Date | Universe | label | rowCount | figure | file | |
---|---|---|---|---|---|---|
0 | 20240721 | D30 | IdxT_3d | 546 | 20240721_D30_IdxT_3d.html | file |
1 | 20240721 | N100 | IdxT_3d | 195 | 20240721_N100_IdxT_3d.html | file |
2 | 20240721 | N100Tech | IdxT_3d | 117 | 20240721_N100Tech_IdxT_3d.html | file |
3 | 20240721 | N101_150 | IdxT_3d | 103 | 20240721_N101_150_IdxT_3d.html | file |
4 | 20240721 | N1_150 | IdxT_3d | 103 | 20240721_N1_150_IdxT_3d.html | file |
5 | 20240721 | NBiot | IdxT_3d | 156 | 20240721_NBiot_IdxT_3d.html | file |
6 | 20240721 | NInet | IdxT_3d | 102 | 20240721_NInet_IdxT_3d.html | file |
7 | 20240721 | R1000 | IdxT_3d | 234 | 20240721_R1000_IdxT_3d.html | file |
8 | 20240721 | R1001_4000 | IdxT_3d | 94 | 20240721_R1001_4000_IdxT_3d.html | file |
9 | 20240721 | R1_200 | IdxT_3d | 94 | 20240721_R1_200_IdxT_3d.html | file |
10 | 20240721 | R1_4000 | IdxT_3d | 95 | 20240721_R1_4000_IdxT_3d.html | file |
11 | 20240721 | R2000 | IdxT_3d | 234 | 20240721_R2000_IdxT_3d.html | file |
12 | 20240721 | R2001_3000 | IdxT_3d | 94 | 20240721_R2001_3000_IdxT_3d.html | file |
13 | 20240721 | R3000 | IdxT_3d | 234 | 20240721_R3000_IdxT_3d.html | file |
14 | 20240721 | R3001_4000 | IdxT_3d | 94 | 20240721_R3001_4000_IdxT_3d.html | file |
15 | 20240721 | R501_3000 | IdxT_3d | 234 | 20240721_R501_3000_IdxT_3d.html | file |
16 | 20240721 | RMicCap | IdxT_3d | 94 | 20240721_RMicCap_IdxT_3d.html | file |
17 | 20240721 | RMidCap | IdxT_3d | 94 | 20240721_RMidCap_IdxT_3d.html | file |
18 | 20240721 | SP100 | IdxT_3d | 234 | 20240721_SP100_IdxT_3d.html | file |
19 | 20240721 | SP1000 | IdxT_3d | 195 | 20240721_SP1000_IdxT_3d.html | file |
20 | 20240721 | SP101_500 | IdxT_3d | 234 | 20240721_SP101_500_IdxT_3d.html | file |
21 | 20240721 | SP1500 | IdxT_3d | 195 | 20240721_SP1500_IdxT_3d.html | file |
22 | 20240721 | SP400 | IdxT_3d | 234 | 20240721_SP400_IdxT_3d.html | file |
23 | 20240721 | SP500 | IdxT_3d | 500 | 20240721_SP500_IdxT_3d.html | file |
24 | 20240721 | SP5DivArist | IdxT_3d | 234 | 20240721_SP5DivArist_IdxT_3d.html | file |
25 | 20240721 | SP600 | IdxT_3d | 195 | 20240721_SP600_IdxT_3d.html | file |
26 | 20240721 | SP900 | IdxT_3d | 234 | 20240721_SP900_IdxT_3d.html | file |
universe | lags | method | memberCount | regime | timeframe | benchGeoRtn | Beta | IdxT | IdxP | ROI | GeoRtn | AvgRtn | Std | Sharpe | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
107657 | SP600 | 03_06_12mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001154 | -2.874574 | 1.288603 | 2.000567e-01 | 23.390392 | 0.054679 | 0.118313 | 0.697956 | 1.313044 |
67301 | SP1000 | 11mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000811 | -3.353184 | 1.317681 | 1.901631e-01 | 23.220528 | 0.054556 | 0.121246 | 0.701723 | 1.338373 |
66239 | SP1000 | 03_11mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000811 | -2.527254 | 1.294289 | 1.980927e-01 | 19.061252 | 0.051250 | 0.119571 | 0.704468 | 1.314744 |
107567 | SP600 | 01_03_06_12mos_FundX | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001154 | -2.565145 | 1.238762 | 2.178922e-01 | 17.862883 | 0.050171 | 0.113842 | 0.698322 | 1.262769 |
100223 | SP1500 | 10mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001327 | -7.412178 | 1.171371 | 2.438094e-01 | 11.103814 | 0.042434 | 0.108794 | 0.704563 | 1.196083 |
100673 | SP1500 | 15mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001327 | 2.985595 | 2.263189 | 2.545226e-02 | 6.949000 | 0.035155 | 0.044905 | 0.147723 | 2.354628 |
59443 | R1_200 | 03_11mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001497 | -1.022389 | 2.782293 | 6.286513e-03 | 5.449898 | 0.031555 | 0.035598 | 0.093876 | 2.937329 |
59659 | R1_200 | 04mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001497 | -1.422471 | 2.911739 | 4.298827e-03 | 5.195945 | 0.030865 | 0.034279 | 0.086194 | 3.080563 |
