Run the cell below to create your tear sheet.
In [1]:
bt = get_backtest('5b1c8b02a77555447afd32c5')
bt.create_full_tear_sheet(round_trips=True)
100% Time: 0:00:15|###########################################################|
| Start date | 2016-01-06 |
|---|---|
| End date | 2018-06-06 |
| Total months | 29 |
| Backtest | |
| Annual return | 14.3% |
| Cumulative returns | 38.0% |
| Annual volatility | 9.3% |
| Sharpe ratio | 1.48 |
| Calmar ratio | 1.40 |
| Stability | 0.90 |
| Max drawdown | -10.2% |
| Omega ratio | 1.29 |
| Sortino ratio | 2.31 |
| Skew | 0.42 |
| Kurtosis | 4.07 |
| Tail ratio | 1.20 |
| Daily value at risk | -1.1% |
| Gross leverage | 1.00 |
| Daily turnover | 11.7% |
| Alpha | 0.14 |
| Beta | 0.01 |
| Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
|---|---|---|---|---|---|
| 0 | 10.18 | 2016-02-25 | 2016-03-21 | 2016-09-14 | 145 |
| 1 | 6.52 | 2017-07-28 | 2017-08-24 | 2017-11-22 | 84 |
| 2 | 4.23 | 2018-02-21 | 2018-04-13 | 2018-05-31 | 72 |
| 3 | 3.37 | 2017-11-27 | 2017-12-19 | 2018-01-08 | 31 |
| 4 | 2.96 | 2017-05-05 | 2017-05-10 | 2017-05-24 | 14 |
| Stress Events | mean | min | max |
|---|---|---|---|
| New Normal | 0.06% | -2.13% | 3.75% |
| Top 10 long positions of all time | max |
|---|---|
| SRPT-16999 | 5.24% |
| MDGL-33298 | 4.83% |
| PBYI-42689 | 4.47% |
| JUNO-48317 | 4.05% |
| VYGR-49579 | 3.99% |
| AGIO-45143 | 3.98% |
| HRTX-22651 | 3.96% |
| IPXL-37849 | 3.94% |
| ALNY-26335 | 3.93% |
| EGRX-46354 | 3.92% |
| Top 10 short positions of all time | max |
|---|---|
| ZIOP-31341 | -4.14% |
| MNKD-26524 | -4.12% |
| VRAY-48015 | -3.98% |
| IMGN-3885 | -3.87% |
| SGMO-21447 | -3.85% |
| GBT-49335 | -3.84% |
| KPTI-45799 | -3.83% |
| LXRX-21413 | -3.81% |
| ESPR-44989 | -3.80% |
| TECK-31886 | -3.78% |
| Top 10 positions of all time | max |
|---|---|
| SRPT-16999 | 5.24% |
| MDGL-33298 | 4.83% |
| PBYI-42689 | 4.47% |
| ZIOP-31341 | 4.14% |
| MNKD-26524 | 4.12% |
| JUNO-48317 | 4.05% |
| VYGR-49579 | 3.99% |
| AGIO-45143 | 3.98% |
| VRAY-48015 | 3.98% |
| HRTX-22651 | 3.96% |
| All positions ever held | max |
|---|---|
| SRPT-16999 | 5.24% |
| MDGL-33298 | 4.83% |
| PBYI-42689 | 4.47% |
| ZIOP-31341 | 4.14% |
| MNKD-26524 | 4.12% |
| JUNO-48317 | 4.05% |
| VYGR-49579 | 3.99% |
| AGIO-45143 | 3.98% |
| VRAY-48015 | 3.98% |
| HRTX-22651 | 3.96% |
| IPXL-37849 | 3.94% |
| ALNY-26335 | 3.93% |
| EGRX-46354 | 3.92% |
| WLL-25707 | 3.91% |
| HZNP-41766 | 3.90% |
| FOLD-33949 | 3.88% |
| BLUE-44935 | 3.88% |
| IMGN-3885 | 3.87% |
| SGMO-21447 | 3.85% |
| ATRA-47901 | 3.85% |
| GBT-49335 | 3.84% |
| KPTI-45799 | 3.83% |
| MCRB-49195 | 3.81% |
| LXRX-21413 | 3.81% |
| AAC-47842 | 3.80% |
| AERI-45733 | 3.80% |
| ESPR-44989 | 3.80% |
| ANAB-50616 | 3.78% |
| TECK-31886 | 3.78% |
| TROX-40530 | 3.78% |
| ENDP-21750 | 3.78% |
| CYH-21608 | 3.76% |
| ARRY-22192 | 3.76% |
| EDIT-49736 | 3.76% |
| OTIC-47495 | 3.75% |
| ANGI-42175 | 3.75% |
| CALA-47830 | 3.74% |
| CNX-24758 | 3.74% |
| OAS-39797 | 3.74% |
| KERX-21789 | 3.71% |
| MDCA-12800 | 3.71% |
| CBAY-46189 | 3.71% |
| PRTA-43730 | 3.71% |
| MLNT-42455 | 3.70% |
| EPZM-44830 | 3.70% |
| NVAX-14112 | 3.69% |
| ICON-6856 | 3.69% |
| ASPS-38633 | 3.69% |
| ANAC-40442 | 3.68% |
| AVXS-49751 | 3.68% |
| SEDG-48823 | 3.68% |
| NVCR-49460 | 3.68% |
| CARA-46283 | 3.68% |
| ADRO-48925 | 3.68% |
| BLCM-48304 | 3.67% |
| MDR-4752 | 3.67% |
| CSTM-44780 | 3.67% |
| NHTC-18595 | 3.67% |
| FTK-27496 | 3.67% |
| ELGX-23769 | 3.66% |
| HIIQ-44113 | 3.66% |
| VRX-10908 | 3.66% |
| AXON-49107 | 3.66% |
| MRTX-45080 | 3.65% |
| DEPO-18010 | 3.65% |
| RDUS-46871 | 3.65% |
| CDE-1374 | 3.65% |
| ITCI-46053 | 3.65% |
| FMSA-47848 | 3.65% |
| CLDX-19187 | 3.65% |
| CLVS-42166 | 3.64% |
| DVAX-25972 | 3.64% |
| ALDR-46869 | 3.63% |
| RH-43599 | 3.63% |
| BRS-5645 | 3.63% |
| X-8329 | 3.62% |
| WMB-8214 | 3.62% |
| FPRX-45430 | 3.62% |
| INSY-44665 | 3.62% |
| NTLA-49934 | 3.61% |
| SGYP-32331 | 3.61% |
| TMST-47162 | 3.61% |
| SALT-45996 | 3.60% |
| XON-45239 | 3.60% |
| PI-50138 | 3.60% |
| RPTP-21364 | 3.59% |
| LPI-42263 | 3.59% |
| SCMP-34477 | 3.58% |
| CMRX-44453 | 3.58% |
| UNT-7806 | 3.58% |
| TLRD-7203 | 3.58% |
| LNTH-49189 | 3.57% |
| LOCK-43467 | 3.57% |
| ABEO-28471 | 3.57% |
| WATT-46650 | 3.56% |
| NKTR-24572 | 3.56% |
| PLUG-20776 | 3.56% |
| EXAS-22364 | 3.55% |
| AUPH-47621 | 3.55% |
| TXMD-28966 | 3.54% |
| ACOR-28077 | 3.54% |
| OMER-38827 | 3.53% |
| BCRX-10905 | 3.52% |
| NPTN-40807 | 3.51% |
| CC-49210 | 3.51% |
| SPPI-24517 | 3.51% |
| PACB-40319 | 3.51% |
| SEMG-39358 | 3.51% |
| SN-42264 | 3.51% |
| HLX-17180 | 3.51% |
| NAK-26776 | 3.50% |
| ZGNX-40461 | 3.49% |
| MSG-49458 | 3.49% |
| EFII-2460 | 3.48% |
| COLL-49016 | 3.48% |
| MSGN-39171 | 3.47% |
| MUX-7845 | 3.47% |
| TRVN-46272 | 3.46% |
| PTCT-44955 | 3.46% |
| QURE-46310 | 3.44% |
| FLXN-46344 | 3.44% |
| ECA-23021 | 3.43% |
| ATW-624 | 3.43% |
| XENT-47373 | 3.43% |
| CZR-42461 | 3.42% |
| RLYP-45851 | 3.41% |
| EPE-46191 | 3.41% |
| IAG-24491 | 3.41% |
| EXK-33236 | 3.39% |
| ATI-24840 | 3.39% |
| AG-40607 | 3.38% |
| WTW-23269 | 3.38% |
| WPX-42251 | 3.37% |
| TRGP-40547 | 3.37% |
| CWEI-8941 | 3.36% |
| ONCE-48547 | 3.35% |
