4 Months RUx1000_topN_1_BM

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55 Months RUx1000_topN_1_BM

( Interactive Figure)


110 Months RUx1000_topN_1_BM

( Interactive Figure)


220 Months RUx1000_topN_1_BM

( Interactive Figure)

topNstocks topNbegPrices topNendPrices topN_1_positions topN_1_monthlyReturn topN_1_aggregateReturn SELL TimetopN_1_AggRet benchmark benchmarkAggRet
Date
2000-01-31 ['BCOR'] [258.9597] [401.0295] [386.16047207] 0.548617 54.949338 0 54.949338 736.08 4.661283
1999-12-31 ['BCOR'] [197.7427] [258.9597] [505.70766961] 0.309579 35.482836 0 35.482836 767.97 4.906553
1999-11-30 ['BEAS-200804'] [20.3125] [34.96875] [4923.07692308] 0.721538 27.094841 0 27.094841 724.66 4.573450
1999-10-29 ['BRCD-201711'] [31.65108] [34.11463] [3159.44985132] 0.077835 15.738737 0 15.738737 707.19 4.439086
1999-09-30 ['BRCD-201711'] [24.70902] [31.65108] [4047.10506528] 0.280952 14.602182 0 14.602182 663.83 4.105599
1999-08-31 ['QCOM'] [16.20607] [15.9531] [6170.52746286] -0.015610 11.399472 0 11.399472 683.27 4.255115
1999-07-30 ['LDIG-200203'] [30.375] [18.] [3292.18106996] -0.407407 11.580234 0 11.580234 690.51 4.310798
1999-06-30 ['QCOM'] [12.10053] [13.15458] [8264.10082864] 0.087108 19.541646 0 19.541646 713.61 4.488463
1999-05-31 ['QCOM'] [8.200534] [12.10053] [12194.3278328] 0.475578 17.975813 0 17.975813 679.10 4.223043
1999-04-30 ['QCOM'] [8.432425] [8.200534] [11858.98481161] -0.027500 12.182216 0 12.182216 695.25 4.347254
1999-03-31 ['TWX-201806'] [111.9803] [108.7428] [893.01421768] -0.028911 12.526699 0 12.526699 667.49 4.133749
1999-02-26 ['AMZN'] [64.0625] [86.09375] [1560.97560976] 0.343902 12.899645 0 12.899645 643.67 3.950546
1999-01-29 ['AABA-201910'] [12.07102] [10.46098] [8284.30406047] -0.133381 9.598647 0 9.598647 665.64 4.119520
1998-12-31 ['AMZN'] [53.54167] [58.46875] [1867.70416388] 0.092023 11.075966 0 11.075966 642.87 3.944393
1998-11-30 ['AMZN'] [32.] [53.54167] [3125.] 0.673177 10.142610 0 10.142610 605.31 3.655515
1998-10-30 ['AMZN'] [21.07292] [32.] [4745.42683216] 0.518537 6.061886 0 6.061886 570.63 3.388786
1998-09-30 ['AABA-201910'] [4.412694] [4.459547] [22661.89316549] 0.010618 3.991926 0 3.991926 529.11 3.069451
1998-08-31 ['AMZN'] [13.95833] [18.60417] [7164.18081533] 0.332836 3.949986 0 3.949986 496.66 2.819874
1998-07-31 ['AMZN'] [18.47917] [13.95833] [5411.49846016] -0.244645 2.963594 0 2.963594 584.97 3.499077
1998-06-30 ['TWX-201806'] [20.02028] [22.3056] [4994.93513577] 0.114150 3.923447 0 3.923447 592.57 3.557530
1998-05-29 ['COF'] [25.7081] [31.98622] [3889.82460781] 0.244208 3.521470 0 3.521470 572.16 3.400554
