199 lines
56 KiB
Plaintext
199 lines
56 KiB
Plaintext
CMSESSIONv1.00
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LastUpdated=8/7/2021 06:40:01 PM
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TradeDate=8/31/2021
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StartDate=10/31/2015
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AnalysisDate=8/7/2021
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Cycle=70
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CashBalance=2786.39999999999
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DayCount=90|AnalysisDate=10/31/2015|TradeDate=8/7/2021|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=10000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65
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TotalActivePositions=9
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Slot=0|Symbol=MRNA|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=353.6|Beta=7.78634267467758|BetaMonths=6|SharpeRatio=0.442198409262536|RiskAdjustedWeight=0.0423153952685045|RiskAdjustedAllocation=512.547199908206|TargetBetaOverBeta=0.128430001321693
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Slot=0|Symbol=CRTX|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=56.51|Beta=4.19752674053128|BetaMonths=6|SharpeRatio=0.162196514493422|RiskAdjustedWeight=0.0784943583071263|RiskAdjustedAllocation=950.766578065121|TargetBetaOverBeta=0.238235528160907
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Slot=0|Symbol=EE|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5818|PurchasePrice=1.33|Beta=0.374756395802839|BetaMonths=6|SharpeRatio=-0.0705242436364392|RiskAdjustedWeight=0.879190246424369|RiskAdjustedAllocation=10649.2328886933|TargetBetaOverBeta=2.66840008923051
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Slot=1|Symbol=APLP|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=58|PurchasePrice=28.96|Beta=5.17554203524212|BetaMonths=6|SharpeRatio=0.526827224781357|RiskAdjustedWeight=0.121668699621459|RiskAdjustedAllocation=1277.96949240226|TargetBetaOverBeta=0.193216477267625
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Slot=1|Symbol=NUE|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=65|PurchasePrice=102.54|Beta=0.861801839857328|BetaMonths=6|SharpeRatio=0.590990916786669|RiskAdjustedWeight=0.730680117100188|RiskAdjustedAllocation=7674.83256798329|TargetBetaOverBeta=1.16035955570198
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Slot=1|Symbol=AA|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=39.67|Beta=4.26479121455459|BetaMonths=6|SharpeRatio=0.716789456798113|RiskAdjustedWeight=0.147651183278353|RiskAdjustedAllocation=1550.88127294778|TargetBetaOverBeta=0.234478066965452
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Slot=2|Symbol=SGMS|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=80|PurchasePrice=77.44|Beta=1.27556323775424|BetaMonths=6|SharpeRatio=0.661248594893225|RiskAdjustedWeight=0.542486412241546|RiskAdjustedAllocation=6247.51583397111|TargetBetaOverBeta=0.783967403890225
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Slot=2|Symbol=GOGL|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=236|PurchasePrice=11.04|Beta=3.05441642845044|BetaMonths=6|SharpeRatio=0.702814963665293|RiskAdjustedWeight=0.226549241285858|RiskAdjustedAllocation=2609.04225464238|TargetBetaOverBeta=0.327394781761084
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Slot=2|Symbol=IHRT|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=98|PurchasePrice=26.93|Beta=2.99602832646991|BetaMonths=6|SharpeRatio=0.7265697339961|RiskAdjustedWeight=0.230964346472596|RiskAdjustedAllocation=2659.88857805317|TargetBetaOverBeta=0.333775215395996
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TotalPositions=179
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Symbol=COKE|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=3|PurchasePrice=211.21|Beta=0.336260657920046|BetaMonths=6|SharpeRatio=0.799576625976831|RiskAdjustedWeight=0.0998332415063654|RiskAdjustedAllocation=332.777471687885|TargetBetaOverBeta=2.97388343371937|CurrentPrice=175.9
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Symbol=VLRS|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=28|PurchasePrice=16.99|Beta=1.87086880011415|BetaMonths=6|SharpeRatio=0.618483187348681|RiskAdjustedWeight=0.0179435305507116|RiskAdjustedAllocation=59.8117685023718|TargetBetaOverBeta=0.534511025005595|CurrentPrice=16.94
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Symbol=BGS|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=57|PurchasePrice=36.29|Beta=0.0380515842339543|BetaMonths=6|SharpeRatio=0.365567682716933|RiskAdjustedWeight=0.882223227942923|RiskAdjustedAllocation=2940.74409314308|TargetBetaOverBeta=26.2801147476976|CurrentPrice=36.42
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Symbol=HA|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=16|PurchasePrice=36.2|Beta=0.827028478865663|BetaMonths=6|SharpeRatio=0.413935596196324|RiskAdjustedWeight=0.0106320694946327|RiskAdjustedAllocation=36.2666269703618|TargetBetaOverBeta=1.2091482041484|CurrentPrice=43.02
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Symbol=NVDA|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=68|PurchasePrice=31.72|Beta=0.00903534301040052|BetaMonths=6|SharpeRatio=0.383599627869913|RiskAdjustedWeight=0.973181012742794|RiskAdjustedAllocation=3319.57882532644|TargetBetaOverBeta=110.67648442886|CurrentPrice=31.36
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Symbol=IDTI|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=20|PurchasePrice=28.04|Beta=0.543217948612254|BetaMonths=6|SharpeRatio=0.32412325970735|RiskAdjustedWeight=0.0161869177625729|RiskAdjustedAllocation=55.2145477032019|TargetBetaOverBeta=1.84088173550722|CurrentPrice=19.42
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Symbol=DBEF|PurchaseDate=12/31/2015 12:00:00 AM|SellDate=3/31/2016 12:00:00 AM|Shares=36|PurchasePrice=27.16|Beta=1.10733498125122|BetaMonths=6|SharpeRatio=-0.0133359799077368|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=0.903069095559562|CurrentPrice=25.54
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Symbol=BIL|PurchaseDate=1/29/2016 12:00:00 AM|SellDate=4/29/2016 12:00:00 AM|Shares=10|PurchasePrice=91.38|Beta=0.01|BetaMonths=6|SharpeRatio=-13.343166939724|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=91.42
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Symbol=AGG|PurchaseDate=2/29/2016 12:00:00 AM|SellDate=5/31/2016 12:00:00 AM|Shares=9|PurchasePrice=110.09|Beta=0.020760498986093|BetaMonths=6|SharpeRatio=-0.648655552117357|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=48.1683990673768|CurrentPrice=110.7
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Symbol=ABX|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=22|PurchasePrice=13.58|Beta=0.898922905629377|BetaMonths=6|SharpeRatio=0.0912176690431655|RiskAdjustedWeight=0.0730550226848464|RiskAdjustedAllocation=237.526230422664|TargetBetaOverBeta=1.11244245055682|CurrentPrice=21.35
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Symbol=AG|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=127|PurchasePrice=6.48|Beta=0.283967683006992|BetaMonths=6|SharpeRatio=-0.103048098453228|RiskAdjustedWeight=0.231261644167675|RiskAdjustedAllocation=751.908692403835|TargetBetaOverBeta=3.52152748302481|CurrentPrice=13.58
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Symbol=NGD|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=565|PurchasePrice=3.73|Beta=0.0943975946147334|BetaMonths=6|SharpeRatio=-0.0390403731275812|RiskAdjustedWeight=0.695683333147478|RiskAdjustedAllocation=2261.89841050683|TargetBetaOverBeta=10.593490269337|CurrentPrice=4.38
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Symbol=AUY|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=132|PurchasePrice=4.95|Beta=3.8246407822114|BetaMonths=6|SharpeRatio=0.0137862485174044|RiskAdjustedWeight=0.201453692991042|RiskAdjustedAllocation=655.019967637274|TargetBetaOverBeta=0.26146246325957|CurrentPrice=5.71
