BTS Universal Market Timer Performance: S&P MidCap 400
The BTS Universal Market Timer is designed to preserve as much of buy-and-hold compounding as possible while reducing volatility, drawdown depth and capital deployment.
Return
11.0% vs. 10.7%
Drawdown
5.5 pp shallower
Capital
15.7 pp less
Executive summary
In this S&P MidCap 400 cohort, the Timer combined a higher universe-median CAGR with broad defensive improvement across 364 full-result securities.
Return and defense moved in the same direction. The Timer produced the higher CAGR in 199 of 364 securities, the shallower max drawdown in 354, and lower capital deployed and lower volatility in all 364. In this cohort, the defensive objective did not require giving up universe-median return.
Universe scorecard
| Metric | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|
| CAGR | 11.0% | 10.7% | +0.3 pp |
| Max Drawdown | -47.9% | -53.4% | 5.5 pp less |
| Capital Deployed | 84.3% | 100.0% | 15.7 pp less |
| Volatility | 32.5% | 37.4% | 4.9 pp less |
| Sharpe Ratio | 0.51 | 0.49 | +0.02 |
Breadth of the effect
The positive result was broad enough to show up in both return and defense. The BTS Market Timer had the higher CAGR in 199 of 364 securities and the higher Sharpe ratio in 216. It had the shallower max drawdown in 354 and lower capital deployed and lower volatility in all 364. At the universe level, median CAGR was also higher at 11.0% versus 10.7%. That combination maps directly to the performance side of the BTS Market Timer’s design objective: preserve long-term compounding while reducing drawdown, volatility, and capital exposure.
| Metric | BTS advantage | Share of cohort | Median vs Buy & Hold |
|---|---|---|---|
| CAGR | 199 of 364 | 54.7% | +0.3 pp |
| Max Drawdown | 354 of 364 | 97.3% | 2.9 pp less |
| Capital Deployed | 364 of 364 | 100.0% | 15.7 pp less |
| Volatility | 364 of 364 | 100.0% | 3.3 pp less |
| Sharpe Ratio | 216 of 364 | 59.3% | +0.02 |
Where the BTS Market Timer added the most value
The strongest return and drawdown improvements came from different securities, which reinforces the breadth of the cohort result. Antero Midstream and Paylocity led the return advantages, while Viavi Solutions and Hilton Grand Vacations led the max drawdown improvements. The favorable outcome was not dependent on one or two standout names.
Largest CAGR advantages
| Stock | Company | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|---|
| AM | Antero Midstream | 45.8% | 29.6% | +16.2 pp |
| PCTY | Paylocity | 38.7% | 23.0% | +15.7 pp |
| MTSI | MACOM Technology Solutions Holdings | 26.5% | 11.1% | +15.4 pp |
| WING | Wingstop | 47.2% | 32.2% | +15.0 pp |
| FND | Floor & Decor Holdings | 28.8% | 14.0% | +14.8 pp |
Largest max drawdown improvements
| Stock | Company | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|---|
| VIAV | Viavi Solutions | -13.5% | -69.4% | 55.9 pp less |
| HGV | Hilton Grand Vacations | -35.0% | -69.8% | 34.9 pp less |
| SIRI | SiriusXM Holdings | -40.9% | -73.9% | 33.0 pp less |
| KRG | Kite Realty Group Trust | -33.3% | -60.2% | 26.9 pp less |
| WFRD | Weatherford International | -51.8% | -78.6% | 26.8 pp less |
Where Buy & Hold had the largest return advantage
Buy-and-hold had its largest CAGR advantage in SiTime, at 42.6% versus 23.2% for the BTS Market Timer, followed by XPO and Kinsale Capital Group. These exceptions show that the stock-level trade-off still matters even in a cohort where the BTS Market Timer had the higher median CAGR and more individual CAGR wins overall.
| Stock | Company | BTS Timer CAGR | Buy & Hold CAGR | vs Buy & Hold |
|---|---|---|---|---|
| SITM | SiTime | 23.2% | 42.6% | -19.4 pp |
| XPO | XPO | 17.9% | 32.2% | -14.3 pp |
| KNSL | Kinsale Capital Group | 25.1% | 35.8% | -10.7 pp |
| ELF | e.l.f. Beauty | 36.7% | 45.6% | -8.9 pp |
| IPGP | IPG Photonics | 5.6% | 14.2% | -8.6 pp |
How to interpret the trade-off
This cohort produced more than return preservation. The BTS Market Timer’s universe-median CAGR was higher at 11.0% versus 10.7%, while median max drawdown, volatility, and capital deployed were all lower. Return breadth also tilted positive: the BTS Market Timer had the higher CAGR in 199 of 364 full-result securities, compared with 165 for buy-and-hold.
The stock-level trade-off still exists. Buy-and-hold led 165 individual securities on CAGR, and some of those differences were large. The appropriate reading is therefore cohort-specific: in the S&P MidCap 400, the defensive objective coincided with a modestly higher median return, but individual outcomes still varied.
Capital exposure can remain substantial. Under normal strategy rules, the BTS Market Timer is designed not to sell a position at a loss relative to accepted average cost basis. That can extend holding periods and keep capital committed longer after conditions turn defensive, which is part of the trade-off reflected in these results.
Forced non-Natural events, such as delisting liquidation, are separate exceptions.
How the results are calculated
Stock-level Typical. For each security, Typical is the median result across all eligible rolling 5-year periods. Each period spans 60 complete calendar months and advances one month at a time.
Universe scorecard. The scorecard reports the median of the stock-level Typical values across the 364 securities with full results.
Matched comparison. For each security, the BTS Market Timer and the buy-and-hold benchmark begin on the same backtest start, defined as the first eligible BTS Market Timer Buy. Both use the same rolling-period boundaries. The buy-and-hold benchmark uses the total-return benchmark series specified in BTS Methodology. For why this matched benchmark is the relevant comparison, see How to Choose the Right Benchmark.
Open positions. Open positions remain in performance at market value through June 30, 2026. Positions still open at the cutoff are excluded only from completed-trade counts.
Coverage. The five-metric scorecard and breadth calculations include only securities with full results. Limited history means a security has an eligible backtest start but fewer than 60 complete eligible months, so no canonical Typical values are reported. No result means no eligible BTS Market Timer Buy occurred, so no matched performance comparison is reported.
Timing discipline. The BTS Market Timer replaces discretionary entry-point timing with a systematic process governed by its rules.
Study design. This is a constituent-level study, not a backtest of an investable S&P MidCap 400 portfolio. Each security is tested independently, and universe statistics summarize security-level results. The current S&P MidCap 400 cohort is used; historical index membership is not reconstructed.
Trade activity context
Trade activity is secondary context. Performance results are calculated from daily account values, not by averaging completed trades.
| Measure | S&P MidCap 400 |
|---|---|
| Completed trades analyzed | 23,238 |
| Securities with at least one completed trade | 398 of 400 |
| Median completed trades per cohort security | 54.0 |
| Median completed-trade duration | 14 daily bars |
| Median starting Position Size | 100.0% |
| Trades starting at 100.0% Position Size | 72.6% |
| Trades starting at 50.0% Position Size | 27.4% |
Related BTS Universal Market Timer research
- What is the BTS Universal Market Timer?
- BTS Universal Market Timer: User Guide
- BTS Universal Market Timer: Turning-Point Accuracy
- BTS Universal Market Timer Performance: Dow Industrials
- BTS Universal Market Timer Performance: Nasdaq-100
- BTS Universal Market Timer Performance: S&P 500
- BTS Universal Market Timer Performance: S&P SmallCap 600
Appendix A: constituent return and drawdown results
Appendices A and B include the 364 securities with full results. Thirty-five limited-history securities and one security with no result are excluded.
