177 | 1.39% |
RGC-23722 | 1.39% |
NR-5413 | 1.39% |
EXPD-2663 | 1.39% |
HF-33240 | 1.39% |
GNBC-47476 | 1.39% |
CIEN-16453 | 1.39% |
COTV-50002 | 1.39% |
SU-10533 | 1.39% |
CNX-24758 | 1.39% |
BMCH-45253 | 1.39% |
IR-4010 | 1.39% |
GD-3136 | 1.39% |
IRWD-39194 | 1.39% |
SSYS-12107 | 1.39% |
OSUR-22151 | 1.39% |
GDOT-39932 | 1.39% |
PVTL-51942 | 1.39% |
PEGA-15365 | 1.39% |
SVU-7233 | 1.39% |
UCTT-26146 | 1.38% |
AXL-19672 | 1.38% |
CSFL-22429 | 1.38% |
ERF-22215 | 1.38% |
STAY-45848 | 1.38% |
PARR-43375 | 1.38% |
JCI-7679 | 1.38% |
WELL-3488 | 1.38% |
MDC-4736 | 1.38% |
URBN-10303 | 1.38% |
VICI-51734 | 1.38% |
BWLD-25642 | 1.38% |
DHT-27705 | 1.38% |
KKR-39905 | 1.38% |
MANH-18588 | 1.38% |
NBIX-14972 | 1.38% |
HOV-3645 | 1.38% |
VRSN-18221 | 1.38% |
GNC-41182 | 1.38% |
PKG-20773 | 1.38% |
OC-32608 | 1.38% |
SBUX-6683 | 1.38% |
PSLV-40322 | 1.38% |
REVG-50636 | 1.38% |
RBA-18480 | 1.38% |
HUBS-47872 | 1.37% |
TRIP-42230 | 1.37% |
HABT-48126 | 1.37% |
CRUS-1882 | 1.37% |
NOC-5387 | 1.37% |
HOG-3499 | 1.37% |
HCA-41047 | 1.37% |
AAPL-24 | 1.37% |
IMPV-42131 | 1.37% |
CLR-33856 | 1.37% |
PTE-26972 | 1.37% |
CONN-25646 | 1.37% |
ZAGG-32502 | 1.37% |
NKE-5328 | 1.37% |
GPOR-28116 | 1.37% |
MSGN-39171 | 1.37% |
WBA-8089 | 1.37% |
DECK-9909 | 1.37% |
HLIO-16413 | 1.37% |
SLF-21328 | 1.37% |
TPH-44053 | 1.37% |
LADR-46317 | 1.37% |
VRS-50133 | 1.37% |
BMRN-20330 | 1.37% |
VRTU-34483 | 1.37% |
ESNT-45770 | 1.37% |
APTS-41188 | 1.37% |
TNDM-45852 | 1.37% |
TAP-76 | 1.37% |
OMC-5651 | 1.37% |
CCOI-23428 | 1.37% |
CR-1835 | 1.36% |
KEY-4221 | 1.36% |
PAY-27206 | 1.36% |
STMP-26286 | 1.36% |
GNL-49087 | 1.36% |
WGO-8168 | 1.36% |
GVA-3123 | 1.36% |
BMY-980 | 1.36% |
HBAN-3472 | 1.36% |
DVN-2368 | 1.36% |
BKU-40783 | 1.36% |
GSM-38638 | 1.36% |
AIZ-25955 | 1.36% |
CTLT-47414 | 1.36% |
CERN-1419 | 1.36% |
MKL-4649 | 1.36% |
GTLS-32433 | 1.36% |
FEYE-45451 | 1.36% |
MTDR-42446 | 1.36% |
SCS-18347 | 1.36% |
WIN-27019 | 1.36% |
JCP-4118 | 1.36% |
CPRI-42270 | 1.36% |
CAH-1376 | 1.36% |
MULE-50719 | 1.36% |
BAS-27886 | 1.36% |
VRTS-37869 | 1.36% |
FRPT-48038 | 1.36% |
SPXC-7086 | 1.36% |
MUR-5126 | 1.36% |
DO-13635 | 1.36% |
AKR-19185 | 1.36% |
TK-13289 | 1.35% |
JKHY-4141 | 1.35% |
MPWR-26811 | 1.35% |
APC-455 | 1.35% |
BLUE-44935 | 1.35% |
PFG-23151 | 1.35% |
ALOG-311 | 1.35% |
TNET-46633 | 1.35% |
FG-50112 | 1.35% |
RNR-13267 | 1.35% |
MNRO-4945 | 1.35% |
NVTA-48628 | 1.35% |
LOW-4521 | 1.35% |
SAND-43329 | 1.35% |
MDU-4760 | 1.35% |
SUPN-42877 | 1.35% |
CBU-1313 | 1.35% |
ALSN-42637 | 1.35% |
CDNS-1385 | 1.35% |
SEM-38786 | 1.35% |
CMG-28016 | 1.35% |
AGX-28450 | 1.35% |
HBI-32497 | 1.35% |
SAVE-41498 | 1.35% |
NDSN-5253 | 1.35% |
CBL-9890 | 1.35% |
TILE-3832 | 1.35% |
VAL-2621 | 1.35% |
RRC-19249 | 1.35% |
IDTI-3808 | 1.35% |
BG-22959 | 1.35% |
EVR-32483 | 1.35% |
AAWW-28378 | 1.35% |
INSP-51975 | 1.35% |
FSP-27327 | 1.35% |
AHL-25712 | 1.35% |
COT-1789 | 1.35% |
TCBI-25467 | 1.35% |
ZGNX-40461 | 1.35% |
QSR-48215 | 1.34% |
ARNA-21724 | 1.34% |
CFFN-19962 | 1.34% |
CNA-1684 | 1.34% |
ADUS-38880 | 1.34% |
MFC-4809 | 1.34% |
AIG-239 | 1.34% |
MTN-24799 | 1.34% |
PLSE-49957 | 1.34% |
DD-51157 | 1.34% |
