BTS Universal Market Timer Performance: S&P SmallCap 600
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
9.1% vs. 8.8%
Drawdown
6.0 pp shallower
Capital
14.4 pp less
Executive summary
In this S&P SmallCap 600 cohort, the Timer paired a higher universe-median CAGR with broad risk reduction and a majority of stock-level CAGR wins.
The return result also had breadth. The Timer had the higher CAGR in 300 of 533 full-result securities and the shallower max drawdown in 517. Capital deployed and volatility were lower in all 533. The defining result is that higher median return and broad defensive improvement appeared together.
Universe scorecard
| Metric | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|
| CAGR | 9.1% | 8.8% | +0.3 pp |
| Max drawdown | -52.4% | -58.4% | 6.0 pp less |
| Capital deployed | 85.6% | 100.0% | 14.4 pp less |
| Volatility | 36.3% | 42.0% | 5.7 pp less |
| Sharpe ratio | 0.45 | 0.44 | +0.01 |
The scorecard uses the 533 securities with full results. BTS Timer and buy-and-hold universe medians are calculated separately, so their difference can differ from the median stock-by-stock difference shown below.
Breadth of the effect
| Metric | BTS advantage | Share of cohort | Median vs Buy & Hold |
|---|---|---|---|
| CAGR | 300 of 533 | 56.3% | +0.3 pp |
| Max drawdown | 517 of 533 | 97.0% | 3.2 pp less |
| Capital deployed | 533 of 533 | 100.0% | 14.4 pp less |
| Volatility | 533 of 533 | 100.0% | 3.8 pp less |
| Sharpe ratio | 285 of 533 | 53.5% | +0.01 |
The S&P SmallCap 600 produced a broad both/and result. The BTS Market Timer had the higher CAGR in 56.3% of full-result securities and the shallower max drawdown in 97.0%, while capital deployed and volatility were lower in every full-result security. In this cohort, the defensive objective coincided with a modestly higher median return rather than a median return shortfall.
Where the BTS Market Timer added the most value
The largest improvements show two different ways the result appeared at the stock level. Peloton, Sunrun, Goosehead Insurance, Adient, and Match Group led the return advantages, while BioLife Solutions, InvenTrust Properties, ARMOUR Residential REIT, Centrus Energy, and Adamas Trust led the max drawdown improvements.
Largest CAGR advantages
| Stock | Company | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|---|
| PTON | Peloton Interactive | -14.5% | -43.9% | +29.4 pp |
| RUN | Sunrun | 24.4% | -1.6% | +26.0 pp |
| GSHD | Goosehead Insurance | 23.1% | -1.6% | +24.8 pp |
| ADNT | Adient | 22.7% | -1.4% | +24.1 pp |
| MTCH | Match Group | 9.7% | -12.7% | +22.4 pp |
Largest max drawdown improvements
| Stock | Company | BTS Timer | Buy & Hold | vs Buy & Hold |
|---|---|---|---|---|
| BLFS | BioLife Solutions | -13.1% | -91.6% | 78.6 pp less |
| IVT | InvenTrust Properties | -37.7% | -92.3% | 54.6 pp less |
| ARR | ARMOUR Residential REIT | -18.3% | -67.1% | 48.8 pp less |
| LEU | Centrus Energy | -41.8% | -88.2% | 46.4 pp less |
| ADAM | Adamas Trust | -14.2% | -58.3% | 44.1 pp less |
Where Buy & Hold had the largest return advantage
Buy-and-hold still had the higher CAGR in 233 of 533 full-result securities. The largest gaps appeared in Alpha Metallurgical Resources and Core Natural Resources, followed by Peabody Energy, InvenTrust Properties, and Solaris Energy Infrastructure.
| Stock | Company | BTS Timer CAGR | Buy & Hold CAGR | vs Buy & Hold |
|---|---|---|---|---|
| AMR | Alpha Metallurgical Resources | 32.5% | 54.8% | -22.4 pp |
| CNR | Core Natural Resources | 41.7% | 61.7% | -20.0 pp |
| BTU | Peabody Energy | 8.6% | 22.4% | -13.8 pp |
| IVT | InvenTrust Properties | 10.8% | 23.0% | -12.1 pp |
| SEI | Solaris Energy Infrastructure | 22.0% | 31.9% | -10.0 pp |
How to interpret the trade-off
This cohort produced a higher median CAGR alongside lower median risk. The BTS Market Timer finished ahead on universe-median CAGR while also reducing median max drawdown, volatility, and capital exposure.
The stock-level trade-off still exists. Buy-and-hold had the higher CAGR in 233 of 533 full-result securities, and some individual return gaps were substantial. The result should therefore be read as a cohort outcome, not as a claim that the BTS Market Timer will outperform buy-and-hold in every security.
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 533 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 SmallCap 600 portfolio. Each security is tested independently, and universe statistics summarize security-level results. The current S&P SmallCap 600 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 SmallCap 600 |
|---|---|
| Completed trades analyzed | 26,098 |
| Securities with at least one completed trade | 589 of 602 |
| Median completed trades per cohort security | 40.0 |
| Median completed-trade duration | 15 daily bars |
| Median starting Position Size | 100.0% |
| Trades starting at 100.0% Position Size | 70.8% |
| Trades starting at 50.0% Position Size | 29.2% |
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 MidCap 400
Appendix A: constituent return and drawdown results
Appendices A and B include the 533 securities with full results. Sixty-one limited-history securities and eight securities with no result are excluded.
| Ticker | Company | Start | CAGR | Max DD | ||
|---|---|---|---|---|---|---|
| BTS | B&H | BTS | B&H | |||
| AAMI | Acadian Asset Management | 2016-04-22 | 13.6% | 14.6% | -67.5% | -73.6% |
| AAP | Advance Auto Parts | 2003-06-26 | 6.8% | 8.6% | -47.2% | -48.0% |
| AAT | American Assets Trust | 2012-07-23 | -1.2% | -1.5% | -55.0% | -55.9% |
| ABCB | Ameris Bancorp | 1995-11-28 | 11.3% | 10.7% | -47.0% | -47.7% |
| ABG | Asbury Automotive Group | 2003-09-25 | 15.2% | 17.4% | -65.6% | -65.7% |
| ABM | ABM Industries | 1991-07-01 | 10.6% | 9.0% | -40.0% | -40.7% |
| ABR | Arbor Realty Trust | 2005-10-06 | 9.4% | 16.6% | -44.4% | -72.8% |
| ACA | Arcosa | 2020-05-04 | 30.1% | 15.8% | -35.2% | -36.6% |
| ACAD | ACADIA Pharmaceuticals | 2005-11-29 | 4.0% | 1.7% | -73.0% | -74.0% |