| Ticker | Company | Start | CAGR | Max DD | ||
|---|---|---|---|---|---|---|
| BTS | B&H | BTS | B&H | |||
| AA | Alcoa | 2018-05-16 | 12.2% | 14.7% | -59.9% | -75.5% |
| AAL | American Airlines | 2015-06-15 | -14.8% | -15.3% | -77.5% | -78.9% |
| AAON | AAON | 1995-01-20 | 23.5% | 20.6% | -41.0% | -42.1% |
| ACM | AECOM | 2008-11-06 | 13.5% | 9.9% | -37.5% | -51.5% |
| ADC | Agree Realty | 1995-10-17 | 8.8% | 12.3% | -29.7% | -30.6% |
| AEIS | Advanced Energy Industries | 1997-06-03 | 11.3% | 9.2% | -62.2% | -62.3% |
| AFG | American Financial Group | 1991-07-01 | 11.7% | 12.9% | -40.1% | -42.9% |
| AGCO | AGCO | 1993-10-19 | 8.4% | 8.8% | -52.8% | -54.1% |
| AIT | Applied Industrial Technologies | 1991-07-01 | 14.7% | 13.1% | -43.2% | -44.4% |
| ALK | Alaska Air | 1991-07-01 | 6.2% | 5.7% | -58.5% | -58.5% |
| ALLY | Ally Financial | 2015-08-05 | 17.8% | 10.0% | -64.6% | -66.2% |
| ALSN | Allison Transmission Holdings | 2013-09-30 | 10.8% | 9.7% | -45.5% | -46.3% |
| ALV | Autoliv | 1998-11-25 | 8.7% | 9.0% | -39.8% | -49.9% |
| AM | Antero Midstream | 2018-11-13 | 45.8% | 29.6% | -32.0% | -42.9% |
| AMG | Affiliated Managers Group | 1999-05-26 | 4.2% | 8.1% | -48.2% | -49.8% |
| AMH | American Homes 4 Rent | 2015-02-10 | 15.5% | 11.0% | -37.6% | -38.4% |
| AMKR | Amkor Technology | 1999-11-03 | 4.0% | 8.4% | -46.3% | -66.2% |
| AN | AutoNation | 1991-11-25 | 13.9% | 11.9% | -57.4% | -62.0% |
| ANF | Abercrombie & Fitch | 1998-04-07 | 1.4% | 1.4% | -66.1% | -72.4% |
| APG | APi Group | 2019-09-23 | 25.6% | 29.2% | -30.8% | -49.6% |
| APPF | AppFolio | 2016-12-30 | 24.1% | 18.8% | -50.8% | -55.4% |
| AR | Antero Resources | 2015-04-14 | 5.7% | 12.5% | -84.8% | -97.0% |
| ARMK | Aramark | 2015-06-16 | 0.7% | 3.6% | -72.3% | -72.3% |
| ARW | Arrow Electronics | 1991-07-01 | 11.4% | 7.1% | -52.1% | -52.8% |
| ARWR | Arrowhead Pharmaceuticals | 2005-07-26 | 13.1% | 2.2% | -87.0% | -89.0% |
| ASB | Associated Banc-Corp | 1991-07-01 | 6.4% | 8.1% | -41.8% | -44.9% |
| ASH | Ashland | 1991-07-01 | 8.5% | 9.7% | -44.6% | -48.0% |
| ATI | ATI | 1991-07-01 | 4.5% | 4.8% | -69.1% | -82.4% |
| ATR | AptarGroup | 1994-10-21 | 13.4% | 11.7% | -33.2% | -35.0% |
| AVAV | AeroVironment | 2008-08-01 | 16.0% | 14.7% | -55.4% | -58.7% |
| AVNT | Avient | 1991-07-01 | 5.1% | 3.5% | -66.3% | -74.9% |
| AVT | Avnet | 1991-07-01 | 5.4% | 4.6% | -52.1% | -55.3% |
| AVTR | Avantor | 2020-11-19 | -17.8% | -21.2% | -71.4% | -81.5% |
| AXTA | Axalta Coating Systems | 2016-06-08 | 5.0% | 2.4% | -56.8% | -56.9% |
| AYI | Acuity | 2003-06-26 | 11.3% | 12.1% | -56.7% | -57.4% |
| BAH | Booz Allen Hamilton | 2012-05-18 | 22.0% | 23.9% | -27.1% | -27.4% |
| BBWI | Bath & Body Works | 1991-07-01 | 11.4% | 9.1% | -51.5% | -65.4% |
| BC | Brunswick | 1991-07-01 | 8.9% | 7.6% | -57.9% | -60.4% |
| BCO | Brink’s | 1991-07-01 | 6.0% | 7.8% | -51.7% | -53.3% |
| BDC | Belden | 1995-05-30 | 7.1% | 3.2% | -67.0% | -67.7% |
| BHF | Brighthouse Financial | 2019-01-23 | 17.7% | 7.0% | -33.7% | -35.2% |
| BILL | BILL Holdings | 2021-06-16 | -24.0% | -27.7% | -81.4% | -90.7% |
| BIO | Bio-Rad Laboratories | 1991-07-01 | 16.4% | 14.4% | -35.5% | -43.1% |
| BJ | BJ’s Wholesale Club Holdings | 2019-12-30 | 25.6% | 19.3% | -24.2% | -27.3% |
| BKH | Black Hills | 1991-07-01 | 5.8% | 8.2% | -39.3% | -40.5% |
| BMRN | BioMarin Pharmaceutical | 2001-01-26 | 7.6% | 11.1% | -55.2% | -56.6% |
| BRKR | Bruker | 2002-02-19 | 11.6% | 13.7% | -43.2% | -47.1% |
| BRX | Brixmor Property Group | 2015-05-27 | 16.5% | 10.3% | -63.0% | -64.7% |
| BURL | Burlington Stores | 2015-04-14 | 5.7% | 8.2% | -68.9% | -68.9% |
| BWA | BorgWarner | 1995-02-10 | 5.7% | 7.8% | -54.3% | -55.6% |
| CACI | CACI International | 1991-07-01 | 16.6% | 17.0% | -36.9% | -40.6% |
| CAR | Avis | 1991-07-01 | 6.6% | 5.8% | -76.7% | -81.9% |
| CBSH | Commerce Bancshares | 1991-07-01 | 12.3% | 11.5% | -30.7% | -34.9% |
| CBT | Cabot | 1991-07-01 | 9.3% | 9.8% | -49.2% | -51.5% |
| CCK | Crown Holdings | 1991-07-01 | 8.9% | 9.1% | -43.7% | -48.3% |
| CDE | Coeur Mining | 1991-07-01 | -11.8% | -12.2% | -83.3% | -84.2% |
| CDP | COPT Defense Properties | 1993-07-19 | 4.7% | 6.7% | -32.4% | -48.7% |
| CELH | Celsius Holdings | 2016-09-27 | 80.3% | 80.1% | -46.3% | -62.5% |
| CFR | Cullen/Frost Bankers | 1991-07-01 | 12.4% | 11.9% | -38.9% | -40.6% |
| CG | Carlyle Group | 2013-11-08 | 15.3% | 14.7% | -49.6% | -56.7% |
| CGNX | Cognex | 1991-07-01 | 14.0% | 10.4% | -50.8% | -64.7% |
| CHDN | Churchill Downs | 1994-09-26 | 15.3% | 13.2% | -49.2% | -51.4% |
| CHE | Chemed | 1991-07-01 | 11.4% | 14.7% | -29.2% | -32.5% |
| CHH | Choice Hotels International | 1999-05-05 | 13.3% | 14.4% | -40.8% | -45.5% |
| CHWY | Chewy | 2020-12-15 | -6.7% | -21.1% | -69.6% | -84.3% |
| CLF | Cleveland-Cliffs | 1991-07-01 | 6.5% | 8.0% | -57.7% | -75.3% |
| CLH | Clean Harbors | 1991-07-01 | 16.7% | 16.0% | -50.3% | -64.5% |
| CMC | Commercial Metals | 1991-07-01 | 8.7% | 10.8% | -44.0% | -47.3% |
| CNH | CNH Industrial | 1998-05-07 | 5.3% | 5.2% | -58.1% | -65.8% |
| CNO | CNO Financial Group | 2005-03-17 | 10.3% | 9.0% | -51.4% | -53.9% |
| CNX | CNX Resources | 2000-10-26 | 3.7% | 4.3% | -64.0% | -72.7% |
| COKE | Coca-Cola Consolidated | 1991-07-01 | 11.0% | 12.7% | -42.8% | -44.4% |
| COLB | Columbia Banking System | 1993-12-30 | 6.0% | 9.8% | -41.2% | -52.8% |
| COLM | Columbia Sportswear | 1999-09-30 | 9.5% | 8.7% | -46.8% | -47.2% |
| CPRI | Capri Holdings | 2013-06-21 | -3.0% | -3.7% | -75.5% | -84.9% |
| CROX | Crocs | 2007-08-16 | 16.8% | 16.9% | -66.7% | -73.9% |
| CRS | Carpenter Technology | 1991-07-01 | 3.5% | 3.2% | -61.7% | -63.3% |
| CRUS | Cirrus Logic | 1991-07-01 | 16.3% | 9.9% | -70.5% | -71.0% |
| CSL | Carlisle Companies | 1991-07-01 | 16.7% | 16.3% | -37.4% | -38.7% |
| CTRE | CareTrust REIT | 2015-12-01 | 11.6% | 12.0% | -65.7% | -67.4% |
| CUBE | CubeSmart | 2006-05-02 | 11.7% | 14.0% | -36.1% | -37.0% |
| CUZ | Cousins Properties | 1991-07-23 | 6.9% | 9.0% | -28.9% | -39.7% |
| CVLT | Commvault Systems | 2008-03-28 | 6.0% | 5.3% | -45.7% | -61.2% |
| CW | Curtiss-Wright | 1991-07-01 | 13.4% | 16.4% | -31.3% | -34.0% |
| CXT | Crane NXT | 1991-07-01 | 10.6% | 10.4% | -48.5% | -50.9% |
| CYTK | Cytokinetics | 2005-11-29 | 12.4% | 11.7% | -76.1% | -76.4% |
| DAR | Darling Ingredients | 1996-03-26 | 15.5% | 14.2% | -57.5% | -66.8% |
| DBX | Dropbox | 2019-09-25 | 14.3% | 5.5% | -41.9% | -41.5% |
| DCI | Donaldson | 1991-07-01 | 13.5% | 12.5% | -35.2% | -37.8% |
| DINO | HF Sinclair | 1991-07-01 | 11.1% | 9.8% | -54.0% | -57.4% |
| DKS | Dick’s Sporting Goods | 2004-04-28 | 15.6% | 14.0% | -62.3% | -65.9% |
| DLB | Dolby Laboratories | 2006-09-07 | 8.2% | 6.4% | -36.8% | -37.7% |
| DOCU | DocuSign | 2019-10-30 | -15.0% | -19.0% | -87.6% | -87.6% |
| DT | Dynatrace | 2021-02-23 | 2.8% | -5.6% | -40.8% | -61.8% |
| DY | Dycom Industries | 1991-07-01 | 11.2% | 10.7% | -64.7% | -75.2% |
| EEFT | Euronet Worldwide | 1998-10-01 | 12.8% | 13.2% | -58.9% | -59.6% |
| EGP | EastGroup Properties | 1991-07-01 | 13.7% | 15.7% | -22.3% | -25.0% |
| EHC | Encompass Health | 1991-07-01 | 8.8% | 9.3% | -53.3% | -63.1% |
| ELAN | Elanco Animal Health | 2020-04-21 | -0.7% | -6.6% | -64.0% | -78.0% |
| ELF | e.l.f. Beauty | 2018-03-26 | 36.7% | 45.6% | -54.3% | -61.2% |
| ELS | Equity LifeStyle Properties | 1994-08-26 | 16.5% | 15.7% | -20.2% | -23.5% |
| ENS | EnerSys | 2006-02-08 | 16.4% | 10.5% | -42.5% | -55.2% |
| ENSG | Ensign Group | 2009-07-06 | 22.3% | 27.1% | -31.9% | -40.5% |
| ENTG | Entegris | 2002-01-15 | 17.8% | 17.6% | -46.5% | -59.0% |
| EPR | EPR Properties | 1999-05-26 | 7.1% | 11.0% | -35.1% | -36.6% |
| EQH | Equitable Holdings | 2019-12-02 | 25.8% | 19.1% | -30.0% | -35.1% |
| ESNT | Essent Group | 2015-05-27 | 5.1% | 6.9% | -63.7% | -64.7% |
| EVR | Evercore | 2008-03-03 | 17.8% | 19.1% | -45.0% | -49.6% |
| EWBC | East West Bancorp | 2000-08-11 | 14.2% | 12.7% | -53.1% | -55.0% |
| EXEL | Exelixis | 2001-11-29 | 6.0% | 1.4% | -63.9% | -70.7% |
| EXLS | ExlService Holdings | 2008-05-08 | 22.0% | 18.0% | -29.8% | -33.3% |
| EXP | Eagle Materials | 1995-10-17 | 15.6% | 14.5% | -50.0% | -54.9% |
| EXPO | Exponent | 1992-03-04 | 23.8% | 20.7% | -35.2% | -35.2% |
| FAF | First American Financial | 2011-11-28 | 11.0% | 10.7% | -49.8% | -50.1% |
| FBIN | Fortune Brands Innovations | 2013-06-03 | 12.2% | 7.7% | -49.3% | -52.1% |
| FCFS | FirstCash Holdings | 1992-12-10 | 9.8% | 12.4% | -47.2% | -50.2% |
| FCN | FTI Consulting | 1997-11-11 | 22.5% | 15.8% | -47.7% | -48.3% |
| FFIN | First Financial Bankshares | 1995-05-05 | 19.9% | 14.7% | -27.8% | -34.7% |
| FHI | Federated Hermes | 1999-11-24 | 7.4% | 6.8% | -41.8% | -46.8% |
| FHN | First Horizon | 1991-07-01 | 5.5% | 8.1% | -43.7% | -60.8% |
| FIVE | Five Below | 2014-01-27 | 28.4% | 21.5% | -64.1% | -64.6% |
| FLG | Flagstar Bank National Association | 1995-05-30 | 3.2% | 5.0% | -39.0% | -48.6% |
| FLR | Fluor | 2002-06-12 | 0.3% | 1.5% | -64.5% | -70.0% |
| FLS | Flowserve | 1991-07-01 | 7.5% | 7.9% | -56.8% | -64.8% |
| FN | Fabrinet | 2011-12-29 | 39.5% | 26.2% | -37.9% | -48.3% |
| FNB | F.N.B. Corporation | 1991-07-01 | 5.4% | 8.7% | -31.9% | -38.1% |
| FND | Floor & Decor Holdings | 2018-11-13 | 28.8% | 14.0% | -33.8% | -57.3% |
| FNF | Fidelity National Financial | 2007-05-01 | 17.4% | 16.8% | -25.8% | -36.7% |
| FR | First Industrial Realty Trust | 1995-12-28 | 12.0% | 13.7% | -33.4% | -40.1% |
| FTI | TechnipFMC | 2018-07-23 | 18.9% | 17.8% | -64.5% | -74.5% |
| G | Genpact | 2009-02-18 | 10.4% | 10.8% | -35.4% | -41.3% |
| GAP | Gap | 1991-07-01 | 5.6% | 4.6% | -58.0% | -61.5% |
| GATX | GATX | 1991-07-01 | 12.8% | 11.0% | -41.9% | -44.1% |
| GBCI | Glacier Bancorp | 1991-07-23 | 16.3% | 14.5% | -42.1% | -42.1% |
| GEF | Greif | 1991-07-01 | 6.9% | 7.9% | -44.7% | -53.5% |
| GGG | Graco | 1991-07-01 | 16.9% | 18.8% | -28.5% | -31.9% |
| GHC | Graham Holdings | 1991-07-01 | 10.0% | 9.6% | -28.3% | -40.1% |
| GLPI | Gaming and Leisure Properties | 2015-05-27 | 12.2% | 12.7% | -68.2% | -69.4% |
| GME | GameStop | 2003-08-25 | 7.9% | 9.3% | -72.4% | -72.8% |
| GMED | Globus Medical | 2014-03-14 | 11.1% | 11.8% | -41.0% | -41.1% |
| GNTX | Gentex | 1991-07-01 | 16.1% | 12.2% | -44.9% | -50.4% |
| GPK | Graphic Packaging Holding Company | 1994-06-20 | 7.1% | 5.4% | -74.5% | -74.6% |
| GWRE | Guidewire Software | 2013-08-07 | 16.1% | 11.9% | -37.0% | -47.5% |
| H | Hyatt Hotels | 2011-05-23 | 11.4% | 9.4% | -42.0% | -43.9% |
| HAE | Haemonetics | 1992-11-17 | 9.5% | 7.1% | -41.9% | -43.0% |
| HALO | Halozyme Therapeutics | 2005-09-14 | 18.4% | 16.4% | -62.7% | -67.8% |
| HGV | Hilton Grand Vacations | 2018-06-22 | 8.2% | 6.0% | -35.0% | -69.8% |
| HIMS | Hims & Hers Health | 2021-03-19 | 24.7% | 14.8% | -77.5% | -79.7% |
| HL | Hecla Mining | 1991-07-01 | 0.7% | -1.1% | -79.3% | -80.4% |
| HLI | Houlihan Lokey | 2017-03-08 | 32.6% | 23.3% | -19.0% | -36.6% |
| HLNE | Hamilton Lane | 2018-08-31 | 20.2% | 19.3% | -38.6% | -48.5% |
| HOG | Harley-Davidson | 1991-07-01 | 3.7% | 3.9% | -43.2% | -47.5% |
| HOMB | Home BancShares | 2007-12-28 | 10.2% | 12.3% | -28.1% | -45.4% |
| HQY | HealthEquity | 2016-02-03 | 5.3% | 5.6% | -56.8% | -59.6% |
| HR | Healthcare Realty Trust | 2013-12-06 | 2.5% | 2.6% | -34.5% | -38.8% |
| HRB | H&R Block | 1991-07-01 | 5.5% | 7.4% | -45.6% | -48.6% |
| HWC | Hancock Whitney | 1992-12-10 | 7.1% | 8.0% | -39.1% | -41.9% |
| HXL | Hexcel | 1991-07-01 | 8.7% | 7.4% | -67.3% | -74.2% |
| IBOC | International Bancshares | 1997-04-11 | 9.7% | 10.9% | -35.6% | -39.1% |
| IDA | IDACORP | 1991-07-01 | 9.8% | 9.4% | -27.3% | -31.8% |
| IDCC | InterDigital | 1991-07-01 | 11.1% | 9.9% | -58.7% | -64.9% |
| IESC | IES Holdings | 1999-08-19 | 9.8% | 10.7% | -53.6% | -57.8% |
| ILMN | Illumina | 2002-02-06 | 20.9% | 23.8% | -54.4% | -59.4% |
| INGR | Ingredion | 1999-06-15 | 11.1% | 12.4% | -39.7% | -39.8% |
| IPGP | IPG Photonics | 2008-06-27 | 5.6% | 14.2% | -57.8% | -61.0% |
| IRT | Independence Realty Trust | 2015-03-11 | 12.5% | 16.0% | -52.8% | -56.4% |
| ITT | ITT | 1991-07-01 | 16.0% | 16.5% | -34.0% | -38.2% |
| JAZZ | Jazz Pharmaceuticals | 2008-12-02 | 2.9% | 3.0% | -50.0% | -49.9% |
| JEF | Jefferies Financial Group | 1991-07-01 | 8.9% | 12.2% | -43.6% | -48.6% |
| JLL | Jones Lang LaSalle | 1999-01-22 | 11.5% | 11.1% | -53.0% | -54.0% |
| KBH | KB Home | 1991-07-01 | 9.5% | 10.5% | -51.6% | -60.7% |
| KBR | KBR | 2008-05-22 | 9.9% | 7.5% | -44.1% | -58.0% |
| KEX | Kirby | 1991-07-01 | 10.2% | 7.6% | -43.6% | -42.7% |
| KNSL | Kinsale Capital Group | 2018-01-31 | 25.1% | 35.8% | -32.7% | -38.2% |
| KNX | Knight-Swift Transportation Holdings | 2012-06-26 | 9.4% | 8.7% | -53.0% | -51.6% |
| KRC | Kilroy Realty | 1998-08-04 | 5.2% | 7.0% | -43.6% | -46.0% |
| KRG | Kite Realty Group Trust | 2006-03-07 | 3.4% | 5.1% | -33.3% | -60.2% |
| KRYS | Krystal Biotech | 2019-04-10 | 25.7% | 32.0% | -51.3% | -53.4% |
| KTOS | Kratos Defense & Security Solutions | 2001-05-24 | -0.6% | -2.1% | -47.4% | -72.7% |
| LAD | Lithia Motors | 1998-07-22 | 14.2% | 15.4% | -60.3% | -61.2% |
| LAMR | Lamar Advertising | 1998-03-24 | 11.0% | 10.6% | -59.1% | -60.8% |
