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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90698 | SP1500 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000626 | 4.311697 | 1.294014 | 1.981875e-01 | 6.815866 | 0.034863 | 0.064534 | 0.385826 | 1.295597 |
60242 | SP1000 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000055 | 3.745850 | 1.286463 | 2.007999e-01 | 6.723324 | 0.034658 | 0.063668 | 0.379389 | 1.299909 |
40067 | R2001_3000 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 3.711244 | 1.338679 | 1.832485e-01 | 6.660383 | 0.034517 | 0.069575 | 0.398294 | 1.353079 |
98510 | SP600 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000302 | 2.979354 | 1.282746 | 2.020950e-01 | 6.649946 | 0.034493 | 0.063076 | 0.378390 | 1.291212 |
90788 | SP1500 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000626 | 3.642316 | 1.290114 | 1.995335e-01 | 6.570025 | 0.034312 | 0.063219 | 0.379163 | 1.291515 |
99320 | SP600 | 14mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000302 | 3.312350 | 1.253862 | 2.123705e-01 | 6.391661 | 0.033901 | 0.063252 | 0.388202 | 1.262090 |
60134 | SP1000 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000055 | 4.191011 | 1.251653 | 2.131720e-01 | 6.190301 | 0.033425 | 0.062996 | 0.385830 | 1.264713 |
16035 | N100 | 07mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001925 | -0.445649 | 4.143670 | 4.752585e-05 | 17.200024 | 0.024473 | 0.026882 | 0.072148 | 4.081651 |
16395 | N100 | 11mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001925 | -0.366088 | 3.932724 | 1.102073e-04 | 16.652166 | 0.024212 | 0.026994 | 0.076668 | 3.856946 |
22841 | NBiot | 05mos | timeTopN | 6 | 2022-10-07 | 15 yrs | -0.000446 | -0.195454 | 3.768470 | 1.920258e-04 | 61.897322 | 0.023275 | 0.027943 | 0.098230 | 3.816537 |
34484 | R2000 | 03mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001302 | 0.358530 | 2.710147 | 7.214795e-03 | 14.303134 | 0.022994 | 0.030398 | 0.125472 | 2.653897 |
50450 | R501_3000 | 06mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001543 | 1.001393 | 2.413933 | 1.653729e-02 | 14.284872 | 0.022984 | 0.034069 | 0.158675 | 2.352019 |
22840 | NBiot | 05mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.000619 | -0.575950 | 2.982731 | 3.154017e-03 | 13.570609 | 0.022576 | 0.027518 | 0.100125 | 3.010709 |
34483 | R2000 | 03mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | -0.698673 | 1.637914 | 1.041037e-01 | 2.701476 | 0.022052 | 0.032725 | 0.152052 | 1.667084 |
42044 | R3000 | 06mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001556 | 1.227289 | 2.296563 | 2.251314e-02 | 11.210894 | 0.021072 | 0.032058 | 0.158080 | 2.221537 |
50125 | R501_3000 | 03mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000032 | -0.592012 | 1.576374 | 1.176170e-01 | 2.482969 | 0.021016 | 0.031930 | 0.153885 | 1.607203 |
41665 | R3000 | 03mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000565 | -0.974287 | 1.572087 | 1.186079e-01 | 2.340673 | 0.020306 | 0.031364 | 0.154684 | 1.570576 |
21059 | N100Tech | 06mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.002251 | -0.073825 | 3.917577 | 1.169143e-04 | 9.952697 | 0.020147 | 0.021980 | 0.060900 | 3.953700 |
29141 | R1000 | 07mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000694 | 0.395897 | 4.421812 | 1.162708e-05 | 385.539545 | 0.020056 | 0.024694 | 0.098004 | 4.364320 |
29393 | R1000 | 09mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000694 | 0.210474 | 4.249013 | 2.490063e-05 | 343.280708 | 0.019662 | 0.024546 | 0.101452 | 4.190560 |
53729 | R1_200 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000751 | -0.945804 | 2.468554 | 1.499878e-02 | 2.006348 | 0.018515 | 0.020457 | 0.063875 | 2.480732 |
21005 | N100Tech | 05mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.002251 | -0.090705 | 3.683463 | 2.848170e-04 | 7.996703 | 0.018476 | 0.020246 | 0.059904 | 3.702279 |
87245 | SP900 | 10mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000626 | 0.309996 | 4.778541 | 2.224594e-06 | 228.947787 | 0.018291 | 0.021345 | 0.078084 | 4.734684 |
40139 | R2001_3000 | 07mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | -0.006516 | 1.519333 | 1.313535e-01 | 1.945737 | 0.018169 | 0.026227 | 0.130992 | 1.550892 |
66269 | SP500 | 08mos | timeTopN | 6 | 2022-10-07 | 30 yrs | -0.000376 | 0.212656 | 5.398541 | 9.138258e-08 | 511.577601 | 0.017483 | 0.019852 | 0.069633 | 5.409327 |
86867 | SP900 | 07mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000626 | 0.245304 | 4.379548 | 1.404121e-05 | 173.434592 | 0.017354 | 0.020710 | 0.082857 | 4.329355 |
67350 | SP500 | 11mos | timeTopN | 6 | 2022-10-07 | 30 yrs | -0.000376 | 0.393900 | 5.289538 | 1.629875e-07 | 457.654858 | 0.017169 | 0.019572 | 0.070094 | 5.297917 |
