4 Months RUx3000_topN_1_BM

( Interactive Figure)


55 Months RUx3000_topN_1_BM

( Interactive Figure)


110 Months RUx3000_topN_1_BM

( Interactive Figure)


220 Months RUx3000_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 ['CRA-201105'] [100.4375] [244.] [995.64405725] 1.429371 0.136447 0 0.136447 2821.342 6.452039
1999-12-31 ['IDCC'] [59.98893] [23.19572] [1666.97422341] -0.613333 0.056166 0 0.056166 2936.454 6.756086
1999-11-30 ['ANCR-200008'] [6.062500e+01] [6.787500e+01] [1649.48453608] 0.119588 0.145256 0 0.145256 2760.324 6.290872
1999-10-29 ['ELX-201505'] [38.98438] [40.625] [2565.12993153] 0.042084 0.129741 0 0.129741 2685.176 6.092382
1999-09-30 ['SLNH'] [71.44112] [42.68889] [1399.7540912] -0.402461 0.124501 0 0.124501 2526.687 5.673764
1999-08-31 ['SLNH'] [60.26667] [71.44112] [1659.29194362] 0.185417 0.208356 0 0.208356 2592.960 5.848811
1999-07-30 ['SLNH'] [64.53556] [60.26667] [1549.53331156] -0.066148 0.175766 0 0.175766 2622.783 5.927583
1999-06-30 ['ABRX-199907'] [90.0625] [25.5] [1110.34004164] -0.716863 0.188216 0 0.188216 2704.797 6.144208
1999-05-31 ['AMTD-202010'] [18.27193] [21.59526] [5472.87560756] 0.181882 0.664754 0 0.664754 2574.684 5.800539
1999-04-30 ['AMTD-202010'] [27.21054] [18.27193] [3675.04650771] -0.328498 0.562454 0 0.562454 2624.566 5.932293
1999-03-31 ['DCLK-200507'] [45.51562] [69.90625] [2197.04795848] 0.535874 0.837606 0 0.837606 2511.214 5.632895
1999-02-26 ['AMTD-202010'] [9.931783] [12.58026] [10068.68555223] 0.266667 0.545361 0 0.545361 2422.332 5.398130
1999-01-29 ['NSOL-200006'] [60.25] [45.375] [1659.75103734] -0.246888 0.430548 0 0.430548 2511.284 5.633080
1998-12-31 ['AMZN'] [53.54167] [58.46875] [1867.70416388] 0.092023 0.571692 0 0.571692 2428.774 5.415145
1998-11-30 ['AMZN'] [32.] [53.54167] [3125.] 0.673177 0.523517 0 0.523517 2283.630 5.031775
1998-10-30 ['AMZN'] [21.07292] [32.] [4745.42683216] 0.518537 0.312888 0 0.312888 2152.010 4.684126
1998-09-30 ['AABA-201910'] [4.412694] [4.459547] [22661.89316549] 0.010618 0.206046 0 0.206046 2000.183 4.283104
1998-08-31 ['CTYA-199910'] [23.25] [23.875] [4301.07526882] 0.026882 0.203881 0 0.203881 1872.455 3.945734
1998-07-31 ['GMGC-200209'] [112.] [77.] [892.85714286] -0.312500 0.198544 0 0.198544 2211.177 4.840404
1998-06-30 ['AMZN'] [16.625] [18.47917] [6015.03759398] 0.111529 0.288791 0 0.288791 2252.068 4.948410
1998-05-29 ['TLSP-200010'] [8.5] [8.75] [11764.70588235] 0.029412 0.259814 0 0.259814 2178.410 4.753856
1998-04-30 ['AABA-201910'] [2.026389] [1.865598] [49348.86638252] -0.079349 0.252391 0 0.252391 2233.527 4.899437
1998-03-31 ['FILE-200610'] [24.4375] [27.25] [4092.07161125] 0.115090 0.274144 0 0.274144 2211.780 4.841997
1998-02-27 ['BBY'] [4.393195] [4.918719] [22762.47696722] 0.119622 0.245849 0 0.245849 2107.339 4.566136
1998-01-30 ['BBY'] [3.743205] [4.393195] [26715.07438145] 0.173645 0.219582 0 0.219582 1966.654 4.194543
1997-12-31 ['LCOS-200010'] [10.34375] [9.546875] [9667.67371601] -0.077039 0.187094 0 0.187094 1956.514 4.167760
1997-11-28 ['HARS-200010'] [16.87859] [17.65589] [5924.6655082] 0.046052 0.202711 0 0.202711 1918.093 4.066278
1997-10-31 ['CTXS'] [9.343656] [9.113047] [10702.44880591] -0.024681 0.193786 0 0.193786 1847.362 3.879456
1997-09-30 ['SPCT-200212'] [64.125] [23.5] [1559.45419103] -0.633528 0.198690 0 0.198690 1911.570 4.049049
1997-08-29 ['AEIS'] [31.33011] [28.15981] [3191.81771146] -0.101190 0.542171 0 0.542171 1808.993 3.778111
1997-07-31 ['SPCT-200212'] [45.5] [44.] [2197.8021978] -0.032967 0.603210 0 0.603210 1885.466 3.980100
1997-06-30 ['AEIS'] [15.29208] [24.86517] [6539.3327788] 0.626016 0.623774 0 0.623774 1748.400 3.618067
1997-05-30 ['CLHI'] [8.787429e-02] [1.125220e-01] [1137989.27991339] 0.280488 0.383621 0 0.383621 1678.616 3.433745
1997-04-30 ['CLHI'] [0.05878698] [0.08787429] [1701056.93471582] 0.494792 0.299589 0 0.299589 1571.299 3.150288
1997-03-31 ['AMD'] [20.75] [21.25] [4819.27710843] 0.024096 0.200422 0 0.200422 1497.534 2.955452
1997-02-28 ['SFAM-200212'] [37.25] [33.] [2684.56375839] -0.114094 0.195706 0 0.195706 1568.509 3.142919
1997-01-31 ['APM-200001'] [55.25] [38.5] [1809.95475113] -0.303167 0.220911 0 0.220911 1566.796 3.138394
1996-12-31 ['CTN-199702'] [5.200000e+01] [23.75] [1923.07692308] -0.543269 0.317022 0 0.317022 1484.639 2.921392
1996-11-29 ['CTN-199702'] [35.625] [52.] [2807.01754386] 0.459649 0.694111 0 0.694111 1502.738 2.969197
1996-10-31 ['VIAS-200008'] [49.25] [45.25] [2030.45685279] -0.081218 0.475532 0 0.475532 1403.724 2.707670
1996-09-30 ['SYSF-199903'] [34.25] [28.25] [2919.7080292] -0.175182 0.517568 0 0.517568 1378.524 2.641109
1996-08-30 ['SYSF-199903'] [32.5] [34.25] [3076.92307692] 0.053846 0.627495 0 0.627495 1307.370 2.453170
1996-07-31 ['WTSLQ-201512'] [10.61217] [16.22384] [9423.14342872] 0.528796 0.595433 0 0.595433 1268.877 2.351498
1996-06-28 ['SYSF-199903'] [23.5] [18.125] [4255.31914894] -0.228723 0.389478 0 0.389478 1338.969 2.536632
1996-05-31 ['IOM-200806'] [61.75946] [40.58979] [1619.18514184] -0.342776 0.504979 0 0.504979 1343.307 2.548090
1996-04-30 ['IOM-200806'] [38.31536] [61.75946] [2609.91936393] 0.611872 0.768351 0 0.768351 1309.787 2.459554
1996-03-29 ['MPS-201001'] [25.25] [29.75] [3960.3960396] 0.178218 0.476683 0 0.476683 1285.414 2.395177
1996-02-29 ['MPS-201001'] [17.66667] [25.25] [5660.3762905] 0.429245 0.404579 0 0.404579 1272.621 2.361387
1996-01-31 ['MPS-201001'] [15.33333] [17.66667] [6521.7405482] 0.152174 0.283072 0 0.283072 1254.122 2.312525
1995-12-29 ['CUBE-200106'] [25.78644] [24.75499] [3878.00720068] -0.040000 0.245685 0 0.245685 1218.748 2.219091
1995-11-30 ['QDEK-199810'] [32.] [27.5] [3125.] -0.140625 0.255922 0 0.255922 1199.160 2.167353
1995-10-31 ['AN'] [9.704301] [12.13038] [10304.7092212] 0.250000 0.297800 0 0.297800 1148.235 2.032845
1995-09-29 ['AN'] [10.43777] [9.704301] [9580.59049011] -0.070271 0.238240 0 0.238240 1158.237 2.059263
1995-08-31 ['WOLF'] [6.8125] [6.1875] [14678.89908257] -0.091743 0.256247 0 0.256247 1115.031 1.945143
1995-07-31 ['AN'] [9.986403] [9.59146] [10013.61551301] -0.039548 0.282130 0 0.282130 1105.221 1.919231
1995-06-30 ['MEDI-200706'] [2.395833] [1.5] [41739.13624197] -0.373913 0.293747 0 0.293747 1062.554 1.806535
1995-05-31 ['PRST-201210'] [29.] [25.5] [3448.27586207] -0.120690 0.469179 0 0.469179 1032.690 1.727655
1995-04-28 ['SDRC-200108'] [12.125] [13.75] [8247.42268041] 0.134021 0.533577 0 0.533577 996.490 1.632039
1995-03-31 ['ALTC-199602'] [44.75] [38.375] [2234.63687151] -0.142458 0.470518 0 0.470518 971.100 1.564976
1995-02-28 ['IDCC'] [8.598413] [4.899096] [11630.05312725] -0.430233 0.548682 0 0.548682 947.530 1.502721
1995-01-31 ['IDCC'] [8.498431] [8.598413] [11766.87790958] 0.011765 0.962992 0 0.962992 910.390 1.404622
1994-12-30 ['STRM-199607'] [17.5] [17.875] [5714.28571429] 0.021429 0.951795 0 0.951795 890.870 1.353064
1994-11-30 ['ALMC'] [18.8688] [18.00458] [5299.75409141] -0.045802 0.931827 0 0.931827 877.210 1.316984
1994-10-31 ['CCBL-200712'] [13.3125] [12.75] [7511.7370892] -0.042254 0.976555 0 0.976555 910.430 1.404728
1994-09-30 ['TNCR-199704'] [18.625] [22.] [5369.12751678] 0.181208 1.019638 0 1.019638 895.620 1.365610
1994-08-31 ['ENCC-199704'] [4.25] [4.5] [23529.41176471] 0.058824 0.863216 0 0.863216 915.080 1.417010
1994-07-29 ['HOG-199805'] [17.25] [17.5] [5797.10144928] 0.014493 0.815260 0 0.815260 876.860 1.316059
1994-06-30 ['STX-199608'] [9.375] [9.125] [10666.66666667] -0.026667 0.803613 0 0.803613 850.500 1.246434
1994-05-31 ['IO'] [193.125] [178.125] [517.79935275] -0.077670 0.825630 0 0.825630 874.440 1.309667
1994-04-29 ['AMES-200108'] [5.125] [4.125] [19512.19512195] -0.195122 0.895157 0 0.895157 864.910 1.284496
1994-03-31 ['WDC'] [6.773606] [6.322032] [14763.18522217] -0.066667 1.112164 0 1.112164 855.130 1.258663
1994-02-28 ['SPLKA-199412'] [2.5] [2.25] [40000.] -0.100000 1.191605 0 1.191605 894.230 1.361939
1994-01-31 ['GCR.A-200204'] [6.625] [5.5] [15094.33962264] -0.169811 1.324005 0 1.324005 916.370 1.420417
1993-12-31 ['UC-199903'] [16.95191] [18.77585] [5899.04028514] 0.107595 1.594824 0 1.594824 889.160 1.348547
1993-11-30 ['JTS-199805'] [9.] [5.75] [11111.11111111] -0.361111 1.439899 0 1.439899 872.040 1.303328
1993-10-29 ['JTS-199805'] [8.5] [9.] [11764.70588235] 0.058824 2.253754 0 2.253754 885.740 1.339514
1993-09-30 ['NTLDQ-200301'] [13.5] [13.86] [7407.40740741] 0.026667 2.128546 0 2.128546 873.260 1.306550
1993-08-31 ['DPGE-199601'] [29.25] [47.] [3418.8034188] 0.606838 2.073259 0 2.073259 873.390 1.306894
1993-07-30 ['SSC-200007'] [27.] [24.] [3703.7037037] -0.111111 1.290273 0 1.290273 840.710 1.220576
1993-06-30 ['SSC-200007'] [20.] [27.] [5000.] 0.350000 1.451557 0 1.451557 842.140 1.224353
1993-05-31 ['KOIL-199502'] [23.] [22.25] [4347.82608696] -0.032609 1.075227 0 1.075227 836.640 1.209826
1993-04-30 ['KOIL-199502'] [16.] [23.] [6250.] 0.437500 1.111471 0 1.111471 813.270 1.148098
1993-03-31 ['GDC-200108'] [11.25] [10.5] [8888.88888889] -0.066667 0.773197 0 0.773197 835.380 1.206498
1993-02-26 ['DIGI-199809'] [13.0625] [13.625] [7655.50239234] 0.043062 0.828426 0 0.828426 815.070 1.152853
1993-01-29 ['DIGI-199809'] [13.5] [13.0625] [7407.40740741] -0.032407 0.794225 0 0.794225 809.790 1.138906
1992-12-31 ['DIGI-199809'] [11.] [13.5] [9090.90909091] 0.227273 0.820825 0 0.820825 801.930 1.118146
1992-11-30 ['DIGI-199809'] [9.25] [11.] [10810.81081081] 0.189189 0.668821 0 0.668821 787.830 1.080903
1992-10-30 ['DIGI-199809'] [8.625] [9.25] [11594.20289855] 0.072464 0.562417 0 0.562417 756.700 0.998679
1992-09-30 ['AMZ-200412'] [19.19358] [19.43966] [5210.07545231] 0.012821 0.524416 0 0.524416 749.240 0.978975
1992-08-31 ['STAR-200612'] [9.128182] [12.3032] [10955.08393676] 0.347826 0.517778 0 0.517778 739.370 0.952905
1992-07-31 ['CSFCA-199601'] [12.08889] [9.68889] [8272.05806323] -0.198529 0.384158 0 0.384158 755.700 0.996038
1992-06-30 ['GRTR-199709'] [3.456409] [3.703295] [28931.76125858] 0.071428 0.479316 0 0.479316 726.390 0.918621
1992-05-29 ['KTCC'] [7.25] [6.125] [13793.10344828] -0.155172 0.447362 0 0.447362 739.660 0.953671
1992-04-30 ['NTK-200301'] [5.875] [6.375] [17021.27659574] 0.085106 0.529530 0 0.529530 734.770 0.940755
1992-03-31 ['WEN'] [1.337466] [1.375679] [74768.25579118] 0.028571 0.487998 0 0.487998 720.150 0.902139
1992-02-28 ['MSEL-201308'] [138.75] [126.25] [720.72072072] -0.090090 0.474443 0 0.474443 736.470 0.945246
1992-01-31 ['CYTR'] [1357.125] [1284.745] [73.68518007] -0.053333 0.521418 0 0.521418 726.810 0.919731
1991-12-31 ['BSBL-199805'] [15.625] [16.375] [6400.] 0.048000 0.550793 0 0.550793 731.770 0.932831
1991-11-29 ['CMSI-199812'] [12.] [13.125] [8333.33333333] 0.093750 0.525566 0 0.525566 657.930 0.737797
1991-10-31 ['OCHTQ-201205'] [2.370000e+04] [1.370000e+04] [4.21940928] -0.421941 0.480518 0 0.480518 684.150 0.807052
1991-09-30 ['CATO'] [1.727040e+00] [2.178425e+00] [57902.53844729] 0.261363 0.831260 0 0.831260 672.880 0.777285
1991-08-30 ['CATO'] [1.491534] [1.72704] [67045.06903631] 0.157895 0.659017 0 0.659017 680.650 0.797808
1991-07-31 ['CATO'] [1.530785e+00] [1.491534e+00] [65325.96020996] -0.025641 0.569151 0 0.569151 662.910 0.750951
1991-06-28 ['CATO'] [1.138276e+00] [1.530785e+00] [87852.15536478] 0.344828 0.584129 0 0.584129 633.020 0.672002
1991-05-31 ['CATO'] [1.000898e+00] [1.138276e+00] [99910.28056805] 0.137255 0.434352 0 0.434352 663.290 0.751955
1991-04-30 ['AIKI'] [6.245681e+04] [4.907321e+04] [1.60110643] -0.214286 0.381930 0 0.381930 636.940 0.682356
1991-03-29 ['LIPO-200005'] [10.75] [8.375] [9302.3255814] -0.220930 0.486093 0 0.486093 636.280 0.680613
1991-02-28 ['LIPO-200005'] [9.5] [10.75] [10526.31578947] 0.131579 0.623941 0 0.623941 618.010 0.632356
1991-01-31 ['TMED-202003'] [806.25] [825.] [124.03100775] 0.023256 0.551389 0 0.551389 574.970 0.518674
1990-12-31 ['LIPO-200005'] [3.25] [4.5] [30769.23076923] 0.384615 0.538858 0 0.538858 547.420 0.445906
1990-11-30 ['LIPO-200005'] [2.875] [3.25] [34782.60869565] 0.130435 0.389175 0 0.389175 531.060 0.402694
1990-10-31 ['DVIXQ-201110'] [10.5] [11.625] [9523.80952381] 0.107143 0.344270 0 0.344270 496.930 0.312546
1990-09-28 ['SGII-199506'] [70.] [57.5] [1428.57142857] -0.178571 0.310954 0 0.310954 500.860 0.322927
1990-08-31 ['SGII-199506'] [55.] [70.] [1818.18181818] 0.272727 0.378552 0 0.378552 528.980 0.397200
1990-07-31 ['CBOT-199508'] [9.207289] [6.905467] [10860.96026746] -0.250000 0.297434 0 0.297434 583.920 0.542314
1990-06-29 ['HAXS-201204'] [38.63636] [46.59091] [2588.23553772] 0.205882 0.396579 0 0.396579 590.380 0.559377
1990-05-31 ['HAXS-201204'] [3.863636e+01] [3.863636e+01] [2588.23553772] 0.000000 0.328870 0 0.328870 593.350 0.567221
1990-04-30 ['FSCX-199806'] [9.687500e-01] [9.68750e-01] [103225.80645161] 0.000000 0.328870 0 0.328870 543.360 0.435182
1990-03-30 ['TIDE-199606'] [1.750000e+01] [2.125000e+01] [5714.28571429] 0.214286 0.328870 0 0.328870 558.120 0.474168
1990-02-28 ['TIDE-199606'] [1.312500e+01] [1.750000e+01] [7619.04761905] 0.333333 0.270834 0 0.270834 544.080 0.437084
1990-01-31 ['TIDE-199606'] [1.375000e+01] [1.312500e+01] [7272.72727273] -0.045455 0.203126 0 0.203126 535.080 0.413312
1989-12-29 ['TIDE-199606'] [14.375] [13.75] [6956.52173913] -0.043478 0.212798 0 0.212798 576.870 0.523693