| ACHC | Acadia Healthcare | 1995-09-26 | 6.2% | 6.5% | -77.2% | -77.8% |
| ACIW | ACI Worldwide | 1996-10-01 | 8.7% | 8.4% | -52.8% | -54.2% |
| ACLS | Axcelis Technologies | 2002-01-15 | 11.3% | 16.5% | -61.5% | -70.7% |
| ACMR | ACM Research | 2019-05-09 | 27.2% | 14.3% | -61.2% | -87.2% |
| ADAM | Adamas Trust | 2005-12-28 | 1.7% | 7.2% | -14.2% | -58.3% |
| ADEA | Adeia | 2005-06-09 | 6.0% | 4.9% | -61.5% | -63.9% |
| ADMA | ADMA Biologics | 2015-05-27 | 12.1% | -4.3% | -78.8% | -82.1% |
| ADNT | Adient | 2018-05-16 | 22.7% | -1.4% | -63.1% | -80.2% |
| ADT | ADT | 2019-07-26 | 3.2% | 3.4% | -55.5% | -60.1% |
| ADUS | Addus HomeCare | 2011-05-23 | 22.3% | 24.3% | -49.8% | -53.4% |
| AEO | American Eagle Outfitters | 1995-10-17 | 7.0% | 6.2% | -64.5% | -73.1% |
| AGNT | AGNT | 2017-10-24 | 8.6% | 16.2% | -85.1% | -88.2% |
| AGO | Assured Guaranty | 2005-11-29 | 11.3% | 12.9% | -61.2% | -61.5% |
| AGX | Argan | 1991-07-01 | 5.7% | 10.5% | -36.3% | -56.3% |
| AGYS | Agilysys | 1991-07-01 | 9.6% | 6.7% | -61.4% | -64.7% |
| AHCO | AdaptHealth | 2019-12-02 | -15.0% | -14.8% | -83.1% | -83.8% |
| AIN | Albany International | 1991-07-01 | 9.3% | 8.6% | -55.2% | -55.2% |
| AIR | AAR | 1991-07-01 | 9.2% | 8.2% | -66.1% | -68.5% |
| AKR | Acadia Realty Trust | 1994-11-23 | 5.1% | 5.1% | -37.1% | -47.6% |
| ALG | Alamo Group | 1994-09-26 | 10.9% | 12.0% | -40.0% | -42.5% |
| ALGT | Allegiant Travel | 2008-06-27 | 4.0% | 6.2% | -50.7% | -54.2% |
| ALKS | Alkermes | 1993-01-21 | 3.6% | 3.5% | -63.7% | -75.6% |
| ALRM | Alarm.com Holdings | 2016-12-30 | 8.0% | 3.7% | -52.4% | -57.9% |
| AMN | AMN Healthcare Services | 2003-06-26 | 18.1% | 10.5% | -58.8% | -59.1% |
| AMPH | Amphastar Pharmaceuticals | 2015-12-31 | 11.3% | 11.3% | -49.9% | -49.9% |
| AMR | Alpha Metallurgical Resources | 2018-02-28 | 32.5% | 54.8% | -78.3% | -91.0% |
| AMRX | Amneal Pharmaceuticals | 1997-07-29 | 2.2% | 4.8% | -83.2% | -82.6% |
| AMSF | AMERISAFE | 2007-06-07 | 13.2% | 14.4% | -30.7% | -31.3% |
| ANDE | Andersons | 1997-08-22 | 7.6% | 10.4% | -59.2% | -64.7% |
| ANIP | ANI Pharmaceuticals | 2003-12-08 | -6.8% | -6.8% | -72.8% | -73.0% |
| AORT | Artivion | 1994-08-19 | 4.3% | 4.4% | -67.9% | -68.8% |
| AOSL | Alpha and Omega Semiconductor | 2011-10-26 | 22.2% | 14.2% | -58.7% | -68.9% |
| APAM | Artisan Partners Asset Management | 2014-09-10 | 12.7% | 14.0% | -44.0% | -51.1% |
| APLE | Apple Hospitality REIT | 2016-11-29 | 2.4% | 2.5% | -61.8% | -70.2% |
| APOG | Apogee Enterprises | 1991-07-01 | 4.7% | 5.9% | -62.9% | -66.0% |
| ARCB | ArcBest | 1993-11-16 | 14.8% | 11.4% | -59.0% | -66.6% |
| ARLO | Arlo Technologies | 2020-02-24 | 27.3% | 24.9% | -57.5% | -72.2% |
| AROC | Archrock | 1999-01-13 | -3.8% | -3.2% | -80.8% | -84.9% |
| ARR | ARMOUR Residential REIT | 2009-07-06 | -0.9% | -4.0% | -18.3% | -67.1% |
| ASTE | Astec Industries | 1991-08-06 | 7.7% | 7.6% | -59.7% | -62.4% |
| ASTH | Astrana Health | 2016-10-26 | 26.8% | 15.5% | -57.7% | -77.3% |
| ATEN | A10 Networks | 2015-09-21 | 23.6% | 16.4% | -50.7% | -54.8% |
| AUB | Atlantic Union Bankshares | 1995-10-17 | 8.4% | 7.9% | -47.9% | -49.9% |
| AVA | Avista | 1991-07-01 | 6.5% | 7.0% | -34.2% | -37.2% |
| AWI | Armstrong World Industries | 2008-04-15 | 15.9% | 11.6% | -32.7% | -40.9% |
| AWR | American States Water | 1991-07-01 | 12.0% | 13.1% | -25.4% | -30.8% |
| AX | Axos Financial | 2006-09-22 | 18.9% | 20.4% | -59.5% | -62.1% |
| AZTA | Azenta | 1996-08-14 | 8.3% | 4.1% | -64.7% | -70.6% |
| AZZ | AZZ | 1991-07-23 | 13.1% | 18.4% | -60.4% | -61.9% |
| BANC | Banc of California | 2004-03-09 | 2.3% | 3.2% | -46.2% | -62.6% |
| BANF | BancFirst | 1991-10-10 | 13.1% | 14.2% | -35.3% | -38.0% |
| BANR | Banner | 1997-05-08 | 6.5% | 8.1% | -42.9% | -52.3% |
| BBT | Beacon Financial | 2002-01-08 | 0.7% | 2.4% | -43.0% | -46.2% |
| BCC | Boise Cascade | 2014-09-10 | 26.7% | 21.2% | -52.0% | -55.0% |
| BCPC | Balchem | 1991-07-01 | 23.4% | 19.2% | -32.7% | -36.7% |
| BFAM | Bright Horizons Family Solutions | 2014-07-30 | 1.2% | -0.2% | -68.6% | -68.9% |
| BFH | Bread Financial Holdings | 2002-12-16 | 7.3% | 8.6% | -69.4% | -70.5% |
| BFS | Saul Centers | 1995-02-21 | 9.3% | 8.3% | -30.1% | -33.7% |
| BGC | BGC Group | 2001-06-14 | 1.8% | 4.8% | -51.8% | -72.7% |
| BHE | Benchmark Electronics | 1992-01-28 | 9.1% | 7.1% | -46.0% | -60.3% |
| BJRI | BJ’s Restaurants | 1998-12-11 | 6.9% | 6.6% | -55.8% | -57.2% |
| BKE | Buckle | 1993-11-04 | 17.1% | 19.3% | -53.4% | -62.5% |
| BKU | BankUnited | 2012-08-01 | 5.5% | 4.9% | -62.1% | -65.1% |
| BL | BlackLine | 2018-05-16 | 5.6% | -1.0% | -47.8% | -70.9% |
| BLFS | BioLife Solutions | 1991-07-01 | -0.0% | -3.6% | -13.1% | -91.6% |
| BLKB | Blackbaud | 2006-02-08 | 8.6% | 6.7% | -50.3% | -50.9% |
| BMI | Badger Meter | 1991-08-06 | 20.6% | 18.8% | -37.0% | -39.0% |
| BOH | Bank of Hawaii | 1991-07-01 | 8.4% | 9.1% | -46.7% | -49.9% |
| BOOT | Boot Barn Holdings | 2016-05-12 | 41.9% | 35.3% | -78.0% | -77.9% |
| BOX | Box | 2016-08-03 | 9.0% | 8.1% | -63.3% | -63.3% |
| BRC | Brady Corporation | 1991-07-01 | 10.1% | 9.6% | -35.2% | -36.2% |
| BTU | Peabody Energy | 2018-10-10 | 8.6% | 22.4% | -65.1% | -85.8% |
| BXMT | Blackstone Mortgage Trust | 1991-07-23 | 6.0% | 12.2% | -34.8% | -67.9% |
| CACC | Credit Acceptance | 1993-12-10 | 23.4% | 19.2% | -56.6% | -60.0% |
| CAG | Conagra Brands | 1991-07-01 | 4.2% | 4.9% | -34.9% | -41.4% |
| CAKE | Cheesecake Factory | 1994-03-22 | 6.2% | 7.7% | -41.9% | -45.3% |
| CALM | Cal-Maine Foods | 1998-07-22 | 16.3% | 22.0% | -40.7% | -43.3% |
| CALX | Calix | 2011-09-29 | 36.2% | 24.2% | -55.9% | -59.6% |
| CALY | Callaway Golf | 1993-09-08 | 2.7% | -0.5% | -60.0% | -72.5% |
| CARG | CarGurus | 2019-04-25 | 16.1% | 3.4% | -54.9% | -75.4% |
| CASH | Pathward Financial | 1995-04-18 | 13.8% | 13.1% | -53.6% | -62.1% |
| CATY | Cathay General Bancorp | 1992-06-17 | 13.4% | 13.1% | -37.4% | -40.1% |
| CBRL | Cracker Barrel Old Country Store | 1991-07-01 | 6.9% | 5.3% | -64.7% | -67.1% |
| CBU | Community Financial System | 1991-07-01 | 13.2% | 13.0% | -32.7% | -34.0% |