94949 | SP400 | 10mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000587 | 0.106345 | 4.397974 | 1.293498e-05 | 160.644735 | 0.017096 | 0.020182 | 0.079940 | 4.372801 |
94571 | SP400 | 07mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000587 | 0.166417 | 4.485318 | 8.731625e-06 | 138.576270 | 0.016598 | 0.019367 | 0.075133 | 4.464632 |
53801 | R1_200 | 06mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000751 | -0.437470 | 1.963310 | 5.196261e-02 | 1.435567 | 0.014947 | 0.017212 | 0.068179 | 1.955482 |
82331 | SP101_500 | 08mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000629 | 0.213765 | 4.277332 | 2.201801e-05 | 78.260461 | 0.014683 | 0.017077 | 0.069999 | 4.225524 |
46205 | RMicCap | 13mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000257 | 0.553220 | 1.303726 | 1.948646e-01 | 1.318282 | 0.014112 | 0.021880 | 0.128346 | 1.320503 |
82583 | SP101_500 | 10mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000629 | 0.432843 | 4.095611 | 4.790452e-05 | 65.787047 | 0.014104 | 0.016525 | 0.070844 | 4.040217 |
48617 | RMidCap | 06mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000163 | 0.357481 | 1.425468 | 1.566618e-01 | 1.247451 | 0.013588 | 0.018372 | 0.097919 | 1.453322 |
56465 | SP100 | 11mos | timeTopN | 6 | 2022-10-07 | 25 yrs | -0.000675 | -0.142458 | 4.465845 | 9.536618e-06 | 45.993641 | 0.012916 | 0.014447 | 0.056583 | 4.422334 |
55543 | SP100 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000934 | -0.405812 | 2.079615 | 3.972656e-02 | 1.135271 | 0.012723 | 0.014096 | 0.052893 | 2.064265 |
49013 | RMidCap | 17mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000163 | -0.277503 | 1.317777 | 1.901311e-01 | 1.101719 | 0.012456 | 0.017918 | 0.103448 | 1.341668 |
1500 | D30 | 03mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001340 | 0.037899 | 3.537853 | 4.848895e-04 | 2.880146 | 0.011363 | 0.012115 | 0.038807 | 3.419830 |
78493 | SP5DivArist | 15mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000748 | -0.344922 | 2.004650 | 4.728986e-02 | 0.952982 | 0.011218 | 0.012411 | 0.048515 | 1.981592 |
24893 | NInet | 03mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000260 | 0.063358 | 1.179765 | 2.404668e-01 | 0.937173 | 0.011081 | 0.015613 | 0.098820 | 1.223828 |
47609 | R3001_4000 | 15mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.787375 | 1.098573 | 2.741906e-01 | 0.874024 | 0.010523 | 0.019157 | 0.132168 | 1.122731 |
77990 | SP5DivArist | 11mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001346 | -0.210506 | 3.170506 | 1.721527e-03 | 2.468829 | 0.010419 | 0.011257 | 0.040883 | 3.016394 |
39023 | R1001_4000 | 13mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.752497 | 1.066076 | 2.885656e-01 | 0.861920 | 0.010414 | 0.020305 | 0.144596 | 1.087723 |
3577 | D30 | 08mos | timeTopN | 6 | 2022-10-07 | 45 yrs | 0.000094 | 0.146668 | 5.500161 | 4.737648e-08 | 265.879664 | 0.010400 | 0.011504 | 0.046820 | 5.709952 |
47141 | R3001_4000 | 02mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.911121 | 1.055125 | 2.935238e-01 | 0.858157 | 0.010380 | 0.024576 | 0.177390 | 1.073155 |
25073 | NInet | 08mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000260 | 0.197531 | 1.119284 | 2.652924e-01 | 0.834678 | 0.010166 | 0.014747 | 0.098355 | 1.161444 |
19421 | N1_150 | 01mos | timeTopN | 6 | 2022-10-07 | 10 yrs | -0.001925 | -0.205174 | 2.155570 | 3.212029e-02 | 2.033385 | 0.009290 | 0.011153 | 0.061427 | 1.989018 |
33173 | R1_4000 | 13mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.895327 | 0.911814 | 3.637254e-01 | 0.561297 | 0.007453 | 0.017553 | 0.146058 | 0.930886 |
19529 | N1_150 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.001065 | -0.466181 | 1.121495 | 2.643544e-01 | 0.553458 | 0.007368 | 0.009800 | 0.070808 | 1.072052 |
32885 | R1_4000 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.127848 | 0.896862 | 3.716187e-01 | 0.477919 | 0.006532 | 0.020644 | 0.175151 | 0.912972 |
38735 | R1001_4000 | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000052 | 0.125011 | 0.888708 | 3.759683e-01 | 0.462387 | 0.006355 | 0.020416 | 0.174791 | 0.904735 |
26999 | N101_150 | 04mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000285 | -0.180702 | 0.823148 | 4.120841e-01 | 0.383708 | 0.005427 | 0.008214 | 0.075550 | 0.842164 |
26927 | N101_150 | 02mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000285 | -0.301421 | 0.758923 | 4.494120e-01 | 0.327167 | 0.004729 | 0.007425 | 0.074105 | 0.776145 |
45917 | RMicCap | 05mos | timeTopN | 6 | 2022-10-07 | 05 yrs | -0.000257 | -0.336314 | 0.809023 | 4.201303e-01 | 0.283671 | 0.004171 | 0.018962 | 0.180187 | 0.815160 |