SBSI-18786 | 1.34% |
CDW-45007 | 1.34% |
AMTD-16586 | 1.34% |
IAC-26470 | 1.34% |
UEIC-8566 | 1.34% |
GS-20088 | 1.34% |
PDM-39204 | 1.34% |
ACAD-26322 | 1.34% |
ANIP-25565 | 1.34% |
NEM-5261 | 1.34% |
GGN-27137 | 1.34% |
NGHC-44929 | 1.34% |
FTNT-38965 | 1.33% |
AMWD-405 | 1.33% |
HSKA-17227 | 1.33% |
DIN-3846 | 1.33% |
CVA-2169 | 1.33% |
WTI-26986 | 1.33% |
DLX-2212 | 1.33% |
STNE-52537 | 1.33% |
BZH-10728 | 1.33% |
SAIA-24115 | 1.33% |
ATGE-2371 | 1.33% |
FHB-50181 | 1.33% |
ATHN-34692 | 1.33% |
CBLK-51982 | 1.33% |
CECO-24834 | 1.33% |
AIR-253 | 1.33% |
ESE-2608 | 1.33% |
IFF-3822 | 1.33% |
MXL-39393 | 1.33% |
NWL-5520 | 1.33% |
KDP-36118 | 1.33% |
RSG-19147 | 1.33% |
EGBN-20713 | 1.33% |
SP-26332 | 1.33% |
SLG-17448 | 1.33% |
ENVA-47979 | 1.33% |
BLKB-26496 | 1.33% |
CLW-37775 | 1.33% |
HSC-3686 | 1.33% |
CFG-47777 | 1.33% |
WAGE-42919 | 1.33% |
CNI-16178 | 1.32% |
BCEI-50824 | 1.32% |
DRQ-17646 | 1.32% |
GRMN-22316 | 1.32% |
PRAH-48077 | 1.32% |
OMF-45670 | 1.32% |
CLDX-19187 | 1.32% |
GLIB_A-51815 | 1.32% |
USAT-31164 | 1.32% |
OSB-49758 | 1.32% |
SC-46215 | 1.32% |
NVT-51928 | 1.32% |
EXP-11120 | 1.32% |
NGVT-49925 | 1.32% |
FFIN-10148 | 1.32% |
AXE-13500 | 1.32% |
CAMP-1244 | 1.32% |
COOP-49437 | 1.32% |
NTB-50279 | 1.32% |
RF-34913 | 1.32% |
SPB-38708 | 1.32% |
SSW-27550 | 1.32% |
ABCB-11232 | 1.32% |
CARS-50891 | 1.32% |
TFX-7414 | 1.32% |
EQIX-24482 | 1.32% |
SHLM-6851 | 1.32% |
BXP-17009 | 1.32% |
MS-17080 | 1.32% |
CLB-13508 | 1.32% |
NVMI-21427 | 1.32% |
MGPI-24094 | 1.32% |
PSEC-26517 | 1.32% |
CLS-19063 | 1.32% |
AXAS-677 | 1.32% |
IT-9930 | 1.31% |
HP-3647 | 1.31% |
RL-24832 | 1.31% |
SAM-24822 | 1.31% |
AKAM-20680 | 1.31% |
CMA-1620 | 1.31% |
BURL-45558 | 1.31% |
CATO-1219 | 1.31% |
DLR-26758 | 1.31% |
ARES-46843 | 1.31% |
FIX-24793 | 1.31% |
TEAM-49655 | 1.31% |
INVH-50642 | 1.31% |
SIR-42606 | 1.31% |
CTB-1942 | 1.31% |
FAST-2696 | 1.31% |
SKX-20284 | 1.31% |
OSIS-17718 | 1.31% |
FLT-40597 | 1.31% |
NOW-43127 | 1.31% |
XL-8340 | 1.31% |
IBOC-18437 | 1.31% |
TTMI-22072 | 1.31% |
CTRL-45212 | 1.31% |
ZION-8399 | 1.31% |
MBFI-23228 | 1.31% |
ITRI-10192 | 1.31% |
CLH-1597 | 1.31% |
RDC-6392 | 1.31% |
WAB-13135 | 1.31% |
SNR-47958 | 1.31% |
NAT-17553 | 1.31% |
ICLR-18729 | 1.30% |
FTV-50049 | 1.30% |
FLO-2876 | 1.30% |
OGE-5607 | 1.30% |
FLR-24833 | 1.30% |
GPRK-46345 | 1.30% |
CUDA-45797 | 1.30% |
MTCH-49608 | 1.30% |
RBC-6352 | 1.30% |
TMST-47162 | 1.30% |
JPM-25006 | 1.30% |
CM-17813 | 1.30% |
EROS-45867 | 1.30% |
MCS-5016 | 1.30% |
ZIXI-20822 | 1.30% |
SND-50440 | 1.30% |
HELE-3522 | 1.30% |
SIEN-47968 | 1.30% |
TEX-7408 | 1.30% |
ESL-2614 | 1.30% |
TOWN-31080 | 1.30% |
DNOW-46949 | 1.30% |
LCI-23602 | 1.30% |
HDP-48257 | 1.30% |
PSMT-17568 | 1.30% |
CHEF-41765 | 1.30% |
BOBE-1016 | 1.30% |
FRAC-50612 | 1.30% |
JNPR-20239 | 1.30% |
RLI-6489 | 1.30% |
EVOP-52030 | 1.30% |
LRN-35259 | 1.30% |
CBAY-46189 | 1.30% |
GWR-15139 | 1.30% |
WETF-31288 | 1.30% |
NRE-49511 | 1.29% |
CB-8580 | 1.29% |
DBI-27409 | 1.29% |
AZZ-694 | 1.29% |
GEF-14379 | 1.29% |
GWRE-42402 | 1.29% |
VIVO-4244 | 1.29% |
VIAV-20387 | 1.29% |
STRL-9430 | 1.29% |
WSBC-8277 | 1.29% |
AM-50835 | 1.29% |