| CC | Chemours | 2016-12-30 | -1.7% | -1.4% | -78.0% | -80.9% |
| CCOI | Cogent Communications Holdings | 2006-09-22 | 21.0% | 16.2% | -25.1% | -39.3% |
| CCS | Century Communities | 2015-12-21 | 27.0% | 21.3% | -72.9% | -73.3% |
| CE | Celanese | 2006-07-24 | 13.6% | 13.0% | -52.5% | -53.3% |
| CENT | Central Garden & Pet | 1994-01-13 | 12.6% | 6.7% | -51.1% | -51.1% |
| CENTA | Central Garden & Pet | 2008-09-02 | 14.9% | 10.2% | -35.7% | -50.4% |
| CENX | Century Aluminum | 1997-09-26 | 7.1% | 5.9% | -87.4% | -87.5% |
| CFFN | Capitol Federal Financial | 2000-10-04 | 3.8% | 4.4% | -34.3% | -37.0% |
| CHCO | City Holding Company | 1991-08-27 | 9.9% | 10.2% | -31.8% | -32.3% |
| CHEF | Chefs’ Warehouse | 2013-01-31 | 10.8% | 9.8% | -90.9% | -91.3% |
| CLSK | Cleanspark | 2017-04-17 | 3.0% | 0.1% | -70.0% | -95.6% |
| CNK | Cinemark Holdings | 2008-10-28 | 4.1% | 7.2% | -38.7% | -39.1% |
| CNMD | CONMED | 1991-07-23 | 10.8% | 9.4% | -60.6% | -64.6% |
| CNR | Core Natural Resources | 2019-05-29 | 41.7% | 61.7% | -48.8% | -56.9% |
| CNS | Cohen & Steers | 2006-03-07 | 12.2% | 11.8% | -44.9% | -47.9% |
| CNXN | PC Connection | 1999-09-09 | 14.8% | 11.2% | -42.0% | -41.7% |
| COHU | Cohu | 1991-07-01 | 8.1% | 6.0% | -57.8% | -63.5% |
| COLL | Collegium Pharmaceutical | 2016-11-03 | 7.0% | 8.9% | -45.5% | -45.5% |
| CORT | Corcept Therapeutics | 2005-10-12 | 28.1% | 19.9% | -59.7% | -61.6% |
| COTY | Coty | 2014-12-11 | -7.9% | -11.3% | -66.9% | -84.9% |
| CPB | Campbell’s | 1991-07-01 | 4.6% | 5.4% | -31.5% | -36.6% |
| CPF | Central Pacific Financial | 1991-07-01 | 3.9% | 8.6% | -31.3% | -35.5% |
| CPK | Chesapeake Utilities | 1991-07-01 | 12.9% | 12.6% | -21.3% | -24.5% |
| CRI | Carter’s | 2005-05-11 | 4.7% | 5.6% | -41.8% | -43.3% |
| CRK | Comstock Resources | 1994-04-19 | 3.3% | 2.3% | -69.5% | -76.1% |
| CRVL | CorVel | 1993-01-05 | 13.8% | 15.9% | -40.1% | -45.1% |
| CSR | Centerspace | 1999-05-05 | 3.8% | 5.0% | -27.1% | -33.6% |
| CSW | CSW Industrials | 2017-04-03 | 31.0% | 26.8% | -27.0% | -32.3% |
| CTS | CTS | 1991-07-01 | 7.4% | 10.7% | -40.2% | -52.6% |
| CUBI | Customers Bancorp | 2013-08-22 | 12.4% | 9.7% | -65.1% | -76.0% |
| CVBF | CVB Financial | 1991-07-23 | 12.0% | 13.3% | -36.9% | -39.7% |
| CVCO | Cavco Industries | 2005-01-03 | 23.6% | 16.5% | -51.0% | -52.4% |
| CVI | CVR Energy | 2009-07-06 | 8.6% | 8.6% | -72.2% | -72.9% |
| CVSA | Covista | 1993-01-05 | 7.6% | 5.5% | -59.8% | -63.1% |
| CWEN | Clearway Energy | 2016-11-29 | 12.9% | 14.3% | -48.1% | -52.1% |
| CWK | Cushman & Wakefield | 2020-02-24 | 2.9% | -2.3% | -58.4% | -71.8% |
| CWST | Casella Waste Systems | 1999-05-05 | 11.5% | 9.7% | -49.9% | -49.9% |
| CWT | California Water Service Group | 1991-07-01 | 12.1% | 10.7% | -24.7% | -28.1% |
| CXW | CoreCivic | 1999-01-13 | 3.6% | 7.8% | -51.9% | -64.1% |
| CZR | Caesars Entertainment | 1994-06-20 | 18.6% | 17.1% | -67.3% | -70.3% |
| DAN | Dana | 2010-11-15 | 0.1% | -0.1% | -65.3% | -70.2% |
| DCH | Dauch | 2000-08-11 | -5.4% | -6.5% | -63.1% | -76.9% |
| DCOM | Dime Commercial Bancshares | 1996-08-14 | 4.7% | 6.1% | -30.7% | -35.4% |
| DEA | Easterly Government Properties | 2016-08-11 | -0.7% | -2.7% | -49.2% | -56.4% |
| DEI | Douglas Emmett | 2008-05-08 | 4.7% | 5.6% | -44.7% | -45.8% |
| DFIN | Donnelley Financial Solutions | 2018-04-10 | 44.3% | 33.0% | -56.9% | -63.4% |
| DGII | Digi International | 1991-07-01 | 1.7% | 1.2% | -65.7% | -65.7% |
| DIOD | Diodes | 1993-07-19 | 14.5% | 9.8% | -49.7% | -61.4% |
| DLX | Deluxe | 1991-07-01 | 2.1% | 1.1% | -45.7% | -51.5% |
| DMC | Del Monte | 1999-05-05 | 10.1% | 4.2% | -48.7% | -54.5% |
| DNOW | DNOW | 2015-12-01 | 1.7% | -0.5% | -74.2% | -76.2% |
| DORM | Dorman Products | 1992-09-08 | 11.9% | 11.7% | -49.7% | -50.8% |
| DRH | DiamondRock Hospitality | 2006-11-27 | 0.9% | 1.1% | -42.1% | -49.3% |
| DXC | DXC Technology | 1991-07-01 | 2.8% | 1.8% | -54.5% | -60.5% |
| DXPE | DXP Enterprises | 1998-08-11 | 14.1% | 14.2% | -64.8% | -74.2% |
| EAT | Brinker International | 1991-07-01 | 5.4% | 6.6% | -55.0% | -56.3% |
| ECPG | Encore Capital Group | 2004-06-04 | 5.5% | 7.2% | -62.5% | -65.7% |
| EFC | Ellington Financial | 2012-04-10 | 3.6% | 6.6% | -47.1% | -79.1% |
| EFOR | Everforth | 1994-03-22 | 12.7% | 9.9% | -66.6% | -66.6% |
| EGBN | Eagle Bancorp | 1999-08-19 | 4.7% | 5.4% | -54.4% | -56.2% |
| EIG | Employers Holdings | 2008-08-01 | 8.4% | 9.8% | -38.5% | -41.3% |
| EMN | Eastman Chemical | 1995-06-27 | 8.0% | 8.4% | -45.7% | -49.4% |
| ENOV | Enovis | 2009-11-13 | -0.9% | -0.2% | -59.0% | -66.1% |
| ENPH | Enphase Energy | 2013-10-16 | 45.0% | 53.2% | -79.9% | -80.1% |
| ENR | Energizer Holdings | 2016-12-30 | -7.2% | -6.6% | -51.6% | -56.1% |
| ENVA | Enova International | 2016-05-12 | 30.5% | 26.5% | -71.6% | -71.7% |
| EPAC | Enerpac Tool Group | 1991-07-01 | 9.2% | 11.2% | -40.3% | -53.0% |
| EPAM | EPAM Systems | 2013-08-15 | 32.9% | 27.1% | -38.4% | -75.6% |
| EPC | Edgewell Personal Care | 2001-11-29 | -0.1% | 1.3% | -63.3% | -63.8% |
| EPRT | Essential Properties Realty Trust | 2019-12-30 | 8.9% | 12.6% | -37.6% | -38.4% |
| ESE | ESCO Technologies | 1992-04-03 | 13.0% | 14.0% | -45.9% | -46.0% |
| ESI | Element Solutions | 2015-05-27 | 17.6% | 15.7% | -45.2% | -52.4% |
| ETSY | Etsy | 2016-10-13 | 16.4% | 4.2% | -59.0% | -79.6% |
| EVTC | EVERTEC | 2014-10-14 | 19.3% | 10.3% | -41.4% | -48.1% |
| EXTR | Extreme Networks | 2000-10-11 | 1.2% | 4.2% | -34.2% | -76.3% |
| EYE | National Vision Holdings | 2019-05-02 | -2.2% | -12.6% | -77.6% | -85.1% |
| EZPW | EZCORP | 1993-03-05 | -2.4% | -2.8% | -68.8% | -75.4% |
| FBK | FB Financial | 2018-03-20 | 14.4% | 6.5% | -56.6% | -61.7% |
| FBNC | First Bancorp /NC | 1991-08-16 | 10.6% | 11.4% | -45.5% | -51.3% |
| FBP | First BanCorp | 1991-07-01 | 4.6% | 12.8% | -25.9% | -67.8% |
| FBRT | Franklin BSP Realty Trust | 1991-07-01 | 1.7% | 4.6% | -26.6% | -54.5% |
| FCF | First Commonwealth Financial | 1993-12-10 | 8.9% | 7.8% | -31.6% | -46.1% |
| FCPT | Four Corners Property Trust | 2017-05-31 | 4.0% | 4.8% | -57.1% | -57.6% |