1998-04-30 ['TWX-201806'] [15.2234] [15.86625] [6568.83482008] 0.042228 2.830291 0 2.830291 585.46 3.502846
1998-03-31 ['LOW'] [6.568523] [6.550439] [15224.12268329] -0.002753 2.715616 0 2.715616 580.31 3.463236
1998-02-27 ['TWX-201806'] [11.5574] [13.00952] [8652.4650873] 0.125644 2.723113 0 2.723113 553.14 3.254269
1998-01-30 ['COF'] [16.73955] [17.29093] [5973.87623921] 0.032939 2.419160 0 2.419160 517.02 2.976465
1997-12-31 ['CINF'] [19.24137] [17.43001] [5197.13513123] -0.094139 2.342017 0 2.342017 513.79 2.951623
1997-11-28 ['UIS'] [143.75] [138.75] [695.65217391] -0.034783 2.585404 0 2.585404 504.25 2.878250
1997-10-31 ['IMNX-200207'] [5.333333] [4.760417] [18750.00117188] -0.107422 2.678571 0 2.678571 483.86 2.721427
1997-09-30 ['NAV-202106'] [27.61636] [23.18025] [3621.04202002] -0.160633 3.000937 0 3.000937 500.78 2.851561
1997-08-29 ['JBL'] [11.62502] [12.85129] [8602.13573826] 0.105485 3.575241 0 3.575241 475.33 2.655822
1997-07-31 ['DELL-201310'] [10.24151] [9.829752] [9764.1851641] -0.040205 3.234091 0 3.234091 499.89 2.844716
1997-06-30 ['DELL-201310'] [7.033551] [10.24151] [14217.56947522] 0.456094 3.369564 0 3.369564 462.95 2.560606
1997-05-30 ['DELL-201310'] [6.737835] [7.033551] [14841.56260876] 0.043889 2.314112 0 2.314112 445.06 2.423012
1997-04-30 ['AMD'] [21.25] [20.] [4705.88235294] -0.058824 2.216818 0 2.216818 419.15 2.223735
1997-03-31 ['AMD'] [20.75] [21.25] [4819.27710843] 0.024096 2.355369 0 2.355369 398.19 2.062529
1997-02-28 ['AMD'] [18.] [20.75] [5555.55555556] 0.152778 2.299949 0 2.299949 417.46 2.210737
1997-01-31 ['QMCO'] [128.0435] [133.9402] [780.98458727] 0.046052 1.995136 0 1.995136 416.77 2.205430
1996-12-31 ['APCC-200702'] [12.78524] [12.66794] [7821.51918932] -0.009175 1.907301 0 1.907301 393.75 2.028380
1996-11-29 ['WDC'] [21.57519] [22.82956] [4634.95338859] 0.058139 1.924962 0 1.924962 401.05 2.084525
1996-10-31 ['WDC'] [19.46785] [21.57519] [5136.67405492] 0.108247 1.819195 0 1.819195 374.38 1.879403
1996-09-30 ['DELL-201310'] [2.328296] [2.43685] [42949.86548102] 0.046624 1.641506 0 1.641506 366.77 1.820874
1996-08-30 ['PAIR-200006'] [33.125] [39.0625] [3018.86792453] 0.179245 1.568382 0 1.568382 347.79 1.674896
1996-07-31 ['CPWR-201412'] [4.769732] [4.868806] [20965.53852502] 0.020771 1.329988 0 1.329988 339.44 1.610675
1996-06-28 ['CSCC-199706'] [68.] [61.5] [1470.58823529] -0.095588 1.302925 0 1.302925 357.10 1.746501
1996-05-31 ['CNTO-199910'] [35.375] [29.875] [2826.85512367] -0.155477 1.440632 0 1.440632 357.35 1.748423
1996-04-30 ['CNTO-199910'] [40.] [35.375] [2500.] -0.115625 1.705853 0 1.705853 349.84 1.690663