ENTA-44332 | 1.29% |
JBLU-23599 | 1.29% |
CATY-1270 | 1.29% |
SNAP-50683 | 1.29% |
ACCO-27570 | 1.29% |
CPRT-10931 | 1.29% |
LOPE-37686 | 1.29% |
IMO-3895 | 1.29% |
GTS-35194 | 1.29% |
SRI-24800 | 1.29% |
IPAR-20384 | 1.29% |
WD-40592 | 1.29% |
EGN-2470 | 1.29% |
BRC-1078 | 1.29% |
AMN-23178 | 1.29% |
CNDT-50533 | 1.29% |
ECHO-38798 | 1.29% |
FCN-14927 | 1.29% |
FTI-22784 | 1.29% |
AMPH-47193 | 1.29% |
PBF-43713 | 1.29% |
UPLD-48029 | 1.29% |
AVT-661 | 1.29% |
WWD-16425 | 1.29% |
DPZ-26466 | 1.29% |
ALE-21975 | 1.28% |
ESLT-15991 | 1.28% |
WWE-20818 | 1.28% |
SWI-52553 | 1.28% |
MOH-25349 | 1.28% |
ROLL-27557 | 1.28% |
USM-7851 | 1.28% |
CFX-36176 | 1.28% |
TWO-38887 | 1.28% |
MIC-26898 | 1.28% |
WIX-45800 | 1.28% |
PSA-24962 | 1.28% |
CLI-11752 | 1.28% |
WK-48254 | 1.28% |
ITT-14081 | 1.28% |
WERN-8147 | 1.28% |
ASH-559 | 1.28% |
ESRX-2618 | 1.28% |
MHO-10217 | 1.28% |
HT-19709 | 1.28% |
BJ-52159 | 1.28% |
PNFP-23718 | 1.28% |
BAX-734 | 1.28% |
POL-22049 | 1.28% |
HHC-40378 | 1.28% |
PWR-6269 | 1.28% |
VSH-8050 | 1.28% |
SBGI-13098 | 1.28% |
NOVT-19892 | 1.28% |
FARO-17508 | 1.28% |
TYPE-34378 | 1.28% |
CNP-24064 | 1.28% |
ARWR-10417 | 1.28% |
MINI-10793 | 1.28% |
CNMD-1706 | 1.28% |
SUP-7217 | 1.28% |
VREX-50606 | 1.28% |
HTGC-27341 | 1.28% |
DVAX-25972 | 1.27% |
VOYA-44645 | 1.27% |
WMT-8229 | 1.27% |
QLYS-43454 | 1.27% |
ZNGA-42277 | 1.27% |
CTXS-14014 | 1.27% |
HLX-17180 | 1.27% |
SAFM-6624 | 1.27% |
AERI-45733 | 1.27% |
APAM-44249 | 1.27% |
VLO-7990 | 1.27% |
ENV-39958 | 1.27% |
ULTI-19008 | 1.27% |
PIR-6000 | 1.27% |
CWST-17643 | 1.27% |
MDLZ-22802 | 1.27% |
WBS-8119 | 1.27% |
THG-13601 | 1.27% |
TRU-49176 | 1.27% |
AQUA-51375 | 1.27% |
RYAM-47128 | 1.27% |
RIG-9038 | 1.27% |
BEL-21911 | 1.27% |
BETR-49318 | 1.27% |
DSL-44614 | 1.27% |
CJ-50690 | 1.27% |
ADTN-11718 | 1.27% |
ICON-6856 | 1.27% |
THRM-19666 | 1.27% |
PCH-5809 | 1.27% |
JNJ-4151 | 1.27% |
KHC-49229 | 1.27% |
LQ-46721 | 1.27% |
SNDR-50763 | 1.27% |
MXIM-5149 | 1.26% |
SRCI-35051 | 1.26% |
DRE-2293 | 1.26% |
CSRA-49630 | 1.26% |
CYTK-26232 | 1.26% |
SPWR-27817 | 1.26% |
DLB-27046 | 1.26% |
RUSH_A-23907 | 1.26% |
LILA_K-49206 | 1.26% |
FIBK-39401 | 1.26% |
TSLX-46599 | 1.26% |
SWN-7244 | 1.26% |
GATX-3266 | 1.26% |
THS-27406 | 1.26% |
NNI-25782 | 1.26% |
NBEV-47346 | 1.26% |
AMH-45197 | 1.26% |
CPRX-32844 | 1.26% |
AXGN-4413 | 1.26% |
JHG-50910 | 1.26% |
SOI-50870 | 1.26% |
CXO-34440 | 1.26% |
GWB-47898 | 1.26% |
GDDY-48863 | 1.26% |
SYK-7178 | 1.26% |
EAF-51934 | 1.26% |
FII-18709 | 1.26% |
VNE-52084 | 1.26% |
CXW-22102 | 1.26% |
APPF-49193 | 1.26% |
SEE-6769 | 1.26% |
LOB-49289 | 1.26% |
CSL-1909 | 1.26% |
ROIC-34972 | 1.26% |
EMN-10594 | 1.26% |
STT-7139 | 1.26% |
RES-6426 | 1.26% |
VGR-21572 | 1.26% |
ORC-44141 | 1.25% |
OXLC-40733 | 1.25% |
NZF-23079 | 1.25% |
GIS-3214 | 1.25% |
HI-35919 | 1.25% |
INN-40842 | 1.25% |
UFS-2329 | 1.25% |
AYR-32475 | 1.25% |
FDC-49496 | 1.25% |
ASMB-40622 | 1.25% |
APTV-42173 | 1.25% |
CMD-1722 | 1.25% |
TCO-7346 | 1.25% |
AFG-12980 | 1.25% |
TIME-46965 | 1.25% |
POOL-13718 | 1.25% |
AYX-50735 | 1.25% |
USG-7844 | 1.25% |
A-24757 | 1.25% |
IOSP-18759 | 1.25% |
NCR-16389 | 1.25% |
ANDV-7612 | 1.25% |