| FELE | Franklin Electric | 1991-07-01 | 14.7% | 14.7% | -37.4% | -32.3% |
| FFBC | First Financial Bancorp | 1991-07-01 | 4.5% | 7.7% | -37.5% | -43.6% |
| FHB | First Hawaiian | 2018-02-06 | 10.8% | 3.2% | -47.7% | -54.3% |
| FIBK | First Interstate BancSystem | 2011-09-29 | 11.3% | 6.5% | -37.8% | -41.5% |
| FIVN | Five9 | 2015-10-14 | 14.2% | 12.5% | -77.5% | -77.6% |
| FIZZ | National Beverage | 1993-04-05 | 15.2% | 19.0% | -37.5% | -47.5% |
| FLO | Flowers Foods | 1991-07-01 | 11.4% | 14.7% | -34.8% | -35.1% |
| FMC | FMC | 1991-07-01 | 9.6% | 9.7% | -55.7% | -59.6% |
| FORM | FormFactor | 2005-01-03 | 16.6% | 11.6% | -63.3% | -64.4% |
| FOXF | Fox Factory | 2015-02-10 | 24.7% | 17.6% | -58.1% | -62.8% |
| FRPT | Freshpet | 2016-05-12 | 25.4% | 22.1% | -77.2% | -79.0% |
| FSS | Federal Signal | 1991-07-01 | 8.4% | 7.2% | -38.7% | -43.7% |
| FTDR | Frontdoor | 2020-03-17 | 12.0% | 4.4% | -65.7% | -66.4% |
| FUL | H.B. Fuller | 1991-07-01 | 7.8% | 7.8% | -48.1% | -46.4% |
| FULT | Fulton Financial | 1991-07-01 | 7.7% | 9.1% | -39.2% | -39.3% |
| FUN | Six Flags Entertainment | 1991-07-01 | 8.4% | 9.8% | -28.0% | -33.9% |
| GBX | Greenbrier Companies | 1996-01-16 | 5.9% | 5.4% | -67.2% | -72.3% |
| GEO | GEO Group | 1996-01-24 | 6.9% | 12.0% | -53.4% | -61.8% |
| GFF | Griffon | 1991-07-01 | 8.2% | 8.6% | -54.7% | -56.9% |
| GIII | G-III Apparel Group | 1991-07-01 | 10.7% | 12.0% | -72.5% | -78.2% |
| GKOS | Glaukos | 2016-12-30 | 13.6% | 8.8% | -69.4% | -69.6% |
| GNL | Global Net Lease | 2016-11-29 | -2.3% | -1.9% | -57.7% | -58.4% |
| GNW | Genworth Financial | 2005-11-29 | -6.8% | -7.7% | -75.5% | -78.3% |
| GO | Grocery Outlet | 2020-12-30 | -22.3% | -24.2% | -85.5% | -87.3% |
| GOLF | Acushnet Holdings | 2018-05-16 | 28.4% | 20.4% | -27.9% | -35.4% |
| GPI | Group 1 Automotive | 1999-05-05 | 13.0% | 12.0% | -56.1% | -62.7% |
| GRBK | Green Brick Partners | 2013-12-31 | 26.3% | 25.8% | -54.3% | -54.3% |
| GSHD | Goosehead Insurance | 2019-10-30 | 23.1% | -1.6% | -53.3% | -83.4% |
| GT | Goodyear Tire & Rubber | 1991-07-01 | -3.2% | -4.0% | -67.9% | -77.8% |
| GTES | Gates Industrial | 2019-08-06 | 26.5% | 13.3% | -27.4% | -48.4% |
| GTY | Getty Realty | 1991-07-01 | 10.4% | 9.2% | -43.0% | -47.8% |
| GVA | Granite Construction | 1991-10-18 | 10.0% | 10.5% | -51.9% | -53.3% |
| HAFC | Hanmi Financial | 1999-01-22 | 2.0% | 2.5% | -50.3% | -66.2% |
| HASI | HA Sustainable Infrastructure Capital | 2014-12-01 | 13.3% | 11.0% | -57.1% | -66.7% |
| HCC | Warrior Met Coal | 2018-10-19 | 30.9% | 29.2% | -45.4% | -46.6% |
| HCI | HCI Group | 2010-03-25 | 18.0% | 16.5% | -42.4% | -48.4% |
| HCSG | Healthcare Services Group | 1991-07-01 | 14.7% | 12.1% | -47.6% | -52.0% |
| HE | Hawaiian Electric Industries | 1991-07-01 | 7.1% | 8.4% | -26.3% | -28.5% |
| HFWA | Heritage Financial | 1999-07-20 | 6.0% | 6.7% | -47.1% | -50.8% |
| HIW | Highwoods Properties | 1995-12-08 | 4.0% | 6.5% | -33.7% | -36.7% |
| HLIT | Harmonic | 1996-11-27 | 1.3% | -0.1% | -45.3% | -68.9% |
| HLX | Helix Energy Solutions Group | 1999-01-13 | -3.9% | -4.4% | -90.4% | -90.4% |
| HMN | Horace Mann Educators | 1993-06-08 | 3.0% | 4.5% | -32.6% | -42.7% |
| HNI | HNI | 1991-07-01 | 6.6% | 8.9% | -44.2% | -50.5% |
| HOPE | Hope Bancorp | 1999-08-19 | 2.0% | 3.3% | -47.5% | -53.8% |
| HP | Helmerich & Payne | 1991-07-01 | 8.4% | 10.0% | -56.4% | -63.5% |
| HSTM | HealthStream | 2004-10-20 | 8.4% | 3.8% | -38.1% | -44.6% |
| HTH | Hilltop Holdings | 2005-08-25 | 8.7% | 8.5% | -43.3% | -45.6% |
| HTLD | Heartland Express | 1991-07-01 | 6.5% | 6.6% | -34.5% | -36.6% |
| HTO | H2O America | 1991-07-01 | 9.2% | 11.9% | -30.8% | -33.5% |
| HUBG | Hub Group | 1997-09-11 | 11.7% | 8.9% | -38.4% | -44.5% |
| HWKN | Hawkins | 1991-07-23 | 12.0% | 13.4% | -28.3% | -38.4% |
| HZO | MarineMax | 1999-12-01 | 12.9% | 10.7% | -63.6% | -66.4% |
| IART | Integra LifeSciences Holdings | 1997-02-20 | 12.3% | 9.7% | -55.8% | -55.6% |
| IBP | Installed Building Products | 2015-08-24 | 17.2% | 25.7% | -61.7% | -61.7% |
| ICHR | Ichor Holdings | 2018-06-14 | 7.4% | 3.4% | -63.8% | -65.1% |
| ICUI | ICU Medical | 1993-09-30 | 14.9% | 10.9% | -45.8% | -49.9% |
| IIPR | Innovative Industrial Properties | 2018-06-14 | 12.4% | 3.1% | -51.3% | -75.4% |
| INDB | Independent Bank | 1993-01-27 | 12.6% | 12.8% | -42.8% | -42.9% |
| INDV | Indivior Pharmaceuticals | 2016-08-11 | 15.6% | 18.8% | -72.3% | -72.5% |
| INSP | Inspire Medical Systems | 2019-11-06 | -2.3% | -6.2% | -76.8% | -76.8% |
| INSW | International Seaways | 2018-05-30 | 23.9% | 31.2% | -46.7% | -57.5% |
| INVA | Innoviva | 2006-04-10 | 1.0% | -0.5% | -48.7% | -65.4% |
| INVX | Innovex International | 1999-05-05 | -1.4% | -2.8% | -59.4% | -68.0% |
| IOSP | Innospec | 1999-11-24 | 16.2% | 12.7% | -42.7% | -42.7% |
| IPAR | Interparfums | 1992-03-04 | 14.8% | 16.9% | -52.2% | -54.9% |
| IRDM | Iridium Communications | 2009-09-28 | 15.7% | 13.0% | -46.9% | -46.9% |
| ITGR | Integer Holdings | 2002-04-12 | 8.7% | 8.0% | -51.6% | -54.9% |
| ITRI | Itron | 1995-05-19 | 7.5% | 7.7% | -65.2% | -65.3% |
| IVT | InvenTrust Properties | 2015-09-21 | 10.8% | 23.0% | -37.7% | -92.3% |
| JBGS | JBG SMITH Properties | 2019-01-23 | -10.4% | -11.0% | -55.3% | -59.7% |
| JBLU | JetBlue Airways | 2003-10-23 | -7.6% | -10.2% | -69.5% | -71.1% |
| JBSS | John B. Sanfilippo & Son | 1993-06-08 | 8.7% | 11.7% | -59.6% | -62.8% |
| JBTM | JBT Marel | 2010-01-22 | 18.0% | 18.4% | -45.4% | -51.7% |
| JJSF | J & J Snack Foods | 1991-07-01 | 16.3% | 12.2% | -41.9% | -44.1% |
| JOE | St. Joe Company | 1991-10-10 | 5.2% | 8.3% | -45.3% | -48.4% |
| KAI | Kadant | 1994-05-10 | 11.8% | 11.5% | -52.3% | -52.7% |
| KALU | Kaiser Aluminum | 2007-12-18 | 10.9% | 9.2% | -50.2% | -52.0% |
| KFY | Korn Ferry | 2000-08-11 | 10.0% | 9.4% | -53.4% | -53.5% |
| KLIC | Kulicke & Soffa Industries | 1991-07-01 | 14.6% | 11.3% | -81.9% | -80.0% |
| KMPR | Kemper | 1991-10-18 | 10.0% | 10.0% | -37.0% | -42.0% |
| KMT | Kennametal | 1991-07-01 | 4.9% | 4.0% | -57.9% | -65.5% |