1996-03-29 ['CNTO-199910'] [36.125] [40.] [2768.16608997] 0.107266 1.928880 0 1.928880 345.01 1.653515
1996-02-29 ['ASND-199906'] [45.25] [54.] [2209.94475138] 0.193370 1.742019 0 1.742019 342.56 1.634672
1996-01-31 ['CNTO-199910'] [34.25] [29.125] [2919.7080292] -0.149635 1.459748 0 1.459748 338.97 1.607060
1995-12-29 ['ASND-199906'] [40.5625] [38.875] [2465.33127889] -0.041602 1.716613 0 1.716613 328.89 1.529534
1995-11-30 ['ASND-199906'] [35.75] [40.5625] [2797.2027972] 0.134615 1.791129 0 1.791129 324.36 1.494693
1995-10-31 ['ASND-199906'] [32.5] [35.75] [3076.92307692] 0.100000 1.578622 0 1.578622 311.37 1.394785
1995-09-29 ['CRUS'] [57.25] [42.125] [1746.72489083] -0.264192 1.435111 0 1.435111 313.28 1.409475
1995-08-31 ['CRUS'] [54.5] [57.25] [1834.86238532] 0.050459 1.950388 0 1.950388 301.40 1.318105
1995-07-31 ['CRUS'] [46.] [54.5] [2173.91304348] 0.184783 1.856701 0 1.856701 299.98 1.307184
1995-06-30 ['CRUS'] [31.375] [46.] [3187.25099602] 0.466135 1.567124 0 1.567124 289.29 1.224965
1995-05-31 ['MU'] [22.13414] [27.28017] [4517.90763047] 0.232493 1.068881 0 1.068881 282.48 1.172589
1995-04-28 ['MU'] [20.43795] [22.13414] [4892.85862819] 0.082992 0.867251 0 0.867251 272.81 1.098216
1995-03-31 ['MU'] [18.85865] [20.43795] [5302.60649622] 0.083744 0.800792 0 0.800792 266.11 1.046685
1995-02-28 ['SXCL-201702'] [127.1834] [127.1834] [786.26613222] 0.000000 0.738912 0 0.738912 260.08 1.000308
1995-01-31 ['CAW-199503'] [67.25] [67.375] [1486.98884758] 0.001859 0.738912 0 0.738912 250.52 0.926780
1994-12-30 ['CAW-199503'] [66.75] [67.25] [1498.12734082] 0.007491 0.737541 0 0.737541 244.64 0.881557
1994-11-30 ['QCOM'] [1.245952] [0.9724507] [80259.91370454] -0.219512 0.732058 0 0.732058 241.82 0.859868
1994-10-31 ['ACY-199411'] [98.75] [100.5] [1012.65822785] 0.017722 0.937948 0 0.937948 251.62 0.935241
1994-09-30 ['ACY-199411'] [99.5] [98.75] [1005.02512563] -0.007538 0.921616 0 0.921616 247.49 0.903476
1994-08-31 ['ACY-199411'] [96.4804] [99.5] [1036.47994826] 0.031298 0.928616 0 0.928616 254.04 0.953853
1994-07-29 ['GEB-199408'] [51.91103] [53.] [1926.37287297] 0.020978 0.900434 0 0.900434 244.44 0.880018
1994-06-30 ['GEB-199408'] [50.79064] [51.91103] [1968.86670457] 0.022059 0.881933 0 0.881933 237.11 0.823643
1994-05-31 ['GEB-199408'] [50.41718] [50.79064] [1983.45087924] 0.007407 0.862899 0 0.862899 244.13 0.877634
1994-04-29 ['MU'] [9.007866] [8.329191] [11101.4084801] -0.075342 0.856554 0 0.856554 241.76 0.859406
1994-03-31 ['GQ-199404'] [64.625] [61.875] [1547.38878143] -0.042553 0.926347 0 0.926347 239.19 0.839640
1994-02-28 ['COMS-201004'] [2.767211] [2.550399] [36137.4683752] -0.078350 0.967518 0 0.967518 250.52 0.926780
