Notebook

Run the cell below to create your tear sheet.

In [1]:
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 date2017-07-28
End date2019-08-02
Total months24
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)

Performance Relative to Common Risk Factors

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%
In [ ]: