Date | Universe | label | rowCount | figure | file | |
---|---|---|---|---|---|---|
0 | 20221008 | D30 | IdxT_3d | 516 | 20221008_D30_IdxT_3d.html | file |
1 | 20221008 | N100 | IdxT_3d | 183 | 20221008_N100_IdxT_3d.html | file |
2 | 20221008 | N100Tech | IdxT_3d | 96 | 20221008_N100Tech_IdxT_3d.html | file |
3 | 20221008 | N101_150 | IdxT_3d | 75 | 20221008_N101_150_IdxT_3d.html | file |
4 | 20221008 | N1_150 | IdxT_3d | 75 | 20221008_N1_150_IdxT_3d.html | file |
5 | 20221008 | NBiot | IdxT_3d | 130 | 20221008_NBiot_IdxT_3d.html | file |
6 | 20221008 | NInet | IdxT_3d | 74 | 20221008_NInet_IdxT_3d.html | file |
7 | 20221008 | R1000 | IdxT_3d | 214 | 20221008_R1000_IdxT_3d.html | file |
8 | 20221008 | R1001_4000 | IdxT_3d | 74 | 20221008_R1001_4000_IdxT_3d.html | file |
9 | 20221008 | R1_200 | IdxT_3d | 74 | 20221008_R1_200_IdxT_3d.html | file |
10 | 20221008 | R1_4000 | IdxT_3d | 74 | 20221008_R1_4000_IdxT_3d.html | file |
11 | 20221008 | R2000 | IdxT_3d | 214 | 20221008_R2000_IdxT_3d.html | file |
12 | 20221008 | R2001_3000 | IdxT_3d | 74 | 20221008_R2001_3000_IdxT_3d.html | file |
13 | 20221008 | R3000 | IdxT_3d | 214 | 20221008_R3000_IdxT_3d.html | file |
14 | 20221008 | R3001_4000 | IdxT_3d | 74 | 20221008_R3001_4000_IdxT_3d.html | file |
15 | 20221008 | R501_3000 | IdxT_3d | 214 | 20221008_R501_3000_IdxT_3d.html | file |
16 | 20221008 | RMicCap | IdxT_3d | 74 | 20221008_RMicCap_IdxT_3d.html | file |
17 | 20221008 | RMidCap | IdxT_3d | 74 | 20221008_RMidCap_IdxT_3d.html | file |
18 | 20221008 | SP100 | IdxT_3d | 222 | 20221008_SP100_IdxT_3d.html | file |
19 | 20221008 | SP1000 | IdxT_3d | 185 | 20221008_SP1000_IdxT_3d.html | file |
20 | 20221008 | SP101_500 | IdxT_3d | 222 | 20221008_SP101_500_IdxT_3d.html | file |
21 | 20221008 | SP1500 | IdxT_3d | 185 | 20221008_SP1500_IdxT_3d.html | file |
22 | 20221008 | SP400 | IdxT_3d | 203 | 20221008_SP400_IdxT_3d.html | file |
23 | 20221008 | SP500 | IdxT_3d | 452 | 20221008_SP500_IdxT_3d.html | file |
24 | 20221008 | SP5DivArist | IdxT_3d | 220 | 20221008_SP5DivArist_IdxT_3d.html | file |
25 | 20221008 | SP600 | IdxT_3d | 185 | 20221008_SP600_IdxT_3d.html | file |
26 | 20221008 | SP900 | IdxT_3d | 203 | 20221008_SP900_IdxT_3d.html | file |
universe | lags | method | memberCount | regime | timeframe | benchGeoRtn | Beta | IdxT | IdxP | ROI | GeoRtn | AvgRtn | Std | Sharpe | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
98387 | SP600 | 04mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000302 | 7.153418 | 1.215065 | 2.267669e-01 | 15.825925 | 0.048173 | 0.114186 | 0.722750 | 1.223775 |
60119 | SP1000 | 04mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000055 | 8.059467 | 1.194123 | 2.348249e-01 | 14.016567 | 0.046187 | 0.112553 | 0.723362 | 1.205252 |
90683 | SP1500 | 04mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000626 | 7.619461 | 1.187146 | 2.375544e-01 | 12.822546 | 0.044744 | 0.111368 | 0.723749 | 1.191920 |
97973 | SP600 | 01_03_06_12mos_FundX | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000302 | 6.236454 | 1.195534 | 2.342755e-01 | 12.603726 | 0.044466 | 0.108713 | 0.699388 | 1.204033 |
50323 | R501_3000 | 05mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000032 | -0.527371 | 2.054891 | 4.209724e-02 | 9.427823 | 0.039848 | 0.059063 | 0.219543 | 2.083869 |
41899 | R3000 | 05mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000565 | -1.107876 | 2.042682 | 4.331200e-02 | 8.868163 | 0.038892 | 0.058167 | 0.219885 | 2.049066 |
34717 | R2000 | 05mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | -0.508706 | 2.022437 | 4.539231e-02 | 8.868163 | 0.038892 | 0.058167 | 0.219885 | 2.049066 |
60767 | SP1000 | 11mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000055 | 8.331276 | 1.142643 | 2.554999e-01 | 8.249862 | 0.037773 | 0.104634 | 0.702721 | 1.153364 |
40061 | R2001_3000 | 05mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | -0.475803 | 2.055254 | 4.206157e-02 | 7.725151 | 0.036763 | 0.053076 | 0.197262 | 2.084173 |
90773 | SP1500 | 05mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000626 | 7.653905 | 1.071280 | 2.862296e-01 | 6.065954 | 0.033125 | 0.099012 | 0.713452 | 1.074979 |
16830 | N100 | 16mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001925 | -0.291458 | 3.399079 | 7.926047e-04 | 20.968863 | 0.026081 | 0.030965 | 0.102625 | 3.305287 |
16020 | N100 | 07mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001925 | -0.655822 | 3.754078 | 2.187191e-04 | 20.301990 | 0.025818 | 0.029561 | 0.088285 | 3.667901 |
35599 | R2000 | 12mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.864672 | 1.616771 | 1.085981e-01 | 3.341374 | 0.024772 | 0.044809 | 0.211736 | 1.639248 |
50324 | R501_3000 | 05mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001543 | 0.525634 | 2.331402 | 2.056789e-02 | 15.579610 | 0.023677 | 0.038209 | 0.183889 | 2.276159 |
41900 | R3000 | 05mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001556 | 0.692309 | 2.320768 | 2.114537e-02 | 14.955792 | 0.023350 | 0.037883 | 0.183927 | 2.256256 |
30253 | R1000 | 16mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000598 | -0.557458 | 1.835403 | 6.896412e-02 | 2.903032 | 0.022955 | 0.031135 | 0.131448 | 1.834732 |
30254 | R1000 | 16mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001572 | 0.065930 | 2.905149 | 4.016513e-03 | 13.486516 | 0.022527 | 0.028348 | 0.110536 | 2.809383 |
21590 | N100Tech | 16mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.002251 | -0.077822 | 3.623900 | 3.547895e-04 | 13.367980 | 0.022457 | 0.025371 | 0.077622 | 3.580436 |
40349 | R2001_3000 | 13mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 1.289522 | 1.579544 | 1.168882e-01 | 2.718961 | 0.022132 | 0.039415 | 0.190435 | 1.603206 |
21536 | N100Tech | 15mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.002251 | -0.133673 | 3.649559 | 3.228650e-04 | 12.795433 | 0.022110 | 0.024875 | 0.075443 | 3.611920 |
54119 | R1_200 | 15mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000751 | -0.212424 | 2.192491 | 3.030639e-02 | 2.529298 | 0.021241 | 0.024973 | 0.088441 | 2.187200 |
66230 | SP500 | 08mos | timeTopN | 3 | 2022-10-07 | 30 yrs | -0.000376 | 0.056549 | 5.359822 | 1.123647e-07 | 1263.655266 | 0.020039 | 0.023335 | 0.082625 | 5.358505 |
54083 | R1_200 | 14mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000751 | -0.499442 | 2.086587 | 3.907919e-02 | 2.238031 | 0.019776 | 0.023393 | 0.087159 | 2.078933 |
22756 | NBiot | 04mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.000619 | 0.050205 | 2.708146 | 7.257106e-03 | 9.387889 | 0.019697 | 0.024291 | 0.097427 | 2.731197 |
66954 | SP500 | 10mos | timeTopN | 3 | 2022-10-07 | 30 yrs | -0.000376 | 0.410021 | 5.182170 | 2.853278e-07 | 773.773302 | 0.018651 | 0.021780 | 0.079771 | 5.180356 |
86597 | SP900 | 05mos | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000626 | 0.557520 | 4.095268 | 4.797344e-05 | 237.567441 | 0.018416 | 0.023102 | 0.098947 | 4.043997 |
38909 | R1001_4000 | 10mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.169735 | 1.437211 | 1.533045e-01 | 1.980759 | 0.018370 | 0.034807 | 0.184719 | 1.459577 |
93671 | SP400 | 01_03_06_12mos_FundX | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000587 | 0.171812 | 4.003705 | 7.020248e-05 | 221.704997 | 0.018183 | 0.022960 | 0.100200 | 3.968875 |
33059 | R1_4000 | 10mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.183262 | 1.428865 | 1.556849e-01 | 1.939647 | 0.018134 | 0.034555 | 0.184449 | 1.451149 |
85967 | SP900 | 01_03_06_12mos_FundX | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000626 | 0.497936 | 3.889203 | 1.118525e-04 | 196.950376 | 0.017783 | 0.022990 | 0.103780 | 3.837039 |
94553 | SP400 | 07mos | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000587 | 0.343236 | 3.953305 | 8.629956e-05 | 196.494588 | 0.017775 | 0.022644 | 0.100108 | 3.917864 |