| RYI-47464 | 3.34% |
| ESV-2621 | 3.33% |
| BTE-28232 | 3.33% |
| APPN-50903 | 3.32% |
| TRXC-29042 | 3.32% |
| AVP-660 | 3.28% |
| CONN-25646 | 3.26% |
| GLYC-46135 | 3.25% |
| IPI-36093 | 3.24% |
| SDLP-43539 | 3.24% |
| PLSE-49957 | 3.23% |
| ERF-22215 | 3.20% |
| HK-31032 | 3.19% |
| WFT-19336 | 3.18% |
| SUNE-13306 | 3.18% |
| RGNX-49409 | 3.17% |
| AKS-10897 | 3.16% |
| CENX-14484 | 3.14% |
| PES-22551 | 3.11% |
| LJPC-11512 | 3.08% |
| CLF-1595 | 3.08% |
| XXII-32588 | 3.07% |
| ETSY-48934 | 3.04% |
| SAGE-47332 | 3.03% |
| AXLL-3189 | 3.02% |
| IONS-4031 | 3.02% |
| RYAM-47128 | 2.97% |
| FSM-41915 | 2.97% |
| AMD-351 | 2.96% |
| INSM-21778 | 2.96% |
| AGI-44156 | 2.95% |
| FGEN-48088 | 2.95% |
| TGTX-13984 | 2.94% |
| IMMU-3891 | 2.91% |
| OCN-15697 | 2.89% |
| CRSP-50400 | 2.84% |
| ANFI-43493 | 2.82% |
| HPR-26865 | 2.82% |
| RTRX-41663 | 2.81% |
| ADMS-46722 | 2.79% |
| GRPN-42118 | 2.78% |
| NTNX-50338 | 2.73% |
| AROC-34575 | 2.70% |
| RUN-49321 | 2.68% |
| RIC-16681 | 2.63% |
| ERII-36518 | 2.63% |
| REN-34800 | 2.63% |
| BPT-1068 | 2.62% |
| EROS-45867 | 2.62% |
| ACIA-33321 | 2.60% |
| SNCR-32234 | 2.60% |
| NLNK-42147 | 2.58% |
| TAHO-39938 | 2.57% |
| NK-49298 | 2.48% |
| CRC-48073 | 2.39% |
| ADXS-40992 | 2.36% |
| AMAG-659 | 2.35% |
| ARNA-21724 | 2.30% |
| TELL-4982 | 2.23% |
| GNW-26323 | 2.22% |
| DXPE-17196 | 2.21% |
| RXDX-44685 | 2.20% |
| FCX-13197 | 2.19% |
| RRTS-39628 | 2.18% |
| AAOI-45503 | 2.17% |
| SHLD-26169 | 2.16% |
| OSTK-23714 | 2.15% |
| PTLA-44770 | 2.15% |
| TRUE-46929 | 2.14% |
| NAV-5199 | 2.14% |
| KURA-49572 | 2.13% |
| TSRO-43124 | 2.10% |
| TTPH-44314 | 2.09% |
| YRCW-8370 | 2.08% |
| RMTI-18196 | 2.07% |
| LC-48220 | 2.05% |
| BLDP-13798 | 2.05% |
| NE-5249 | 2.04% |
| MYOK-49535 | 2.03% |
| UAA-27822 | 2.01% |
| SWN-7244 | 2.00% |
| EXEL-21383 | 2.00% |
| LL-35036 | 2.00% |
| MFRM-42184 | 1.98% |
| TGH-34810 | 1.96% |
| CIE-39073 | 1.94% |
| MDXG-34049 | 1.93% |
| SPXC-7086 | 1.91% |
| UPL-50782 | 1.88% |
| SDRL-39495 | 1.85% |
| LOXO-47432 | 1.84% |
| IOVA-36209 | 1.84% |
| BTG-44884 | 1.82% |
| KEM-4265 | 1.82% |
| FRTA-50398 | 1.81% |
| SRNE-33062 | 1.78% |
| HDP-48257 | 1.77% |
| ACHN-32790 | 1.76% |
| CBI-1287 | 1.75% |
| ECYT-40814 | 1.73% |
| AKAO-46528 | 1.73% |
| ECR-47168 | 1.70% |
| TWLO-50077 | 1.70% |
| CHRS-48026 | 1.68% |
| MTSI-42646 | 1.68% |
| TREE-36742 | 1.62% |
| CRBP-47955 | 1.61% |
| HTZ-50070 | 1.59% |
| SXC-41733 | 1.59% |
| ADPT-47191 | 1.59% |
| DNR-15789 | 1.57% |
| XCO-28083 | 1.55% |
| SGY-9458 | 1.52% |
| AKCA-51037 | 1.52% |
| WTI-26986 | 1.51% |
| GSAT-32819 | 1.50% |
| CXRX-46079 | 1.50% |
| DRYS-26994 | 1.47% |
| AKG-35382 | 1.45% |
| KALA-51051 | 1.45% |
| FIT-49139 | 1.43% |
| RGLS-43472 | 1.42% |
| TTD-50288 | 1.40% |
| SGRY-49456 | 1.40% |
| SNAP-50683 | 1.39% |
| FMI-45499 | 1.37% |
| CHK-8461 | 1.36% |
| SGH-50900 | 1.34% |
| CVNA-50807 | 1.33% |
| FTR-2069 | 1.33% |
| JNCE-50619 | 1.30% |
| RVNC-46315 | 1.29% |
| ARWR-10417 | 1.28% |
| TTS-40545 | 1.26% |
| ONDK-48290 | 1.24% |
| CLD-38971 | 1.22% |
| HOMB-32302 | 1.20% |
| SM-4664 | 1.20% |
| THC-5343 | 1.19% |
| IDRA-14255 | 1.13% |
| AGEN-21104 | 1.10% |
| BAS-27886 | 1.10% |
| SGMS-22637 | 1.07% |
| SBLK-28112 | 1.07% |
| RIGL-25226 | 1.07% |
| CFMS-49211 | 1.06% |
| OPHT-45498 | 1.06% |
| OBE-32293 | 1.03% |
| TERP-47334 | 1.02% |
| TK-13289 | 0.98% |
| WRLD-8268 | 0.96% |
| GLNG-24489 | 0.93% |
| PIRS-47377 | 0.93% |
| BW-49208 | 0.92% |
| NMBL-46002 | 0.91% |
| AXTI-18661 | 0.87% |
| DERM-47845 | 0.86% |
| VCEL-16437 | 0.85% |
| WAC-18431 | 0.84% |
| AVEO-39350 | 0.83% |
| BLDR-27369 | 0.83% |
| NDRM-48090 | 0.82% |
| CRR-14700 | 0.80% |
| SPWR-27817 | 0.78% |
| ATRS-22418 | 0.75% |
| URGN-50831 | 0.74% |
| APRN-50990 | 0.72% |
| GLBL-49312 | 0.72% |
| STRP-45130 | 0.72% |
| AKRX-270 | 0.70% |
| DYN-43462 | 0.68% |
| HIBB-15815 | 0.66% |
| ESIO-2612 | 0.66% |
| VSLR-47820 | 0.65% |
| PIR-6000 | 0.64% |
| CJES-48821 | 0.64% |
| BNFT-45428 | 0.63% |
| VERI-50868 | 0.62% |
| QNST-39218 | 0.61% |
| ICHR-50509 | 0.61% |
| ORIG-41919 | 0.58% |
| AFSI-32871 | 0.56% |
| BOLD-50135 | 0.54% |
| CSLT-46551 | 0.53% |
| MACK-42735 | 0.49% |
| CORT-26191 | 0.49% |
| FOSL-8816 | 0.49% |
| QTNA-50417 | 0.46% |
| KND-23221 | 0.40% |
| JONE-45141 | 0.40% |
| LINE-27993 | 0.39% |
| CIFS-51100 | 0.37% |
| SND-50440 | 0.34% |
| SA-26203 | 0.34% |
| FATE-45429 | 0.33% |
| SCTY-43721 | 0.33% |
| ASNA-2105 | 0.32% |
| AKBA-46583 | 0.26% |
| VSAR-46582 | 0.26% |
| CAI-33864 | 0.26% |
| GNC-41182 | 0.23% |
| MMYT-40028 | 0.23% |
| IO-3996 | 0.22% |
| INFN-33979 | 0.22% |
| TDW-7364 | 0.21% |
| ZAGG-32502 | 0.20% |
| ANW-33014 | 0.19% |
| BOOT-47980 | 0.15% |
| RAD-6330 | 0.15% |
| CLNE-33924 | 0.12% |
| QUOT-46497 | 0.11% |
| CCC-1331 | 0.11% |
| ARIA-11880 | 0.09% |
| EGO-24547 | 0.08% |
| CCRC-49668 | 0.08% |
| AUY-25714 | 0.07% |
| FRED-2989 | 0.06% |
| NWBO-23322 | 0.02% |
| RDFN-51079 | 0.02% |
| NYRT-46760 | 0.01% |
| GPT-26520 | 0.01% |
| CXW-22102 | 0.01% |
| EGL-43151 | 0.01% |
| FRO-22983 | 0.01% |
/usr/local/lib/python2.7/dist-packages/pyfolio/round_trips.py:213: UserWarning: Negative price detected, ignoring forround-trip.