| LEA | Lear | 2011-05-23 | 1.8% | 3.6% | -52.7% | -54.5% |
| LECO | Lincoln Electric Holdings | 1996-12-31 | 14.0% | 14.2% | -37.5% | -38.9% |
| LFUS | Littelfuse | 1994-03-22 | 10.1% | 10.6% | -50.7% | -53.4% |
| LIVN | LivaNova | 1994-08-22 | 9.1% | 6.8% | -68.3% | -68.3% |
| LNTH | Lantheus Holdings | 2016-12-30 | 28.2% | 33.6% | -68.5% | -68.5% |
| LOPE | Grand Canyon Education | 2010-06-02 | 9.8% | 16.0% | -39.1% | -39.2% |
| LPX | Louisiana-Pacific | 1991-07-01 | 6.9% | 9.7% | -51.8% | -59.5% |
| LSCC | Lattice Semiconductor | 1991-07-01 | 11.5% | 9.3% | -63.5% | -63.5% |
| LSTR | Landstar System | 1994-09-01 | 13.9% | 13.3% | -28.6% | -31.0% |
| M | Macy’s | 1993-08-09 | 1.4% | 2.7% | -58.7% | -68.4% |
| MANH | Manhattan Associates | 1999-10-27 | 13.1% | 16.4% | -55.1% | -55.1% |
| MAT | Mattel | 1991-07-01 | 3.8% | 4.4% | -41.7% | -57.6% |
| MEDP | Medpace Holdings | 2018-02-28 | 48.0% | 34.4% | -35.7% | -42.9% |
| MIDD | Middleby | 1993-08-02 | 15.0% | 12.3% | -62.7% | -62.7% |
| MKSI | MKS | 2000-09-26 | 8.3% | 7.2% | -54.2% | -57.5% |
| MLI | Mueller Industries | 1992-08-25 | 10.5% | 10.1% | -44.7% | -46.2% |
| MMS | MAXIMUS | 1998-12-11 | 9.0% | 9.5% | -36.5% | -40.4% |
| MOG.A | Moog | 1991-07-23 | 13.1% | 13.0% | -48.7% | -49.1% |
| MOH | Molina Healthcare | 2005-01-03 | 18.2% | 21.0% | -45.7% | -49.3% |
| MORN | Morningstar | 2006-11-27 | 14.4% | 11.8% | -35.4% | -35.4% |
| MSA | MSA Safety | 1991-09-04 | 15.7% | 13.8% | -34.7% | -37.5% |
| MSM | MSC Industrial Direct | 1997-07-29 | 9.7% | 8.7% | -43.4% | -46.1% |
| MTDR | Matador Resources | 2013-08-07 | 12.9% | 13.2% | -94.5% | -94.5% |
| MTG | MGIC Investment | 1993-02-10 | 6.0% | 7.6% | -55.8% | -65.6% |
| MTN | Vail Resorts | 1998-08-11 | 11.0% | 11.5% | -49.9% | -53.8% |
| MTSI | MACOM Technology Solutions Holdings | 2013-09-30 | 26.5% | 11.1% | -67.1% | -74.2% |
| MTZ | MasTec | 1991-07-01 | 14.1% | 14.3% | -61.0% | -67.9% |
| MUR | Murphy Oil | 1991-07-01 | 6.7% | 9.7% | -44.0% | -58.5% |
| MUSA | Murphy USA | 2015-03-11 | 31.2% | 28.6% | -32.2% | -32.6% |
| MZTI | Marzetti | 1991-07-01 | 12.9% | 9.9% | -34.1% | -35.0% |
| NBIX | Neurocrine Biosciences | 1997-11-25 | 15.4% | 13.2% | -48.0% | -48.0% |
| NEU | NewMarket | 1991-07-01 | 5.5% | 8.1% | -38.1% | -47.1% |
| NFG | National Fuel Gas | 1991-07-01 | 6.9% | 8.5% | -37.7% | -44.3% |
| NJR | New Jersey Resources | 1991-07-01 | 13.8% | 12.7% | -21.3% | -21.2% |
| NLY | Annaly Capital Management | 1999-05-05 | 2.6% | 6.7% | -17.6% | -41.0% |
| NNN | NNN REIT | 1991-07-01 | 10.3% | 11.3% | -28.5% | -29.2% |
| NOV | NOV | 1998-05-07 | 4.1% | 5.2% | -67.3% | -68.1% |
| NOVT | Novanta | 1997-04-11 | 14.6% | 10.1% | -53.8% | -54.4% |
| NTNX | Nutanix | 2018-04-10 | 7.6% | 10.6% | -63.4% | -68.7% |
| NVST | Envista Holdings | 2021-03-19 | -6.8% | -9.6% | -61.9% | -71.0% |
| NVT | nVent Electric | 2019-10-23 | 35.9% | 36.4% | -46.4% | -46.7% |
| NWE | NorthWestern Energy Group | 2006-06-06 | 7.1% | 8.8% | -23.8% | -26.2% |
| NXST | Nexstar Media Group | 2005-06-09 | 19.2% | 20.8% | -64.0% | -64.6% |
| NYT | New York Times Company | 1991-07-01 | 12.3% | 10.4% | -33.9% | -47.8% |
| OC | Owens Corning | 2008-03-28 | 13.0% | 12.0% | -52.7% | -54.2% |
| OGE | OGE Energy | 1991-07-01 | 9.4% | 9.2% | -32.9% | -39.5% |
| OGS | ONE Gas | 2015-07-27 | 4.3% | 4.4% | -28.8% | -31.2% |
| OHI | Omega Healthcare Investors | 1994-02-11 | 8.2% | 12.0% | -30.0% | -44.3% |
| OKTA | Okta | 2018-10-10 | -8.2% | -8.0% | -83.9% | -84.6% |
| OLED | Universal Display | 1997-10-27 | 20.4% | 13.3% | -61.0% | -65.0% |
| OLLI | Ollie’s Bargain Outlet Holdings | 2017-01-20 | 6.5% | 3.6% | -64.5% | -66.2% |
| OLN | Olin | 1991-07-01 | 4.8% | 7.3% | -52.9% | -58.9% |
| ONB | Old National Bancorp | 1991-07-01 | 4.7% | 4.9% | -27.5% | -36.3% |
| ONTO | Onto Innovation | 1996-10-01 | 13.5% | 12.3% | -62.8% | -62.8% |
| OPCH | Option Care Health | 1998-03-24 | 3.2% | 5.9% | -65.6% | -83.3% |
| ORA | Ormat Technologies | 2006-06-06 | 7.9% | 7.9% | -41.7% | -49.7% |
| ORI | Old Republic International | 1991-07-01 | 10.6% | 13.1% | -43.7% | -47.8% |
| OSK | Oshkosh | 1991-07-01 | 14.9% | 14.5% | -46.4% | -47.8% |
| OVV | Ovintiv | 2003-03-05 | -2.9% | -3.6% | -63.4% | -81.0% |
| OZK | Bank OZK | 1999-01-22 | 11.6% | 16.5% | -45.1% | -49.9% |
| P | Everpure | 2017-04-13 | 28.6% | 22.3% | -57.2% | -57.2% |
| PAG | Penske Automotive Group | 1998-04-24 | 17.0% | 17.6% | -56.4% | -60.0% |
| PB | Prosperity Bancshares | 2000-06-07 | 9.7% | 7.8% | -40.9% | -42.3% |
| PBF | PBF Energy | 2014-06-25 | 12.3% | 4.7% | -84.6% | -88.5% |
| PCTY | Paylocity | 2015-09-21 | 38.7% | 23.0% | -38.5% | -50.6% |
| PEGA | Pegasystems | 1998-03-24 | 17.6% | 15.3% | -55.6% | -58.7% |
| PEN | Penumbra | 2017-04-03 | 15.7% | 9.5% | -47.1% | -62.6% |
| PFGC | Performance Food Group | 2017-04-03 | 24.2% | 13.5% | -77.9% | -78.8% |
| PII | Polaris | 1991-07-01 | 11.1% | 11.7% | -54.6% | -55.3% |
| PINS | 2020-10-19 | -7.1% | -21.0% | -65.6% | -80.8% | |
| PK | Park Hotels & Resorts | 2018-06-22 | -3.2% | -4.7% | -69.8% | -81.0% |
| PLNT | Planet Fitness | 2017-03-08 | 16.6% | 7.1% | -67.3% | -68.7% |
| PNFP | Pinnacle Financial Partners | 2002-03-26 | 10.8% | 10.6% | -49.7% | -53.6% |
| POR | Portland General Electric | 2007-10-22 | 7.9% | 9.5% | -25.2% | -27.5% |
| POST | Post Holdings | 2013-08-07 | 11.0% | 10.2% | -36.5% | -36.6% |
| PPC | Pilgrim’s Pride | 1991-07-01 | 7.7% | 9.9% | -63.5% | -64.3% |
| PR | Permian Resources | 2017-10-24 | 25.8% | 25.6% | -95.2% | -95.7% |
| PRI | Primerica | 2011-09-29 | 24.2% | 20.6% | -49.1% | -50.6% |
| PSN | Parsons | 2020-11-19 | 8.4% | 9.7% | -53.4% | -53.5% |
| PVH | PVH | 1991-07-01 | 5.9% | 5.2% | -63.3% | -64.7% |
| QLYS | Qualys | 2014-04-07 | 16.6% | 16.5% | -36.9% | -40.7% |
| R | Ryder System | 1991-07-01 | 6.3% | 7.2% | -50.6% | -51.3% |
| RBA | RB Global | 1999-09-09 | 14.9% | 14.2% | -31.8% | -39.0% |
| RBC | RBC Bearings | 2007-02-13 | 18.5% | 17.3% | -26.8% | -35.5% |
| REXR | Rexford Industrial Realty | 2015-02-10 | 10.8% | 14.9% | -35.3% | -39.9% |
| RGA | Reinsurance Group of America | 1994-11-02 | 7.4% | 8.2% | -59.3% | -59.8% |
| RGEN | Repligen | 1991-07-01 | 22.2% | 14.7% | -52.6% | -64.8% |
| RGLD | Royal Gold | 1994-03-22 | 16.1% | 11.7% | -53.5% | -59.9% |
| RH | RH | 2014-05-07 | 18.5% | 18.9% | -70.8% | -71.3% |
| RLI | RLI | 1991-07-01 | 16.1% | 17.6% | -24.6% | -30.2% |
| RMBS | Rambus | 1998-11-25 | 3.1% | 4.4% | -56.5% | -78.1% |
| RNR | RenaissanceRe Holdings | 1997-01-28 | 10.0% | 11.4% | -33.0% | -33.5% |