Y-8369 | 1.25% |
KBH-4199 | 1.25% |
KRO-25764 | 1.25% |
SITC-8468 | 1.25% |
HAS-3460 | 1.25% |
T-6653 | 1.25% |
VER-41872 | 1.25% |
BMI-969 | 1.25% |
JRVR-48258 | 1.25% |
FMC-2893 | 1.25% |
PAYC-46744 | 1.25% |
ESRT-45559 | 1.25% |
MDGL-33298 | 1.25% |
LEXE_A-50444 | 1.25% |
ECYT-40814 | 1.25% |
SCMP-34477 | 1.25% |
TRUE-46929 | 1.24% |
AVNS-47929 | 1.24% |
WLH-43733 | 1.24% |
VNTR-51091 | 1.24% |
HPQ-3735 | 1.24% |
CHS-8612 | 1.24% |
ATRO-617 | 1.24% |
EV-2407 | 1.24% |
SNH-20799 | 1.24% |
IDXX-3810 | 1.24% |
PHH-26956 | 1.24% |
NE-5249 | 1.24% |
MTB-5117 | 1.24% |
OSK-5719 | 1.24% |
LNT-18584 | 1.24% |
BMO-12002 | 1.24% |
DLPH-51494 | 1.24% |
SNV-7007 | 1.24% |
RMAX-45557 | 1.24% |
DF-24814 | 1.24% |
UCBI-23550 | 1.24% |
SMG-6736 | 1.24% |
FLWS-20490 | 1.24% |
GEO-11710 | 1.24% |
PCAR-5787 | 1.24% |
SHOP-49060 | 1.24% |
CRL-21605 | 1.24% |
LPX-4531 | 1.24% |
CBPX-46307 | 1.24% |
MGA-4823 | 1.24% |
SNCR-32234 | 1.24% |
ORBK-5690 | 1.23% |
ARNC-2 | 1.23% |
ETR-2637 | 1.23% |
CCP-49325 | 1.23% |
HAFC-22371 | 1.23% |
LNN-4471 | 1.23% |
HK-31032 | 1.23% |
CCC-1331 | 1.23% |
WHR-8178 | 1.23% |
BOOT-47980 | 1.23% |
KMB-4263 | 1.23% |
NJR-5326 | 1.23% |
FNSR-20866 | 1.23% |
ASB-547 | 1.23% |
WH-52028 | 1.23% |
NTAP-13905 | 1.23% |
RRR-49908 | 1.23% |
STL-19730 | 1.23% |
AIMC-33052 | 1.23% |
MAA-10639 | 1.23% |
JELD-50634 | 1.23% |
PFPT-42825 | 1.23% |
PGR-5950 | 1.23% |
KELY_A-4212 | 1.23% |
JBL-8831 | 1.23% |
CPE-12011 | 1.23% |
CPS-39665 | 1.23% |
CHKP-15101 | 1.23% |
IRM-14388 | 1.23% |
WY-8326 | 1.23% |
HSII-19985 | 1.23% |
LLY-4487 | 1.23% |
ACM-33831 | 1.23% |
CMRE-40354 | 1.23% |
RCI-14298 | 1.22% |
MA-32146 | 1.22% |
SVMK-52450 | 1.22% |
MDP-4751 | 1.22% |
USFD-50003 | 1.22% |
CLNE-33924 | 1.22% |
WHD-51742 | 1.22% |
TBK-48019 | 1.22% |
LUV-4589 | 1.22% |
HNI-26259 | 1.22% |
CHSP-39041 | 1.22% |
TDG-28161 | 1.22% |
ALG-8586 | 1.22% |
WLL-25707 | 1.22% |
NSC-5442 | 1.22% |
SJI-6900 | 1.22% |
GSHD-51962 | 1.22% |
EHC-3661 | 1.22% |
NOG-35961 | 1.22% |
HR-8965 | 1.22% |
NPO-23798 | 1.22% |
CNS-26569 | 1.22% |
MRK-5029 | 1.22% |
SDRL-52182 | 1.22% |
MAR-25920 | 1.22% |
FTS-50382 | 1.22% |
PLT-10655 | 1.22% |
CBRL-1308 | 1.22% |
LCII-2295 | 1.22% |
VFC-7949 | 1.22% |
CVTI-12023 | 1.22% |
APD-460 | 1.21% |
WAFD-8162 | 1.21% |
UNT-7806 | 1.21% |
NVR-5513 | 1.21% |
VICR-7965 | 1.21% |
KOP-28039 | 1.21% |
HGV-50534 | 1.21% |
ABM-52 | 1.21% |
CVGW-23857 | 1.21% |
DCI-2109 | 1.21% |
EPR-17847 | 1.21% |
CALD-25643 | 1.21% |
JW_A-8187 | 1.21% |
SHW-6868 | 1.21% |
BNS-1010 | 1.21% |
BAND-51428 | 1.21% |
FCE_A-49700 | 1.21% |
ES-5484 | 1.21% |
CFR-1427 | 1.21% |
PII-6992 | 1.21% |
CAKE-1234 | 1.21% |
SKYW-6925 | 1.21% |
EPAM-42463 | 1.21% |
PX-6272 | 1.21% |
RESI-43712 | 1.21% |
PLD-24785 | 1.21% |
VLY-8011 | 1.21% |
TGH-34810 | 1.21% |
BHLB-21587 | 1.21% |
ALLY-46015 | 1.21% |
MSG-49458 | 1.20% |
MGI-26435 | 1.20% |
BMS-975 | 1.20% |
SRC-43414 | 1.20% |
JAZZ-33959 | 1.20% |
MKC-4705 | 1.20% |
GIL-18902 | 1.20% |
RHT-20541 | 1.20% |
GAB-3084 | 1.20% |
NYRT-46760 | 1.20% |
COLB-1755 | 1.20% |
FRME-2998 | 1.20% |
MOD-4958 | 1.20% |
PEG-5862 | 1.20% |
HTLF-24649 | 1.20% |
BV-52155 | 1.20% |