38981 | R1001_4000 | 12mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.112171 | 1.389093 | 1.674204e-01 | 1.875222 | 0.017758 | 0.042448 | 0.233564 | 1.407750 |
82313 | SP101_500 | 08mos | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000629 | 0.106620 | 4.096580 | 4.770982e-05 | 124.960167 | 0.016251 | 0.019705 | 0.084439 | 4.041863 |
48971 | RMidCap | 16mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000163 | -0.553317 | 1.416333 | 1.593125e-01 | 1.616227 | 0.016158 | 0.024496 | 0.132099 | 1.436381 |
24038 | NBiot | 23mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.000619 | 0.071800 | 1.949253 | 5.244001e-02 | 5.306314 | 0.015465 | 0.025420 | 0.143148 | 1.945311 |
82565 | SP101_500 | 10mos | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000629 | 0.444516 | 3.892961 | 1.101754e-04 | 87.127903 | 0.015041 | 0.018388 | 0.083044 | 3.835159 |
54971 | SP100 | 01_03_06_12mos_FundX | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000675 | -0.011328 | 4.152111 | 3.773555e-05 | 63.747771 | 0.013999 | 0.016288 | 0.068927 | 4.092836 |
56573 | SP100 | 12mos | timeTopN | 3 | 2022-10-07 | 25 yrs | -0.000675 | 0.112618 | 4.171101 | 3.480562e-05 | 63.741715 | 0.013998 | 0.016239 | 0.068397 | 4.112331 |
33095 | R1_4000 | 11mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | -0.046237 | 1.276740 | 2.042008e-01 | 1.290140 | 0.013906 | 0.037047 | 0.221646 | 1.294696 |
76965 | SP5DivArist | 03mos | timeTopN | 3 | 2022-10-07 | 15 yrs | -0.000863 | -0.286302 | 3.402406 | 7.434794e-04 | 8.532005 | 0.012605 | 0.014102 | 0.057234 | 3.305762 |
14692 | D30 | 35mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001340 | 0.063166 | 3.334248 | 9.918816e-04 | 3.271416 | 0.012173 | 0.013178 | 0.045118 | 3.199547 |
76963 | SP5DivArist | 03mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000748 | -0.238523 | 1.871932 | 6.369186e-02 | 1.034940 | 0.011911 | 0.013530 | 0.056890 | 1.842230 |
2700 | D30 | 06mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001340 | -0.204776 | 3.051138 | 2.538159e-03 | 3.110652 | 0.011850 | 0.013053 | 0.049215 | 2.905384 |
24995 | NInet | 06mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000260 | -0.014855 | 1.110243 | 2.691515e-01 | 1.021061 | 0.011796 | 0.020286 | 0.138276 | 1.136375 |
24887 | NInet | 03mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000260 | -0.022719 | 0.994589 | 3.219713e-01 | 0.824388 | 0.010071 | 0.018049 | 0.137295 | 1.018292 |
49655 | RMidCap | 35mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000163 | -1.272526 | 1.089536 | 2.781375e-01 | 0.816589 | 0.009999 | 0.017864 | 0.125196 | 1.105229 |
19991 | N1_150 | 17mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.001065 | -0.263639 | 1.082144 | 2.813951e-01 | 0.711727 | 0.008999 | 0.015525 | 0.115021 | 1.045529 |
19955 | N1_150 | 16mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.001065 | -0.681151 | 1.032126 | 3.041238e-01 | 0.707263 | 0.008955 | 0.017656 | 0.136758 | 1.000010 |
26993 | N101_150 | 04mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000285 | -0.463402 | 0.815026 | 4.166996e-01 | 0.417443 | 0.005831 | 0.009674 | 0.090441 | 0.828579 |
46199 | RMicCap | 13mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000257 | 0.166514 | 0.981750 | 3.282316e-01 | 0.335450 | 0.004833 | 0.027380 | 0.214330 | 0.989522 |
26882 | N101_150 | 01mos | timeTopN | 3 | 2022-10-07 | 10 yrs | -0.001561 | -0.036147 | 1.020633 | 3.084646e-01 | 0.473515 | 0.003236 | 0.006070 | 0.076297 | 0.871511 |
45983 | RMicCap | 07mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000257 | 1.502040 | 0.877719 | 3.818796e-01 | 0.065328 | 0.001055 | 0.026279 | 0.230233 | 0.884137 |
47603 | R3001_4000 | 15mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.151299 | 0.610785 | 5.425168e-01 | -0.177293 | -0.003247 | 0.015437 | 0.192170 | 0.622225 |
47567 | R3001_4000 | 14mos | timeTopN | 3 | 2022-10-07 | 05 yrs | -0.000052 | 0.913284 | 0.375958 | 7.076232e-01 | -0.284921 | -0.005574 | 0.008125 | 0.163162 | 0.385736 |