| ROKU | Roku | 2019-04-10 | -5.1% | -11.1% | -91.6% | -91.9% |
| RPM | RPM International | 1991-07-01 | 11.4% | 11.2% | -35.7% | -38.7% |
| RRC | Range Resources | 1994-05-24 | 9.6% | 9.9% | -68.4% | -77.3% |
| RRX | Regal Rexnord | 1991-07-01 | 13.6% | 11.4% | -39.8% | -43.1% |
| RS | Reliance | 1996-03-26 | 15.0% | 14.4% | -41.5% | -41.8% |
| RYN | Rayonier | 1995-08-22 | 9.4% | 9.2% | -38.2% | -42.8% |
| SAIA | Saia | 2004-03-12 | 16.6% | 23.9% | -60.9% | -60.9% |
| SAIC | Science Applications International | 2015-03-25 | 12.3% | 9.0% | -44.2% | -45.9% |
| SAM | Boston Beer Company | 1997-06-03 | 16.6% | 17.7% | -52.7% | -59.1% |
| SANM | Sanmina | 1994-10-14 | 7.3% | 6.4% | -68.1% | -68.2% |
| SBRA | Sabra Health Care REIT | 2004-12-08 | 4.3% | 4.2% | -54.9% | -59.3% |
| SCI | Service Corporation International | 1991-07-01 | 15.5% | 14.3% | -32.2% | -34.0% |
| SEIC | SEI Investments | 1991-07-01 | 11.7% | 11.9% | -45.0% | -47.2% |
| SF | Stifel Financial | 1991-07-01 | 19.9% | 14.1% | -46.8% | -50.1% |
| SFM | Sprouts Farmers Market | 2015-02-10 | 8.5% | 9.3% | -54.7% | -54.2% |
| SGI | Somnigroup International | 2005-06-24 | 20.8% | 18.2% | -72.7% | -74.9% |
| SIGI | Selective Insurance Group | 1991-07-01 | 13.5% | 13.0% | -35.4% | -36.1% |
| SIRI | SiriusXM Holdings | 1996-03-26 | 1.8% | -4.4% | -40.9% | -73.9% |
| SITM | SiTime | 2021-06-02 | 23.2% | 42.6% | -62.1% | -78.1% |
| SLAB | Silicon Laboratories | 2001-11-29 | 9.3% | 6.5% | -43.6% | -46.4% |
| SLGN | Silgan Holdings | 1998-08-21 | 14.5% | 13.5% | -28.6% | -29.5% |
| SLM | SLM | 1991-07-01 | 14.5% | 15.3% | -47.3% | -49.7% |
| SMG | Scotts Miracle-Gro Company | 1993-08-02 | 9.7% | 11.0% | -37.8% | -39.4% |
| SMTC | Semtech | 1992-07-28 | 11.9% | 8.9% | -60.1% | -62.9% |
| SNX | TD SYNNEX | 2005-06-09 | 14.8% | 15.6% | -56.4% | -55.9% |
| SON | Sonoco Products | 1991-07-01 | 7.4% | 7.1% | -39.0% | -41.2% |
| SPXC | SPX Technologies | 1991-07-01 | 14.5% | 13.6% | -52.8% | -57.2% |
| SR | Spire | 1991-07-01 | 9.5% | 8.8% | -23.6% | -26.1% |
| SSB | SouthState Bank | 1998-08-04 | 12.8% | 7.9% | -33.2% | -39.3% |
| SSD | Simpson Manufacturing | 1995-11-28 | 15.4% | 14.7% | -39.3% | -43.5% |
| ST | Sensata Technologies | 2011-09-29 | 0.9% | -0.2% | -57.2% | -57.4% |
| STAG | STAG Industrial | 2012-10-22 | 13.4% | 10.7% | -42.9% | -45.1% |
| STRL | Sterling Infrastructure | 1993-01-21 | 7.2% | 12.1% | -63.4% | -67.9% |
| STWD | Starwood Property Trust | 2011-02-23 | 8.5% | 9.5% | -26.9% | -29.7% |
| SUI | Sun Communities | 1995-06-27 | 9.7% | 11.5% | -21.5% | -28.0% |
| SWX | Southwest Gas Holdings | 1991-07-01 | 8.3% | 9.4% | -37.5% | -39.9% |
| SYNA | Synaptics | 2003-08-06 | 13.8% | 12.3% | -61.8% | -64.4% |
| TCBI | Texas Capital Bancshares | 2005-02-18 | 9.9% | 8.1% | -69.0% | -69.1% |
| TEX | Terex | 1991-07-01 | 7.5% | 8.6% | -67.1% | -67.7% |
| THC | Tenet Healthcare | 1991-07-01 | 4.6% | 2.5% | -71.7% | -71.7% |
| THG | Hanover Insurance Group | 1997-04-11 | 8.4% | 7.9% | -37.9% | -40.0% |
| THO | Thor Industries | 1991-08-16 | 14.1% | 14.1% | -50.5% | -52.0% |
| TKR | Timken | 1991-07-01 | 7.8% | 9.5% | -44.1% | -51.0% |
| TNL | Travel + Leisure | 2008-02-07 | 11.2% | 14.0% | -44.0% | -46.3% |
| TOL | Toll Brothers | 1991-07-01 | 10.5% | 12.1% | -48.7% | -49.0% |
| TREX | Trex | 2000-10-04 | 21.8% | 19.0% | -46.6% | -68.4% |
| TRU | TransUnion | 2016-12-30 | 3.9% | 2.2% | -64.5% | -64.9% |
| TTC | Toro | 1991-07-01 | 15.9% | 15.9% | -33.0% | -35.2% |
| TTEK | Tetra Tech | 1993-06-21 | 13.6% | 11.8% | -45.1% | -49.0% |
| TTMI | TTM Technologies | 2002-04-03 | 6.8% | 4.1% | -56.2% | -62.9% |
| TWLO | Twilio | 2017-12-27 | -7.6% | -9.8% | -88.9% | -90.4% |
| TXNM | TXNM Energy | 1991-07-01 | 10.9% | 11.1% | -40.1% | -41.1% |
| TXRH | Texas Roadhouse | 2006-04-10 | 16.4% | 19.3% | -32.5% | -34.4% |
| UBSI | United Bankshares | 1991-07-01 | 7.7% | 8.1% | -34.7% | -38.1% |
| UFPI | UFP Industries | 1995-05-19 | 14.6% | 14.8% | -43.8% | -45.7% |
| UGI | UGI | 1991-07-01 | 9.3% | 10.8% | -29.0% | -30.2% |
| UMBF | UMB Financial | 1991-07-23 | 8.9% | 8.6% | -38.2% | -38.9% |
| UNM | Unum Group | 1991-07-01 | 4.2% | 5.0% | -59.6% | -70.3% |
| USFD | US Foods | 2017-11-30 | 7.1% | 9.0% | -76.9% | -77.1% |
| UTHR | United Therapeutics | 2000-12-13 | 16.1% | 16.6% | -45.8% | -47.9% |
| VC | Visteon | 2012-04-10 | 9.7% | 6.7% | -58.1% | -60.9% |
| VFC | VF Corporation | 1991-07-01 | 9.2% | 11.2% | -50.7% | -52.5% |
| VIAV | Viavi Solutions | 1995-05-19 | 0.2% | -1.0% | -13.5% | -69.4% |
| VICR | Vicor | 1991-10-10 | 6.6% | 3.0% | -69.1% | -74.7% |
| VLY | Valley National Bancorp | 1991-07-01 | 4.5% | 6.1% | -22.8% | -31.5% |
| VMI | Valmont Industries | 1991-07-01 | 15.8% | 13.1% | -43.5% | -45.2% |
| VNO | Vornado Realty Trust | 1991-07-01 | 6.4% | 8.1% | -42.8% | -43.5% |
| VNOM | Viper Energy | 2015-12-21 | 11.2% | 16.1% | -80.9% | -87.0% |
| VOYA | Voya Financial | 2014-12-01 | 12.7% | 9.2% | -51.9% | -52.2% |
| VVV | Valvoline | 2018-04-10 | 16.0% | 13.2% | -57.0% | -60.4% |
| WAL | Western Alliance Bancorporation | 2007-01-03 | 16.1% | 15.7% | -63.1% | -64.5% |
| WCC | WESCO International | 2000-11-21 | 12.8% | 12.8% | -56.8% | -65.7% |
| WEX | WEX | 2006-09-07 | 12.8% | 12.2% | -53.1% | -53.2% |
| WFRD | Weatherford International | 1991-07-01 | 2.2% | 4.6% | -51.8% | -78.6% |
| WH | Wyndham Hotels & Resorts | 2019-12-02 | 22.8% | 11.6% | -23.7% | -37.2% |
| WHR | Whirlpool | 1991-07-01 | 5.8% | 5.8% | -47.0% | -53.5% |
| WING | Wingstop | 2016-12-30 | 47.2% | 32.2% | -51.9% | -61.1% |
| WLK | Westlake | 2006-03-07 | 12.0% | 15.0% | -52.9% | -58.3% |
| WMS | Advanced Drainage Systems | 2016-02-03 | 35.8% | 35.9% | -51.0% | -53.6% |
| WPC | W. P. Carey | 1999-08-19 | 8.8% | 11.9% | -31.7% | -36.8% |
| WSO | Watsco | 1991-07-01 | 18.0% | 18.9% | -32.5% | -33.0% |
| WTFC | Wintrust Financial | 1998-03-24 | 10.5% | 9.8% | -41.7% | -43.4% |
| WTRG | Essential Utilities | 1991-07-01 | 10.5% | 13.6% | -37.0% | -34.5% |
| WTS | Watts Water Technologies | 1991-07-01 | 10.9% | 11.3% | -37.3% | -43.5% |
| WWD | Woodward | 1995-10-17 | 17.5% | 16.0% | -59.1% | -60.6% |
| XPO | XPO | 2008-01-02 | 17.9% | 32.2% | -61.3% | -61.3% |
| XRAY | DENTSPLY SIRONA | 1991-07-01 | 8.3% | 8.0% | -40.0% | -41.1% |
| YETI | YETI Holdings | 2020-05-04 | -2.2% | -7.7% | -49.4% | -75.0% |
| ZION | Zions Bancorporation NA | 1991-07-01 | 9.8% | 9.2% | -41.0% | -51.8% |
Appendix B: constituent capital, volatility, and Sharpe ratio results
Buy-and-hold capital deployed is 100% by construction and is omitted from the table.