warnings.warn('Negative price detected, ignoring for'
| Summary stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total number of round_trips | 21625.00 | 12269.00 | 9356.00 |
| Percent profitable | 0.53 | 0.46 | 0.61 |
| Winning round_trips | 11381.00 | 5684.00 | 5697.00 |
| Losing round_trips | 10244.00 | 6585.00 | 3659.00 |
| Even round_trips | 0.00 | 0.00 | 0.00 |
| PnL stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total profit | $3735548.53 | $-743430.50 | $4478979.03 |
| Gross profit | $25339475.41 | $11547086.11 | $13792389.30 |
| Gross loss | $-21603926.87 | $-12290516.61 | $-9313410.26 |
| Profit factor | $1.17 | $0.94 | $1.48 |
| Avg. trade net profit | $172.74 | $-60.59 | $478.73 |
| Avg. winning trade | $2226.47 | $2031.51 | $2420.99 |
| Avg. losing trade | $-2108.93 | $-1866.44 | $-2545.34 |
| Ratio Avg. Win:Avg. Loss | $1.06 | $1.09 | $0.95 |
| Largest winning trade | $257707.54 | $171154.73 | $257707.54 |
| Largest losing trade | $-164438.14 | $-148397.44 | $-164438.14 |
| Duration stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg duration | 35 days 01:55:58.441341 | 33 days 04:59:45.393675 | 37 days 12:51:39.689931 |
| Median duration | 23 days 00:00:00 | 22 days 00:03:00 | 25 days 00:00:00 |
| Longest duration | 196 days 01:00:00 | 193 days 23:00:00 | 196 days 01:00:00 |
| Shortest duration | 0 days 10:26:01 | 0 days 10:26:01 | 0 days 10:26:01 |
| Return stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg returns all round_trips | 0.00% | -0.00% | 0.00% |
| Avg returns winning | 0.02% | 0.02% | 0.02% |
| Avg returns losing | -0.02% | -0.02% | -0.02% |
| Median returns all round_trips | 0.00% | -0.00% | 0.00% |
| Median returns winning | 0.00% | 0.00% | 0.00% |
| Median returns losing | -0.00% | -0.00% | -0.00% |
| Largest winning trade | 1.89% | 1.61% | 1.89% |
| Largest losing trade | -1.35% | -1.35% | -1.30% |
| Symbol stats | AAC-47842 | AAOI-45503 | ABEO-28471 | ACHN-32790 | ACIA-33321 | ACOR-28077 | ADMS-46722 | ADPT-47191 | ADRO-48925 | ADXS-40992 | AERI-45733 | AFSI-32871 | AG-40607 | AGEN-21104 | AGI-44156 | AGIO-45143 | AKAO-46528 | AKBA-46583 | AKCA-51037 | AKG-35382 | AKRX-270 | AKS-10897 | ALDR-46869 | ALNY-26335 | AMAG-659 | AMD-351 | ANAB-50616 | ANAC-40442 | ANFI-43493 | ANGI-42175 | ANW-33014 | APPN-50903 | APRN-50990 | ARIA-11880 | ARNA-21724 | AROC-34575 | ARRY-22192 | ARWR-10417 | ASNA-2105 | ASPS-38633 | ATI-24840 | ATRA-47901 | ATRS-22418 | ATW-624 | AUPH-47621 | AUY-25714 | AVEO-39350 | AVP-660 | AVXS-49751 | AXLL-3189 | AXON-49107 | AXTI-18661 | BAS-27886 | BCRX-10905 | BLCM-48304 | BLDP-13798 | BLDR-27369 | BLUE-44935 | BNFT-45428 | BOLD-50135 | BOOT-47980 | BPT-1068 | BRS-5645 | BTE-28232 | BTG-44884 | BW-49208 | CAI-33864 | CALA-47830 | CARA-46283 | CBAY-46189 | CBI-1287 | CC-49210 | CCC-1331 | CCRC-49668 | CDE-1374 | CENX-14484 | CFMS-49211 | CHK-8461 | CHRS-48026 | CIE-39073 | CIFS-51100 | CJES-48821 | CLD-38971 | CLDX-19187 | CLF-1595 | CLNE-33924 | CLVS-42166 | CMRX-44453 | CNX-24758 | COLL-49016 | CONN-25646 | CORT-26191 | CRBP-47955 | CRC-48073 | CRR-14700 | CRSP-50400 | CSLT-46551 | CSTM-44780 | CVNA-50807 | CWEI-8941 | CXRX-46079 | CXW-22102 | CYH-21608 | CZR-42461 | DEPO-18010 | DERM-47845 | DNR-15789 | DRYS-26994 | DVAX-25972 | DXPE-17196 | DYN-43462 | ECA-23021 | ECR-47168 | ECYT-40814 | EDIT-49736 | EFII-2460 | EGL-43151 | EGO-24547 | EGRX-46354 | ELGX-23769 | ENDP-21750 | EPE-46191 | EPZM-44830 | ERF-22215 | ERII-36518 | EROS-45867 | ESIO-2612 | ESPR-44989 | ESV-2621 | ETSY-48934 | EXAS-22364 | EXEL-21383 | EXK-33236 | FATE-45429 | FCX-13197 | FGEN-48088 | FIT-49139 | FLXN-46344 | FMI-45499 | FMSA-47848 | FOLD-33949 | FOSL-8816 | FPRX-45430 | FRED-2989 | FRO-22983 | FRTA-50398 | FSM-41915 | FTK-27496 | FTR-2069 | GBT-49335 | GLBL-49312 | GLNG-24489 | GLYC-46135 | GNC-41182 | GNW-26323 | GPT-26520 | GRPN-42118 | GSAT-32819 | HDP-48257 | HIBB-15815 | HIIQ-44113 | HK-31032 | HLX-17180 | HOMB-32302 | HPR-26865 | HRTX-22651 | HTZ-50070 | HZNP-41766 | IAG-24491 | ICHR-50509 | ICON-6856 | IDRA-14255 | IMGN-3885 | IMMU-3891 | INFN-33979 | INSM-21778 | INSY-44665 | IO-3996 | IONS-4031 | IOVA-36209 | IPI-36093 | IPXL-37849 | ITCI-46053 | JNCE-50619 | JONE-45141 | JUNO-48317 | KALA-51051 | KEM-4265 | KERX-21789 | KND-23221 | KPTI-45799 | KURA-49572 | LC-48220 | LINE-27993 | LJPC-11512 | LL-35036 | LNTH-49189 | LOCK-43467 | LOXO-47432 | LPI-42263 | LXRX-21413 | MACK-42735 | MCRB-49195 | MDCA-12800 | MDGL-33298 | MDR-4752 | MDXG-34049 | MFRM-42184 | MLNT-42455 | MMYT-40028 | MNKD-26524 | MRTX-45080 | MSG-49458 | MSGN-39171 | MTSI-42646 | MUX-7845 | MYOK-49535 | NAK-26776 | NAV-5199 | NDRM-48090 | NE-5249 | NHTC-18595 | NK-49298 | NKTR-24572 | NLNK-42147 | NMBL-46002 | NPTN-40807 | NTLA-49934 | NTNX-50338 | NVAX-14112 | NVCR-49460 | NWBO-23322 | NYRT-46760 | OAS-39797 | OBE-32293 | OCN-15697 | OMER-38827 | ONCE-48547 | ONDK-48290 | OPHT-45498 | ORIG-41919 | OSTK-23714 | OTIC-47495 | PACB-40319 | PBYI-42689 | PES-22551 | PI-50138 | PIR-6000 | PIRS-47377 | PLSE-49957 | PLUG-20776 | PRTA-43730 | PTCT-44955 | PTLA-44770 | QNST-39218 | QTNA-50417 | QUOT-46497 | QURE-46310 | RAD-6330 | RDFN-51079 | RDUS-46871 | REN-34800 | RGLS-43472 | RGNX-49409 | RH-43599 | RIC-16681 | RIGL-25226 | RLYP-45851 | RMTI-18196 | RPTP-21364 | RRTS-39628 | RTRX-41663 | RUN-49321 | RVNC-46315 | RXDX-44685 | RYAM-47128 | RYI-47464 | SA-26203 | SAGE-47332 | SALT-45996 | SBLK-28112 | SCMP-34477 | SCTY-43721 | SDLP-43539 | SDRL-39495 | SEDG-48823 | SEMG-39358 | SGH-50900 | SGMO-21447 | SGMS-22637 | SGRY-49456 | SGY-9458 | SGYP-32331 | SHLD-26169 | SM-4664 | SN-42264 | SNAP-50683 | SNCR-32234 | SND-50440 | SPPI-24517 | SPWR-27817 | SPXC-7086 | SRNE-33062 | SRPT-16999 | STRP-45130 | SUNE-13306 | SWN-7244 | SXC-41733 | TAHO-39938 | TDW-7364 | TECK-31886 | TELL-4982 | TERP-47334 | TGH-34810 | TGTX-13984 | THC-5343 | TK-13289 | TLRD-7203 | TMST-47162 | TREE-36742 | TRGP-40547 | TROX-40530 | TRUE-46929 | TRVN-46272 | TRXC-29042 | TSRO-43124 | TTD-50288 | TTPH-44314 | TTS-40545 | TWLO-50077 | TXMD-28966 | UAA-27822 | UNT-7806 | UPL-50782 | URGN-50831 | VCEL-16437 | VERI-50868 | VRAY-48015 | VRX-10908 | VSAR-46582 | VSLR-47820 | VYGR-49579 | WAC-18431 | WATT-46650 | WFT-19336 | WLL-25707 | WMB-8214 | WPX-42251 | WRLD-8268 | WTI-26986 | WTW-23269 | X-8329 | XCO-28083 | XENT-47373 | XON-45239 | XXII-32588 | YRCW-8370 | ZAGG-32502 | ZGNX-40461 | ZIOP-31341 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg returns all round_trips | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.01% | 0.01% | 0.02% | -0.02% | -0.00% | 0.00% | 0.00% | -0.02% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.02% | 0.01% | 0.02% | 0.00% | 0.06% | 0.03% | 0.02% | -0.01% | 0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | 0.01% | -0.00% | 0.00% | -0.01% | -0.01% | 0.03% | 0.01% | 0.00% | -0.00% | 0.00% | -0.01% | 0.02% | -0.01% | 0.03% | 0.00% | 0.00% | -0.00% | -0.01% | 0.01% | -0.01% | 0.01% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | 0.00% | -0.01% | -0.00% | 0.02% | -0.01% | 0.03% | -0.01% | 0.00% | -0.00% | -0.01% | 0.02% | 0.00% | -0.00% | -0.00% | 0.00% | 0.02% | -0.01% | 0.03% | -0.01% | 0.01% | -0.00% | -0.00% | 0.02% | 0.30% | 0.02% | -0.00% | -0.01% | 0.02% | 0.02% | -0.00% | 0.01% | 0.02% | 0.01% | -0.01% | -0.00% | 0.01% | 0.01% | 0.00% | 0.01% | -0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.05% | 0.01% | 0.01% | 0.00% | -0.00% | -0.01% | -0.00% | 0.02% | 0.00% | -0.00% | -0.01% | 0.01% | -0.00% | -0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | -0.00% | 0.00% | -0.00% | 0.01% | 0.00% | 0.00% | 0.22% | -0.02% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.02% | -0.00% | -0.01% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | -0.01% | -0.00% | 0.00% | 0.01% | -0.00% | 0.00% | -0.00% | -0.01% | -0.01% | 0.01% | -0.00% | 0.00% | -0.01% | 0.01% | 0.01% | 0.01% | -0.00% | -0.00% | -0.01% | 0.00% | -0.01% | 0.01% | 0.00% | -0.00% | -0.02% | 0.19% | -0.02% | 0.03% | -0.00% | 0.00% | 0.01% | -0.00% | 0.27% | 0.01% | -0.00% | 0.03% | -0.01% | -0.00% | -0.01% | 0.03% | 0.01% | -0.01% | -0.01% | 0.10% | 0.00% | -0.00% | 0.14% | 0.10% | -0.00% | -0.00% | -0.00% | 0.00% | -0.03% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | 0.00% | -0.01% | -0.00% | -0.09% | 0.01% | -0.00% | -0.01% | 0.04% | -0.02% | 0.01% | -0.01% | -0.00% | -0.02% | 0.01% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | 0.00% | 0.01% | -0.03% | -0.00% | -0.01% | -0.01% | -0.07% | 0.00% | 0.02% | -0.03% | -0.01% | -0.00% | 0.01% | -0.02% | 0.01% | -0.01% | 0.03% | -0.00% | 0.00% | -0.01% | -0.00% | 0.02% | -0.00% | 0.00% | 0.01% | 0.00% | 0.03% | 0.04% | 0.01% | 0.00% | -0.01% | -0.03% | 0.01% | -0.02% | 0.02% | -0.02% | 0.01% | -0.00% | 0.03% | 0.00% | 0.03% | -0.01% | 0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.06% | 0.00% | -0.00% | 0.02% | 0.01% | -0.02% | -0.02% | -0.01% | -0.00% | 0.01% | 0.02% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.01% | 0.03% | -0.01% | -0.05% | 0.00% | -0.00% | -0.00% | 0.01% | -0.02% | -0.00% | 0.00% | -0.04% | 0.00% | 0.00% | -0.00% | -0.01% | -0.01% | 0.02% | 0.01% | -0.02% | 0.03% | 0.02% | -0.06% | 0.00% | -0.00% | 0.81% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | 0.02% | -0.00% | -0.01% | 0.03% | -0.01% | -0.00% | 0.00% | 0.02% | 0.02% | -0.00% | 0.00% | 0.01% | -0.01% | 0.01% | -0.00% | -0.00% | 0.00% | 0.00% | 0.02% | -0.00% | -0.00% | -0.02% | -0.00% | 0.00% | -0.00% | -0.01% | -0.03% |
| Avg returns winning | 0.02% | 0.02% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.03% | 0.04% | 0.03% | 0.01% | 0.00% | 0.02% | 0.02% | 0.01% | 0.02% | 0.01% | 0.00% | 0.00% | 0.02% | 0.01% | 0.01% | 0.01% | 0.02% | 0.05% | 0.02% | 0.02% | 0.43% | 0.03% | 0.05% | nan% | 0.03% | 0.00% | nan% | 0.01% | 0.01% | 0.01% | 0.04% | 0.00% | 0.01% | 0.01% | 0.02% | 0.03% | 0.02% | 0.01% | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.05% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.02% | 0.01% | 0.00% | 0.00% | 0.01% | 0.02% | 0.01% | 0.02% | 0.01% | 0.00% | 0.04% | 0.01% | 0.06% | 0.00% | 0.01% | nan% | nan% | 0.03% | 0.01% | 0.05% | 0.01% | 0.02% | 0.02% | 0.00% | 0.04% | 0.00% | 0.02% | 0.02% | 0.00% | 0.03% | 0.30% | 0.03% | 0.01% | 0.01% | 0.03% | 0.03% | 0.02% | 0.01% | 0.03% | 0.01% | 0.01% | 0.01% | 0.06% | 0.02% | 0.00% | 0.02% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.03% | 0.02% | 0.00% | 0.01% | 0.01% | 0.05% | 0.02% | 0.02% | 0.00% | nan% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.00% | 0.01% | 0.01% | 0.00% | 0.02% | 0.02% | 0.03% | 0.02% | 0.01% | 0.02% | 0.01% | 0.01% | 0.01% | 0.02% | 0.02% | 0.22% | 0.01% | 0.02% | 0.00% | 0.01% | nan% | nan% | 0.01% | 0.00% | 0.03% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.03% | 0.01% | 0.01% | 0.01% | 0.02% | 0.02% | 0.01% | 0.01% | 0.02% | 0.02% | 0.00% | 0.04% | 0.01% | 0.01% | 0.01% | 0.01% | 0.04% | 0.02% | nan% | 0.03% | 0.01% | 0.00% | 0.00% | 0.02% | 0.01% | 0.01% | 0.01% | 0.19% | nan% | 0.04% | 0.00% | 0.01% | 0.01% | 0.00% | 0.27% | 0.01% | 0.00% | 0.03% | 0.01% | 0.01% | 0.02% | 0.04% | 0.01% | 0.01% | 0.02% | 0.10% | 0.04% | 0.00% | 0.26% | 0.12% | 0.01% | nan% | 0.02% | 0.00% | 0.02% | 0.02% | 0.01% | 0.01% | 0.03% | 0.01% | 0.02% | 0.01% | 0.01% | nan% | 0.02% | 0.04% | 0.01% | 