95701 | SP900 | 10mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001331 | 3.125896 | 2.141066 | 3.432575e-02 | 4.836148 | 0.029838 | 0.037385 | 0.129146 | 2.242276 |
17171 | N100 | 08mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001852 | 0.013450 | 2.058588 | 4.173521e-02 | 4.047180 | 0.027348 | 0.033332 | 0.116943 | 2.207839 |
16235 | N100 | 01_03_06_12mos_FundX | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001852 | 0.079663 | 2.032803 | 4.431665e-02 | 3.976793 | 0.027107 | 0.033265 | 0.118178 | 2.180313 |
55921 | R501_3000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000870 | 0.928389 | 1.511800 | 1.332582e-01 | 3.358758 | 0.024840 | 0.043403 | 0.215689 | 1.558729 |
46057 | R3000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001295 | -1.358896 | 1.498362 | 1.367096e-01 | 3.358758 | 0.024840 | 0.043403 | 0.215689 | 1.558729 |
37759 | R2000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 0.674588 | 1.480886 | 1.413022e-01 | 3.295951 | 0.024592 | 0.043140 | 0.215635 | 1.549669 |
21125 | N1_150 | 24mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001852 | -2.511434 | 1.653784 | 1.008294e-01 | 2.802964 | 0.022513 | 0.031379 | 0.136637 | 1.778897 |
43820 | R2001_3000 | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000826 | 0.209528 | 1.969000 | 5.011328e-02 | 13.376893 | 0.022462 | 0.039450 | 0.213231 | 2.026714 |
37760 | R2000 | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000826 | -0.367794 | 2.115220 | 3.545071e-02 | 13.098399 | 0.022295 | 0.036128 | 0.181273 | 2.183263 |
64687 | SP100 | 26mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001714 | -0.881783 | 2.261003 | 2.559149e-02 | 2.719347 | 0.022134 | 0.025231 | 0.079530 | 2.457412 |
55922 | R501_3000 | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000663 | -0.496339 | 2.109134 | 3.597792e-02 | 12.564905 | 0.021967 | 0.035954 | 0.181985 | 2.164202 |
20671 | N1_150 | 15mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001852 | -1.194713 | 1.549162 | 1.240208e-01 | 2.677314 | 0.021940 | 0.031754 | 0.147768 | 1.664553 |
46058 | R3000 | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000936 | -2.700361 | 2.067537 | 3.976468e-02 | 11.836879 | 0.021497 | 0.035506 | 0.182135 | 2.135476 |
32523 | R1000 | 16mos | timeTopN | 3 | 2024-07-19 | 15 yrs | 0.001537 | 1.439319 | 3.249991 | 1.263480e-03 | 43.244361 | 0.021277 | 0.026156 | 0.101021 | 3.473768 |
104307 | SP400 | 11mos | timeTopN | 3 | 2024-07-19 | 15 yrs | 0.001398 | 2.384167 | 3.128032 | 1.904044e-03 | 40.242961 | 0.020879 | 0.025943 | 0.104317 | 3.336555 |
104809 | SP400 | 15mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000653 | 6.214115 | 1.628520 | 1.060817e-01 | 2.409541 | 0.020653 | 0.028569 | 0.131152 | 1.687331 |
61069 | SP100 | 01_03_06_12mos_FundX | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001714 | -0.564818 | 2.326021 | 2.172445e-02 | 2.394378 | 0.020578 | 0.022896 | 0.069548 | 2.550079 |
31135 | R1000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001289 | 0.447536 | 1.782889 | 7.717557e-02 | 2.388195 | 0.020547 | 0.025734 | 0.105073 | 1.897078 |
22634 | N100Tech | 17mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000453 | -0.564692 | 3.041229 | 2.619920e-03 | 10.111279 | 0.020269 | 0.023435 | 0.081089 | 3.165876 |
96457 | SP900 | 16mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001331 | 3.226592 | 1.560005 | 1.214367e-01 | 2.243621 | 0.019805 | 0.027478 | 0.128522 | 1.656106 |
22580 | N100Tech | 16mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000453 | -0.648456 | 2.959273 | 3.394960e-03 | 9.320868 | 0.019642 | 0.022814 | 0.081074 | 3.082548 |
73538 | SP500 | 08mos | timeTopN | 3 | 2024-07-19 | 30 yrs | 0.000825 | 0.777759 | 4.903990 | 1.162259e-06 | 871.405381 | 0.018987 | 0.022259 | 0.082364 | 5.127645 |
43819 | R2001_3000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 1.013767 | 1.290310 | 1.994658e-01 | 1.913134 | 0.017980 | 0.034732 | 0.197445 | 1.362564 |