1989-11-30 ['TIDE-199606'] [14.375] [14.375] [6956.52173913] 0.000000 0.222471 0 0.222471 566.130 0.495325
1989-10-31 ['TIDE-199606'] [14.375] [14.375] [6956.52173913] 0.000000 0.222471 0 0.222471 556.110 0.468859
1989-09-29 ['CNVR-201105'] [4.111111] [3.277778] [24324.32498174] -0.202703 0.222471 0 0.222471 572.780 0.512890
1989-08-31 ['CNVR-201105'] [4.] [4.111111] [25000.] 0.027778 0.279031 0 0.279031 574.000 0.516112
1989-07-31 ['CNVR-201105'] [4.] [4.] [25000.] 0.000000 0.271490 0 0.271490 562.230 0.485024
1989-06-30 ['CNVR-201105'] [4.555556] [4.] [21951.21737061] -0.121951 0.271490 0 0.271490 520.370 0.374459
1989-05-31 ['CNVR-201105'] [4.222222] [4.555556] [23684.21177285] 0.078948 0.309197 0 0.309197 523.790 0.383492
1989-04-28 ['PETT-199403'] [4.875] [4.625] [20512.82051282] -0.051282 0.286573 0 0.286573 502.350 0.326862
1989-03-31 ['PETT-199403'] [4.] [4.875] [25000.] 0.218750 0.302063 0 0.302063 478.370 0.263524
1989-02-28 ['PETT-199403'] [4.250000e+00] [4.000000e+00] [23529.41176471] -0.058824 0.247847 0 0.247847 467.730 0.235420
1989-01-31 ['PURO-199506'] [4.166667e+00] [3.833333e+00] [23999.99808] -0.080000 0.263337 0 0.263337 476.110 0.257554
1988-12-30 ['MDIZQ-201011'] [3.751501e+01] [3.001200e+01] [2665.59971595] -0.200000 0.286236 0 0.286236 446.100 0.178288
1988-11-30 ['CTM-199202'] [3.5] [3.375] [28571.42857143] -0.035714 0.357795 0 0.357795 436.750 0.153592
1988-10-31 ['VCR-200106'] [1.208251e+01] [5.424801e+00] [8276.42600751] -0.551020 0.371047 0 0.371047 444.200 0.173270
1988-09-30 ['VCR-200106'] [11.34277] [12.08251] [8816.18863823] 0.065217 0.826422 0 0.826422 436.160 0.152034
1988-08-31 ['VCR-200106'] [1.060302e+01] [1.134277e+01] [9431.27524045] 0.069768 0.775825 0 0.775825 419.320 0.107554
1988-07-29 ['CTM-199202'] [4.125] [3.] [24242.42424242] -0.272727 0.725228 0 0.725228 431.260 0.139091
1988-06-30 ['CTM-199202'] [3.75] [4.125] [26666.66666667] 0.100000 0.997188 0 0.997188 434.740 0.148283
1988-05-31 ['HPFS-200806'] [13.125] [12.5] [7619.04761905] -0.047619 0.906535 0 0.906535 412.920 0.090650
1988-04-29 ['HPFS-200806'] [16.25] [13.125] [6153.84615385] -0.192308 0.951861 0 0.951861 411.550 0.087031
1988-03-31 ['HPFS-200806'] [7.5] [16.25] [13333.33333333] 1.166667 1.178495 0 1.178495 407.710 0.076889
1988-02-29 ['BEAM-200008'] [1.897276] [1.581064] [52707.144348] -0.166666 0.543921 0 0.543921 416.220 0.099366
1988-01-29 ['KIDEQ-201212'] [2.416667] [1.916667] [41379.30463734] -0.206897 0.652705 0 0.652705 395.540 0.044744
1987-12-31 ['WTEC-200702'] [5.31] [4.37] [18832.39171375] -0.177024 0.822976 0 0.822976 378.600 0.000000