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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
67766 | SP1000 | 16mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000811 | -0.693762 | 1.423459 | 1.572417e-01 | 11.244031 | 0.042634 | 0.072380 | 0.385832 | 1.453094 |
99284 | SP1500 | 03_11mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001327 | -3.581545 | 1.448785 | 1.500497e-01 | 10.643203 | 0.041760 | 0.068769 | 0.357420 | 1.490357 |
66254 | SP1000 | 03_11mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000811 | -0.419273 | 1.462586 | 1.462391e-01 | 10.529574 | 0.041590 | 0.068185 | 0.353465 | 1.494222 |
100778 | SP1500 | 16mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001327 | -3.640391 | 1.401662 | 1.636409e-01 | 9.626858 | 0.040176 | 0.068153 | 0.366063 | 1.442132 |
109094 | SP600 | 14mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001154 | -0.218728 | 1.314738 | 1.911475e-01 | 8.631087 | 0.038472 | 0.067485 | 0.387065 | 1.350520 |
108824 | SP600 | 11mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001154 | -0.642444 | 1.321336 | 1.889456e-01 | 8.093796 | 0.037478 | 0.065730 | 0.374925 | 1.357992 |
59668 | R1_200 | 04mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001497 | -1.112751 | 2.993629 | 3.358849e-03 | 3.337196 | 0.024755 | 0.026698 | 0.064299 | 3.216267 |
61897 | SP100 | 04mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001714 | -0.598474 | 2.844064 | 5.251813e-03 | 2.662040 | 0.021869 | 0.023504 | 0.058400 | 3.117496 |
17458 | N100 | 11mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001717 | -0.384636 | 4.124430 | 4.624771e-05 | 43.066040 | 0.021254 | 0.023600 | 0.070176 | 4.511831 |
16342 | N100 | 03_06_12mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001717 | -0.124292 | 4.129340 | 4.531527e-05 | 41.357940 | 0.021030 | 0.023361 | 0.069312 | 4.521972 |
59614 | R1_200 | 03mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001497 | 0.095858 | 2.505601 | 1.358740e-02 | 2.410857 | 0.020660 | 0.022619 | 0.064379 | 2.721477 |
23884 | NBiot | 03_11mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000668 | 0.867754 | 2.445205 | 1.520298e-02 | 9.517517 | 0.019802 | 0.025791 | 0.111291 | 2.538638 |
23885 | NBiot | 03_11mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001453 | 0.492976 | 2.936329 | 3.535936e-03 | 30.850450 | 0.019414 | 0.024842 | 0.105657 | 3.154391 |
32287 | R1000 | 14mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001289 | 1.589952 | 1.788043 | 7.633558e-02 | 2.118474 | 0.019137 | 0.023652 | 0.095810 | 1.912172 |
103819 | SP400 | 07mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000653 | 3.673294 | 1.972152 | 5.093154e-02 | 2.042354 | 0.018717 | 0.022049 | 0.082661 | 2.066135 |
43828 | R2001_3000 | 05mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001449 | -2.199783 | 0.989054 | 3.246605e-01 | 1.947470 | 0.018179 | 0.052612 | 0.396700 | 1.027300 |
32289 | R1000 | 14mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001537 | 1.056852 | 3.311040 | 1.024121e-03 | 24.424746 | 0.018139 | 0.021246 | 0.079252 | 3.596786 |
61465 | SP100 | 01mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001714 | -0.163396 | 2.394364 | 1.822401e-02 | 1.884008 | 0.017810 | 0.019322 | 0.056008 | 2.672211 |
43829 | R2001_3000 | 05mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000826 | -1.026094 | 1.401624 | 1.623302e-01 | 7.135521 | 0.017622 | 0.039495 | 0.300135 | 1.441508 |
21004 | N1_150 | 21mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001852 | -1.422286 | 1.475640 | 1.427040e-01 | 1.784672 | 0.017215 | 0.022669 | 0.107748 | 1.629679 |
21203 | N1_150 | 26mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001852 | -0.870397 | 1.498478 | 1.366797e-01 | 1.782288 | 0.017201 | 0.022678 | 0.106138 | 1.655026 |
22049 | N100Tech | 06mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000453 | -0.212766 | 3.138326 | 1.913654e-03 | 6.314336 | 0.016720 | 0.018580 | 0.061345 | 3.317925 |
95719 | SP900 | 10mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001331 | 2.267978 | 1.609758 | 1.101227e-01 | 1.633983 | 0.016273 | 0.020283 | 0.090152 | 1.742693 |
73577 | SP500 | 08mos | timeTopN | 6 | 2024-07-19 | 30 yrs | 0.000825 | 0.659540 | 4.792121 | 2.006160e-06 | 321.402061 | 0.016173 | 0.018533 | 0.069501 | 5.059519 |
56048 | R501_3000 | 06mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000663 | 0.295551 | 1.788778 | 7.492237e-02 | 5.532415 | 0.015763 | 0.026665 | 0.157942 | 1.849453 |
95723 | SP900 | 10mos | timeTopN | 6 | 2024-07-19 | 25 yrs | 0.000952 | 0.951151 | 3.949596 | 8.761325e-05 | 108.008987 | 0.015761 | 0.018763 | 0.077551 | 4.190608 |
74711 | SP500 | 11mos | timeTopN | 6 | 2024-07-19 | 30 yrs | 0.000825 | 0.730015 | 4.647878 | 3.990557e-06 | 276.833820 | 0.015753 | 0.018159 | 0.070149 | 4.911594 |