| KMX | CarMax | 1998-08-11 | 11.0% | 12.1% | -55.4% | -62.0% |
| KN | Knowles | 2015-08-24 | 5.8% | 2.8% | -47.8% | -49.6% |
| KNTK | Kinetik Holdings | 2018-11-13 | 21.8% | 20.8% | -38.6% | -62.5% |
| KOP | Koppers Holdings | 2007-08-16 | 0.8% | 1.4% | -68.7% | -70.4% |
| KSS | Kohl’s | 1993-11-16 | 2.1% | 1.4% | -53.9% | -54.7% |
| KTB | Kontoor Brands | 2020-11-19 | 19.0% | 12.2% | -44.5% | -50.9% |
| KWR | Quaker Houghton | 1991-07-01 | 7.5% | 9.3% | -39.0% | -45.3% |
| LAUR | Laureate Education | 2018-08-10 | 27.0% | 18.7% | -32.3% | -64.0% |
| LAZ | Lazard | 2006-11-27 | 6.4% | 6.2% | -54.4% | -56.9% |
| LBRT | Liberty Energy | 2019-07-17 | 30.3% | 16.7% | -57.6% | -58.8% |
| LCII | LCI Industries | 1993-01-05 | 14.5% | 13.2% | -48.0% | -51.4% |
| LEG | Leggett & Platt | 1991-07-01 | 5.2% | 6.2% | -46.3% | -46.9% |
| LEU | Centrus Energy | 2000-01-25 | -2.6% | -7.7% | -41.8% | -88.2% |
| LGIH | LGI Homes | 2015-05-27 | 18.2% | 14.1% | -63.1% | -63.8% |
| LGND | Ligand Pharmaceuticals | 1994-06-20 | 4.2% | 2.1% | -74.1% | -76.9% |
| LKFN | Lakeland Financial | 1995-12-08 | 13.1% | 13.0% | -33.4% | -34.7% |
| LKQ | LKQ | 2005-04-14 | 12.1% | 13.3% | -58.6% | -58.6% |
| LMAT | LeMaitre Vascular | 2008-05-08 | 22.2% | 22.8% | -39.3% | -40.0% |
| LNC | Lincoln National | 1991-07-01 | 6.9% | 7.4% | -55.8% | -58.9% |
| LNN | Lindsay | 1991-07-01 | 12.2% | 9.1% | -38.3% | -39.7% |
| LPG | Dorian LPG | 2015-11-10 | 32.1% | 35.4% | -60.4% | -60.4% |
| LQDA | Liquidia | 2020-01-28 | 44.5% | 39.8% | -58.0% | -58.0% |
| LQDT | Liquidity Services | 2007-08-29 | 15.8% | 13.1% | -47.1% | -71.1% |
| LRN | Stride | 2009-07-06 | 14.3% | 12.8% | -54.4% | -59.5% |
| LTC | LTC Properties | 1994-02-18 | 6.9% | 9.3% | -44.5% | -51.2% |
| LUMN | Lumen Technologies | 1991-07-01 | 4.3% | 3.2% | -47.7% | -51.2% |
| LW | Lamb Weston Holdings | 2018-05-16 | -3.2% | -0.1% | -53.3% | -53.3% |
| LXP | LXP Industrial Trust | 1995-04-26 | 5.1% | 9.0% | -26.5% | -38.9% |
| LYFT | Lyft | 2020-10-19 | -8.2% | -24.0% | -57.9% | -88.1% |
| LZB | La-Z-Boy | 1991-07-01 | 12.6% | 7.1% | -49.0% | -55.0% |
| MAC | Macerich | 1995-09-08 | 6.6% | 7.3% | -41.4% | -48.6% |
| MAN | ManpowerGroup | 1991-07-01 | 5.7% | 5.2% | -51.1% | -52.9% |
| MARA | MARA Holdings | 2015-02-10 | 10.1% | 11.1% | -94.8% | -95.9% |
| MATW | Matthews International | 1996-01-24 | 6.8% | 5.2% | -40.1% | -37.9% |
| MATX | Matson | 1991-07-01 | 11.7% | 8.9% | -34.7% | -39.2% |
| MBIN | Merchants Bancorp | 2019-05-02 | 35.4% | 23.6% | -35.8% | -42.4% |
| MC | Moelis & Company | 2015-10-15 | 15.7% | 16.0% | -51.3% | -53.4% |
| MCRI | Monarch Casino & Resort | 1995-02-09 | 16.6% | 15.1% | -56.1% | -56.2% |
| MCY | Mercury General | 1991-07-01 | 7.9% | 8.5% | -43.5% | -45.1% |
| MD | Pediatrix Medical Group | 1997-04-11 | 5.9% | 7.4% | -66.1% | -66.1% |
| MDU | MDU Resources Group | 1991-07-01 | 9.0% | 10.0% | -41.8% | -51.4% |
| MGEE | MGE Energy | 1991-07-01 | 10.5% | 9.9% | -22.4% | -22.1% |
| MGY | Magnolia Oil & Gas | 2019-01-04 | 24.1% | 22.3% | -39.5% | -45.3% |
| MHK | Mohawk Industries | 1993-09-30 | 7.9% | 9.0% | -49.8% | -54.4% |
| MHO | M/I Homes | 1995-05-05 | 14.7% | 14.3% | -68.9% | -70.1% |
| MKTX | MarketAxess Holdings | 2006-06-06 | 23.9% | 32.8% | -33.5% | -32.7% |
| MLKN | MillerKnoll | 1991-07-01 | 4.6% | 5.0% | -58.1% | -55.3% |
| MMI | Marcus & Millichap | 2015-05-27 | 3.0% | 2.6% | -47.6% | -51.0% |
| MMSI | Merit Medical Systems | 1991-11-25 | 10.5% | 9.7% | -50.8% | -58.2% |
| MPT | Medical Properties Trust | 2007-01-26 | 10.5% | 11.7% | -44.5% | -45.4% |
| MRCY | Mercury Systems | 1999-08-19 | 1.7% | 0.8% | -68.5% | -68.5% |
| MRTN | Marten Transport | 1991-08-06 | 11.3% | 11.4% | -38.1% | -38.2% |
| MSEX | Middlesex Water | 1991-07-23 | 10.5% | 10.8% | -25.8% | -28.8% |
| MSGS | Madison Square Garden Sports | 2017-04-03 | 2.3% | 2.9% | -38.5% | -39.0% |
| MTCH | Match Group | 2017-05-31 | 9.7% | -12.7% | -64.0% | -83.8% |
| MTH | Meritage Homes | 1991-07-01 | 16.9% | 17.1% | -48.1% | -55.5% |
| MTRN | Materion | 1991-07-01 | 12.5% | 8.6% | -57.7% | -62.0% |
| MTUS | Metallus | 2015-12-21 | 12.2% | 9.4% | -84.8% | -84.9% |
| MTX | Minerals Technologies | 1994-04-29 | 7.0% | 4.3% | -50.2% | -50.3% |
| MWA | Mueller Water Products | 2007-12-18 | 14.8% | 10.4% | -42.4% | -43.9% |
| MXL | MaxLinear | 2011-09-29 | 13.8% | 14.8% | -71.6% | -74.6% |
| MYRG | MYR Group | 2010-03-25 | 20.9% | 18.1% | -48.2% | -50.3% |
| NAVI | Navient | 2015-10-22 | 8.5% | 9.5% | -63.5% | -67.1% |
| NBHC | National Bank Holdings | 2014-04-07 | 12.9% | 8.2% | -44.5% | -45.8% |
| NBTB | NBT Bancorp | 1993-09-17 | 8.4% | 7.3% | -34.0% | -35.1% |
| NEO | NeoGenomics | 2013-06-03 | 8.7% | 9.0% | -86.4% | -87.9% |
| NEOG | Neogen | 1991-07-01 | 12.8% | 17.5% | -46.0% | -45.4% |
| NGVT | Ingevity | 2017-11-08 | -5.7% | -6.4% | -69.9% | -70.4% |
| NHC | National HealthCare | 1991-07-01 | 9.6% | 8.6% | -35.2% | -38.3% |
| NHI | National Health Investors | 1993-04-20 | 7.8% | 11.4% | -41.7% | -45.5% |
| NIC | Nicolet Bankshares | 2014-12-31 | 11.5% | 12.8% | -36.9% | -37.0% |
| NMIH | NMI Holdings | 2015-05-27 | 4.5% | 11.3% | -73.0% | -73.1% |
| NOG | Northern Oil and Gas | 2008-08-01 | -7.3% | -11.7% | -90.3% | -92.1% |
| NPK | National Presto Industries | 1991-07-01 | 6.0% | 7.2% | -32.6% | -38.1% |
| NPO | Enpro | 2003-12-08 | 9.1% | 8.9% | -56.0% | -57.6% |
| NSIT | Insight Enterprises | 1996-07-24 | 16.0% | 12.4% | -55.1% | -58.1% |
| NSP | Insperity | 1998-08-04 | 11.0% | 12.2% | -74.1% | -75.2% |
| NSSC | NAPCO Security Technologies | 1991-07-01 | 18.5% | 20.9% | -60.4% | -60.3% |
| NTCT | NetScout Systems | 2001-02-21 | 8.8% | 8.8% | -57.7% | -59.2% |
| NWBI | Northwest Bancshares | 1996-05-16 | 10.5% | 8.5% | -36.8% | -37.9% |
| NWL | Newell Brands | 1991-07-01 | -1.5% | -1.5% | -58.4% | -63.9% |
| NWN | Northwest Natural Holding Company | 1991-07-01 | 9.5% | 7.6% | -21.6% | -27.6% |
| NX | Quanex Building Products | 1991-07-01 | 11.5% | 7.1% | -52.7% | -54.7% |