0.05% | 0.02% | 0.04% | 0.02% | 0.02% | 0.00% | 0.03% | 0.03% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.04% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.03% | 0.03% | 0.00% | 0.02% | 0.00% | 0.01% | 0.00% | 0.01% | 0.02% | 0.06% | 0.01% | 0.00% | nan% | 0.00% | 0.04% | 0.00% | 0.00% | 0.03% | 0.01% | 0.05% | 0.05% | 0.02% | 0.02% | nan% | 0.03% | 0.03% | 0.01% | 0.02% | 0.00% | 0.01% | 0.02% | 0.09% | 0.01% | 0.05% | nan% | 0.01% | 0.01% | 0.01% | 0.18% | 0.00% | 0.00% | 0.02% | 0.02% | 0.03% | 0.01% | 0.02% | 0.00% | 0.01% | 0.00% | 0.02% | 0.03% | 0.01% | 0.02% | 0.01% | 0.02% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.06% | 0.00% | 0.13% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.03% | 0.10% | 0.01% | 0.05% | 0.05% | 0.01% | 0.01% | 0.01% | 0.81% | 0.00% | 0.00% | 0.01% | 0.00% | 0.02% | 0.03% | 0.00% | 0.00% | 0.03% | 0.03% | 0.01% | 0.00% | 0.02% | 0.04% | 0.04% | 0.02% | 0.01% | 0.01% | 0.03% | 0.01% | 0.00% | 0.01% | 0.01% | 0.04% | 0.01% | 0.00% | 0.01% | 0.05% | 0.05% | nan% | 0.00% | 0.08% |
| Avg returns losing | -0.05% | -0.03% | -0.01% | -0.01% | -0.02% | -0.00% | -0.02% | -0.02% | -0.02% | -0.01% | -0.03% | -0.00% | -0.03% | -0.01% | -0.03% | -0.03% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.02% | -0.02% | -0.00% | -0.04% | -0.01% | nan% | -0.06% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.02% | -0.04% | -0.01% | -0.00% | -0.02% | -0.03% | -0.03% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.03% | -0.00% | -0.02% | -0.02% | -0.00% | -0.01% | -0.01% | -0.03% | -0.01% | -0.01% | -0.02% | nan% | -0.00% | -0.00% | -0.01% | -0.01% | -0.02% | -0.01% | -0.03% | -0.00% | -0.01% | -0.02% | -0.01% | -0.02% | -0.01% | -0.00% | -0.01% | -0.01% | -0.01% | -0.03% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | -0.01% | -0.01% | -0.02% | -0.00% | -0.01% | nan% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | nan% | -0.06% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | -0.05% | -0.02% | -0.00% | -0.01% | -0.02% | nan% | -0.04% | -0.00% | nan% | -0.00% | -0.02% | -0.10% | -0.00% | -0.01% | -0.02% | -0.02% | -0.01% | -0.01% | -0.00% | -0.03% | -0.00% | -0.00% | -0.03% | -0.02% | -0.03% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | nan% | -0.04% | -0.03% | -0.01% | -0.02% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.02% | -0.02% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | -0.04% | -0.01% | -0.02% | -0.01% | -0.05% | -0.01% | -0.01% | -0.00% | -0.02% | -0.03% | -0.02% | -0.02% | -0.01% | -0.00% | -0.03% | nan% | -0.02% | -0.01% | -0.00% | -0.01% | -0.02% | -0.00% | -0.03% | -0.01% | -0.02% | -0.01% | -0.03% | nan% | -0.02% | -0.02% | -0.01% | -0.00% | -0.02% | -0.01% | nan% | -0.01% | -0.00% | nan% | -0.01% | -0.01% | -0.03% | -0.01% | -0.00% | -0.02% | -0.04% | nan% | -0.01% | -0.01% | -0.02% | -0.00% | -0.00% | -0.00% | -0.02% | nan% | -0.06% | -0.03% | -0.01% | -0.01% | -0.03% | -0.01% | -0.00% | -0.03% | -0.01% | -0.09% | -0.00% | -0.03% | -0.03% | -0.01% | -0.05% | -0.02% | -0.04% | -0.02% | -0.02% | -0.02% | -0.01% | nan% | nan% | -0.03% | -0.00% | -0.02% | -0.01% | -0.01% | -0.03% | -0.03% | -0.02% | -0.02% | -0.10% | -0.02% | -0.02% | -0.09% | -0.07% | -0.00% | nan% | -0.02% | -0.01% | -0.05% | -0.03% | -0.01% | -0.00% | -0.01% | -0.00% | -0.02% | -0.00% | nan% | -0.03% | -0.01% | -0.02% | -0.01% | -0.03% | -0.01% | -0.01% | -0.09% | -0.01% | -0.04% | nan% | -0.03% | -0.01% | -0.01% | -0.03% | -0.01% | -0.01% | -0.01% | -0.02% | -0.01% | -0.01% | -0.02% | -0.00% | -0.10% | -0.01% | -0.02% | -0.01% | -0.00% | -0.03% | -0.03% | -0.02% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | -0.02% | -0.02% | -0.00% | -0.02% | -0.01% | -0.01% | -0.01% | -0.02% | -0.03% | -0.14% | -0.00% | -0.01% | -0.01% | -0.00% | -0.03% | -0.01% | -0.00% | -0.05% | -0.03% | -0.01% | -0.01% | -0.01% | -0.04% | -0.02% | -0.01% | -0.03% | -0.01% | -0.01% | -0.08% | -0.01% | -0.01% | nan% | -0.01% | -0.02% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.01% | nan% | -0.02% | -0.02% | -0.00% | nan% | -0.01% | -0.04% | -0.01% | -0.00% | -0.03% | -0.02% | -0.01% | -0.01% | -0.01% | -0.02% | -0.01% | -0.01% | -0.01% | -0.04% | -0.02% | -0.02% | -0.00% | -0.02% | -0.10% |
| Median returns all round_trips | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.01% | -0.00% | 0.00% | 0.01% | -0.00% | 0.02% | 0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.02% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.01% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.01% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.05% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.22% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.01% | 0.01% | -0.00% | -0.00% | 0.00% | 0.00% | 0.13% | 0.00% | 0.00% | 0.03% | -0.00% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | -0.00% | 0.10% | -0.00% | -0.00% | 0.00% | 0.01% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.09% | 0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.02% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.01% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.00% | -0.01% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.00% | -0.00% | -0.01% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | -0.00% | -0.00% | 0.00% | 0.00% | -0.01% | 0.00% | -0.00% | 0.81% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | 0.01% | -0.01% | 0.00% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% |