1994-01-31 ['COMS-201004'] [2.45911] [2.767211] [40665.11868115] 0.125290 1.049768 0 1.049768 258.08 0.984925
1993-12-31 ['SPGLQ-200407'] [20.92157] [17.59844] [4779.75601257] -0.158838 0.932887 0 0.932887 250.71 0.928242
1993-11-30 ['MRV-199804'] [29.5] [27.375] [3389.83050847] -0.072034 1.109045 0 1.109045 246.70 0.897400
1993-10-29 ['CVC-201606'] [4.445269] [4.15899] [22495.8264618] -0.064401 1.195135 0 1.195135 250.97 0.930242
1993-09-30 ['EMC-201609'] [2.064246] [1.991817] [48443.8385735] -0.035087 1.277401 0 1.277401 247.95 0.907014
1993-08-31 ['SNPL-199412'] [28.625] [24.5] [3493.44978166] -0.144105 1.323851 0 1.323851 249.20 0.916628
1993-07-30 ['SNPL-199412'] [22.125] [28.625] [4519.7740113] 0.293785 1.546744 0 1.546744 240.78 0.851869
1993-06-30 ['MU'] [3.655663] [4.418798] [27354.8190848] 0.208754 1.195519 0 1.195519 241.78 0.859560
1993-05-31 ['QVCN-199502'] [68.] [63.5] [1470.58823529] -0.066176 0.989050 0 0.989050 240.80 0.852023
1993-04-30 ['QVCN-199502'] [52.5] [68.] [1904.76190476] 0.295238 1.059140 0 1.059140 235.13 0.808414
1993-03-31 ['QVCN-199502'] [57.] [52.5] [1754.38596491] -0.078947 0.817719 0 0.817719 241.80 0.859714
1993-02-26 ['CNC-200208'] [14.84596] [15.54322] [6735.83924515] 0.046966 0.887809 0 0.887809 236.67 0.820258
1993-01-29 ['WAN.B-199309'] [1.625] [0.75] [61538.46153846] -0.538462 0.847982 0 0.847982 235.25 0.809337
1992-12-31 ['DELL-201310'] [0.7187024] [0.6924997] [139139.64945713] -0.036458 1.837295 0 1.837295 233.59 0.796570
1992-11-30 ['SE-200511'] [16.25] [15.] [6153.84615385] -0.076923 1.906814 0 1.906814 230.44 0.772343
1992-10-30 ['SNPX-199410'] [20.33333] [21.58333] [4918.03359312] 0.061475 2.065715 0 2.065715 222.65 0.712429
1992-09-30 ['SE-200511'] [18.75] [17.5] [5333.33333333] -0.066667 1.946079 0 1.946079 221.15 0.700892
1992-08-31 ['ADSK'] [5.328331] [5.312848] [18767.60283849] -0.002906 2.085085 0 2.085085 218.86 0.683279
1992-07-31 ['MIDL-199512'] [16.39408] [12.9238] [6099.76284122] -0.211679 2.091161 0 2.091161 224.37 0.725658
1992-06-30 ['FG-199804'] [13.17351] [12.87452] [7590.99131515] -0.022696 2.652677 0 2.652677 215.60 0.658206
1992-05-29 ['SBK-199711'] [7.245066] [7.949447] [13802.49676124] 0.097222 2.714281 0 2.714281 219.71 0.689817
1992-04-30 ['UIS'] [102.5] [92.5] [975.6097561] -0.097561 2.473775 0 2.473775 219.13 0.685356
1992-03-31 ['UIS'] [98.75] [102.5] [1012.65822785] 0.037975 2.741211 0 2.741211 214.29 0.648131
1992-02-28 ['WAN.B-199309'] [6.625] [5.75] [15094.33962264] -0.132075 2.640922 0 2.640922 219.50 0.688202
1992-01-31 ['UIS'] [75.] [96.25] [1333.33333333] 0.283333 3.042802 0 3.042802 217.52 0.672973