ISCA-16029 | 1.20% |
SF-6798 | 1.20% |
SBNY-26132 | 1.20% |
RCKT-48602 | 1.20% |
AIT-24855 | 1.20% |
NI-5310 | 1.20% |
STAA-7130 | 1.20% |
CME-24475 | 1.20% |
MSM-5066 | 1.20% |
PJC-25823 | 1.20% |
PAYX-5767 | 1.19% |
ROK-6536 | 1.19% |
MRTN-5038 | 1.19% |
KNL-26881 | 1.19% |
HEES-28023 | 1.19% |
PRI-39434 | 1.19% |
MLNX-33316 | 1.19% |
CVE-38896 | 1.19% |
MTSC-5107 | 1.19% |
NWBI-12212 | 1.19% |
NWN-5523 | 1.19% |
SAH-24786 | 1.19% |
AXGT-49107 | 1.19% |
GRA-3328 | 1.19% |
HTH-25976 | 1.19% |
ADSW-50361 | 1.19% |
WABC-8084 | 1.19% |
VC-40159 | 1.19% |
LDL-4402 | 1.19% |
MITK-4886 | 1.19% |
POR-28318 | 1.19% |
LILA_K-51615 | 1.19% |
AVYA-51634 | 1.19% |
SPTN-21939 | 1.19% |
TROW-7590 | 1.19% |
ROCK-10263 | 1.19% |
GIB-3203 | 1.19% |
CACI-1218 | 1.19% |
RGA-9037 | 1.19% |
PEP-5885 | 1.18% |
WEX-27045 | 1.18% |
TPR-22099 | 1.18% |
MSA-4939 | 1.18% |
TGNA-3128 | 1.18% |
JPS-24013 | 1.18% |
SPAR-7039 | 1.18% |
BXMT-24697 | 1.18% |
HDSN-12185 | 1.18% |
LYV-27943 | 1.18% |
EIG-33239 | 1.18% |
EXPO-18417 | 1.18% |
KIM-4238 | 1.18% |
PRFT-20425 | 1.18% |
NAD-20117 | 1.18% |
BATR_K-49879 | 1.18% |
EVRG-52064 | 1.18% |
WSFS-9305 | 1.18% |
MET-21418 | 1.18% |
MNR-4946 | 1.18% |
SJW-6907 | 1.18% |
AXP-679 | 1.18% |
PFBC-27041 | 1.18% |
EPC-21380 | 1.18% |
DISC_A-36930 | 1.18% |
CBSH-1312 | 1.18% |
BKNG-19917 | 1.18% |
RLGY-43500 | 1.18% |
KMPR-7795 | 1.18% |
ARCC-26672 | 1.18% |
OPB-46768 | 1.17% |
CISN-51008 | 1.17% |
BBDC-33359 | 1.17% |
FELE-2769 | 1.17% |
ESIO-2612 | 1.17% |
TBI-15165 | 1.17% |
HUM-3718 | 1.17% |
KALA-51051 | 1.17% |
RXN-42738 | 1.17% |
EL-13841 | 1.17% |
DESP-51201 | 1.17% |
DOOR-45383 | 1.17% |
CIM-35081 | 1.17% |
TFCF_A-12213 | 1.17% |
CTSH-18870 | 1.17% |
CWK-52288 | 1.17% |
VVC-21458 | 1.17% |
FNF-47177 | 1.16% |
GWW-3421 | 1.16% |
STI-7152 | 1.16% |
HOPE-18186 | 1.16% |
RUTH-27549 | 1.16% |
EXLS-32752 | 1.16% |
CMCO-14348 | 1.16% |
UFPI-10300 | 1.16% |
SSTI-50927 | 1.16% |
MCFT-49274 | 1.16% |
CDAY-51955 | 1.16% |
ESND-7866 | 1.16% |
ALTR-51367 | 1.16% |
ITG-25095 | 1.16% |
WRB-916 | 1.16% |
ABCO-23176 | 1.16% |
CLNC-51720 | 1.16% |
AMP-27676 | 1.16% |
RGR-6458 | 1.16% |
CALA-47830 | 1.16% |
AEIS-13777 | 1.16% |
SWM-14164 | 1.16% |
EGP-2471 | 1.16% |
FAF-39664 | 1.16% |
HIW-11492 | 1.16% |
DGX-16348 | 1.16% |
WMB-8214 | 1.16% |
ANH-18380 | 1.16% |
SSB-16358 | 1.15% |
TWI-9066 | 1.15% |
SFLY-32660 | 1.15% |
MCY-5017 | 1.15% |
GLRE-33906 | 1.15% |
VSLR-47820 | 1.15% |
VRSK-38817 | 1.15% |
LM-4488 | 1.15% |
IPGP-33033 | 1.15% |
COLD-51651 | 1.15% |
MLM-10796 | 1.15% |
JBHT-4108 | 1.15% |
HCP-3490 | 1.15% |
WMS-47380 | 1.15% |
ISBC-27703 | 1.15% |
LH-12909 | 1.15% |
EBSB-35628 | 1.15% |
CADE-50779 | 1.15% |
PAG-15913 | 1.15% |
EQR-9540 | 1.15% |
AWI-32690 | 1.15% |
FSS-3037 | 1.15% |
DUK-2351 | 1.15% |
HIG-14064 | 1.15% |
BCC-44089 | 1.15% |
LOCO-47382 | 1.15% |
POT-6109 | 1.15% |
ATU-484 | 1.15% |
AGU-12856 | 1.15% |
GLPI-45656 | 1.15% |
GCI-49203 | 1.14% |
WOW-50902 | 1.14% |
KW-35165 | 1.14% |
CMS-1665 | 1.14% |
SWX-7253 | 1.14% |
HPP-39816 | 1.14% |
BW-49208 | 1.14% |
BKI-51205 | 1.14% |
HXL-3738 | 1.14% |
SSD-11386 | 1.14% |
HEI-3519 | 1.14% |
BXS-1028 | 1.14% |
EME-14028 | 1.14% |