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Symbol=BTG|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=670|PurchasePrice=2.22|Beta=1.68249656499408|BetaMonths=6|SharpeRatio=0.122553343991642|RiskAdjustedWeight=0.45794328854594|RiskAdjustedAllocation=1488.98733793084|TargetBetaOverBeta=0.594354853855836|CurrentPrice=3.13
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Symbol=PAAS|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=70|PurchasePrice=15.67|Beta=2.26212913032153|BetaMonths=6|SharpeRatio=0.150283994015646|RiskAdjustedWeight=0.340603018463018|RiskAdjustedAllocation=1107.45936109855|TargetBetaOverBeta=0.442061413115645|CurrentPrice=19.5
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Symbol=KGC|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=244|PurchasePrice=4.26|Beta=2.93971176207683|BetaMonths=6|SharpeRatio=0.351429112427839|RiskAdjustedWeight=0.319592383551201|RiskAdjustedAllocation=1039.72883609918|TargetBetaOverBeta=0.340169404667595|CurrentPrice=3.99
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Symbol=BVN|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=144|PurchasePrice=9.56|Beta=2.21909473498188|BetaMonths=6|SharpeRatio=0.0500090412878192|RiskAdjustedWeight=0.423375115169792|RiskAdjustedAllocation=1377.3648509315|TargetBetaOverBeta=0.450634208732042|CurrentPrice=12.36
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Symbol=CLR|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=19|PurchasePrice=42.06|Beta=3.65521669174358|BetaMonths=6|SharpeRatio=-0.0428508737939445|RiskAdjustedWeight=0.257032501279008|RiskAdjustedAllocation=836.202979635992|TargetBetaOverBeta=0.273581591553465|CurrentPrice=47.96
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Symbol=ENBL|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=124|PurchasePrice=13.51|Beta=3.61424661346799|BetaMonths=6|SharpeRatio=0.0300244721580011|RiskAdjustedWeight=0.451852777638923|RiskAdjustedAllocation=1686.88390064828|TargetBetaOverBeta=0.276682835165049|CurrentPrice=15.25
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Symbol=RICE|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=59|PurchasePrice=22.04|Beta=4.62553293358589|BetaMonths=6|SharpeRatio=0.0347030995939961|RiskAdjustedWeight=0.353063613385958|RiskAdjustedAllocation=1318.07826530926|TargetBetaOverBeta=0.216191304733563|CurrentPrice=26.11
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Symbol=CDE|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=68|PurchasePrice=10.66|Beta=8.37132027619944|BetaMonths=6|SharpeRatio=0.199474789572523|RiskAdjustedWeight=0.19508360897512|RiskAdjustedAllocation=728.297834042455|TargetBetaOverBeta=0.119455470225301|CurrentPrice=11.83
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Symbol=EXEL|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=176|PurchasePrice=9.18|Beta=1.97789505094679|BetaMonths=6|SharpeRatio=0.364785744398247|RiskAdjustedWeight=0.399744332946039|RiskAdjustedAllocation=1622.68217072785|TargetBetaOverBeta=0.505587998474093|CurrentPrice=10.59
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Symbol=SSRI|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=89|PurchasePrice=13.94|Beta=2.57345181322207|BetaMonths=6|SharpeRatio=0.370467596592538|RiskAdjustedWeight=0.307234172295639|RiskAdjustedAllocation=1247.15567559969|TargetBetaOverBeta=0.388583145354472|CurrentPrice=10.96
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Symbol=HL|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=183|PurchasePrice=6.49|Beta=2.69827419462899|BetaMonths=6|SharpeRatio=0.405644022103477|RiskAdjustedWeight=0.293021494758322|RiskAdjustedAllocation=1189.46215367246|TargetBetaOverBeta=0.370607257776299|CurrentPrice=5.99
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Symbol=AMD|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=151|PurchasePrice=7.4|Beta=5.42831658933543|BetaMonths=6|SharpeRatio=0.57896712782696|RiskAdjustedWeight=0.265474897392216|RiskAdjustedAllocation=1117.41216044622|TargetBetaOverBeta=0.184219174313565|CurrentPrice=8.91
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Symbol=WB|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=33|PurchasePrice=47.77|Beta=3.76004978053637|BetaMonths=6|SharpeRatio=0.478526046640862|RiskAdjustedWeight=0.383261359204855|RiskAdjustedAllocation=1613.18794210488|TargetBetaOverBeta=0.265953925710354|CurrentPrice=51.31
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Symbol=VEDL|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=147|PurchasePrice=10|Beta=4.10256343454509|BetaMonths=6|SharpeRatio=0.177872059027841|RiskAdjustedWeight=0.351263743402929|RiskAdjustedAllocation=1478.50656411556|TargetBetaOverBeta=0.24375003968973|CurrentPrice=13.4
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Symbol=TROX|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=135|PurchasePrice=9.37|Beta=11.1423876856784|BetaMonths=6|SharpeRatio=0.194400413924454|RiskAdjustedWeight=0.290313586495941|RiskAdjustedAllocation=1273.77698897372|TargetBetaOverBeta=0.0897473708696501|CurrentPrice=10.31
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Symbol=OCLR|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=270|PurchasePrice=8.55|Beta=6.12953509979625|BetaMonths=6|SharpeRatio=0.591584304886626|RiskAdjustedWeight=0.527737663377606|RiskAdjustedAllocation=2315.49649445895|TargetBetaOverBeta=0.163144509937343|CurrentPrice=8.95
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Symbol=GGB|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=293|PurchasePrice=2.72|Beta=17.7785586815482|BetaMonths=6|SharpeRatio=0.25238348542506|RiskAdjustedWeight=0.181948750126453|RiskAdjustedAllocation=798.316516567325|TargetBetaOverBeta=0.0562475292801924|CurrentPrice=3.14
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Symbol=FNSR|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=49|PurchasePrice=27.38|Beta=3.7212318800468|BetaMonths=6|SharpeRatio=0.672102182646471|RiskAdjustedWeight=0.314475415287917|RiskAdjustedAllocation=1368.40937033523|TargetBetaOverBeta=0.268728214804884|CurrentPrice=29.57
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Symbol=LITE|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=35|PurchasePrice=33.6|Beta=4.22079112688692|BetaMonths=6|SharpeRatio=0.567452034594985|RiskAdjustedWeight=0.27725511774459|RiskAdjustedAllocation=1206.44884353754|TargetBetaOverBeta=0.236922408604843|CurrentPrice=37.95
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Symbol=AVP|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=271|PurchasePrice=6.55|Beta=2.86633225245211|BetaMonths=6|SharpeRatio=0.31878634390345|RiskAdjustedWeight=0.408269466967493|RiskAdjustedAllocation=1776.54511946057|TargetBetaOverBeta=0.348877908045905|CurrentPrice=5.87
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Symbol=AIMT|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=23|PurchasePrice=22.7|Beta=5.18545360179269|BetaMonths=6|SharpeRatio=0.0730743571697048|RiskAdjustedWeight=0.112966391310419|RiskAdjustedAllocation=523.367266066969|TargetBetaOverBeta=0.192847159919488|CurrentPrice=20.27
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Symbol=PJC|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=19|PurchasePrice=72.95|Beta=1.90712432771901|BetaMonths=6|SharpeRatio=0.273053106536743|RiskAdjustedWeight=0.307154584621523|RiskAdjustedAllocation=1423.03080897367|TargetBetaOverBeta=0.524349663766302|CurrentPrice=70.75
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Symbol=IIVI|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=88|PurchasePrice=30.2|Beta=1.01017963469806|BetaMonths=6|SharpeRatio=0.398058740110051|RiskAdjustedWeight=0.579879024068058|RiskAdjustedAllocation=2686.54859162603|TargetBetaOverBeta=0.989922946030189|CurrentPrice=35.6
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Symbol=AKS|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=28|PurchasePrice=10.21|Beta=3.28939160808753|BetaMonths=6|SharpeRatio=0.477313123212204|RiskAdjustedWeight=0.0601680341744806|RiskAdjustedAllocation=285.934543206245|TargetBetaOverBeta=0.304007585336246|CurrentPrice=7.19
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Symbol=TCBI|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=38|PurchasePrice=78.4|Beta=0.312182275992098|BetaMonths=6|SharpeRatio=0.162141216646467|RiskAdjustedWeight=0.633976499978076|RiskAdjustedAllocation=3012.82538829581|TargetBetaOverBeta=3.20325680508945|CurrentPrice=83.45
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Symbol=RF|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=101|PurchasePrice=14.36|Beta=0.647090697366768|BetaMonths=6|SharpeRatio=0.215845980239047|RiskAdjustedWeight=0.305855465847444|RiskAdjustedAllocation=1453.50673516461|TargetBetaOverBeta=1.54537842078296|CurrentPrice=14.53
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Symbol=AMD|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=83|PurchasePrice=10.37|Beta=4.16921242742037|BetaMonths=6|SharpeRatio=0.757066400049345|RiskAdjustedWeight=0.0365412131992615|RiskAdjustedAllocation=174.570530289624|TargetBetaOverBeta=0.239853453717812|CurrentPrice=13.3
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Symbol=FCAU|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=281|PurchasePrice=10.99|Beta=0.161480355837984|BetaMonths=6|SharpeRatio=0.0559809889612154|RiskAdjustedWeight=0.943446522598894|RiskAdjustedAllocation=4507.18367920305|TargetBetaOverBeta=6.1927037181124|CurrentPrice=11.37
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Symbol=KRO|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=60|PurchasePrice=13.22|Beta=7.6127358027452|BetaMonths=6|SharpeRatio=0.323527745330353|RiskAdjustedWeight=0.0200122642018446|RiskAdjustedAllocation=95.6057905073243|TargetBetaOverBeta=0.131358821048196|CurrentPrice=17.52
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Symbol=EXTN|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=89|PurchasePrice=30.44|Beta=2.05868417578526|BetaMonths=6|SharpeRatio=0.428175329732876|RiskAdjustedWeight=0.554581883612366|RiskAdjustedAllocation=2719.22404312188|TargetBetaOverBeta=0.485747164019738|CurrentPrice=28.2
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Symbol=WNC|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=44|PurchasePrice=21.15|Beta=6.01164280073377|BetaMonths=6|SharpeRatio=0.393224594555784|RiskAdjustedWeight=0.189916298391948|RiskAdjustedAllocation=931.196961221071|TargetBetaOverBeta=0.166343881888315|CurrentPrice=19.99
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Symbol=PAH|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=94|PurchasePrice=13.19|Beta=4.46849637676253|BetaMonths=6|SharpeRatio=0.318532329217947|RiskAdjustedWeight=0.255501817995686|RiskAdjustedAllocation=1252.77566232372|TargetBetaOverBeta=0.223788924883164|CurrentPrice=12.48
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Symbol=CLVS|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=12|PurchasePrice=63.67|Beta=2.86709335009283|BetaMonths=6|SharpeRatio=0.434358895723899|RiskAdjustedWeight=0.0523252912468831|RiskAdjustedAllocation=258.732867628463|TargetBetaOverBeta=0.348785295033251|CurrentPrice=93.63
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Symbol=TGS|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=65|PurchasePrice=14.22|Beta=1.78500305413753|BetaMonths=6|SharpeRatio=0.546835022876493|RiskAdjustedWeight=0.0840455114224419|RiskAdjustedAllocation=415.579840330549|TargetBetaOverBeta=0.560223131093283|CurrentPrice=16.61
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Symbol=SHOP|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=46|PurchasePrice=68.09|Beta=0.173710540402408|BetaMonths=6|SharpeRatio=0.818699620956523|RiskAdjustedWeight=0.863629197330675|RiskAdjustedAllocation=4270.38729204099|TargetBetaOverBeta=5.75670306294285|CurrentPrice=86.9
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Symbol=MOMO|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=86|PurchasePrice=37.98|Beta=0.191088143167687|BetaMonths=6|SharpeRatio=0.430926432752991|RiskAdjustedWeight=0.816388838638353|RiskAdjustedAllocation=4202.24453115738|TargetBetaOverBeta=5.23318706970984|CurrentPrice=43.93
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Symbol=FIZZ|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=8|PurchasePrice=88.59|Beta=2.5240864873565|BetaMonths=6|SharpeRatio=0.387951543486902|RiskAdjustedWeight=0.0618054207174216|RiskAdjustedAllocation=318.134544365958|TargetBetaOverBeta=0.396182937870449|CurrentPrice=102.12
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Symbol=FMI|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=29|PurchasePrice=35.5|Beta=1.2807460999222|BetaMonths=6|SharpeRatio=0.3088071721162|RiskAdjustedWeight=0.121805740644225|RiskAdjustedAllocation=626.977591143324|TargetBetaOverBeta=0.780794882030671|CurrentPrice=35.35
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Symbol=EXTR|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=119|PurchasePrice=9.63|Beta=2.15914898462817|BetaMonths=6|SharpeRatio=0.589684214390468|RiskAdjustedWeight=0.227691775703043|RiskAdjustedAllocation=1147.94072302808|TargetBetaOverBeta=0.463145436984382|CurrentPrice=11.43
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Symbol=ALGN|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=21|PurchasePrice=145.2|Beta=0.797364711332045|BetaMonths=6|SharpeRatio=0.696551019243891|RiskAdjustedWeight=0.616556588635745|RiskAdjustedAllocation=3108.45841471814|TargetBetaOverBeta=1.25413124733027|CurrentPrice=176.74
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Symbol=CC|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=19|PurchasePrice=39.99|Beta=3.15643854544663|BetaMonths=6|SharpeRatio=0.720068867539805|RiskAdjustedWeight=0.155751635661212|RiskAdjustedAllocation=785.244195587114|TargetBetaOverBeta=0.31681275767037|CurrentPrice=49.07
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Symbol=TREE|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=7|PurchasePrice=172.2|Beta=1.24156797041169|BetaMonths=6|SharpeRatio=0.455253746887125|RiskAdjustedWeight=0.219534665118755|RiskAdjustedAllocation=1207.81093995498|TargetBetaOverBeta=0.805433148914444|CurrentPrice=244.45
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Symbol=MTCH|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=72|PurchasePrice=29.48|Beta=0.699807013602035|BetaMonths=6|SharpeRatio=0.635691289769075|RiskAdjustedWeight=0.389489106723221|RiskAdjustedAllocation=2142.84702527105|TargetBetaOverBeta=1.4289653869755|CurrentPrice=33.58
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Symbol=IAC|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=95|PurchasePrice=22.49|Beta=0.697145220031985|BetaMonths=6|SharpeRatio=0.636543933063416|RiskAdjustedWeight=0.390976228158024|RiskAdjustedAllocation=2151.02870144063|TargetBetaOverBeta=1.43442136769455|CurrentPrice=25.62
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Symbol=WTW|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=42|PurchasePrice=35.82|Beta=8.37310930120373|BetaMonths=6|SharpeRatio=0.47326812321148|RiskAdjustedWeight=0.264263900018297|RiskAdjustedAllocation=1508.12324661608|TargetBetaOverBeta=0.119429946991883|CurrentPrice=44.92
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Symbol=SPWR|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=158|PurchasePrice=11.14|Beta=7.161241302435|BetaMonths=6|SharpeRatio=-0.191308310944838|RiskAdjustedWeight=0.30898421457509|RiskAdjustedAllocation=1763.33686442167|TargetBetaOverBeta=0.139640595501226|CurrentPrice=7.12
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Symbol=FSLR|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=49|PurchasePrice=49.31|Beta=5.18500467105677|BetaMonths=6|SharpeRatio=-0.0793102414725028|RiskAdjustedWeight=0.426751885406613|RiskAdjustedAllocation=2435.42322229558|TargetBetaOverBeta=0.192863857111278|CurrentPrice=54.82