1991-12-31 ['SYGN-199412'] [68.5] [59.75] [1459.8540146] -0.127737 2.371014 0 2.371014 220.60 0.696662
1991-11-29 ['SYGN-199412'] [45.75] [68.5] [2185.79234973] 0.497268 2.718234 0 2.718234 198.46 0.526381
1991-10-31 ['SYGN-199412'] [54.] [45.75] [1851.85185185] -0.152778 1.815463 0 1.815463 206.96 0.591755
1991-09-30 ['OIL-200108'] [42.25] [44.375] [2366.86390533] 0.050296 2.142841 0 2.142841 204.01 0.569066
1991-08-30 ['OIL-200108'] [38.375] [42.25] [2605.86319218] 0.100977 2.040227 0 2.040227 207.18 0.593447
1991-07-31 ['OIL-200108'] [34.25] [38.375] [2919.7080292] 0.120438 1.853105 0 1.853105 202.67 0.558760
1991-06-28 ['DGN-199910'] [14.875] [17.125] [6722.68907563] 0.151261 1.653911 0 1.653911 193.78 0.490386
1991-05-31 ['DGN-199910'] [16.625] [14.875] [6015.03759398] -0.105263 1.436609 0 1.436609 203.32 0.563759
1991-04-30 ['DGN-199910'] [16.5] [16.625] [6060.60606061] 0.007576 1.605622 0 1.605622 195.95 0.507076
1991-03-29 ['DGN-199910'] [13.125] [16.5] [7619.04761905] 0.257143 1.593550 0 1.593550 196.15 0.508614
1991-02-28 ['ETS-200603'] [38.29771] [37.38895] [2611.12217937] -0.023729 1.267596 0 1.267596 191.34 0.471620
1991-01-31 ['ETS-200603'] [35.70126] [38.29771] [2801.02158859] 0.072727 1.298406 0 1.298406 179.01 0.376788
1990-12-31 ['VC-199106'] [53.34266] [52.47429] [1874.6721667] -0.016279 1.210379 0 1.210379 171.23 0.316951
1990-11-30 ['USS-199810'] [32.28419] [34.52111] [3097.49137271] 0.069288 1.230409 0 1.230409 166.69 0.282034
1990-10-31 ['ETS-200603'] [23.62774] [27.3926] [4232.31337403] 0.159341 1.150680 0 1.150680 156.54 0.203969
1990-09-28 ['USS-199810'] [2.612698e+01] [2.546324e+01] [3827.46111491] -0.025404 0.992530 0 0.992530 157.89 0.214352
1990-08-31 ['WTM'] [33.95176] [30.58318] [2945.35541015] -0.099217 1.018401 0 1.018401 166.69 0.282034
1990-07-31 ['QMCO'] [50.54348] [40.99638] [1978.49455558] -0.188889 1.130573 0 1.130573 184.31 0.417551
1990-06-29 ['AN'] [6.357768] [7.573223] [15728.79035536] 0.191176 1.393857 0 1.393857 186.30 0.432856
1990-05-31 ['TWRX-199405'] [22.75] [18.5] [4395.6043956] -0.186813 1.170152 0 1.170152 187.65 0.443240
1990-04-30 ['ADBE'] [2.213625] [2.061709] [45174.76989102] -0.068628 1.438970 0 1.438970 172.32 0.325335
1990-03-30 ['ENZN'] [2.111268e-01] [1.912560e-01] [473649.01092614] -0.094118 1.545000 0 1.545000 177.28 0.363483
1990-02-28 ['ENZN'] [0.1887722] [0.2111268] [529739.01877501] 0.118421 1.705520 0 1.705520 173.43 0.333872
1990-01-31 ['ENZN'] [0.1564822] [0.1887722] [639050.32010031] 0.206349 1.524936 0 1.524936 171.45 0.318643
1989-12-29 ['WFTIQ-201912'] [1.099572] [1.136051] [90944.47657816] 0.033176 1.264091 0 1.264091 185.11 0.423704