AES-166 | 1.14% |
NMFC-41463 | 1.14% |
ORLY-8857 | 1.14% |
WP-42699 | 1.14% |
BSFT-39782 | 1.14% |
EXTR-19973 | 1.14% |
HTLD-3706 | 1.14% |
AGRO-40782 | 1.14% |
AN-410 | 1.14% |
MGRC-4840 | 1.13% |
SYF-47415 | 1.13% |
CHH-24865 | 1.13% |
APH-465 | 1.13% |
PVAC-6258 | 1.13% |
LNCE-4499 | 1.13% |
SO-7011 | 1.13% |
VVI-26439 | 1.13% |
AMG-17800 | 1.13% |
DY-2385 | 1.13% |
LL-35036 | 1.13% |
TRV-7041 | 1.13% |
QTS-45617 | 1.13% |
WU-32603 | 1.13% |
BBT-16850 | 1.13% |
ABAX-31 | 1.13% |
BRKL-23850 | 1.13% |
FRAN-41737 | 1.13% |
COST-1787 | 1.13% |
MSFT-5061 | 1.13% |
MIDD-4695 | 1.13% |
KMG-17056 | 1.13% |
MUSA-45299 | 1.13% |
FCF-2732 | 1.13% |
RPXC-41375 | 1.13% |
BK-903 | 1.13% |
WTS-8107 | 1.13% |
KMI-40852 | 1.13% |
FAX-2698 | 1.13% |
CSX-1937 | 1.13% |
WYND-32393 | 1.13% |
SFL-26386 | 1.13% |
ATKR-50040 | 1.12% |
BR-33562 | 1.12% |
ETH-8633 | 1.12% |
WAL-27421 | 1.12% |
GIMO-44892 | 1.12% |
TRTX-51054 | 1.12% |
OFC-18404 | 1.12% |
AIN-247 | 1.12% |
USPH-7855 | 1.12% |
DNKN-41759 | 1.12% |
WTR-6193 | 1.12% |
IDCC-3801 | 1.12% |
CVX-23112 | 1.12% |
GGP-8817 | 1.12% |
CHE-26305 | 1.12% |
IBM-3766 | 1.12% |
SRE-24778 | 1.12% |
PEB-39047 | 1.12% |
AEP-161 | 1.12% |
DAR-11908 | 1.12% |
PRA-22835 | 1.12% |
DNB-2237 | 1.12% |
FIVN-46695 | 1.12% |
NEE-2968 | 1.12% |
VMC-7998 | 1.11% |
FOE-2933 | 1.11% |
IEX-3816 | 1.11% |
DOV-2262 | 1.11% |
TPB-49954 | 1.11% |
AHT-25398 | 1.11% |
UMBF-11215 | 1.11% |
DFIN-50310 | 1.11% |
GOLF-50424 | 1.11% |
DSKE-49385 | 1.11% |
CRMT-23575 | 1.11% |
ST-39347 | 1.11% |
TYG-26016 | 1.11% |
NEU-26395 | 1.11% |
ILMN-21774 | 1.11% |
SBAC-20281 | 1.11% |
NVG-23528 | 1.11% |
LBRT-51630 | 1.11% |
SWCH-51268 | 1.11% |
HEAR-40197 | 1.11% |
EQH-51994 | 1.11% |
DVMT-50242 | 1.10% |
MAT-4668 | 1.10% |
DENN-18148 | 1.10% |
MATW-11668 | 1.10% |
ALL-24838 | 1.10% |
MAIN-34797 | 1.10% |
RY-13732 | 1.10% |
GLT-3239 | 1.10% |
BEN-812 | 1.10% |
UGI-7739 | 1.10% |
DRH-27278 | 1.10% |
IBKR-33807 | 1.10% |
ETRN-52594 | 1.10% |
EQC-3675 | 1.10% |
CPG-46206 | 1.10% |
WPC-21713 | 1.10% |
GDV-25655 | 1.10% |
WSR-40055 | 1.10% |
COO-1769 | 1.10% |
PNW-6090 | 1.10% |
JOE-6904 | 1.10% |
AIV-11598 | 1.10% |
NEXA-51346 | 1.10% |
XEL-21964 | 1.10% |
LASR-51957 | 1.10% |
SRDX-18490 | 1.10% |
ARII-27998 | 1.09% |
STRA-15397 | 1.09% |
SIGI-6880 | 1.09% |
BKH-913 | 1.09% |
EXR-26566 | 1.09% |
BRSS-44777 | 1.09% |
STC-6893 | 1.09% |
RHI-6465 | 1.09% |
ARE-16843 | 1.09% |
RDN-20276 | 1.09% |
ATTU-22091 | 1.09% |
UE-48390 | 1.09% |
GTY-3406 | 1.09% |
APLE-49051 | 1.09% |
TVPT-47788 | 1.09% |
HIFR-48544 | 1.09% |
SNPS-6994 | 1.09% |
FCPT-49543 | 1.09% |
SCL-6713 | 1.09% |
WCN-38453 | 1.09% |
CURO-51534 | 1.09% |
BRX-45755 | 1.09% |
O-12087 | 1.09% |
SD-50348 | 1.09% |
FBHS-41928 | 1.09% |
TIER-46394 | 1.09% |
RUBY-52187 | 1.08% |
AFL-185 | 1.08% |
NEA-24423 | 1.08% |
CLDT-39498 | 1.08% |
EEQ-24073 | 1.08% |
PGRE-48104 | 1.08% |
ATNI-610 | 1.08% |
TNC-7303 | 1.08% |
BHE-856 | 1.08% |
IRT-45247 | 1.08% |
HASI-44511 | 1.08% |
CSCO-1900 | 1.08% |
AWR-19037 | 1.08% |
BANR-22093 | 1.08% |
ADT-51649 | 1.08% |
TLRY-52211 | 1.08% |
CAVM-33776 | 1.08% |
OCFC-15356 | 1.08% |
UHAL-12141 | 1.08% |
SRCL-15581 | 1.08% |