| NXRT | NexPoint Residential Trust | 2016-09-21 | 4.7% | 3.4% | -58.0% | -70.3% |
| OFG | OFG Bancorp | 1991-09-11 | 4.9% | 9.9% | -60.8% | -63.6% |
| OI | O-I Glass | 1993-06-21 | -1.9% | -1.8% | -68.1% | -76.1% |
| OII | Oceaneering International | 1991-07-01 | 11.3% | 10.5% | -65.7% | -65.7% |
| OMCL | Omnicell | 2003-02-13 | 11.2% | 13.5% | -47.1% | -60.1% |
| OPLN | OPENLANE | 2011-06-16 | 10.9% | 8.6% | -45.3% | -46.2% |
| OSIS | OSI Systems | 1999-05-05 | 10.0% | 10.1% | -51.0% | -51.7% |
| OSW | OneSpaWorld Holdings | 2019-05-29 | 28.0% | 16.3% | -41.5% | -45.0% |
| OTTR | Otter Tail | 1991-07-01 | 10.8% | 10.8% | -24.8% | -29.0% |
| OUT | OUTFRONT Media | 2015-10-14 | 1.3% | 1.9% | -72.0% | -73.8% |
| PAHC | Phibro Animal Health | 2015-10-14 | -7.4% | -5.0% | -67.3% | -68.0% |
| PARR | Par Pacific Holdings | 2014-07-30 | 3.8% | 3.8% | -76.3% | -76.4% |
| PATK | Patrick Industries | 1991-08-16 | 10.7% | 11.1% | -62.6% | -65.2% |
| PAYC | Paycom Software | 2015-10-14 | 23.9% | 14.4% | -34.3% | -53.0% |
| PBH | Prestige Consumer Healthcare | 2006-09-07 | 16.1% | 12.2% | -41.7% | -41.8% |
| PBI | Pitney Bowes | 1991-07-01 | 1.2% | 2.7% | -34.2% | -60.4% |
| PCRX | Pacira Biosciences | 2012-08-15 | -5.8% | -4.7% | -67.9% | -74.6% |
| PDFS | PDF Solutions | 2003-02-06 | 17.4% | 6.1% | -56.5% | -67.3% |
| PEB | Pebblebrook Hotel Trust | 2011-06-13 | -2.3% | -3.5% | -54.4% | -70.1% |
| PENG | Penguin Solutions | 2018-12-26 | 12.4% | 7.8% | -51.1% | -65.4% |
| PENN | PENN Entertainment | 1995-11-28 | 11.0% | 14.0% | -72.5% | -72.5% |
| PFBC | Preferred Bank | 2002-07-23 | 9.4% | 12.2% | -46.3% | -55.6% |
| PFS | Provident Financial Services | 2004-08-04 | 5.0% | 5.5% | -56.5% | -58.8% |
| PGNY | Progyny | 2021-05-11 | 3.8% | -15.1% | -60.3% | -79.5% |
| PI | Impinj | 2018-01-31 | 53.3% | 38.0% | -60.7% | -68.3% |
| PIPR | Piper Sandler Companies | 2005-06-24 | 16.9% | 14.7% | -60.7% | -61.0% |
| PJT | PJT Partners | 2017-04-03 | 23.6% | 18.5% | -52.2% | -52.7% |
| PLAB | Photronics | 1991-07-01 | 8.8% | 6.7% | -61.2% | -61.3% |
| PLMR | Palomar Holdings | 2020-10-19 | 8.5% | 8.7% | -53.1% | -53.8% |
| PLUS | ePlus | 1998-08-31 | 15.3% | 13.8% | -42.6% | -48.4% |
| PLXS | Plexus | 1991-07-01 | 13.4% | 11.4% | -64.6% | -64.6% |
| PMT | PennyMac Mortgage Investment Trust | 2011-01-31 | 6.8% | 8.2% | -39.3% | -44.9% |
| POOL | Pool | 1997-04-14 | 24.5% | 25.7% | -28.9% | -30.8% |
| POWI | Power Integrations | 1999-07-07 | 9.3% | 9.6% | -44.7% | -45.7% |
| POWL | Powell Industries | 1991-07-01 | 5.2% | 7.4% | -56.3% | -65.3% |
| PPLI | People | 1994-07-20 | 13.0% | 13.8% | -50.2% | -52.8% |
| PRDO | Perdoceo Education | 1999-08-19 | 2.9% | 3.1% | -70.0% | -70.2% |
| PRG | PROG Holdings | 1991-07-23 | 13.4% | 12.1% | -48.7% | -49.7% |
| PRGO | Perrigo | 1993-06-21 | -1.0% | 1.2% | -52.0% | -55.1% |
| PRGS | Progress Software | 1993-01-27 | 9.3% | 9.3% | -40.0% | -45.3% |
| PRIM | Primoris Services | 2008-05-08 | 10.9% | 11.3% | -50.8% | -52.2% |
| PRK | Park National | 1992-07-28 | 7.2% | 9.3% | -26.9% | -31.8% |
| PRKS | United Parks & Resorts | 2014-12-01 | 16.9% | 16.6% | -77.6% | -79.8% |
| PRLB | Proto Labs | 2013-08-27 | -2.3% | -6.0% | -80.0% | -81.9% |
| PRSU | Pursuit Attractions and Hospitality | 1991-07-01 | 8.5% | 7.6% | -42.4% | -42.7% |
| PSMT | PriceSmart | 1999-05-05 | 5.0% | 6.5% | -47.1% | -53.2% |
| PTCT | PTC Therapeutics | 2014-12-31 | 6.5% | 5.5% | -72.1% | -73.8% |
| PTEN | Patterson-UTI Energy | 1995-05-05 | 4.6% | 2.7% | -69.7% | -73.0% |
| PTGX | Protagonist Therapeutics | 2018-02-28 | 27.1% | 27.7% | -85.7% | -85.8% |
| PTON | Peloton Interactive | 2021-04-21 | -14.5% | -43.9% | -69.0% | -97.7% |
| PZZA | Papa John’s International | 1994-12-08 | 9.6% | 8.1% | -54.3% | -55.9% |
| QDEL | QuidelOrtho | 1992-08-06 | 6.7% | 10.2% | -63.6% | -70.7% |
| QNST | QuinStreet | 2011-08-26 | 17.4% | 10.2% | -64.1% | -71.7% |
| QRVO | Qorvo | 2016-07-22 | 6.0% | 5.7% | -62.6% | -60.7% |
| QTWO | Q2 Holdings | 2015-09-21 | -2.0% | -2.8% | -83.5% | -84.6% |
| RAMP | LiveRamp Holdings | 1991-07-01 | 11.6% | 4.7% | -55.3% | -58.8% |
| RCUS | Arcus Biosciences | 2019-09-23 | 8.3% | -4.8% | -80.7% | -85.8% |
| RDN | Radian Group | 1994-05-10 | 10.0% | 10.4% | -60.1% | -61.3% |
| RDNT | RadNet | 1992-08-25 | 13.8% | 22.0% | -70.7% | -73.4% |
| RES | RPC | 1991-07-01 | 12.9% | 14.3% | -59.9% | -64.9% |
| REX | REX American Resources | 1991-07-01 | 10.8% | 8.9% | -53.6% | -60.9% |
| REZI | Resideo Technologies | 2020-04-21 | 9.7% | 12.3% | -46.3% | -56.1% |
| RHI | Robert Half | 1991-07-01 | 8.9% | 9.7% | -54.4% | -55.5% |
| RHP | Ryman Hospitality Properties | 1993-04-23 | 9.2% | 8.3% | -49.0% | -49.9% |
| RITM | Rithm Capital | 2014-12-01 | 1.3% | 2.9% | -67.6% | -81.1% |
| RNG | RingCentral | 2015-04-01 | -6.4% | -13.9% | -92.8% | -93.6% |
| RNST | Renasant | 1994-01-13 | 4.2% | 6.8% | -44.0% | -47.8% |
| ROAD | Construction Partners | 2019-11-06 | 46.8% | 35.5% | -33.6% | -54.5% |
| ROCK | Gibraltar Industries | 1995-05-19 | 6.6% | 6.6% | -56.6% | -58.5% |
| ROG | Rogers | 1991-07-01 | 8.5% | 12.8% | -54.9% | -53.5% |
| RRR | Red Rock Resorts | 2017-10-25 | 29.8% | 20.2% | -83.9% | -86.2% |
| RUN | Sunrun | 2017-03-08 | 24.4% | -1.6% | -74.1% | -90.8% |
| RUSHA | Rush Enterprises | 2004-01-12 | 12.7% | 12.7% | -50.3% | -52.5% |
| SABR | Sabre | 2015-10-22 | -19.9% | -22.4% | -83.4% | -87.6% |
| SAFE | Safehold | 1991-07-01 | 1.6% | 8.5% | -33.3% | -71.4% |
| SAFT | Safety Insurance Group | 2004-06-04 | 6.8% | 9.6% | -31.5% | -32.8% |
| SAH | Sonic Automotive | 1999-05-26 | 11.3% | 8.9% | -58.7% | -64.6% |
| SBCF | Seacoast Banking Corporation of Florida | 1991-08-16 | 9.0% | 11.2% | -31.5% | -42.1% |
| SBH | Sally Beauty Holdings | 2008-05-22 | -5.9% | -5.4% | -68.1% | -68.4% |
| SBSI | Southside Bancshares | 1998-05-07 | 17.7% | 11.2% | -33.5% | -37.3% |
| SCHL | Scholastic | 1993-08-24 | 2.8% | 2.2% | -50.1% | -59.2% |
| SCL | Stepan | 1991-07-23 | 12.0% | 9.6% | -29.4% | -38.9% |
| SCSC | ScanSource | 1995-09-26 | 8.2% | 4.7% | -52.8% | -60.5% |