| Ticker | BTS Capital | Volatility | Sharpe | ||
|---|---|---|---|---|---|
| BTS | B&H | BTS | B&H | ||
| AA | 73.2% | 44.1% | 61.6% | 0.48 | 0.53 |
| AAL | 94.8% | 54.4% | 58.4% | -0.02 | 0.01 |
| AAON | 81.8% | 38.7% | 40.7% | 0.82 | 0.69 |
| ACM | 76.4% | 27.0% | 32.5% | 0.61 | 0.45 |
| ADC | 80.6% | 19.8% | 24.2% | 0.51 | 0.58 |
| AEIS | 95.7% | 47.6% | 48.3% | 0.47 | 0.44 |
| AFG | 84.2% | 25.9% | 29.6% | 0.58 | 0.54 |
| AGCO | 91.2% | 37.6% | 40.1% | 0.41 | 0.42 |
| AIT | 83.9% | 32.1% | 34.9% | 0.65 | 0.57 |
| ALK | 92.4% | 41.2% | 42.7% | 0.36 | 0.35 |
| ALLY | 80.3% | 38.4% | 42.0% | 0.61 | 0.44 |
| ALSN | 86.8% | 28.6% | 30.3% | 0.54 | 0.48 |
| ALV | 85.9% | 29.5% | 33.5% | 0.43 | 0.42 |
| AM | 68.6% | 31.5% | 41.4% | 1.51 | 0.99 |
| AMG | 87.8% | 32.9% | 36.8% | 0.31 | 0.42 |
| AMH | 73.5% | 22.4% | 24.9% | 0.74 | 0.54 |
| AMKR | 55.5% | 33.4% | 55.7% | 0.29 | 0.43 |
| AN | 94.3% | 39.0% | 41.9% | 0.57 | 0.51 |
| ANF | 88.1% | 43.3% | 51.7% | 0.29 | 0.31 |
| APG | 76.2% | 28.7% | 33.0% | 0.96 | 0.91 |
| APPF | 87.8% | 45.5% | 47.7% | 0.71 | 0.59 |
| AR | 73.1% | 45.5% | 72.2% | 0.35 | 0.53 |
| ARMK | 95.2% | 42.8% | 43.9% | 0.24 | 0.29 |
| ARW | 85.7% | 30.3% | 33.3% | 0.52 | 0.38 |
| ARWR | 93.8% | 77.3% | 82.2% | 0.56 | 0.43 |
| ASB | 83.0% | 25.7% | 30.4% | 0.38 | 0.43 |
| ASH | 85.5% | 24.1% | 26.7% | 0.47 | 0.49 |
| ATI | 80.9% | 38.7% | 52.2% | 0.32 | 0.36 |
| ATR | 82.9% | 23.2% | 24.3% | 0.65 | 0.57 |
| AVAV | 91.0% | 39.3% | 44.3% | 0.57 | 0.52 |
| AVNT | 80.3% | 39.3% | 44.8% | 0.33 | 0.34 |
| AVT | 90.7% | 31.9% | 34.8% | 0.34 | 0.31 |
| AVTR | 77.2% | 33.0% | 39.1% | -0.42 | -0.41 |
| AXTA | 82.6% | 32.0% | 35.3% | 0.32 | 0.23 |
| AYI | 84.6% | 36.5% | 39.5% | 0.49 | 0.49 |
| BAH | 76.5% | 23.3% | 26.3% | 0.99 | 0.96 |
| BBWI | 79.5% | 34.7% | 39.5% | 0.49 | 0.44 |
| BC | 89.0% | 35.5% | 37.8% | 0.43 | 0.39 |
| BCO | 89.6% | 32.7% | 34.4% | 0.34 | 0.39 |
| BDC | 90.4% | 44.0% | 45.1% | 0.39 | 0.32 |
| BHF | 82.2% | 41.1% | 45.4% | 0.61 | 0.39 |
| BILL | 86.3% | 58.6% | 70.5% | -0.17 | -0.11 |
| BIO | 88.3% | 31.7% | 32.4% | 0.71 | 0.63 |
| BJ | 71.3% | 25.9% | 34.0% | 1.05 | 0.70 |
| BKH | 83.6% | 23.1% | 27.2% | 0.36 | 0.45 |
| BMRN | 83.9% | 36.2% | 39.3% | 0.39 | 0.47 |
| BRKR | 83.6% | 35.7% | 36.6% | 0.50 | 0.56 |
| BRX | 76.0% | 38.0% | 42.0% | 0.59 | 0.44 |
| BURL | 90.2% | 43.5% | 44.2% | 0.35 | 0.40 |
| BWA | 88.7% | 32.6% | 34.0% | 0.34 | 0.39 |
| BWXT | 85.4% | 27.4% | 28.6% | 0.67 | 0.71 |
| BYD | 86.0% | 45.6% | 52.5% | 0.62 | 0.56 |
| CACI | 81.3% | 31.3% | 31.3% | 0.66 | 0.68 |
| CAR | 92.6% | 52.4% | 57.5% | 0.38 | 0.41 |
| CBSH | 87.8% | 22.8% | 24.0% | 0.62 | 0.60 |
| CBT | 88.9% | 31.7% | 34.4% | 0.44 | 0.46 |
| CCK | 85.1% | 28.4% | 31.7% | 0.47 | 0.45 |
| CDE | 97.2% | 63.7% | 69.2% | 0.14 | 0.16 |
| CDP | 69.7% | 19.4% | 29.6% | 0.36 | 0.41 |
| CELH | 81.5% | 64.5% | 75.7% | 1.24 | 1.16 |
| CFR | 84.0% | 27.0% | 30.6% | 0.58 | 0.54 |
| CG | 75.3% | 31.8% | 38.3% | 0.61 | 0.55 |
| CGNX | 84.2% | 39.9% | 43.4% | 0.53 | 0.47 |
| CHDN | 86.9% | 39.7% | 40.8% | 0.60 | 0.51 |
| CHE | 86.1% | 25.8% | 27.3% | 0.58 | 0.64 |
| CHH | 84.8% | 29.2% | 31.7% | 0.65 | 0.67 |
| CHWY | 81.8% | 48.7% | 60.7% | 0.10 | -0.09 |
| CLF | 77.2% | 39.9% | 60.6% | 0.39 | 0.45 |
| CLH | 82.2% | 39.4% | 41.6% | 0.62 | 0.59 |
| CMC | 86.6% | 32.4% | 36.9% | 0.44 | 0.47 |
| CNH | 85.9% | 34.4% | 40.4% | 0.34 | 0.36 |
| CNO | 94.6% | 36.9% | 39.2% | 0.51 | 0.49 |
| CNX | 84.7% | 44.5% | 53.5% | 0.35 | 0.37 |
| COKE | 84.3% | 27.8% | 31.9% | 0.55 | 0.56 |
| COLB | 90.3% | 35.6% | 39.6% | 0.35 | 0.45 |
| COLM | 88.1% | 31.4% | 33.5% | 0.44 | 0.41 |
| CPRI | 85.3% | 47.6% | 59.3% | 0.16 | 0.24 |
| CROX | 82.3% | 47.2% | 55.8% | 0.57 | 0.57 |
| CRS | 86.8% | 35.0% | 42.9% | 0.30 | 0.31 |
| CRUS | 90.8% | 56.9% | 59.5% | 0.58 | 0.46 |
| CSL | 83.8% | 27.3% | 29.8% | 0.75 | 0.68 |
| CTRE | 85.7% | 40.8% | 44.2% | 0.47 | 0.47 |
| CUBE | 76.6% | 23.3% | 25.6% | 0.63 | 0.64 |
| CUZ | 72.7% | 19.8% | 26.8% | 0.46 | 0.47 |
| CVLT | 86.0% | 32.4% | 35.7% | 0.35 | 0.33 |
| CW | 87.4% | 25.1% | 27.3% | 0.74 | 0.76 |
| CXT | 86.1% | 29.0% | 31.5% | 0.51 | 0.48 |
| CYTK | 99.4% | 70.2% | 70.6% | 0.53 | 0.50 |
| DAR | 89.4% | 41.9% | 44.2% | 0.65 | 0.55 |
| DBX | 90.3% | 32.0% | 33.8% | 0.57 | 0.33 |
| DCI | 86.7% | 26.7% | 28.2% | 0.61 | 0.55 |
| DINO | 89.3% | 37.2% | 40.6% | 0.48 | 0.43 |
| DKS | 80.0% | 42.0% | 46.1% | 0.55 | 0.52 |
| DLB | 92.1% | 27.7% | 28.9% | 0.42 | 0.36 |
| DOCU | 96.3% | 58.1% | 59.4% | 0.03 | -0.04 |
| DT | 74.8% | 30.6% | 40.4% | 0.24 | 0.07 |
| DY | 80.5% | 44.3% | 58.2% | 0.47 | 0.46 |
| EEFT | 87.3% | 40.7% | 42.1% | 0.53 | 0.51 |
| EGP | 77.3% | 20.5% | 23.7% | 0.72 | 0.76 |