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Symbol=ATHM|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=14|PurchasePrice=64.27|Beta=2.42740806622241|BetaMonths=6|SharpeRatio=0.584626925111519|RiskAdjustedWeight=0.0723287155664802|RiskAdjustedAllocation=438.063928838477|TargetBetaOverBeta=0.411962048703341|CurrentPrice=55.37
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Symbol=APPF|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=89|PurchasePrice=42.9|Beta=0.214271252952644|BetaMonths=6|SharpeRatio=0.927003445625205|RiskAdjustedWeight=0.819388066136823|RiskAdjustedAllocation=4962.6811797223|TargetBetaOverBeta=4.6669816236199|CurrentPrice=43.15
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Symbol=HTHT|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=9|PurchasePrice=113.51|Beta=1.62140828788921|BetaMonths=6|SharpeRatio=0.727117223683416|RiskAdjustedWeight=0.108283218296697|RiskAdjustedAllocation=655.824891439226|TargetBetaOverBeta=0.616747803418365|CurrentPrice=106.71
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Symbol=YRD|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=98|PurchasePrice=41.94|Beta=0.50443819691921|BetaMonths=6|SharpeRatio=0.414819718887154|RiskAdjustedWeight=0.776046037659245|RiskAdjustedAllocation=4984.2876046929|TargetBetaOverBeta=1.98240340661625|CurrentPrice=43.97
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Symbol=SGMO|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=100|PurchasePrice=15|Beta=2.24009076355537|BetaMonths=6|SharpeRatio=0.461670381000169|RiskAdjustedWeight=0.174755090432947|RiskAdjustedAllocation=1122.39427667097|TargetBetaOverBeta=0.446410483123839|CurrentPrice=16.4
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Symbol=GOL|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=84|PurchasePrice=8.46|Beta=7.95683414645518|BetaMonths=6|SharpeRatio=0.285969302911985|RiskAdjustedWeight=0.0491988719078087|RiskAdjustedAllocation=315.988118636126|TargetBetaOverBeta=0.125678125444591|CurrentPrice=8.76
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Symbol=BEDU|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=18|PurchasePrice=23.86|Beta=14.9966420416867|BetaMonths=6|SharpeRatio=0.99934170301685|RiskAdjustedWeight=0.0694732604962822|RiskAdjustedAllocation=446.598202533741|TargetBetaOverBeta=0.0666815942675876|CurrentPrice=20.06
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Symbol=AAAP|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=36|PurchasePrice=81|Beta=2.2680065908061|BetaMonths=6|SharpeRatio=0.28184758136865|RiskAdjustedWeight=0.459375040335001|RiskAdjustedAllocation=2953.02200928737|TargetBetaOverBeta=0.440915826282753|CurrentPrice=80.42
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Symbol=SQM|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=50|PurchasePrice=59.74|Beta=2.21131669687243|BetaMonths=6|SharpeRatio=0.575344465414779|RiskAdjustedWeight=0.471151699168717|RiskAdjustedAllocation=3028.72645484556|TargetBetaOverBeta=0.452219259870985|CurrentPrice=56.38
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Symbol=NKTR|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=50|PurchasePrice=53.99|Beta=2.14702739715277|BetaMonths=6|SharpeRatio=0.262662606845306|RiskAdjustedWeight=0.426825332781491|RiskAdjustedAllocation=2720.51211084265|TargetBetaOverBeta=0.465760241963437|CurrentPrice=86.56
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Symbol=ACLS|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=22|PurchasePrice=32|Beta=8.2646668167126|BetaMonths=6|SharpeRatio=0.560573919355607|RiskAdjustedWeight=0.110882350565854|RiskAdjustedAllocation=706.745252507158|TargetBetaOverBeta=0.120997013210239|CurrentPrice=24.45
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Symbol=FMSA|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=611|PurchasePrice=4.82|Beta=1.98230783915289|BetaMonths=6|SharpeRatio=-0.159363716013356|RiskAdjustedWeight=0.462292316652655|RiskAdjustedAllocation=2946.57263665019|TargetBetaOverBeta=0.50446251598709|CurrentPrice=4.48
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Symbol=LGIH|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=56|PurchasePrice=75.03|Beta=0.522135341654572|BetaMonths=6|SharpeRatio=0.565919631268528|RiskAdjustedWeight=0.704836327340011|RiskAdjustedAllocation=4578.05996170211|TargetBetaOverBeta=1.91521224522198|CurrentPrice=70.57
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Symbol=PUMP|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=64|PurchasePrice=20.16|Beta=2.14342323511818|BetaMonths=6|SharpeRatio=0.293192032363685|RiskAdjustedWeight=0.171697288037441|RiskAdjustedAllocation=1115.20994223367|TargetBetaOverBeta=0.466543416911716|CurrentPrice=15.89
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Symbol=PNK|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=29|PurchasePrice=32.73|Beta=2.98072999959716|BetaMonths=6|SharpeRatio=0.785738829832928|RiskAdjustedWeight=0.123466384622548|RiskAdjustedAllocation=801.940096064219|TargetBetaOverBeta=0.33548828647182|CurrentPrice=30.15
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Symbol=GDS|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=55|PurchasePrice=28.54|Beta=5.61928124295915|BetaMonths=6|SharpeRatio=0.518123829865863|RiskAdjustedWeight=0.24715383177265|RiskAdjustedAllocation=1584.12012705521|TargetBetaOverBeta=0.17795870268159|CurrentPrice=29.17
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Symbol=TLRD|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=126|PurchasePrice=24.19|Beta=2.90852043980459|BetaMonths=6|SharpeRatio=-0.0224467825029111|RiskAdjustedWeight=0.477502881533417|RiskAdjustedAllocation=3060.53084404436|TargetBetaOverBeta=0.343817422189815|CurrentPrice=31.55
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Symbol=GOOS|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=49|PurchasePrice=35.94|Beta=5.04398312260044|BetaMonths=6|SharpeRatio=0.690603088091895|RiskAdjustedWeight=0.275343286693933|RiskAdjustedAllocation=1764.79902890043|TargetBetaOverBeta=0.198256016266059|CurrentPrice=37.08
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Symbol=ANAB|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=8|PurchasePrice=122.76|Beta=3.95979444695073|BetaMonths=6|SharpeRatio=0.690925410713767|RiskAdjustedWeight=0.154916380632257|RiskAdjustedAllocation=1057.71792455144|TargetBetaOverBeta=0.252538361118734|CurrentPrice=77.8
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Symbol=EC|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=228|PurchasePrice=17.51|Beta=1.04486776190539|BetaMonths=6|SharpeRatio=0.432457405288347|RiskAdjustedWeight=0.587095368557139|RiskAdjustedAllocation=4008.49343503652|TargetBetaOverBeta=0.957058908752655|CurrentPrice=21.49
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Symbol=ASND|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=28|PurchasePrice=62.19|Beta=2.37777116532201|BetaMonths=6|SharpeRatio=0.42156129960475|RiskAdjustedWeight=0.257988250810604|RiskAdjustedAllocation=1761.45864041204|TargetBetaOverBeta=0.420561917220732|CurrentPrice=72.02
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Symbol=CRSP|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=25|PurchasePrice=45.71|Beta=7.17273151015457|BetaMonths=6|SharpeRatio=0.304750980926519|RiskAdjustedWeight=0.00253923789835385|RiskAdjustedAllocation=45.71|TargetBetaOverBeta=0.139416901160218|CurrentPrice=58.76
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Symbol=THC|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=47|PurchasePrice=24.25|Beta=2.75307286013883|BetaMonths=6|SharpeRatio=-0.00611751982444759|RiskAdjustedWeight=0.00661561557233282|RiskAdjustedAllocation=43.8508359993913|TargetBetaOverBeta=0.363230488549283|CurrentPrice=33.57
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Symbol=CTMX|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=151|PurchasePrice=28.45|Beta=0.018381552101353|BetaMonths=6|SharpeRatio=0.419299125271945|RiskAdjustedWeight=0.990845146529313|RiskAdjustedAllocation=6567.70145516912|TargetBetaOverBeta=54.4023700765939|CurrentPrice=22.86