| Median returns winning | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.03% | 0.01% | 0.00% | 0.00% | 0.01% | 0.05% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | nan% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.02% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.05% | 0.01% | 0.00% | 0.00% | 0.03% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.22% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.13% | 0.01% | 0.00% | 0.03% | 0.00% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.10% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | nan% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.04% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | nan% | 0.00% | 0.00% | 0.00% | 0.18% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.04% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.05% |
| Median returns losing | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.01% | nan% | -0.03% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.01% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.01% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.09% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.02% | -0.01% | -0.01% | -0.00% | -0.01% | -0.00% | nan% | nan% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.03% | -0.02% | -0.00% | -0.00% | -0.00% | -0.01% | -0.04% | -0.01% | -0.00% | nan% | -0.01% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | nan% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.04% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | nan% | -0.00% | -0.04% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% |
| Largest winning trade | 0.21% | 0.21% | 0.02% | 0.02% | 0.06% | 0.05% | 0.09% | 0.05% | 0.44% | 0.39% | 0.16% | 0.01% | 0.33% | 0.17% | 0.01% | 0.40% | 0.06% | 0.00% | 0.00% | 0.03% | 0.01% | 0.46% | 0.15% | 0.23% | 0.09% | 0.35% | 0.14% | 1.41% | 0.08% | 0.46% | -0.01% | 0.19% | 0.01% | -0.00% | 0.07% | 0.21% | 0.06% | 0.21% | 0.03% | 0.15% | 0.07% | 0.65% | 0.06% | 0.12% | 0.07% | 0.00% | 0.03% | 0.20% | 0.16% | 0.00% | 1.16% | 0.08% | 0.20% | 0.08% | 0.09% | 0.19% | 0.01% | 0.36% | 0.06% | 0.00% | 0.00% | 0.04% | 0.10% | 0.08% | 0.08% | 0.01% | 0.00% | 0.58% | 0.05% | 0.56% | 0.02% | 0.15% | -0.00% | -0.00% | 0.49% | 0.31% | 0.14% | 0.04% | 0.29% | 0.35% | 0.00% | 0.11% | 0.01% | 0.21% | 0.22% | 0.00% | 0.87% | 1.61% | 0.72% | 0.08% | 0.03% | 0.05% | 0.35% | 0.21% | 0.09% | 0.28% | 0.02% | 0.18% | 0.06% | 0.59% | 0.17% | 0.00% | 0.25% | 0.20% | 0.21% | 0.04% | 0.14% | 0.04% | 1.05% | 0.25% | 0.01% | 0.06% | 0.04% | 0.16% | 0.34% | 0.45% | 0.00% | -0.00% | 0.14% | 0.11% | 0.40% | 0.14% | 0.40% | 0.01% | 0.12% | 0.08% | 0.02% | 0.24% | 0.19% | 0.08% | 0.27% | 0.12% | 0.30% | 0.02% | 0.07% | 0.27% | 0.06% | 0.26% | 0.22% | 0.06% | 0.54% | 0.06% | 0.09% | -0.00% | -0.00% | 0.04% | 0.01% | 0.63% | 0.06% | 0.22% | 0.03% | 0.08% | 0.03% | 0.00% | 0.03% | 0.00% | 0.21% | 0.04% | 0.06% | 0.01% | 0.37% | 0.49% | 0.18% | 0.45% | 0.42% | 0.13% | 0.03% | 0.94% | 0.17% | 0.02% | 0.12% | 0.01% | 0.72% | 0.49% | -0.00% | 0.44% | 0.13% | 0.00% | 0.04% | 0.12% | 0.08% | 0.11% | 0.16% | 0.56% | -0.00% | 1.24% | 0.00% | 0.03% | 0.27% | 0.02% | 0.85% | 0.05% | 0.02% | 0.03% | 0.06% | 0.02% | 0.54% | 0.19% | 0.48% | 0.05% | 0.13% | 0.10% | 0.66% | 0.04% | 1.89% | 0.66% | 0.06% | -0.00% | 0.14% | 0.01% | 0.14% | 0.15% | 0.05% | 0.09% | 0.14% | 0.17% | 0.08% | 0.12% | 0.05% | -0.01% | 0.26% | 0.19% | 0.07% | 0.81% | 0.20% | 0.08% | 0.13% | 0.11% | 0.00% | 1.04% | 0.40% | 0.00% | 0.00% | 1.04% | 0.02% | 0.09% | 0.53% | 0.46% | 0.00% | 0.01% | 0.00% | 0.06% | 0.03% | 0.60% | 0.60% | 0.01% | 0.11% | 0.00% | 0.04% | 0.02% | 0.14% | 0.29% | 1.42% | 0.16% | 0.01% | -0.00% | 0.00% | 0.51% | 0.00% | 0.00% | 0.49% | 0.09% | 0.25% | 0.71% | 0.26% | 0.08% | -0.00% | 0.48% | 0.37% | 0.03% | 0.05% | 0.01% | 0.24% | 0.07% | 0.79% | 0.12% | 0.75% | -0.00% | 0.33% | 0.21% | 0.05% | 0.18% | 0.00% | 0.03% | 0.15% | 0.04% | 0.56% | 0.08% | 0.30% | 0.01% | 0.08% | 0.03% | 0.66% | 0.50% | 0.11% | 0.31% | 0.06% | 0.48% | 0.01% | 0.27% | 0.06% | 0.00% | 0.00% | 1.15% | 0.02% | 0.49% | 0.21% | 0.06% | 0.07% | 0.03% | 0.05% | 0.04% | 0.05% | 0.01% | 0.06% | 0.08% | 0.03% | 0.07% | 0.21% | 0.17% | 0.10% | 0.06% | 0.44% | 0.40% | 0.02% | 0.11% | 0.09% | 0.81% | 0.00% | 0.01% | 0.05% | 0.02% | 0.42% | 0.07% | 0.00% | 0.01% | 0.06% | 0.22% | 0.35% | 0.01% | 0.06% | 0.38% | 0.04% | 0.22% | 0.08% | 0.43% | 0.81% | 0.09% | 0.00% | 0.05% | 0.22% | 0.62% | 0.03% | 0.03% | 0.05% | 0.14% | 0.24% | -0.00% | 0.04% | 0.31% |
| Largest losing trade | -0.28% | -0.72% | -0.13% | -0.18% | -0.16% | -0.01% | -0.40% | -0.07% | -0.09% | -0.05% | -1.35% | -0.01% | -0.34% | -0.05% | -0.12% | -0.22% | -0.02% | 0.00% | -0.02% | -0.02% | -0.00% | -0.04% | -0.10% | -0.40% | -0.04% | -0.01% | -0.62% | -0.08% | 0.00% | -0.19% | -0.01% | -0.03% | -0.06% | -0.00% | -0.21% | -0.38% | -0.89% | -0.09% | -0.04% | -0.48% | -0.32% | -0.48% | 0.00% | -0.03% | -0.09% | -0.00% | -0.00% | -0.29% | -0.01% | -0.15% | -0.09% | -0.01% | -0.11% | -0.42% | -0.64% | -0.02% | -0.05% | -0.25% | 0.00% | -0.00% | -0.00% | -0.09% | -0.27% | -0.27% | -0.08% | -0.04% | -0.01% | -0.02% | -0.47% | -0.04% | -0.20% | -0.04% | -0.00% | -0.01% | -0.03% | -0.12% | -0.09% | -0.11% | -0.12% | -0.02% | -0.04% | -0.02% | -0.05% | -0.09% | -0.53% | -0.00% | -0.35% | 0.00% | -0.03% | -0.10% | -0.15% | -0.00% | -0.01% | -0.17% | -0.01% | -0.07% | 0.01% | -0.97% | -0.16% | -0.13% | -0.01% | -0.00% | -0.06% | -0.30% | -0.05% | -0.00% | -0.05% | -0.05% | -0.65% | -0.45% | -0.02% | -0.12% | -0.08% | 0.00% | -0.66% | -0.01% | 0.00% | -0.00% | -0.28% | -0.48% | -0.02% | -0.12% | -0.66% | -0.17% | -0.02% | -0.16% | -0.01% | -0.26% | -0.01% | -0.01% | -0.39% | -0.14% | -0.49% | -0.00% | -0.11% | -0.01% | -0.05% | -0.37% | 