| EHC | 96.7% | 39.2% | 43.5% | 0.59 | 0.60 |
| ELAN | 70.4% | 33.9% | 44.5% | 0.15 | 0.07 |
| ELF | 72.5% | 46.4% | 52.1% | 0.91 | 0.98 |
| ELS | 80.7% | 18.8% | 22.0% | 0.92 | 0.78 |
| ENS | 83.6% | 36.0% | 38.3% | 0.63 | 0.47 |
| ENSG | 78.9% | 29.9% | 32.6% | 0.88 | 0.89 |
| ENTG | 80.2% | 38.8% | 45.8% | 0.69 | 0.61 |
| EPR | 76.8% | 25.3% | 33.5% | 0.46 | 0.58 |
| EQH | 72.8% | 27.9% | 33.4% | 0.90 | 0.64 |
| ESNT | 88.0% | 46.3% | 48.3% | 0.35 | 0.39 |
| EVR | 74.9% | 30.7% | 37.3% | 0.69 | 0.64 |
| EWBC | 86.4% | 37.0% | 39.5% | 0.57 | 0.51 |
| EXEL | 87.7% | 54.8% | 61.8% | 0.37 | 0.30 |
| EXLS | 74.1% | 25.8% | 30.7% | 0.94 | 0.74 |
| EXP | 86.6% | 31.9% | 36.6% | 0.60 | 0.56 |
| EXPO | 78.9% | 30.0% | 35.1% | 0.87 | 0.71 |
| FAF | 83.1% | 27.6% | 28.9% | 0.52 | 0.49 |
| FBIN | 82.9% | 32.4% | 34.2% | 0.55 | 0.41 |
| FCFS | 83.0% | 38.5% | 42.0% | 0.45 | 0.52 |
| FCN | 85.0% | 31.9% | 33.0% | 0.76 | 0.58 |
| FFIN | 76.0% | 30.0% | 33.4% | 0.83 | 0.59 |
| FHI | 89.2% | 26.9% | 31.1% | 0.39 | 0.37 |
| FHN | 68.5% | 24.2% | 35.4% | 0.36 | 0.41 |
| FIVE | 92.5% | 45.9% | 46.8% | 0.79 | 0.65 |
| FLG | 67.5% | 21.1% | 31.5% | 0.26 | 0.32 |
| FLR | 84.2% | 38.2% | 49.2% | 0.22 | 0.27 |
| FLS | 83.9% | 32.1% | 37.6% | 0.40 | 0.41 |
| FN | 77.1% | 37.2% | 41.7% | 1.06 | 0.76 |
| FNB | 70.3% | 22.5% | 31.6% | 0.38 | 0.44 |
| FND | 72.0% | 35.3% | 47.8% | 0.90 | 0.52 |
| FNF | 77.7% | 23.7% | 26.9% | 0.85 | 0.70 |
| FR | 77.6% | 19.8% | 25.3% | 0.70 | 0.67 |
| FTI | 74.5% | 46.2% | 58.1% | 0.60 | 0.58 |
| G | 81.3% | 23.6% | 26.6% | 0.59 | 0.53 |
| GAP | 79.5% | 36.0% | 40.0% | 0.34 | 0.32 |
| GATX | 84.7% | 29.7% | 32.6% | 0.62 | 0.51 |
| GBCI | 84.3% | 35.0% | 38.0% | 0.64 | 0.58 |
| GEF | 87.4% | 29.0% | 36.6% | 0.38 | 0.41 |
| GGG | 79.2% | 24.9% | 27.6% | 0.76 | 0.80 |
| GHC | 87.5% | 20.1% | 22.4% | 0.61 | 0.55 |
| GLPI | 83.0% | 34.1% | 35.9% | 0.54 | 0.54 |
| GME | 80.2% | 43.6% | 47.5% | 0.40 | 0.43 |
| GMED | 91.1% | 32.8% | 34.1% | 0.48 | 0.50 |
| GNTX | 82.9% | 34.7% | 37.5% | 0.65 | 0.52 |
| GPK | 97.0% | 55.1% | 55.2% | 0.44 | 0.42 |
| GWRE | 83.5% | 30.4% | 33.6% | 0.67 | 0.51 |
| H | 83.1% | 32.0% | 34.6% | 0.50 | 0.47 |
| HAE | 83.8% | 26.9% | 33.0% | 0.48 | 0.40 |
| HALO | 92.7% | 51.4% | 57.7% | 0.61 | 0.56 |
| HGV | 74.1% | 30.0% | 48.3% | 0.42 | 0.37 |
| HIMS | 71.7% | 67.0% | 83.6% | 0.66 | 0.58 |
| HL | 95.9% | 62.8% | 65.6% | 0.36 | 0.32 |
| HLI | 74.6% | 23.5% | 28.2% | 1.31 | 0.89 |
| HLNE | 71.6% | 30.7% | 37.1% | 0.75 | 0.66 |
| HOG | 84.6% | 30.5% | 36.5% | 0.27 | 0.30 |
| HOMB | 89.0% | 25.4% | 30.7% | 0.48 | 0.50 |
| HQY | 95.8% | 47.6% | 48.8% | 0.35 | 0.35 |
| HR | 82.5% | 23.0% | 26.4% | 0.22 | 0.23 |
| HRB | 82.8% | 28.9% | 33.6% | 0.33 | 0.38 |
| HWC | 82.5% | 26.3% | 33.0% | 0.39 | 0.41 |
| HXL | 95.1% | 45.1% | 52.4% | 0.43 | 0.43 |
| IBOC | 85.3% | 31.6% | 35.5% | 0.48 | 0.48 |
| IDA | 81.6% | 17.4% | 23.0% | 0.57 | 0.52 |
| IDCC | 91.1% | 52.2% | 54.2% | 0.48 | 0.49 |
| IESC | 94.5% | 54.9% | 64.7% | 0.45 | 0.46 |
| ILMN | 83.3% | 40.2% | 44.4% | 0.71 | 0.72 |
| INGR | 85.9% | 26.5% | 28.5% | 0.53 | 0.54 |
| IPGP | 86.3% | 40.0% | 42.9% | 0.34 | 0.53 |
| IRT | 77.6% | 29.3% | 32.9% | 0.55 | 0.61 |
| ITT | 82.8% | 26.9% | 29.4% | 0.71 | 0.68 |
| JAZZ | 97.1% | 31.1% | 33.9% | 0.25 | 0.25 |
| JEF | 89.4% | 24.7% | 28.0% | 0.47 | 0.53 |
| JLL | 84.9% | 33.9% | 37.2% | 0.48 | 0.48 |
| KBH | 84.6% | 39.8% | 46.0% | 0.44 | 0.45 |
| KBR | 76.4% | 30.1% | 37.1% | 0.46 | 0.39 |
| KEX | 84.6% | 28.1% | 31.3% | 0.45 | 0.39 |
| KNSL | 71.6% | 34.7% | 41.0% | 0.80 | 0.93 |
| KNX | 86.4% | 33.4% | 35.6% | 0.43 | 0.41 |
| KRC | 82.5% | 25.2% | 27.7% | 0.38 | 0.40 |
| KRG | 65.7% | 20.5% | 42.6% | 0.27 | 0.34 |
| KRYS | 87.7% | 75.0% | 78.8% | 0.60 | 0.66 |
| KTOS | 40.7% | 24.1% | 50.1% | 0.10 | 0.19 |
| LAD | 90.7% | 42.1% | 43.5% | 0.55 | 0.56 |
| LAMR | 86.7% | 34.3% | 40.0% | 0.52 | 0.48 |
| LEA | 88.6% | 32.4% | 34.8% | 0.23 | 0.28 |
| LECO | 82.3% | 27.2% | 29.7% | 0.61 | 0.59 |
| LFUS | 83.4% | 34.7% | 37.8% | 0.46 | 0.45 |
| LIVN | 88.4% | 44.8% | 44.9% | 0.45 | 0.43 |
| LNTH | 83.9% | 49.0% | 56.2% | 0.75 | 0.79 |
| LOPE | 87.3% | 28.5% | 31.7% | 0.48 | 0.63 |
| LPX | 77.0% | 33.3% | 43.1% | 0.38 | 0.45 |
| LSCC | 97.5% | 50.6% | 53.8% | 0.47 | 0.45 |
| LSTR | 77.6% | 28.9% | 33.1% | 0.67 | 0.62 |
| M | 82.5% | 38.1% | 41.0% | 0.23 | 0.31 |
| MANH | 87.0% | 36.2% | 36.8% | 0.54 | 0.60 |
| MAT | 78.7% | 27.6% | 34.6% | 0.28 | 0.31 |
| MEDP | 67.9% | 39.7% | 48.9% | 1.17 | 0.84 |
| MIDD | 89.0% | 39.9% | 41.6% | 0.57 | 0.49 |
| MKSI | 87.5% | 38.4% | 43.7% | 0.41 | 0.38 |
| MLI | 81.7% | 30.0% | 37.3% | 0.49 | 0.46 |
| MMS | 87.3% | 27.4% | 29.2% | 0.46 | 0.45 |