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Symbol=GTHX|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=114|PurchasePrice=38.35|Beta=0.367775289647383|BetaMonths=6|SharpeRatio=0.29884028138964|RiskAdjustedWeight=0.72045539528502|RiskAdjustedAllocation=5019.89784558356|TargetBetaOverBeta=2.71905162785348|CurrentPrice=51.35
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Symbol=BGNE|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=6|PurchasePrice=169.58|Beta=2.05612705974657|BetaMonths=6|SharpeRatio=0.671783081194812|RiskAdjustedWeight=0.128866399779606|RiskAdjustedAllocation=897.898977307035|TargetBetaOverBeta=0.486351266698108|CurrentPrice=189.66
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Symbol=ABMD|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=4|PurchasePrice=300.95|Beta=1.75848717996483|BetaMonths=6|SharpeRatio=0.634624425169894|RiskAdjustedWeight=0.150678204935374|RiskAdjustedAllocation=1049.87651044274|TargetBetaOverBeta=0.5686706229044|CurrentPrice=354.53
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Symbol=WTI|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=89|PurchasePrice=6.85|Beta=3.11286726721593|BetaMonths=6|SharpeRatio=0.393695311860508|RiskAdjustedWeight=0.084650007267364|RiskAdjustedAllocation=613.035916963632|TargetBetaOverBeta=0.321247234192023|CurrentPrice=6.77
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Symbol=HFC|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=60|PurchasePrice=77.18|Beta=0.411455398482716|BetaMonths=6|SharpeRatio=0.475882617141685|RiskAdjustedWeight=0.640419928293243|RiskAdjustedAllocation=4637.92539016585|TargetBetaOverBeta=2.4303970823754|CurrentPrice=74.52
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Symbol=WRD|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=74|PurchasePrice=26.86|Beta=0.958440966903626|BetaMonths=6|SharpeRatio=0.408453286413933|RiskAdjustedWeight=0.274930064439393|RiskAdjustedAllocation=1991.04535953718|TargetBetaOverBeta=1.04336107755352|CurrentPrice=21.74
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Symbol=DNR|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=682|PurchasePrice=4.81|Beta=2.79351674477291|BetaMonths=6|SharpeRatio=0.401528116611851|RiskAdjustedWeight=0.455082676553006|RiskAdjustedAllocation=3283.60657828507|TargetBetaOverBeta=0.357971722156722|CurrentPrice=6.2
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Symbol=CVRR|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=130|PurchasePrice=22.35|Beta=3.15278575548795|BetaMonths=6|SharpeRatio=0.369543560712825|RiskAdjustedWeight=0.403224695808784|RiskAdjustedAllocation=2909.43015830334|TargetBetaOverBeta=0.317179814156205|CurrentPrice=19.7
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Symbol=WLL|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=19|PurchasePrice=52.72|Beta=8.97210460697302|BetaMonths=6|SharpeRatio=0.340853033850052|RiskAdjustedWeight=0.14169262763821|RiskAdjustedAllocation=1022.36993007826|TargetBetaOverBeta=0.111456569423278|CurrentPrice=53.04
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Symbol=W|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=9|PurchasePrice=108.82|Beta=4.54340149016495|BetaMonths=6|SharpeRatio=0.173402453850732|RiskAdjustedWeight=0.129026725705834|RiskAdjustedAllocation=1009.1188819235|TargetBetaOverBeta=0.220099412778001|CurrentPrice=110.29
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Symbol=TRHC|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=43|PurchasePrice=58.24|Beta=1.80486423671455|BetaMonths=6|SharpeRatio=0.70611129125533|RiskAdjustedWeight=0.324800173840281|RiskAdjustedAllocation=2540.26432493933|TargetBetaOverBeta=0.554058294057803|CurrentPrice=73.88
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|
Symbol=FRPT|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=147|PurchasePrice=29|Beta=1.07332312293634|BetaMonths=6|SharpeRatio=0.241079210214984|RiskAdjustedWeight=0.546173100453885|RiskAdjustedAllocation=4271.62345980384|TargetBetaOverBeta=0.931685881567751|CurrentPrice=38.1
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|
Symbol=IRDM|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=56|PurchasePrice=20.25|Beta=2.7543717540798|BetaMonths=6|SharpeRatio=0.309855257920133|RiskAdjustedWeight=0.149149132598776|RiskAdjustedAllocation=1139.37110480061|TargetBetaOverBeta=0.363059197989084|CurrentPrice=23.88
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Symbol=TDOC|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=53|PurchasePrice=77.55|Beta=0.753141234113228|BetaMonths=6|SharpeRatio=0.446970433469962|RiskAdjustedWeight=0.54546496642064|RiskAdjustedAllocation=4166.88324358257|TargetBetaOverBeta=1.32777220885725|CurrentPrice=62.45
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Symbol=ULH|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=63|PurchasePrice=36.6|Beta=1.34522306582088|BetaMonths=6|SharpeRatio=0.5291975100402|RiskAdjustedWeight=0.305385900980584|RiskAdjustedAllocation=2332.88565161682|TargetBetaOverBeta=0.743371137031303|CurrentPrice=23.37
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Symbol=AMD|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=41|PurchasePrice=30.89|Beta=4.89289545574936|BetaMonths=6|SharpeRatio=0.295159017245418|RiskAdjustedWeight=0.0219168416325139|RiskAdjustedAllocation=171.879031583774|TargetBetaOverBeta=0.2043779616883|CurrentPrice=18.46
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Symbol=CORE|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=148|PurchasePrice=33.96|Beta=0.115575878986042|BetaMonths=6|SharpeRatio=0.089736468936025|RiskAdjustedWeight=0.92784771155456|RiskAdjustedAllocation=7276.48485092997|TargetBetaOverBeta=8.65232441901454|CurrentPrice=26.82
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|
Symbol=AVAV|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=12|PurchasePrice=112.17|Beta=2.13468420471007|BetaMonths=6|SharpeRatio=0.275754645685315|RiskAdjustedWeight=0.0502354468129259|RiskAdjustedAllocation=393.962784152924|TargetBetaOverBeta=0.468453365511185|CurrentPrice=67.95
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Symbol=BIL|PurchaseDate=10/31/2018 12:00:00 AM|SellDate=1/31/2019 12:00:00 AM|Shares=10|PurchasePrice=91.59|Beta=0.00190209160952704|BetaMonths=6|SharpeRatio=-159.399802055736|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=525.737033374882|CurrentPrice=91.62
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Symbol=BIL|PurchaseDate=11/30/2018 12:00:00 AM|SellDate=2/28/2019 12:00:00 AM|Shares=10|PurchasePrice=91.61|Beta=0.00698090851160997|BetaMonths=6|SharpeRatio=-151.034203760973|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=143.247830613579|CurrentPrice=91.61
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Symbol=SHV|PurchaseDate=12/31/2018 12:00:00 AM|SellDate=3/29/2019 12:00:00 AM|Shares=9|PurchasePrice=110.3|Beta=0.01|BetaMonths=6|SharpeRatio=-117.559422791248|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=110.57
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Symbol=AGG|PurchaseDate=1/31/2019 12:00:00 AM|SellDate=4/30/2019 12:00:00 AM|Shares=9|PurchasePrice=107.46|Beta=0.100432199790164|BetaMonths=6|SharpeRatio=-2.95706076852888|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=9.95696601378173|CurrentPrice=108.59
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Symbol=MRTX|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=33|PurchasePrice=72.8|Beta=0.44202277066161|BetaMonths=6|SharpeRatio=0.369648134458184|RiskAdjustedWeight=0.333893661867138|RiskAdjustedAllocation=2451.13897028074|TargetBetaOverBeta=2.26232688986412|CurrentPrice=67.79
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Symbol=EHTH|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=30|PurchasePrice=53.41|Beta=0.657820981789217|BetaMonths=6|SharpeRatio=0.550587097652345|RiskAdjustedWeight=0.224359826777545|RiskAdjustedAllocation=1647.04268929401|TargetBetaOverBeta=1.52017042277989|CurrentPrice=70.56