0.22% | -1.27% | -0.75% | -0.04% | -0.29% | -0.00% | -0.00% | -0.06% | -0.12% | -0.05% | -0.04% | -0.51% | -0.03% | -0.04% | -0.17% | -0.01% | -0.05% | -0.00% | -0.36% | -0.05% | -0.24% | -0.02% | -1.07% | -0.06% | -0.20% | -0.05% | -0.57% | -0.17% | -0.34% | -0.57% | -0.18% | -0.02% | -0.45% | 0.01% | -0.26% | -0.06% | -0.00% | -0.06% | -0.30% | -0.00% | -0.32% | -0.02% | -0.22% | -0.15% | -1.04% | 0.00% | -0.06% | -0.21% | -0.01% | -0.04% | -0.28% | -0.05% | 0.01% | -0.04% | -0.03% | 0.03% | -0.14% | -0.05% | -0.57% | -0.02% | -0.01% | -0.22% | -0.82% | 0.10% | -0.05% | -0.08% | -0.17% | -0.00% | -0.01% | -0.00% | -0.33% | 0.00% | -0.55% | -0.39% | -0.17% | -0.29% | -0.24% | -0.23% | -0.03% | -0.45% | -0.09% | -0.17% | -0.03% | -0.35% | -0.13% | -0.03% | -1.30% | -0.04% | -0.24% | -0.37% | -0.31% | -0.28% | -0.29% | 0.00% | 0.00% | -1.01% | -0.00% | -0.41% | -0.20% | -0.15% | -0.12% | -0.03% | -0.03% | -0.30% | -0.83% | -0.26% | -0.35% | -0.37% | -0.93% | -0.01% | 0.00% | -0.40% | -0.02% | -0.29% | -0.32% | -0.42% | -0.00% | -0.04% | -0.00% | -0.19% | -0.00% | 0.00% | -0.57% | -0.24% | -0.10% | -0.02% | -0.41% | -0.08% | -0.06% | -1.35% | -0.12% | -0.37% | 0.00% | -0.11% | -0.07% | -0.07% | -0.13% | -0.08% | -0.18% | -0.04% | -0.17% | -0.05% | -0.07% | -0.05% | -0.00% | -0.68% | -0.08% | -0.11% | -0.03% | -0.01% | -0.27% | -0.12% | -0.40% | -0.09% | -0.06% | -0.15% | -0.03% | -0.78% | -0.10% | -0.29% | -0.02% | -0.15% | -0.05% | -0.12% | -0.04% | -0.33% | -0.18% | -0.99% | -0.03% | -0.19% | -0.13% | -0.00% | -0.68% | -0.09% | -0.03% | -0.28% | -0.42% | -0.02% | -0.09% | -0.19% | -0.90% | -0.07% | -0.02% | -0.85% | -0.04% | -0.04% | -0.55% | -0.08% | -0.04% | 0.81% | -0.03% | -0.10% | -0.15% | -0.16% | -0.11% | -0.00% | -0.02% | -0.13% | 0.01% | -0.13% | -0.46% | -0.00% | 0.00% | -0.05% | -0.04% | -0.04% | -0.04% | -0.95% | -0.22% | -0.10% | -0.02% | -0.05% | -0.15% | -0.08% | -0.05% | -0.10% | -0.36% | -0.09% | -0.22% | -0.00% | -0.41% | -1.06% |
| Profitability (PnL / PnL total) per name | |
|---|---|
| SRPT-16999 | 15.68% |
| CLVS-42166 | 13.59% |
| ALNY-26335 | 12.27% |
| NKTR-24572 | 12.16% |
| JUNO-48317 | 11.07% |
| PBYI-42689 | 10.77% |
| MDGL-33298 | 10.66% |
| X-8329 | 8.36% |
| PTCT-44955 | 7.17% |
| AXON-49107 | 7.08% |
| ENDP-21750 | 6.96% |
| AMD-351 | 6.53% |
| AVXS-49751 | 6.21% |
| CNX-24758 | 6.20% |
| SHLD-26169 | 5.80% |
| BLUE-44935 | 5.49% |
| IMGN-3885 | 5.46% |
| ANAC-40442 | 5.24% |
| CMRX-44453 | 5.09% |
| RGNX-49409 | 4.78% |
| EDIT-49736 | 4.19% |
| FTK-27496 | 4.13% |
| IMMU-3891 | 4.07% |
| RH-43599 | 4.01% |
| SGYP-32331 | 3.95% |
| RYI-47464 | 3.88% |
| KPTI-45799 | 3.73% |
| KERX-21789 | 3.55% |
| VYGR-49579 | 3.48% |
| EXAS-22364 | 3.40% |
| CLDX-19187 | 3.36% |
| MDR-4752 | 3.28% |
| NVAX-14112 | 3.08% |
| HK-31032 | 3.03% |
| ESPR-44989 | 3.01% |
| LOXO-47432 | 3.00% |
| CYH-21608 | 3.00% |
| CALA-47830 | 2.91% |
| FGEN-48088 | 2.85% |
| CIE-39073 | 2.80% |
| DNR-15789 | 2.76% |
| ATW-624 | 2.74% |
| CBAY-46189 | 2.64% |
| RDUS-46871 | 2.64% |
| TRUE-46929 | 2.52% |
| ADXS-40992 | 2.51% |
| CDE-1374 | 2.51% |
| SEMG-39358 | 2.33% |
| CRSP-50400 | 2.22% |
| TTPH-44314 | 2.20% |
| EFII-2460 | 2.19% |
| ONCE-48547 | 2.14% |
| WFT-19336 | 2.09% |
| PLUG-20776 | 2.08% |
| WMB-8214 | 2.07% |
| JNCE-50619 | 2.07% |
| LOCK-43467 | 2.03% |
| BRS-5645 | 1.98% |
| ESV-2621 | 1.94% |
| RXDX-44685 | 1.89% |
| QURE-46310 | 1.81% |
| SDRL-39495 | 1.74% |
| TRVN-46272 | 1.71% |
| HZNP-41766 | 1.64% |
| ADRO-48925 | 1.63% |
| AKS-10897 | 1.56% |
| ACOR-28077 | 1.56% |
| CXRX-46079 | 1.56% |
| CWEI-8941 | 1.43% |
| ASPS-38633 | 1.39% |
| AGIO-45143 | 1.38% |
| HIIQ-44113 | 1.36% |
| TREE-36742 | 1.30% |
| RMTI-18196 | 1.26% |
| HOMB-32302 | 1.25% |
| CRBP-47955 | 1.24% |
| NE-5249 | 1.23% |
| CENX-14484 | 1.16% |
| EPE-46191 | 1.16% |
| RGLS-43472 | 1.14% |
| SGH-50900 | 1.10% |
| ALDR-46869 | 1.08% |
| CC-49210 | 1.06% |
| RUN-49321 | 1.04% |
| PACB-40319 | 1.01% |
| ANGI-42175 | 1.01% |
| SWN-7244 | 1.00% |
| FLXN-46344 | 0.99% |
| ARWR-10417 | 0.96% |
| DEPO-18010 | 0.94% |
| NVCR-49460 | 0.90% |
| GRPN-42118 | 0.89% |
| ERII-36518 | 0.88% |
| MCRB-49195 | 0.83% |
| BLDP-13798 | 0.81% |
| WTW-23269 | 0.72% |
| AKAO-46528 | 0.71% |
| MYOK-49535 | 0.67% |
| TSRO-43124 | 0.66% |
| OMER-38827 | 0.66% |
| SPPI-24517 | 0.64% |
| KURA-49572 | 0.63% |
| DVAX-25972 | 0.62% |
| FMI-45499 | 0.61% |
| ECYT-40814 | 0.61% |
| SNAP-50683 | 0.58% |
| AG-40607 | 0.57% |
| CRR-14700 | 0.52% |
| RIC-16681 | 0.46% |
| UPL-50782 | 0.46% |
| WATT-46650 | 0.44% |
| IOVA-36209 | 0.40% |
| CJES-48821 | 0.39% |
| VSLR-47820 | 0.37% |
| ETSY-48934 | 0.37% |
| OBE-32293 | 0.34% |
| MACK-42735 | 0.34% |
| BNFT-45428 | 0.33% |
| GLNG-24489 | 0.33% |
| APPN-50903 | 0.31% |
| EXEL-21383 | 0.31% |
| TGTX-13984 | 0.31% |
| VERI-50868 | 0.29% |
| FOLD-33949 | 0.29% |
| ATRS-22418 | 0.28% |
| THC-5343 | 0.28% |
| ANFI-43493 | 0.26% |
| TRGP-40547 | 0.23% |
| GSAT-32819 | 0.22% |
| REN-34800 | 0.22% |
| RYAM-47128 | 0.21% |
| ICHR-50509 | 0.21% |
| CORT-26191 | 0.19% |
| AXTI-18661 | 0.19% |
| AUPH-47621 | 0.19% |
| TDW-7364 | 0.16% |
| DERM-47845 | 0.15% |
| PIRS-47377 | 0.15% |
| IPI-36093 | 0.14% |
| RRTS-39628 | 0.14% |
| BAS-27886 | 0.13% |
| AGEN-21104 | 0.13% |
| AVEO-39350 | 0.12% |
| DRYS-26994 | 0.11% |
| NMBL-46002 | 0.10% |
| LINE-27993 | 0.09% |
| FIT-49139 | 0.09% |
| AMAG-659 | 0.08% |
| AKG-35382 | 0.08% |
| KEM-4265 | 0.07% |
| CSLT-46551 | 0.07% |
| IDRA-14255 | 0.06% |
| FATE-45429 | 0.06% |
| WTI-26986 | 0.06% |
| MMYT-40028 | 0.05% |
| TERP-47334 | 0.04% |
| YRCW-8370 | 0.04% |
| CFMS-49211 | 0.03% |
| BTG-44884 | 0.03% |
| AKRX-270 | 0.03% |