104701 | SP400 | 14mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000653 | 4.480544 | 1.579388 | 1.169241e-01 | 1.531563 | 0.015601 | 0.019809 | 0.092502 | 1.658736 |
46202 | R3000 | 06mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000936 | -0.867291 | 1.740188 | 8.311865e-02 | 5.163578 | 0.015271 | 0.026107 | 0.157484 | 1.815984 |
21887 | N100Tech | 03mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000453 | -0.100624 | 2.907259 | 3.990450e-03 | 4.907438 | 0.014912 | 0.016629 | 0.058954 | 3.089934 |
37904 | R2000 | 06mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000826 | 0.308799 | 1.666437 | 9.694196e-02 | 4.441428 | 0.014217 | 0.025164 | 0.158369 | 1.740616 |
56049 | R501_3000 | 06mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001527 | 0.036284 | 2.006330 | 4.557281e-02 | 11.053087 | 0.013926 | 0.023030 | 0.142608 | 2.166608 |
53872 | RMidCap | 06mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000604 | 1.794854 | 1.419687 | 1.583353e-01 | 1.292512 | 0.013924 | 0.018470 | 0.096242 | 1.486525 |
29446 | N101_150 | 18mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000870 | 0.766392 | 1.423529 | 1.572216e-01 | 1.250529 | 0.013611 | 0.017466 | 0.088895 | 1.521897 |
46203 | R3000 | 06mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001538 | -1.156641 | 1.947577 | 5.224698e-02 | 9.663819 | 0.013236 | 0.022239 | 0.141867 | 2.103138 |
37905 | R2000 | 06mos | timeTopN | 6 | 2024-07-19 | 15 yrs | 0.001569 | -0.011663 | 1.910402 | 5.688016e-02 | 9.234062 | 0.013005 | 0.022232 | 0.143531 | 2.078079 |
30167 | N101_150 | 36mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000870 | 1.901513 | 1.263043 | 2.090638e-01 | 1.069418 | 0.012195 | 0.016553 | 0.094720 | 1.353630 |
90557 | SP101_500 | 08mos | timeTopN | 6 | 2024-07-19 | 25 yrs | 0.000967 | 0.530702 | 3.391274 | 7.415773e-04 | 32.751322 | 0.011799 | 0.013903 | 0.065458 | 3.678756 |
53873 | RMidCap | 06mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000624 | 1.687624 | 1.856443 | 6.462629e-02 | 3.049345 | 0.011723 | 0.015428 | 0.086474 | 1.954443 |
27070 | NInet | 08mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000601 | -2.921715 | 1.172600 | 2.433182e-01 | 0.965811 | 0.011329 | 0.016087 | 0.100725 | 1.237089 |
90556 | SP101_500 | 08mos | timeTopN | 6 | 2024-07-19 | 20 yrs | 0.000861 | 0.607419 | 3.099051 | 2.055863e-03 | 13.597264 | 0.011233 | 0.013049 | 0.060255 | 3.354971 |
27017 | NInet | 07mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000603 | -0.960131 | 1.775394 | 7.711070e-02 | 2.775663 | 0.011133 | 0.014546 | 0.084573 | 1.884048 |
11028 | D30 | 24mos | timeTopN | 6 | 2024-07-19 | 40 yrs | 0.000372 | -0.251632 | 5.224689 | 2.140714e-07 | 146.633537 | 0.010460 | 0.011517 | 0.045767 | 5.513212 |
8958 | D30 | 19mos | timeTopN | 6 | 2024-07-19 | 40 yrs | 0.000372 | -0.065519 | 5.254539 | 1.829263e-07 | 135.468002 | 0.010294 | 0.011291 | 0.044541 | 5.553869 |
86431 | SP5DivArist | 15mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000215 | 0.938385 | 1.607403 | 1.106385e-01 | 0.781301 | 0.009669 | 0.010965 | 0.050834 | 1.670876 |
86305 | SP5DivArist | 14mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.000215 | 0.674400 | 1.558674 | 1.217517e-01 | 0.754949 | 0.009418 | 0.010716 | 0.051210 | 1.620856 |
52396 | R3001_4000 | 10mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001449 | 2.267511 | 0.901669 | 3.690696e-01 | 0.578029 | 0.007632 | 0.020777 | 0.163739 | 0.982878 |
35513 | R1_4000 | 05mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000826 | 1.395301 | 1.128252 | 2.603497e-01 | 1.067133 | 0.006070 | 0.016208 | 0.147508 | 1.203673 |
42137 | R1001_4000 | 05mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000826 | 1.405181 | 1.118777 | 2.643630e-01 | 1.036644 | 0.005945 | 0.016057 | 0.147285 | 1.194239 |
52450 | R3001_4000 | 11mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001449 | 2.994913 | 0.732356 | 4.654036e-01 | 0.231642 | 0.003479 | 0.018072 | 0.173333 | 0.807595 |
35512 | R1_4000 | 05mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001449 | 2.898793 | 0.714612 | 4.762605e-01 | 0.174050 | 0.002678 | 0.019190 | 0.189692 | 0.783593 |
42568 | R1001_4000 | 13mos | timeTopN | 6 | 2024-07-19 | 05 yrs | 0.001449 | 2.043919 | 0.562120 | 5.751007e-01 | 0.162564 | 0.002514 | 0.011671 | 0.138386 | 0.653287 |
50435 | RMicCap | 05mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000727 | 1.214799 | 0.790788 | 4.298549e-01 | 0.119576 | 0.000942 | 0.012051 | 0.154197 | 0.856156 |
50813 | RMicCap | 12mos | timeTopN | 6 | 2024-07-19 | 10 yrs | 0.000727 | 0.520268 | 0.723603 | 4.700200e-01 | 0.046999 | 0.000383 | 0.010870 | 0.150747 | 0.789891 |