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Symbol=CHGG|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=81|PurchasePrice=39.63|Beta=0.33410247218942|BetaMonths=6|SharpeRatio=0.366149126129137|RiskAdjustedWeight=0.441746511355317|RiskAdjustedAllocation=3242.89500709192|TargetBetaOverBeta=2.99309368603848|CurrentPrice=37.46
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Symbol=IMPUY|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=1112|PurchasePrice=4.22|Beta=0.578099099852056|BetaMonths=6|SharpeRatio=0.158321624947335|RiskAdjustedWeight=0.639677864953854|RiskAdjustedAllocation=4696.4423876665|TargetBetaOverBeta=1.7298072255361|CurrentPrice=4.88
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Symbol=PTLA|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=33|PurchasePrice=34.7|Beta=2.33974686187398|BetaMonths=6|SharpeRatio=-0.000822096607181388|RiskAdjustedWeight=0.158050088217204|RiskAdjustedAllocation=1160.38583534738|TargetBetaOverBeta=0.427396662559926|CurrentPrice=27.13
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Symbol=RPD|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=29|PurchasePrice=50.61|Beta=1.82821701625355|BetaMonths=6|SharpeRatio=0.233225750575839|RiskAdjustedWeight=0.202272046828943|RiskAdjustedAllocation=1485.05844365279|TargetBetaOverBeta=0.546981015442706|CurrentPrice=57.84
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Symbol=CVNA|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=35|PurchasePrice=71.56|Beta=2.33563844219431|BetaMonths=6|SharpeRatio=0.331302702998163|RiskAdjustedWeight=0.341138930617928|RiskAdjustedAllocation=2505.75982715948|TargetBetaOverBeta=0.42814845908278|CurrentPrice=63.56
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Symbol=ETE|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=895|PurchasePrice=1.95|Beta=3.35021327760159|BetaMonths=6|SharpeRatio=-0.155781003523178|RiskAdjustedWeight=0.237828799081921|RiskAdjustedAllocation=1746.91832855779|TargetBetaOverBeta=0.298488459432021|CurrentPrice=1.25
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Symbol=BOLD|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=81|PurchasePrice=37.79|Beta=1.89243736569711|BetaMonths=6|SharpeRatio=0.063207974313692|RiskAdjustedWeight=0.421032270300152|RiskAdjustedAllocation=3092.5985109494|TargetBetaOverBeta=0.528419073796736|CurrentPrice=38.92
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Symbol=DBEF|PurchaseDate=5/31/2019 12:00:00 AM|SellDate=8/30/2019 12:00:00 AM|Shares=32|PurchasePrice=30.78|Beta=0.880330523091711|BetaMonths=6|SharpeRatio=-0.51773970927814|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.13593698476796|CurrentPrice=31.19
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Symbol=SHOP|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=3|PurchasePrice=300.15|Beta=1.90210558529646|BetaMonths=6|SharpeRatio=0.264089011974012|RiskAdjustedWeight=0.134636860894129|RiskAdjustedAllocation=1027.86312380895|TargetBetaOverBeta=0.525733170508588|CurrentPrice=311.66
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Symbol=EIDX|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=154|PurchasePrice=31.08|Beta=0.37149840770092|BetaMonths=6|SharpeRatio=0.178874802314652|RiskAdjustedWeight=0.68935295491139|RiskAdjustedAllocation=5262.75253995504|TargetBetaOverBeta=2.69180157780128|CurrentPrice=35.97
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Symbol=OKTA|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=11|PurchasePrice=123.51|Beta=1.45499265434855|BetaMonths=6|SharpeRatio=0.284770795312813|RiskAdjustedWeight=0.176010184194481|RiskAdjustedAllocation=1343.72100290268|TargetBetaOverBeta=0.687288693184319|CurrentPrice=98.46
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Symbol=GSHD|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=74|PurchasePrice=45.01|Beta=0.388299753771226|BetaMonths=6|SharpeRatio=0.306193076268863|RiskAdjustedWeight=0.453984264427046|RiskAdjustedAllocation=3342.54086401173|TargetBetaOverBeta=2.57532998743329|CurrentPrice=51.18
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Symbol=PRO|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=16|PurchasePrice=72.36|Beta=1.06396653764836|BetaMonths=6|SharpeRatio=0.267830917174267|RiskAdjustedWeight=0.1656837615238|RiskAdjustedAllocation=1219.87651729605|TargetBetaOverBeta=0.939879182864397|CurrentPrice=51.24
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Symbol=ARWR|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=96|PurchasePrice=29.06|Beta=0.463495025717324|BetaMonths=6|SharpeRatio=0.219367293888701|RiskAdjustedWeight=0.380331974049154|RiskAdjustedAllocation=2800.26261869223|TargetBetaOverBeta=2.15752045764107|CurrentPrice=40.05
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Symbol=NVCR|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=12|PurchasePrice=90.86|Beta=1.48113497483487|BetaMonths=6|SharpeRatio=0.342695291890646|RiskAdjustedWeight=0.0509441435792179|RiskAdjustedAllocation=375.308222769089|TargetBetaOverBeta=0.675157914025687|CurrentPrice=92.18
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Symbol=NG|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=195|PurchasePrice=7.44|Beta=0.791788722364554|BetaMonths=6|SharpeRatio=0.178562719103383|RiskAdjustedWeight=0.095297079494709|RiskAdjustedAllocation=702.058667148428|TargetBetaOverBeta=1.26296317660809|CurrentPrice=6.96
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Symbol=AG|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=439|PurchasePrice=10.88|Beta=0.0883799439109282|BetaMonths=6|SharpeRatio=0.160478068507354|RiskAdjustedWeight=0.853758776926073|RiskAdjustedAllocation=6289.68644341582|TargetBetaOverBeta=11.3147842796532|CurrentPrice=10.76
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Symbol=AUY|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=1295|PurchasePrice=3.18|Beta=0.361674038450374|BetaMonths=6|SharpeRatio=0.124610502685409|RiskAdjustedWeight=0.546344310908718|RiskAdjustedAllocation=4118.19772381367|TargetBetaOverBeta=2.76492060166827|CurrentPrice=3.95
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Symbol=BIOS|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=733|PurchasePrice=3.2|Beta=0.634596038010164|BetaMonths=6|SharpeRatio=0.0901230965079618|RiskAdjustedWeight=0.311376909837527|RiskAdjustedAllocation=2347.07611251266|TargetBetaOverBeta=1.5758056150738|CurrentPrice=3.73
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Symbol=SAIA|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=11|PurchasePrice=93.7|Beta=1.38881254356509|BetaMonths=6|SharpeRatio=-0.0727458687754378|RiskAdjustedWeight=0.142278779253755|RiskAdjustedAllocation=1072.459497007|TargetBetaOverBeta=0.720039579591495|CurrentPrice=93.12
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Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=5|PurchasePrice=181.7|Beta=3.18012786272021|BetaMonths=6|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.0910506328121206|RiskAdjustedAllocation=721.93743254621|TargetBetaOverBeta=0.314452765161657|CurrentPrice=208.75
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Symbol=COOP|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=133|PurchasePrice=12.8|Beta=1.78729169103837|BetaMonths=6|SharpeRatio=-0.236331899811565|RiskAdjustedWeight=0.162006378576017|RiskAdjustedAllocation=1284.54317551662|TargetBetaOverBeta=0.559505762273771|CurrentPrice=12.38
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Symbol=CMPR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=37|PurchasePrice=132.12|Beta=0.387650274169175|BetaMonths=6|SharpeRatio=-0.108043119174667|RiskAdjustedWeight=0.746942988611862|RiskAdjustedAllocation=5922.48605860384|TargetBetaOverBeta=2.57964476393892|CurrentPrice=119.63