| MOG.A | 87.5% | 34.7% | 37.1% | 0.55 | 0.53 |
| MOH | 79.1% | 36.4% | 41.7% | 0.64 | 0.68 |
| MORN | 82.5% | 23.3% | 24.3% | 0.80 | 0.63 |
| MSA | 84.7% | 32.1% | 37.8% | 0.66 | 0.56 |
| MSM | 85.9% | 26.4% | 28.5% | 0.50 | 0.44 |
| MTDR | 86.5% | 76.1% | 78.6% | 0.57 | 0.59 |
| MTG | 79.3% | 33.6% | 44.1% | 0.36 | 0.43 |
| MTN | 83.2% | 31.1% | 34.2% | 0.49 | 0.48 |
| MTSI | 81.7% | 49.9% | 54.1% | 0.71 | 0.48 |
| MTZ | 69.9% | 39.7% | 54.3% | 0.55 | 0.53 |
| MUR | 82.8% | 31.2% | 37.5% | 0.38 | 0.48 |
| MUSA | 70.9% | 28.4% | 32.6% | 1.10 | 0.96 |
| MZTI | 88.0% | 25.3% | 27.4% | 0.66 | 0.48 |
| NBIX | 96.6% | 56.7% | 64.3% | 0.56 | 0.51 |
| NEU | 78.1% | 30.4% | 36.1% | 0.38 | 0.43 |
| NFG | 82.7% | 19.0% | 22.9% | 0.42 | 0.46 |
| NJR | 80.8% | 18.2% | 20.9% | 0.78 | 0.68 |
| NLY | 48.0% | 8.8% | 26.8% | 0.32 | 0.38 |
| NNN | 80.5% | 19.9% | 22.7% | 0.56 | 0.53 |
| NOV | 84.6% | 37.2% | 48.4% | 0.32 | 0.36 |
| NOVT | 92.5% | 37.5% | 41.2% | 0.58 | 0.45 |
| NTNX | 81.8% | 46.1% | 56.3% | 0.39 | 0.46 |
| NVST | 80.9% | 30.5% | 36.0% | -0.08 | -0.10 |
| NVT | 75.8% | 31.4% | 34.9% | 1.16 | 1.08 |
| NWE | 79.6% | 19.8% | 22.6% | 0.48 | 0.52 |
| NXST | 85.1% | 42.6% | 45.0% | 0.67 | 0.70 |
| NYT | 77.5% | 25.2% | 31.4% | 0.61 | 0.47 |
| OC | 81.0% | 32.1% | 35.1% | 0.57 | 0.52 |
| OGE | 81.5% | 18.1% | 20.8% | 0.58 | 0.52 |
| OGS | 87.8% | 26.7% | 28.2% | 0.29 | 0.30 |
| OHI | 64.1% | 26.7% | 41.9% | 0.48 | 0.55 |
| OKTA | 91.8% | 53.0% | 55.9% | 0.12 | 0.13 |
| OLED | 90.3% | 54.5% | 54.6% | 0.62 | 0.53 |
| OLLI | 94.4% | 47.3% | 48.1% | 0.37 | 0.31 |
| OLN | 78.2% | 30.5% | 39.1% | 0.32 | 0.38 |
| ONB | 72.8% | 19.0% | 24.5% | 0.34 | 0.32 |
| ONTO | 98.5% | 57.9% | 57.9% | 0.53 | 0.52 |
| OPCH | 72.4% | 44.2% | 64.4% | 0.36 | 0.43 |
| ORA | 95.2% | 31.7% | 33.0% | 0.40 | 0.39 |
| ORI | 81.6% | 26.4% | 28.6% | 0.57 | 0.59 |
| OSK | 88.7% | 34.8% | 39.9% | 0.62 | 0.58 |
| OVV | 67.6% | 30.0% | 47.6% | 0.07 | 0.22 |
| OZK | 82.8% | 31.5% | 35.0% | 0.51 | 0.59 |
| P | 80.1% | 44.8% | 49.9% | 0.79 | 0.65 |
| PAG | 88.9% | 36.7% | 41.4% | 0.64 | 0.62 |
| PB | 84.7% | 28.7% | 30.6% | 0.47 | 0.39 |
| PBF | 89.4% | 64.5% | 74.9% | 0.51 | 0.43 |
| PCTY | 80.5% | 37.4% | 44.2% | 1.04 | 0.68 |
| PEGA | 85.1% | 44.5% | 46.7% | 0.59 | 0.57 |
| PEN | 80.2% | 39.5% | 44.9% | 0.57 | 0.42 |
| PFGC | 81.9% | 57.0% | 59.1% | 0.67 | 0.51 |
| PII | 86.0% | 31.9% | 34.6% | 0.50 | 0.50 |
| PINS | 70.1% | 40.8% | 56.1% | 0.03 | -0.14 |
| PK | 77.5% | 43.2% | 57.0% | 0.13 | 0.19 |
| PLNT | 85.7% | 46.4% | 49.9% | 0.57 | 0.39 |
| PNFP | 86.1% | 37.1% | 38.9% | 0.49 | 0.48 |
| POR | 79.4% | 18.6% | 20.9% | 0.46 | 0.52 |
| POST | 89.2% | 25.4% | 26.1% | 0.55 | 0.50 |
| PPC | 95.2% | 42.3% | 43.4% | 0.40 | 0.46 |
| PR | 98.1% | 92.5% | 95.7% | 0.73 | 0.71 |
| PRI | 78.1% | 30.1% | 33.0% | 0.89 | 0.78 |
| PSN | 73.7% | 28.5% | 32.5% | 0.43 | 0.45 |
| PVH | 91.0% | 42.2% | 44.8% | 0.35 | 0.34 |
| QLYS | 83.3% | 36.0% | 40.2% | 0.61 | 0.58 |
| R | 87.6% | 30.2% | 33.4% | 0.36 | 0.37 |
| RBA | 84.3% | 26.8% | 29.7% | 0.65 | 0.59 |
| RBC | 77.1% | 32.4% | 35.5% | 0.71 | 0.68 |
| REXR | 78.6% | 24.5% | 27.4% | 0.53 | 0.63 |
| RGA | 88.2% | 30.7% | 32.5% | 0.39 | 0.42 |
| RGEN | 80.0% | 48.9% | 52.0% | 0.68 | 0.62 |
| RGLD | 88.6% | 38.0% | 43.4% | 0.60 | 0.48 |
| RH | 90.6% | 58.5% | 60.5% | 0.58 | 0.58 |
| RLI | 82.8% | 20.7% | 23.0% | 0.82 | 0.81 |
| RMBS | 57.3% | 38.5% | 55.4% | 0.30 | 0.41 |
| RNR | 83.7% | 25.6% | 27.9% | 0.55 | 0.58 |
| ROKU | 93.4% | 66.8% | 69.9% | 0.26 | 0.18 |
| RPM | 82.6% | 25.2% | 27.8% | 0.60 | 0.54 |
| RRC | 93.7% | 50.9% | 52.6% | 0.44 | 0.46 |
| RRX | 86.3% | 31.4% | 33.3% | 0.57 | 0.49 |
| RS | 88.2% | 33.7% | 36.0% | 0.58 | 0.55 |
| RYN | 85.7% | 28.7% | 30.9% | 0.45 | 0.43 |
| SAIA | 79.3% | 38.9% | 45.0% | 0.59 | 0.71 |
| SAIC | 87.1% | 31.0% | 33.3% | 0.53 | 0.44 |
| SAM | 88.1% | 35.1% | 36.7% | 0.63 | 0.63 |
| SANM | 99.7% | 53.0% | 58.1% | 0.41 | 0.41 |
| SBRA | 74.0% | 26.4% | 42.6% | 0.30 | 0.31 |
| SCI | 75.4% | 24.6% | 29.2% | 0.73 | 0.59 |
| SEIC | 89.9% | 29.6% | 32.5% | 0.54 | 0.54 |
| SF | 84.6% | 32.8% | 35.5% | 0.71 | 0.55 |
| SFM | 81.1% | 32.9% | 38.1% | 0.41 | 0.43 |
| SGI | 88.2% | 48.7% | 52.1% | 0.64 | 0.60 |
| SIGI | 86.2% | 28.6% | 30.3% | 0.61 | 0.56 |
| SIRI | 41.4% | 15.4% | 55.3% | 0.22 | 0.36 |
| SITM | 69.3% | 56.9% | 76.4% | 0.66 | 0.85 |
| SLAB | 84.8% | 36.1% | 40.1% | 0.43 | 0.36 |
| SLGN | 82.2% | 23.0% | 24.7% | 0.70 | 0.61 |
| SLM | 92.5% | 28.3% | 34.9% | 0.66 | 0.64 |
| SMG | 84.5% | 28.6% | 31.4% | 0.48 | 0.51 |
| SMTC | 82.7% | 40.7% | 44.1% | 0.51 | 0.43 |
| SNX | 86.2% | 35.0% | 36.3% | 0.63 | 0.59 |
| SON | 86.1% | 24.1% | 26.3% | 0.42 | 0.39 |