Lag analysis for 6 member portfolios during 20221008

Note that you can sort by column by clicking on the column header (e.g. "Universe")
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

Note that you can sort by column by clicking on the column header (e.g. 'Universe')
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