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Symbol=ADT|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=371|PurchasePrice=9.24|Beta=1.24788039598348|BetaMonths=6|SharpeRatio=-0.00243705539161302|RiskAdjustedWeight=0.434952562657308|RiskAdjustedAllocation=3429.8126334667|TargetBetaOverBeta=0.801358850750977|CurrentPrice=6.39
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Symbol=ZYME|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=75|PurchasePrice=43.59|Beta=1.306547602306|BetaMonths=6|SharpeRatio=0.628896278157567|RiskAdjustedWeight=0.415422120988831|RiskAdjustedAllocation=3275.80559609582|TargetBetaOverBeta=0.765375864021364|CurrentPrice=40.93
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Symbol=VC|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=12|PurchasePrice=93.53|Beta=3.62751965609346|BetaMonths=6|SharpeRatio=0.0547648151724222|RiskAdjustedWeight=0.149625316353861|RiskAdjustedAllocation=1179.86843710415|TargetBetaOverBeta=0.275670456621844|CurrentPrice=65.04
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Symbol=KPTI|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=280|PurchasePrice=19.17|Beta=0.142235912033261|BetaMonths=6|SharpeRatio=0.216888274209793|RiskAdjustedWeight=0.712542422077052|RiskAdjustedAllocation=5946.33752241429|TargetBetaOverBeta=7.03057326173824|CurrentPrice=19.21
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Symbol=ICPT|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=12|PurchasePrice=123.92|Beta=0.644401913299885|BetaMonths=6|SharpeRatio=0.0122077541289321|RiskAdjustedWeight=0.157276257526184|RiskAdjustedAllocation=1312.50811535781|TargetBetaOverBeta=1.55182655321296|CurrentPrice=62.96
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Symbol=SBGL|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=137|PurchasePrice=9.93|Beta=0.77852276315549|BetaMonths=6|SharpeRatio=0.752705274824818|RiskAdjustedWeight=0.130181320396764|RiskAdjustedAllocation=1086.39436222789|TargetBetaOverBeta=1.2844839577289|CurrentPrice=9.93
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Symbol=ARVN|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=55|PurchasePrice=48.46|Beta=1.36706417886512|BetaMonths=6|SharpeRatio=0.415899481031743|RiskAdjustedWeight=0.329720222848232|RiskAdjustedAllocation=2709.528686491|TargetBetaOverBeta=0.731494552677225|CurrentPrice=52.5
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Symbol=RCKT|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=212|PurchasePrice=20.48|Beta=0.850674835656512|BetaMonths=6|SharpeRatio=0.199602826235355|RiskAdjustedWeight=0.529871916753452|RiskAdjustedAllocation=4354.30725542817|TargetBetaOverBeta=1.1755373006047|CurrentPrice=14.8
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Symbol=CWH|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=74|PurchasePrice=15.57|Beta=3.21028113685755|BetaMonths=6|SharpeRatio=0.0585527970801754|RiskAdjustedWeight=0.140407860398316|RiskAdjustedAllocation=1153.82405808083|TargetBetaOverBeta=0.311499198160218|CurrentPrice=8.87
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Symbol=AGG|PurchaseDate=2/28/2020 12:00:00 AM|SellDate=5/29/2020 12:00:00 AM|Shares=8|PurchasePrice=116.22|Beta=0.01|BetaMonths=6|SharpeRatio=-1.11626528319447|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=117.65
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Symbol=AGG|PurchaseDate=3/31/2020 12:00:00 AM|SellDate=6/30/2020 12:00:00 AM|Shares=8|PurchasePrice=115.37|Beta=0.01|BetaMonths=6|SharpeRatio=-0.48227358567296|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=118.21
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Symbol=AGG|PurchaseDate=4/30/2020 12:00:00 AM|SellDate=7/31/2020 12:00:00 AM|Shares=8|PurchasePrice=117.1|Beta=0.01|BetaMonths=6|SharpeRatio=0.408096323488125|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=119.56
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Symbol=PDD|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=13|PurchasePrice=66.87|Beta=0.592119958294781|BetaMonths=6|SharpeRatio=0.37045931413845|RiskAdjustedWeight=0.12717255187831|RiskAdjustedAllocation=884.595738433779|TargetBetaOverBeta=1.68884697431894|CurrentPrice=88.94
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Symbol=DOCU|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=30|PurchasePrice=139.74|Beta=0.123596476860325|BetaMonths=6|SharpeRatio=0.543726041003307|RiskAdjustedWeight=0.609252043644601|RiskAdjustedAllocation=4237.87801282617|TargetBetaOverBeta=8.09084551115552|CurrentPrice=223
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Symbol=NEM|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=31|PurchasePrice=58.47|Beta=0.285692082172148|BetaMonths=6|SharpeRatio=0.62828683963016|RiskAdjustedWeight=0.26357540447709|RiskAdjustedAllocation=1833.39624874005|TargetBetaOverBeta=3.50027201453009|CurrentPrice=67.28
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Symbol=SE|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=25|PurchasePrice=107.24|Beta=1.0585339857993|BetaMonths=6|SharpeRatio=0.587688792526311|RiskAdjustedWeight=0.39062010584202|RiskAdjustedAllocation=2720.06097189157|TargetBetaOverBeta=0.944702780841652|CurrentPrice=154.04
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Symbol=BAND|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=20|PurchasePrice=127|Beta=1.12915862602086|BetaMonths=6|SharpeRatio=0.290742247738523|RiskAdjustedWeight=0.366188282179105|RiskAdjustedAllocation=2549.93135228487|TargetBetaOverBeta=0.885615162436462|CurrentPrice=174.57
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Symbol=IRBT|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=20|PurchasePrice=83.9|Beta=1.70024226660505|BetaMonths=6|SharpeRatio=0.0212061729895536|RiskAdjustedWeight=0.243191611978875|RiskAdjustedAllocation=1693.45100915688|TargetBetaOverBeta=0.588151476787331|CurrentPrice=75.9
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Symbol=VIVO|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=122|PurchasePrice=24.49|Beta=1.57596329427316|BetaMonths=6|SharpeRatio=0.329031945306156|RiskAdjustedWeight=0.430010291175094|RiskAdjustedAllocation=2997.17316285804|TargetBetaOverBeta=0.634532545036972|CurrentPrice=17.15
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Symbol=WIX|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=6|PurchasePrice=290.48|Beta=2.46418353610687|BetaMonths=6|SharpeRatio=0.291316452759911|RiskAdjustedWeight=0.275012159249436|RiskAdjustedAllocation=1916.83566667577|TargetBetaOverBeta=0.405813927959232|CurrentPrice=247.32
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Symbol=TSLA|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=7|PurchasePrice=286.15|Beta=2.29739665281977|BetaMonths=6|SharpeRatio=0.597474981585934|RiskAdjustedWeight=0.29497754957547|RiskAdjustedAllocation=2055.99450379952|TargetBetaOverBeta=0.435275292480567|CurrentPrice=388.04
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Symbol=EXPI|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=66|PurchasePrice=44.48|Beta=1.28140929752368|BetaMonths=6|SharpeRatio=0.346810248695856|RiskAdjustedWeight=0.371284827583647|RiskAdjustedAllocation=2966.29720970139|TargetBetaOverBeta=0.780390779068401|CurrentPrice=53.33
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Symbol=SITM|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=51|PurchasePrice=65.88|Beta=1.12186060805188|BetaMonths=6|SharpeRatio=0.713645197291197|RiskAdjustedWeight=0.424088185894449|RiskAdjustedAllocation=3388.15784817551|TargetBetaOverBeta=0.891376337508196|CurrentPrice=86.97
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Symbol=SQ|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=10|PurchasePrice=159.56|Beta=2.3250492917963|BetaMonths=6|SharpeRatio=0.293067448528471|RiskAdjustedWeight=0.204626986521904|RiskAdjustedAllocation=1634.82160878976|TargetBetaOverBeta=0.430098408463166|CurrentPrice=210.96
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Symbol=FDX|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=15|PurchasePrice=251.52|Beta=0.792394748719395|BetaMonths=6|SharpeRatio=0.277711471029414|RiskAdjustedWeight=0.465073851046054|RiskAdjustedAllocation=4019.66895025295|TargetBetaOverBeta=1.26199725782651|CurrentPrice=259.62