| SEDG | SolarEdge Technologies | 2016-09-27 | 15.3% | 11.6% | -78.6% | -82.1% |
| SEI | Solaris Energy Infrastructure | 2018-11-13 | 22.0% | 31.9% | -55.2% | -56.1% |
| SFBS | ServisFirst Bancshares | 2015-11-13 | 15.8% | 17.4% | -53.0% | -57.1% |
| SFNC | Simmons First National | 1991-07-23 | 13.3% | 7.7% | -33.3% | -43.2% |
| SHAK | Shake Shack | 2016-08-03 | 10.8% | 7.7% | -68.8% | -70.9% |
| SHEN | Shenandoah Telecommunications | 2000-12-13 | 15.4% | 13.9% | -45.0% | -50.2% |
| SHO | Sunstone Hotel Investors | 2006-05-02 | 1.2% | 1.9% | -38.8% | -53.9% |
| SHOO | Steven Madden | 1995-06-27 | 18.4% | 13.2% | -52.1% | -59.8% |
| SIG | Signet Jewelers | 1991-07-23 | 7.2% | 11.4% | -52.8% | -70.3% |
| SKT | Tanger | 1994-12-02 | 14.6% | 12.7% | -32.7% | -39.1% |
| SKY | Champion Homes | 1991-07-01 | 9.3% | 9.0% | -56.8% | -62.8% |
| SKYW | SkyWest | 1991-07-01 | 8.8% | 8.1% | -71.3% | -71.3% |
| SLG | SL Green Realty | 1999-02-25 | 1.3% | 3.3% | -49.4% | -62.6% |
| SM | SM Energy | 1994-06-20 | 12.5% | 11.9% | -57.8% | -80.1% |
| SMP | Standard Motor Products | 1991-07-01 | 2.8% | 2.6% | -44.9% | -52.0% |
| SMPL | Simply Good Foods | 2018-03-20 | 14.6% | 10.4% | -42.8% | -51.6% |
| SNDR | Schneider National | 2018-10-10 | 12.0% | 6.5% | -32.3% | -33.6% |
| SNEX | StoneX Group | 1996-10-22 | 15.7% | 14.7% | -48.7% | -48.7% |
| SONO | Sonos | 2020-02-24 | -4.4% | -5.6% | -82.4% | -82.5% |
| SPNT | SiriusPoint | 2015-03-11 | -5.2% | -3.4% | -59.1% | -64.5% |
| SPSC | SPS Commerce | 2011-10-20 | 19.3% | 19.0% | -48.1% | -49.2% |
| SRPT | Sarepta Therapeutics | 1998-12-11 | 2.9% | 2.7% | -80.0% | -80.0% |
| STAA | STAAR Surgical | 1992-05-27 | 9.8% | 6.9% | -79.0% | -79.1% |
| STBA | S&T Bancorp | 1993-10-19 | 7.7% | 8.7% | -34.5% | -39.7% |
| STC | Stewart Information Services | 1991-07-01 | 9.3% | 11.9% | -44.1% | -52.1% |
| STRA | Strategic Education | 1998-03-24 | 9.8% | 9.2% | -51.0% | -55.6% |
| SUPN | Supernus Pharmaceuticals | 2013-11-08 | 9.4% | 6.9% | -67.0% | -68.3% |
| SXI | Standex International | 1991-07-01 | 7.1% | 7.1% | -45.0% | -47.9% |
| SXT | Sensient Technologies | 1991-07-01 | 8.7% | 7.2% | -31.8% | -34.7% |
| TALO | Talos Energy | 1995-01-13 | -3.5% | -6.3% | -53.2% | -85.3% |
| TBBK | Bancorp | 2005-08-25 | 3.5% | 3.6% | -73.6% | -73.8% |
| TDC | Teradata | 2009-03-17 | 3.8% | -2.3% | -50.1% | -63.2% |
| TDS | Telephone and Data Systems | 1991-07-01 | 1.2% | 1.6% | -49.0% | -57.6% |
| TDW | Tidewater | 1991-07-01 | 1.6% | 3.6% | -51.8% | -69.7% |
| TFIN | Triumph Financial | 2016-05-12 | 21.4% | 17.1% | -55.2% | -65.6% |
| TFX | Teleflex | 1991-07-01 | 11.0% | 11.2% | -38.2% | -42.9% |
| TGTX | TG Therapeutics | 2013-11-08 | 7.5% | 8.3% | -92.1% | -92.2% |
| THRM | Gentherm | 1994-12-08 | 11.1% | 10.0% | -66.2% | -74.9% |
| TILE | Interface | 1991-07-01 | 3.4% | 4.8% | -70.2% | -75.1% |
| TMDX | TransMedics Group | 2020-10-29 | 35.9% | 32.3% | -65.8% | -73.7% |
| TMP | Tompkins Financial | 1991-07-23 | 9.5% | 9.2% | -35.6% | -37.9% |
| TNC | Tennant | 1991-07-23 | 10.1% | 8.8% | -40.3% | -41.2% |
| TNDM | Tandem Diabetes Care | 2015-05-27 | 0.3% | -3.9% | -62.2% | -90.7% |
| TPC | Tutor Perini | 1991-07-01 | -4.6% | -2.4% | -70.3% | -70.4% |
| TR | Tootsie Roll Industries | 1991-07-01 | 7.6% | 5.0% | -31.4% | -34.6% |
| TRIP | TripAdvisor | 2013-06-12 | -9.3% | -11.4% | -68.9% | -76.6% |
| TRMK | Trustmark | 1991-07-23 | 7.4% | 8.4% | -37.1% | -39.6% |
| TRN | Trinity Industries | 1991-07-01 | 6.7% | 6.6% | -50.0% | -52.1% |
| TRNO | Terreno Realty | 2011-08-26 | 13.8% | 18.2% | -28.5% | -30.7% |
| TRST | TrustCo Bank | 1991-07-01 | 4.9% | 6.9% | -24.4% | -30.0% |
| TRUP | Trupanion | 2016-02-03 | 15.8% | 7.4% | -70.9% | -87.3% |
| UA | Under Armour | 2017-10-24 | -15.1% | -16.5% | -75.7% | -75.7% |
| UAA | Under Armour | 2007-06-07 | -6.7% | -3.8% | -76.3% | -76.4% |
| UCB | United Community Banks | 2003-09-25 | 2.6% | 3.3% | -43.7% | -50.8% |
| UCTT | Ultra Clean Holdings | 2005-10-05 | 14.6% | 9.7% | -70.6% | -72.6% |
| UE | Urban Edge Properties | 2016-07-22 | 0.8% | 1.2% | -54.8% | -65.5% |
| UFCS | United Fire Group | 1991-08-06 | 5.9% | 6.9% | -46.1% | -48.8% |
| UFPT | UFP Technologies | 1995-06-27 | 16.1% | 17.2% | -61.4% | -61.4% |
| UNF | UniFirst | 1991-07-01 | 10.8% | 10.7% | -40.8% | -40.8% |
| UNFI | United Natural Foods | 1998-05-07 | 6.1% | 5.1% | -64.1% | -65.9% |
| UNIT | Uniti Group | 2016-10-26 | -5.5% | -7.3% | -59.8% | -76.8% |
| UPBD | Upbound Group | 1996-07-24 | 10.1% | 6.8% | -61.3% | -63.3% |
| UPWK | Upwork | 2020-04-21 | 1.7% | -9.6% | -62.0% | -87.5% |
| URBN | Urban Outfitters | 1995-05-19 | 5.8% | 5.5% | -58.9% | -65.5% |
| USLM | United States Lime & Minerals | 1991-07-01 | 11.7% | 12.1% | -37.8% | -38.3% |
| USPH | US Physical Therapy | 1993-11-30 | 16.8% | 13.2% | -52.8% | -53.7% |
| UTI | Universal Technical Institute | 2005-06-24 | -3.1% | -4.1% | -57.4% | -63.5% |
| UTL | Unitil | 1991-07-23 | 7.2% | 7.6% | -23.4% | -28.3% |
| UVV | Universal | 1991-07-01 | 5.8% | 7.1% | -35.1% | -41.1% |
| VAC | Marriott Vacations Worldwide | 2013-06-03 | 3.7% | 4.0% | -69.1% | -71.7% |
| VCEL | Vericel | 1998-08-11 | 0.0% | -6.6% | -72.6% | -89.9% |
| VCTR | Victory Capital Holdings | 2019-08-13 | 35.1% | 31.1% | -26.5% | -45.2% |
| VCYT | Veracyte | 2015-05-27 | 19.2% | 18.4% | -75.6% | -81.2% |
| VECO | Veeco Instruments | 1996-05-29 | 2.6% | -0.1% | -71.8% | -80.6% |
| VIR | Vir Biotechnology | 2021-04-21 | -12.9% | -26.4% | -85.7% | -92.2% |
| VIRT | Virtu Financial | 2016-10-13 | 8.5% | 12.8% | -37.0% | -54.5% |
| VRRM | Verra Mobility | 2018-09-26 | 18.0% | 14.4% | -65.1% | -65.6% |
| VRTS | Virtus Investment Partners | 2010-07-19 | 6.6% | 10.1% | -48.6% | -58.7% |
| VSAT | ViaSat | 1998-06-12 | 7.1% | 6.9% | -56.0% | -57.4% |
| VSEC | VSE | 1991-09-04 | 9.3% | 14.4% | -59.8% | -60.5% |
| VSH | Vishay Intertechnology | 1991-07-01 | 4.9% | 5.9% | -55.4% | -63.5% |
| VTOL | Bristow Group | 2014-07-30 | -1.3% | -1.6% | -66.0% | -73.1% |
| VVX | V2X | 2016-03-24 | 7.8% | 6.5% | -50.7% | -50.2% |