1989-11-30 ['WFTIQ-201912'] [0.943235] [1.099572] [106018.11849645] 0.165746 1.223501 0 1.223501 181.85 0.398631
1989-10-31 ['WFTIQ-201912'] [0.8754888] [0.943235] [114221.90666517] 0.077381 1.049544 0 1.049544 179.17 0.378019
1989-09-29 ['HERBA-200207'] [1.077695] [1.077695] [92790.63185781] 0.000000 0.974162 0 0.974162 184.40 0.418243
1989-08-31 ['CDD-200005'] [6.124418] [5.920271] [16328.08211327] -0.033333 0.974162 0 0.974162 185.33 0.425396
1989-07-31 ['CDD-200005'] [5.227856] [6.124418] [19128.30039695] 0.171497 1.007754 0 1.007754 182.27 0.401861
1989-06-30 ['HERBA-200207'] [0.7432377] [0.7803996] [134546.4580174] 0.050000 0.860227 0 0.860227 168.49 0.295878
1989-05-31 ['HERBA-200207'] [1.18918] [0.7432377] [84091.55888932] -0.375000 0.819264 0 0.819264 169.85 0.306337
1989-04-28 ['SIE-200802'] [0.6458334] [0.7083334] [154838.69369407] 0.096774 1.310822 0 1.310822 163.63 0.258499
1989-03-31 ['KEGX'] [1.123596e+06] [1.193820e+06] [0.08899996] 0.062499 1.195161 0 1.195161 156.00 0.199815
1989-02-28 ['KEGX'] [1.334270e+06] [1.123596e+06] [0.07494735] -0.157895 1.124858 0 1.124858 152.98 0.176588
1989-01-31 ['KEGX'] [1.544944e+06] [1.334270e+06] [0.06472727] -0.136364 1.335769 0 1.335769 156.93 0.206968
1988-12-30 ['KEGX'] [7.022472e+05] [1.544944e+06] [0.1424] 1.200000 1.546680 0 1.546680 146.99 0.130518
1988-11-30 ['FMCC'] [2.596830e+00] [2.914221e+00] [38508.48919644] 0.122222 0.703036 0 0.703036 144.59 0.112060
1988-10-31 ['KEGX'] [6.320225e+05] [6.320225e+05] [0.15822222] 0.000000 0.626468 0 0.626468 147.55 0.134825
1988-09-30 ['FMCC'] [2.322778] [2.604102] [43051.89734017] 0.121115 0.626468 0 0.626468 144.68 0.112752
1988-08-31 ['BV-199409'] [5.563966] [4.574817] [17972.79135063] -0.177778 0.558790 0 0.558790 139.26 0.071066
1988-07-29 ['TKLC-201201'] [2.0625] [1.75] [48484.84848485] -0.151515 0.679609 0 0.679609 143.99 0.107445
1988-06-30 ['TKLC-201201'] [2.21875] [2.0625] [45070.42253521] -0.070423 0.800968 0 0.800968 145.31 0.117597
1988-05-31 ['DXK-199507'] [3.5] [3.5] [28571.42857143] 0.000000 0.861647 0 0.861647 138.66 0.066451
1988-04-29 ['MNST'] [0.1278848] [0.1130145] [781953.75838254] -0.116279 0.861647 0 0.861647 138.37 0.064221
1988-03-31 ['LA-199712'] [6.3125] [5.3125] [15841.58415842] -0.158416 0.975022 0 0.975022 137.45 0.057145
1988-02-29 ['TOPP-200710'] [4.078326] [3.664583] [24519.86427765] -0.101449 1.158555 0 1.158555 141.54 0.088602
1988-01-29 ['TOPP-200710'] [2.984862] [4.078326] [33502.38637498] 0.366337 1.289360 0 1.289360 135.55 0.042532
1987-12-31 ['J'] [0.9636346] [0.9093453] [103773.77483125] -0.056338 0.943662 0 0.943662 130.02 0.000000