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Symbol=PTON|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=33|PurchasePrice=99.24|Beta=0.960103755685657|BetaMonths=6|SharpeRatio=0.677297990502301|RiskAdjustedWeight=0.383835679376569|RiskAdjustedAllocation=3317.52120425377|TargetBetaOverBeta=1.0415540967089|CurrentPrice=151.72
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Symbol=COOP|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=58|PurchasePrice=22.32|Beta=2.43908221588304|BetaMonths=6|SharpeRatio=0.405322242914595|RiskAdjustedWeight=0.151090469577378|RiskAdjustedAllocation=1305.88651215994|TargetBetaOverBeta=0.409990279740514|CurrentPrice=31.03
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Symbol=LOB|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=51|PurchasePrice=37.28|Beta=1.76271949009601|BetaMonths=6|SharpeRatio=0.261690023433568|RiskAdjustedWeight=0.223701065830143|RiskAdjustedAllocation=1900.56574663334|TargetBetaOverBeta=0.567305238081603|CurrentPrice=39.88
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Symbol=SIG|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=45|PurchasePrice=22.28|Beta=3.45283148180455|BetaMonths=6|SharpeRatio=0.236974039332085|RiskAdjustedWeight=0.114202569911683|RiskAdjustedAllocation=970.265795320127|TargetBetaOverBeta=0.289617377873702|CurrentPrice=40.62
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Symbol=NVCR|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=44|PurchasePrice=122.1|Beta=0.595566219633076|BetaMonths=6|SharpeRatio=0.285210185112945|RiskAdjustedWeight=0.662096364258173|RiskAdjustedAllocation=5625.1751247132|TargetBetaOverBeta=1.67907441193708|CurrentPrice=160.96
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Symbol=KOD|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=27|PurchasePrice=136.67|Beta=0.543084518278248|BetaMonths=6|SharpeRatio=0.430651615285413|RiskAdjustedWeight=0.403617616963596|RiskAdjustedAllocation=3721.58449044603|TargetBetaOverBeta=1.84133402139748|CurrentPrice=129.01
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Symbol=KURA|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=31|PurchasePrice=36.3|Beta=1.75384829420678|BetaMonths=6|SharpeRatio=0.354119873048018|RiskAdjustedWeight=0.124981436422599|RiskAdjustedAllocation=1152.40008323513|TargetBetaOverBeta=0.570174742766035|CurrentPrice=28
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Symbol=KTB|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=104|PurchasePrice=41.67|Beta=0.464993718514671|BetaMonths=6|SharpeRatio=0.105019880449056|RiskAdjustedWeight=0.471400946613805|RiskAdjustedAllocation=4346.58542631885|TargetBetaOverBeta=2.1505666854905|CurrentPrice=42.25
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Symbol=NTLA|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=28|PurchasePrice=54.4|Beta=2.16495487291471|BetaMonths=6|SharpeRatio=0.351786783724837|RiskAdjustedWeight=0.154689778190515|RiskAdjustedAllocation=1547.94090664275|TargetBetaOverBeta=0.461903392311215|CurrentPrice=80.26
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Symbol=DNLI|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=65|PurchasePrice=83.76|Beta=0.611275222317191|BetaMonths=6|SharpeRatio=0.604679326554638|RiskAdjustedWeight=0.547865146266101|RiskAdjustedAllocation=5482.345899964|TargetBetaOverBeta=1.63592431607035|CurrentPrice=57.1
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Symbol=FTCH|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=46|PurchasePrice=63.81|Beta=1.12591001371211|BetaMonths=6|SharpeRatio=0.594913402779187|RiskAdjustedWeight=0.297445075543384|RiskAdjustedAllocation=2976.45652672658|TargetBetaOverBeta=0.888170446857481|CurrentPrice=53.02
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Symbol=CLF|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=197|PurchasePrice=15.34|Beta=1.83700944028101|BetaMonths=6|SharpeRatio=0.334862534005938|RiskAdjustedWeight=0.278560735063517|RiskAdjustedAllocation=3035.19498364473|TargetBetaOverBeta=0.54436301636372|CurrentPrice=17.86
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Symbol=CPRI|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=78|PurchasePrice=41.66|Beta=1.69839052748579|BetaMonths=6|SharpeRatio=0.197682789493627|RiskAdjustedWeight=0.301296251787757|RiskAdjustedAllocation=3282.92094651688|TargetBetaOverBeta=0.588792732776454|CurrentPrice=55.08
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Symbol=ENPH|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=25|PurchasePrice=182.35|Beta=1.21796313157338|BetaMonths=6|SharpeRatio=0.717003551959054|RiskAdjustedWeight=0.420143013148726|RiskAdjustedAllocation=4577.87406983839|TargetBetaOverBeta=0.821042915074274|CurrentPrice=139.25
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Symbol=VCEL|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=51|PurchasePrice=48.28|Beta=0.485490313673639|BetaMonths=6|SharpeRatio=0.420624611250524|RiskAdjustedWeight=0.181364354557284|RiskAdjustedAllocation=1951.73255148921|TargetBetaOverBeta=2.05977332983873|CurrentPrice=56.5
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Symbol=DISCA|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=23|PurchasePrice=53.03|Beta=1.32321237247945|BetaMonths=6|SharpeRatio=0.252420350259996|RiskAdjustedWeight=0.0665430880292047|RiskAdjustedAllocation=716.096122086603|TargetBetaOverBeta=0.755736585296727|CurrentPrice=32.11
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Symbol=UIS|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=283|PurchasePrice=24.55|Beta=0.117074203853371|BetaMonths=6|SharpeRatio=0.423718315332291|RiskAdjustedWeight=0.752092557413512|RiskAdjustedAllocation=8093.56132642419|TargetBetaOverBeta=8.54159129070348|CurrentPrice=25.71
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Symbol=MTDR|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=116|PurchasePrice=23.45|Beta=3.61056305875793|BetaMonths=6|SharpeRatio=0.345860650075314|RiskAdjustedWeight=0.293235416714928|RiskAdjustedAllocation=2732.71363074142|TargetBetaOverBeta=0.276965111459377|CurrentPrice=36.01
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Symbol=CPG|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=781|PurchasePrice=4.17|Beta=3.02685625446674|BetaMonths=6|SharpeRatio=0.300907997220037|RiskAdjustedWeight=0.349783694401747|RiskAdjustedAllocation=3259.69720919487|TargetBetaOverBeta=0.330375781315779|CurrentPrice=4.53
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Symbol=SIG|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=57|PurchasePrice=57.98|Beta=2.96583093403761|BetaMonths=6|SharpeRatio=0.424611880308395|RiskAdjustedWeight=0.356980888883325|RiskAdjustedAllocation=3326.7691600637|TargetBetaOverBeta=0.337173636070558|CurrentPrice=80.79
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Symbol=DAC|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=123|PurchasePrice=54.29|Beta=0.115116978600592|BetaMonths=6|SharpeRatio=0.979160421829961|RiskAdjustedWeight=0.881843413746603|RiskAdjustedAllocation=9184.31390930754|TargetBetaOverBeta=8.68681589941292|CurrentPrice=67.39
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Symbol=CAR|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=17|PurchasePrice=89.61|Beta=2.47507436724936|BetaMonths=6|SharpeRatio=0.714611968507021|RiskAdjustedWeight=0.0410149895827809|RiskAdjustedAllocation=427.167151722337|TargetBetaOverBeta=0.404028264052257|CurrentPrice=82.77
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Symbol=BAK|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=104|PurchasePrice=19.36|Beta=1.31595862376037|BetaMonths=6|SharpeRatio=0.525503565051607|RiskAdjustedWeight=0.0771415966706156|RiskAdjustedAllocation=803.42227230345|TargetBetaOverBeta=0.759902311474267|CurrentPrice=22.18
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