AMT-24760 | 1.08% |
SR-4435 | 1.08% |
UTX-7883 | 1.08% |
WWW-8321 | 1.08% |
REXR-45111 | 1.08% |
RHP-3175 | 1.08% |
UVE-31185 | 1.08% |
MSI-4974 | 1.08% |
BKI-49048 | 1.07% |
CCT-51451 | 1.07% |
RYN-11044 | 1.07% |
ACC-26553 | 1.07% |
CCI-19258 | 1.07% |
EXTN-49560 | 1.07% |
MMS-24794 | 1.07% |
BAM-21475 | 1.07% |
LHX-3676 | 1.07% |
MPW-27443 | 1.07% |
LLL-18738 | 1.07% |
EVHC-50499 | 1.07% |
HRC-3471 | 1.07% |
PSB-6190 | 1.07% |
TRI-23825 | 1.07% |
NMRK-51580 | 1.07% |
KWR-6294 | 1.07% |
FLDM-40848 | 1.07% |
STKL-7158 | 1.07% |
BAH-40420 | 1.07% |
LHO-18582 | 1.06% |
TPX-25802 | 1.06% |
KRC-16374 | 1.06% |
CBT-1315 | 1.06% |
HFWA-18166 | 1.06% |
BSIG-47873 | 1.06% |
JBSS-4112 | 1.06% |
GPK-25429 | 1.06% |
CLGX-2691 | 1.06% |
APY-51966 | 1.06% |
BXMX-26746 | 1.06% |
OGS-46180 | 1.06% |
PBCT-5769 | 1.06% |
SXT-22272 | 1.06% |
RNG-45521 | 1.05% |
RPT-15010 | 1.05% |
LDOS-32714 | 1.05% |
MCO-22139 | 1.05% |
FRT-3010 | 1.05% |
KLXE-52362 | 1.05% |
HRTG-46988 | 1.05% |
DFS-34011 | 1.05% |
UMPQ-18634 | 1.05% |
TRNO-39161 | 1.05% |
COF-12160 | 1.05% |
KREF-50850 | 1.05% |
RXDX-44685 | 1.05% |
HMST-42496 | 1.05% |
RSPP-46182 | 1.05% |
R-6326 | 1.05% |
MSCI-35078 | 1.05% |
DTE-2330 | 1.05% |
AWK-36098 | 1.05% |
NSP-16323 | 1.05% |
SMP-6967 | 1.05% |
XHR-48575 | 1.05% |
LTC-4561 | 1.05% |
EPE-46191 | 1.05% |
STE-7173 | 1.05% |
ITW-4080 | 1.05% |
DCPH-51233 | 1.05% |
NAVG-5200 | 1.05% |
NFG-5284 | 1.05% |
AMRX-51987 | 1.05% |
CABO-49204 | 1.04% |
AHH-44677 | 1.04% |
DOC-45113 | 1.04% |
LNC-4498 | 1.04% |
QEP-39778 | 1.04% |
HMN-3605 | 1.04% |
HLT-45993 | 1.04% |
FULT-3066 | 1.04% |
BOH-1023 | 1.04% |
NSTG-44991 | 1.04% |
TDC-34661 | 1.04% |
TYL-7681 | 1.04% |
XRX-8354 | 1.04% |
COR-40146 | 1.04% |
KRG-26562 | 1.04% |
DCT-33026 | 1.04% |
NPK-5407 | 1.04% |
WRI-8267 | 1.04% |
PRSC-25458 | 1.04% |
TD-15596 | 1.04% |
IMMR-20877 | 1.04% |
BPR-52361 | 1.03% |
PRU-23328 | 1.03% |
POST-42407 | 1.03% |
BRS-5645 | 1.03% |
GXP-23126 | 1.03% |
GSKY-52033 | 1.03% |
EXPE-27543 | 1.03% |
ARI-38759 | 1.03% |
JBT-36586 | 1.03% |
TU-22176 | 1.03% |
CRK-1663 | 1.03% |
FCNC_A-2739 | 1.03% |
WMK-8226 | 1.03% |
CIFS-51100 | 1.03% |
FIS-22876 | 1.03% |
ELAN-52424 | 1.03% |
BE-52233 | 1.03% |
SYY-7285 | 1.03% |
BDX-794 | 1.03% |
NRZ-44647 | 1.03% |
AINV-26183 | 1.03% |
PRTK-32095 | 1.03% |
SPGI-4849 | 1.02% |
H-38909 | 1.02% |
LII-24767 | 1.02% |
RGS-6453 | 1.02% |
KS-30759 | 1.02% |
UDR-7715 | 1.02% |
PMT-38630 | 1.02% |
DEI-32770 | 1.02% |
TEL-34014 | 1.02% |
HURN-26708 | 1.02% |
PPL-6119 | 1.02% |
KNX-12067 | 1.02% |
ADM-128 | 1.02% |
TSC-44690 | 1.02% |
CPT-9348 | 1.02% |
NINE-51648 | 1.02% |
NHI-5303 | 1.02% |
STOR-48103 | 1.02% |
TSS-7616 | 1.02% |
RJF-6482 | 1.01% |
COL-22880 | 1.01% |
FISV-2853 | 1.01% |
TMK-7488 | 1.01% |
BWXT-39885 | 1.01% |
VAR-7904 | 1.01% |
TMO-7493 | 1.01% |
MFA-18590 | 1.01% |
LEG-4415 | 1.01% |
INTL-12684 | 1.01% |
SASR-14804 | 1.01% |
STWD-38668 | 1.01% |
ED-2434 | 1.01% |
PKI-20774 | 1.01% |
AME-353 | 1.01% |
KEYW-40192 | 1.01% |
JNCE-50619 | 1.01% |
CNNE-51489 | 1.01% |
KO-4283 | 1.01% |
STAG-41271 | 1.01% |
REX-9642 | 1.01% |
BFAM-44017 | 1.01% |
NBHC-43419 | 1.01% |
BRO-1097 | 1.01% |