73539 | SP500 | 08mos | timeTopN | 3 | 2024-07-19 | 35 yrs | 0.000786 | 0.419366 | 4.976516 | 7.858283e-07 | 1722.532585 | 0.017902 | 0.021309 | 0.083888 | 5.205768 |
25529 | NBiot | 23mos | timeTopN | 3 | 2024-07-19 | 15 yrs | 0.001453 | -0.838078 | 2.321653 | 2.081231e-02 | 17.061233 | 0.016206 | 0.024761 | 0.133455 | 2.489223 |
53809 | RMidCap | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000604 | 1.520694 | 1.441062 | 1.522157e-01 | 1.541443 | 0.015667 | 0.021328 | 0.110078 | 1.500783 |
30125 | N101_150 | 35mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000870 | 2.558845 | 1.385431 | 1.685339e-01 | 1.527733 | 0.015575 | 0.021947 | 0.116299 | 1.461740 |
25385 | NBiot | 21mos | timeTopN | 3 | 2024-07-19 | 15 yrs | 0.001453 | -0.790222 | 2.194749 | 2.882331e-02 | 13.736070 | 0.015058 | 0.023326 | 0.132453 | 2.362777 |
30017 | N101_150 | 32mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000870 | 2.518318 | 1.363560 | 1.753018e-01 | 1.331254 | 0.014207 | 0.019418 | 0.103887 | 1.447865 |
90539 | SP101_500 | 08mos | timeTopN | 3 | 2024-07-19 | 25 yrs | 0.000967 | 0.952316 | 3.107237 | 1.978026e-03 | 41.428374 | 0.012571 | 0.015878 | 0.082544 | 3.331715 |
86287 | SP5DivArist | 14mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000215 | 1.309676 | 1.679249 | 9.574952e-02 | 1.089152 | 0.012355 | 0.014372 | 0.064312 | 1.730977 |
90538 | SP101_500 | 08mos | timeTopN | 3 | 2024-07-19 | 20 yrs | 0.000861 | 1.066898 | 2.887392 | 4.060557e-03 | 18.014523 | 0.012347 | 0.015302 | 0.076856 | 3.084434 |
54134 | RMidCap | 11mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000624 | 3.075831 | 1.701232 | 9.020547e-02 | 3.213126 | 0.012057 | 0.017834 | 0.109892 | 1.777732 |
42505 | R1001_4000 | 12mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 1.871243 | 1.166867 | 2.456167e-01 | 1.014997 | 0.011745 | 0.037259 | 0.235056 | 1.227839 |
8088 | D30 | 17mos | timeTopN | 3 | 2024-07-19 | 40 yrs | 0.000372 | -0.199315 | 4.980636 | 7.515352e-07 | 201.385199 | 0.011124 | 0.012517 | 0.052539 | 5.219524 |
10158 | D30 | 22mos | timeTopN | 3 | 2024-07-19 | 40 yrs | 0.000372 | -0.202966 | 4.715704 | 2.766232e-06 | 165.046757 | 0.010707 | 0.012196 | 0.054060 | 4.942806 |
84505 | SP5DivArist | 03_11mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000215 | 1.266319 | 1.377356 | 1.710091e-01 | 0.845039 | 0.010261 | 0.012587 | 0.068551 | 1.422259 |
26683 | NInet | 01mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.000601 | -1.666706 | 0.918170 | 3.604029e-01 | 0.663831 | 0.008521 | 0.016261 | 0.130310 | 0.966580 |
36065 | R1_4000 | 16mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 2.118900 | 0.959056 | 3.394913e-01 | 0.620344 | 0.008076 | 0.036799 | 0.282407 | 1.009351 |
35881 | R1_4000 | 12mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 1.708937 | 1.022096 | 3.088263e-01 | 0.572909 | 0.007577 | 0.032056 | 0.229277 | 1.082995 |
26522 | NInet | 01_03_06_12mos_FundX | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000603 | -1.606523 | 1.228288 | 2.205520e-01 | 1.453702 | 0.007508 | 0.014027 | 0.118163 | 1.300414 |
42671 | R1001_4000 | 16mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 2.582589 | 0.919817 | 3.595448e-01 | 0.430256 | 0.005982 | 0.035798 | 0.286105 | 0.969196 |
50426 | RMicCap | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000727 | 1.449662 | 0.778527 | 4.370316e-01 | -0.279334 | -0.002726 | 0.014575 | 0.192121 | 0.831036 |
50642 | RMicCap | 09mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000727 | 1.111552 | 0.374106 | 7.086584e-01 | -0.634088 | -0.008343 | 0.006637 | 0.168824 | 0.430627 |
52118 | R3001_4000 | 05mos | timeTopN | 3 | 2024-07-19 | 10 yrs | 0.000826 | 3.029898 | 0.401517 | 6.883997e-01 | -0.780162 | -0.012545 | 0.009271 | 0.227108 | 0.447191 |
52117 | R3001_4000 | 05mos | timeTopN | 3 | 2024-07-19 | 05 yrs | 0.001449 | 5.664475 | 0.527122 | 5.990987e-01 | -0.547398 | -0.013125 | 0.021537 | 0.291601 | 0.572097 |