Lag analysis for 6 member portfolios during 20240721

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

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
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