ICE-27809 | 1.01% |
HTA-43032 | 1.01% |
FMBI-2891 | 1.01% |
NP-26837 | 1.01% |
ORI-5696 | 1.00% |
BRY-52244 | 1.00% |
TCF-7334 | 1.00% |
PAHC-46748 | 1.00% |
RIC-16681 | 1.00% |
LLNW-33989 | 1.00% |
MTGE-41792 | 1.00% |
HII-41111 | 1.00% |
CBZ-17988 | 1.00% |
OKE-5634 | 1.00% |
DYN-43462 | 1.00% |
GLDD-28476 | 1.00% |
IDRA-14255 | 1.00% |
AEE-24783 | 1.00% |
DHR-2170 | 1.00% |
ADBE-114 | 1.00% |
WEC-8140 | 1.00% |
CPLA-32860 | 1.00% |
BNCL-34229 | 1.00% |
HE-3509 | 1.00% |
GPT-26520 | 1.00% |
QCP-50403 | 1.00% |
CEIX-51457 | 1.00% |
FTCH-52425 | 1.00% |
HPT-13373 | 1.00% |
UPS-20940 | 1.00% |
SGY-9458 | 1.00% |
UNF-7789 | 1.00% |
CE-26960 | 1.00% |
OA-600 | 1.00% |
CYS-38477 | 1.00% |
MMM-4922 | 1.00% |
HST-9947 | 1.00% |
NNN-5376 | 1.00% |
CRY-8460 | 1.00% |
AVEO-39350 | 0.99% |
MMC-4914 | 0.99% |
ERIE-13639 | 0.99% |
PSDO-50695 | 0.99% |
ESGR-33253 | 0.99% |
HSY-3695 | 0.99% |
GPN-22443 | 0.99% |
WM-19181 | 0.99% |
BLX-957 | 0.99% |
BXC-26873 | 0.99% |
KFRC-13450 | 0.99% |
AAT-40707 | 0.98% |
IDA-3798 | 0.98% |
FOCS-52242 | 0.98% |
FTK-27496 | 0.98% |
CA-1209 | 0.97% |
AMSF-27819 | 0.97% |
CAA-7050 | 0.97% |
DST-13835 | 0.96% |
DXPE-17196 | 0.96% |
TCPC-42758 | 0.96% |
AET-168 | 0.96% |
FHN-26204 | 0.95% |
HON-25090 | 0.95% |
KAI-22911 | 0.94% |
ANAT-412 | 0.92% |
PF-44375 | 0.92% |
TLYS-42895 | 0.92% |
USB-25010 | 0.89% |
FTSI-51725 | 0.88% |
PK-50535 | 0.88% |
PRSP-52045 | 0.87% |
ZTS-44060 | 0.86% |
MMI-45771 | 0.82% |
ACB-47294 | 0.76% |
INSG-50449 | 0.72% |
ERII-36518 | 0.69% |
MODN-44311 | 0.69% |
NLNK-42147 | 0.67% |
APHA-52603 | 0.65% |
SEND-51455 | 0.63% |
ATEN-46598 | 0.47% |
BRK_B-11100 | 0.25% |
/usr/local/lib/python2.7/dist-packages/pyfolio/perf_attrib.py:559: 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. 2434 assets were missing factor loadings, including: A-24757, AA-50428, AABA-14848, AAL-45971, AAN-523..ZUO-51917. Ignoring for exposure calculation and performance attribution. Ratio of assets missing: 0.945. Average allocation of selected missing assets: sid A-24757 587.156304 AA-50428 -1923.462479 AABA-14848 443.728592 AAL-45971 -3648.154450 AAN-523 2389.920199 ZUO-51917 -1345.966289 dtype: float64. warnings.warn(missing_stocks_warning_msg) /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)
Summary Statistics | |
---|---|
Annualized Specific Return | 35.26% |
Annualized Common Return | -6.79% |
Annualized Total Return | 26.09% |
Specific Sharpe Ratio | 4.73 |
Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
---|---|---|---|
basic_materials | 0.00 | -0.24% | -0.49% |
consumer_cyclical | -0.00 | -0.01% | -0.03% |
financial_services | -0.00 | 0.01% | 0.03% |
real_estate | 0.00 | -0.03% | -0.06% |
consumer_defensive | -0.00 | -0.06% | -0.11% |
health_care | -0.00 | -0.39% | -0.78% |
utilities | 0.00 | -0.07% | -0.13% |
communication_services | 0.00 | 0.01% | 0.02% |
energy | -0.01 | -4.04% | -7.98% |
industrials | 0.00 | -0.02% | -0.03% |
technology | -0.00 | -2.17% | -4.32% |
momentum | 0.03 | -0.19% | -0.38% |
size | 0.01 | -0.01% | -0.01% |
value | -0.03 | -0.25% | -0.51% |
short_term_reversal | -0.00 | 0.12% | 0.24% |
volatility | -0.02 | 0.41% | 0.82% |