| VSAR-46582 | 0.02% |
| SAGE-47332 | 0.02% |
| GNW-26323 | 0.02% |
| AAC-47842 | 0.02% |
| INSM-21778 | 0.02% |
| IO-3996 | 0.01% |
| BOOT-47980 | 0.01% |
| QNST-39218 | 0.01% |
| RDFN-51079 | 0.01% |
| BOLD-50135 | 0.01% |
| NWBO-23322 | 0.00% |
| EGL-43151 | 0.00% |
| GPT-26520 | 0.00% |
| CXW-22102 | 0.00% |
| AKBA-46583 | 0.00% |
| NYRT-46760 | 0.00% |
| EGO-24547 | -0.00% |
| CCC-1331 | -0.00% |
| CLNE-33924 | -0.00% |
| ARIA-11880 | -0.00% |
| SCTY-43721 | -0.00% |
| FRO-22983 | -0.00% |
| QUOT-46497 | -0.00% |
| AUY-25714 | -0.00% |
| FRED-2989 | -0.01% |
| INFN-33979 | -0.01% |
| MFRM-42184 | -0.01% |
| WAC-18431 | -0.01% |
| SM-4664 | -0.01% |
| GLBL-49312 | -0.01% |
| ZAGG-32502 | -0.02% |
| RAD-6330 | -0.02% |
| CAI-33864 | -0.02% |
| DYN-43462 | -0.02% |
| MDXG-34049 | -0.03% |
| RVNC-46315 | -0.03% |
| ANW-33014 | -0.04% |
| AFSI-32871 | -0.04% |
| ESIO-2612 | -0.04% |
| FTR-2069 | -0.05% |
| KND-23221 | -0.06% |
| SN-42264 | -0.06% |
| TTD-50288 | -0.06% |
| PIR-6000 | -0.06% |
| OPHT-45498 | -0.07% |
| WRLD-8268 | -0.07% |
| GNC-41182 | -0.08% |
| LL-35036 | -0.08% |
| SND-50440 | -0.09% |
| CCRC-49668 | -0.09% |
| URGN-50831 | -0.09% |
| LC-48220 | -0.10% |
| HIBB-15815 | -0.10% |
| XCO-28083 | -0.12% |
| ORIG-41919 | -0.12% |
| ANAB-50616 | -0.12% |
| AKCA-51037 | -0.12% |
| SA-26203 | -0.14% |
| XXII-32588 | -0.15% |
| NTLA-49934 | -0.15% |
| QTNA-50417 | -0.15% |
| TTS-40545 | -0.16% |
| SCMP-34477 | -0.18% |
| KALA-51051 | -0.18% |
| BLDR-27369 | -0.18% |
| BW-49208 | -0.19% |
| IAG-24491 | -0.19% |
| SALT-45996 | -0.19% |
| CIFS-51100 | -0.19% |
| CHRS-48026 | -0.19% |
| NHTC-18595 | -0.21% |
| ADPT-47191 | -0.22% |
| XENT-47373 | -0.23% |
| CHK-8461 | -0.24% |
| BPT-1068 | -0.24% |
| CLD-38971 | -0.25% |
| SEDG-48823 | -0.27% |
| RIGL-25226 | -0.28% |
| FOSL-8816 | -0.29% |
| JONE-45141 | -0.30% |
| MTSI-42646 | -0.30% |
| ACIA-33321 | -0.30% |
| MRTX-45080 | -0.33% |
| SGY-9458 | -0.34% |
| TK-13289 | -0.34% |
| ONDK-48290 | -0.36% |
| FRTA-50398 | -0.37% |
| SRNE-33062 | -0.38% |
| SGMS-22637 | -0.38% |
| ECA-23021 | -0.38% |
| CVNA-50807 | -0.39% |
| PRTA-43730 | -0.39% |
| HPR-26865 | -0.41% |
| ASNA-2105 | -0.42% |
| RTRX-41663 | -0.42% |
| UAA-27822 | -0.43% |
| SPXC-7086 | -0.43% |
| AGI-44156 | -0.45% |
| EPZM-44830 | -0.45% |
| UNT-7806 | -0.46% |
| WPX-42251 | -0.47% |
| ADMS-46722 | -0.51% |
| MSG-49458 | -0.51% |
| FCX-13197 | -0.52% |
| STRP-45130 | -0.54% |
| CZR-42461 | -0.55% |
| VCEL-16437 | -0.56% |
| SXC-41733 | -0.57% |
| NDRM-48090 | -0.59% |
| DXPE-17196 | -0.60% |
| AVP-660 | -0.61% |
| SPWR-27817 | -0.62% |
| ECR-47168 | -0.62% |
| AXLL-3189 | -0.63% |
| IPXL-37849 | -0.66% |
| MLNT-42455 | -0.66% |
| TWLO-50077 | -0.67% |
| SBLK-28112 | -0.67% |
| ABEO-28471 | -0.70% |
| ERF-22215 | -0.71% |
| FSM-41915 | -0.71% |
| ACHN-32790 | -0.76% |
| SNCR-32234 | -0.77% |
| ATI-24840 | -0.78% |
| EXK-33236 | -0.79% |
| ARNA-21724 | -0.84% |
| NAV-5199 | -0.85% |
| HDP-48257 | -0.86% |
| ELGX-23769 | -0.86% |
| NK-49298 | -0.87% |
| APRN-50990 | -0.90% |
| TAHO-39938 | -0.91% |
| PTLA-44770 | -0.91% |
| CRC-48073 | -0.97% |
| COLL-49016 | -1.01% |
| MSGN-39171 | -1.02% |
| GLYC-46135 | -1.03% |
| FPRX-45430 | -1.04% |
| TELL-4982 | -1.06% |
| MDCA-12800 | -1.06% |
| MUX-7845 | -1.09% |
| HLX-17180 | -1.12% |
| EROS-45867 | -1.23% |
| NPTN-40807 | -1.34% |
| CLF-1595 | -1.36% |
| PES-22551 | -1.39% |
| OSTK-23714 | -1.42% |
| VRX-10908 | -1.53% |
| BCRX-10905 | -1.59% |
| INSY-44665 | -1.65% |
| ICON-6856 | -1.66% |
| HRTX-22651 | -1.66% |
| AAOI-45503 | -1.71% |
| TGH-34810 | -1.78% |
| LXRX-21413 | -1.80% |
| AROC-34575 | -1.85% |
| VRAY-48015 | -1.87% |
| NAK-26776 | -1.96% |
| LJPC-11512 | -1.98% |
| ZIOP-31341 | -2.03% |
| LNTH-49189 | -2.05% |
| CBI-1287 | -2.06% |
| OCN-15697 | -2.15% |
| OAS-39797 | -2.18% |
| PLSE-49957 | -2.32% |
| TLRD-7203 | -2.33% |
| BLCM-48304 | -2.38% |
| SGRY-49456 | -2.38% |
| NTNX-50338 | -2.46% |
| TXMD-28966 | -2.48% |
| OTIC-47495 | -2.55% |
| RPTP-21364 | -2.57% |
| IONS-4031 | -2.86% |
| ZGNX-40461 | -2.97% |
| BTE-28232 | -3.01% |
| HTZ-50070 | -3.04% |
| TRXC-29042 | -3.25% |
| EGRX-46354 | -3.26% |
| CSTM-44780 | -3.30% |
| LPI-42263 | -3.35% |
| ATRA-47901 | -3.50% |
| CONN-25646 | -3.50% |
| GBT-49335 | -3.86% |
| SUNE-13306 | -3.91% |
| PI-50138 | -3.91% |
| TMST-47162 | -3.92% |
| CARA-46283 | -3.94% |
| RLYP-45851 | -3.98% |
| XON-45239 | -4.11% |
| ARRY-22192 | -4.83% |
| TECK-31886 | -4.93% |
| NLNK-42147 | -5.73% |
| FMSA-47848 | -6.02% |
| MNKD-26524 | -6.23% |
| SDLP-43539 | -6.90% |
| WLL-25707 | -7.30% |
| TROX-40530 | -7.80% |
| SGMO-21447 | -8.93% |
| AERI-45733 | -9.30% |
| ITCI-46053 | -10.63% |
Performance Relative to Common Risk Factors¶
| Summary Statistics | |
|---|---|
| Annualized Specific Return | 14.92% |
| Annualized Common Return | -0.36% |
| Annualized Total Return | 14.50% |
| Specific Sharpe Ratio | 1.54 |
| Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
|---|---|---|---|
| basic_materials | -0.00 | 0.01% | 0.02% |
| consumer_cyclical | -0.00 | -0.01% | -0.02% |
| financial_services | 0.00 | -0.00% | -0.00% |
| real_estate | -0.00 | 0.00% | 0.00% |
| consumer_defensive | -0.00 | -0.00% | -0.01% |
| health_care | 0.00 | 0.04% | 0.09% |
| utilities | -0.00 | 0.00% | 0.00% |
| communication_services | -0.00 | 0.00% | 0.00% |
| energy | 0.00 | -0.13% | -0.32% |
| industrials | -0.00 | -0.02% | -0.04% |
| technology | 0.00 | -0.00% | -0.01% |
| momentum | 0.00 | -0.09% | -0.22% |
| size | 0.00 | -0.13% | -0.33% |
| value | -0.00 | -0.07% | -0.16% |
| short_term_reversal | 0.00 | -0.04% | -0.09% |
| volatility | -0.00 | 0.08% | 0.20% |