| VYX | NCR Voyix | 1998-06-12 | 1.0% | 2.0% | -67.1% | -67.1% |
| WABC | Westamerica Bancorporation | 1991-07-01 | 7.8% | 6.4% | -32.9% | -33.6% |
| WAFD | WaFd | 1991-07-01 | 8.8% | 8.8% | -38.1% | -40.2% |
| WD | Walker & Dunlop | 2012-06-26 | 20.9% | 18.9% | -65.3% | -68.5% |
| WDFC | WD-40 | 1991-07-01 | 12.5% | 9.6% | -33.1% | -33.3% |
| WEN | Wendy’s | 1991-07-01 | 11.8% | 13.2% | -52.5% | -53.4% |
| WERN | Werner Enterprises | 1991-07-01 | 10.7% | 8.9% | -34.7% | -35.1% |
| WGO | Winnebago Industries | 1991-07-01 | 17.7% | 13.3% | -56.8% | -63.1% |
| WHD | Cactus | 2019-08-13 | 22.9% | 16.1% | -48.9% | -51.4% |
| WINA | Winmark | 1995-04-04 | 17.7% | 17.7% | -43.1% | -45.5% |
| WKC | World Kinect | 1991-07-01 | 8.9% | 9.7% | -54.3% | -56.1% |
| WLY | John Wiley & Sons | 1991-07-01 | 7.1% | 8.2% | -38.9% | -42.1% |
| WOR | Worthington Enterprises | 1991-07-01 | 8.6% | 8.2% | -44.6% | -48.5% |
| WRLD | World Acceptance | 1993-06-08 | 12.8% | 8.8% | -66.4% | -72.9% |
| WSBC | WesBanco | 1991-07-01 | 5.1% | 6.8% | -35.5% | -37.3% |
| WSC | WillScot Holdings | 2017-05-31 | 19.6% | 21.2% | -58.3% | -60.1% |
| WSFS | WSFS Financial | 1991-07-23 | 15.6% | 12.9% | -43.3% | -46.4% |
| WT | WisdomTree | 1994-09-01 | 0.8% | 4.2% | -87.0% | -89.0% |
| WU | Western Union | 2008-03-28 | 2.9% | 2.4% | -40.8% | -43.8% |
| WWW | Wolverine World Wide | 1991-07-01 | 13.7% | 8.0% | -55.0% | -56.4% |
| XHR | Xenia Hotels & Resorts | 2016-08-11 | -2.0% | -2.3% | -64.4% | -69.2% |
| XNCR | Xencor | 2015-06-15 | 4.4% | -5.4% | -60.9% | -63.4% |
| XPEL | XPEL | 2015-03-25 | 57.6% | 60.5% | -55.1% | -58.9% |
| YELP | Yelp | 2013-09-30 | -1.3% | -1.5% | -64.7% | -72.2% |
| ZD | Ziff Davis | 2002-08-29 | 8.0% | 10.1% | -47.9% | -48.5% |
| ZWS | Zurn Elkay Water Solutions | 2013-10-16 | 18.0% | 17.1% | -42.6% | -47.3% |
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 | ||
| AAMI | 77.9% | 36.6% | 45.0% | 0.53 | 0.53 |
| AAP | 81.2% | 33.5% | 35.4% | 0.37 | 0.41 |
| AAT | 88.8% | 30.1% | 33.0% | 0.11 | 0.13 |
| ABCB | 90.6% | 34.0% | 36.4% | 0.49 | 0.47 |
| ABG | 79.9% | 42.1% | 43.8% | 0.60 | 0.62 |
| ABM | 90.6% | 29.6% | 31.2% | 0.50 | 0.44 |
| ABR | 55.8% | 20.1% | 43.2% | 0.56 | 0.61 |
| ACA | 68.2% | 27.4% | 35.1% | 1.10 | 0.60 |
| ACAD | 94.8% | 69.5% | 70.4% | 0.41 | 0.36 |
| ACHC | 98.2% | 51.9% | 52.4% | 0.48 | 0.47 |
| ACIW | 96.5% | 39.3% | 39.5% | 0.44 | 0.43 |
| ACLS | 61.5% | 43.3% | 56.9% | 0.48 | 0.56 |
| ACMR | 77.5% | 66.5% | 83.5% | 0.69 | 0.56 |
| ADAM | 26.3% | 6.6% | 49.0% | 0.26 | 0.41 |
| ADEA | 92.6% | 44.9% | 50.0% | 0.36 | 0.33 |
| ADMA | 86.9% | 66.8% | 76.7% | 0.50 | 0.33 |
| ADNT | 83.0% | 48.8% | 64.2% | 0.67 | 0.32 |
| ADT | 94.3% | 47.2% | 48.9% | 0.29 | 0.29 |
| ADUS | 78.1% | 38.7% | 44.0% | 0.71 | 0.70 |
| AEO | 85.6% | 44.4% | 48.5% | 0.37 | 0.38 |
| AGNT | 95.7% | 72.1% | 74.3% | 0.47 | 0.57 |
| AGO | 88.9% | 38.7% | 40.1% | 0.48 | 0.53 |
| AGX | 60.7% | 29.1% | 49.0% | 0.38 | 0.54 |
| AGYS | 94.3% | 47.9% | 50.6% | 0.43 | 0.38 |
| AHCO | 99.0% | 59.5% | 59.9% | 0.01 | 0.02 |
| AIN | 89.9% | 33.5% | 34.1% | 0.46 | 0.42 |
| AIR | 85.6% | 42.2% | 48.8% | 0.43 | 0.41 |
| AKR | 76.4% | 19.6% | 28.7% | 0.34 | 0.34 |
| ALG | 86.1% | 30.8% | 32.7% | 0.50 | 0.52 |
| ALGT | 92.1% | 31.3% | 42.8% | 0.30 | 0.35 |
| ALKS | 70.8% | 42.8% | 50.1% | 0.32 | 0.40 |
| ALRM | 96.4% | 38.8% | 40.5% | 0.39 | 0.29 |
| AMN | 86.4% | 41.0% | 44.1% | 0.61 | 0.45 |
| AMPH | 87.4% | 33.9% | 40.4% | 0.49 | 0.48 |
| AMR | 75.3% | 59.1% | 89.2% | 0.77 | 0.94 |
| AMRX | 96.0% | 70.6% | 71.8% | 0.41 | 0.43 |
| AMSF | 80.2% | 23.6% | 27.2% | 0.60 | 0.58 |
| ANDE | 87.6% | 35.4% | 39.9% | 0.40 | 0.46 |
| ANIP | 99.4% | 57.9% | 59.5% | 0.26 | 0.26 |
| AORT | 98.0% | 52.8% | 55.4% | 0.39 | 0.41 |
| AOSL | 89.6% | 53.7% | 56.2% | 0.68 | 0.52 |
| APAM | 79.0% | 28.8% | 35.8% | 0.55 | 0.54 |
| APLE | 83.6% | 35.1% | 43.1% | 0.24 | 0.27 |
| APOG | 90.3% | 44.2% | 47.5% | 0.35 | 0.37 |
| ARCB | 88.1% | 45.5% | 50.8% | 0.53 | 0.46 |
| ARLO | 81.8% | 56.0% | 65.6% | 0.70 | 0.65 |
| AROC | 96.2% | 48.7% | 53.8% | 0.15 | 0.22 |
| ARR | 26.1% | 6.1% | 28.6% | -0.11 | -0.03 |
| ASTE | 92.7% | 43.7% | 45.4% | 0.40 | 0.40 |
| ASTH | 80.7% | 48.5% | 63.0% | 0.70 | 0.54 |
| ATEN | 77.8% | 40.2% | 47.5% | 0.72 | 0.55 |
| AUB | 86.8% | 36.6% | 39.6% | 0.42 | 0.42 |
| AVA | 76.6% | 18.0% | 24.5% | 0.40 | 0.40 |
| AWI | 79.4% | 25.7% | 32.0% | 0.69 | 0.51 |
| AWR | 79.8% | 24.9% | 29.1% | 0.61 | 0.57 |
| AX | 79.6% | 40.5% | 43.8% | 0.65 | 0.64 |
| AZTA | 91.0% | 47.4% | 53.1% | 0.40 | 0.37 |
| AZZ | 93.4% | 35.9% | 38.5% | 0.52 | 0.60 |
| BANC | 77.9% | 31.3% | 46.4% | 0.23 | 0.30 |
| BANF | 83.8% | 30.0% | 33.5% | 0.59 | 0.60 |
| BANR | 76.8% | 29.0% | 39.5% | 0.37 | 0.41 |
| BBT | 87.8% | 32.7% | 36.5% | 0.20 | 0.26 |
| BCC | 82.9% | 40.1% | 44.2% | 0.79 | 0.66 |
| BCPC | 77.8% | 29.0% | 34.4% | 0.88 | 0.69 |
| BFAM | 84.4% | 35.8% | 36.5% | 0.24 | 0.19 |
| BFH | 83.7% | 41.1% | 47.0% | 0.40 | 0.42 |
| BFS | 84.3% | 22.2% | 25.8% | 0.50 | 0.43 |
| BGC | 60.9% | 30.7% | 44.7% | 0.22 | 0.35 |
| BHE | 89.8% | 36.8% | 38.8% | 0.43 | 0.41 |
| BJRI | 97.2% | 46.2% | 49.2% | 0.38 | 0.38 |
| BKE | 80.4% | 39.0% | 45.6% | 0.66 | 0.64 |
| BKU | 92.5% | 39.3% | 42.0% | 0.34 | 0.33 |
| BL | 75.3% | 35.3% | 46.2% | 0.33 | 0.22 |
| BLFS | 5.1% | 6.1% | 211.2% | 0.01 | 0.84 |
| BLKB | 86.2% | 35.0% | 36.2% | 0.41 | 0.36 |
| BMI | 85.6% | 31.4% | 34.1% | 0.79 | 0.71 |
| BOH | 88.2% | 28.6% | 30.5% | 0.45 | 0.46 |
| BOOT | 76.2% | 54.1% | 60.9% | 0.92 | 0.81 |
| BOX | 90.6% | 39.7% | 40.9% | 0.42 | 0.40 |
| BRC | 89.5% | 32.1% | 34.3% | 0.47 | 0.44 |
| BTU | 68.4% | 52.4% | 94.1% | 0.42 | 0.67 |
| BXMT | 55.5% | 28.1% | 43.5% | 0.48 | 0.55 |
| CACC | 79.1% | 46.8% | 52.5% | 0.69 | 0.61 |
| CAG | 81.8% | 18.3% | 22.8% | 0.31 | 0.32 |
| CAKE | 88.6% | 35.6% | 45.1% | 0.38 | 0.41 |
| CALM | 90.4% | 30.1% | 32.9% | 0.61 | 0.72 |
| CALX | 83.1% | 47.0% | 52.3% | 0.90 | 0.67 |
| CALY | 83.3% | 37.5% | 46.6% | 0.26 | 0.22 |
| CARG | 75.5% | 38.6% | 52.3% | 0.58 | 0.32 |
| CASH | 84.5% | 41.2% | 47.2% | 0.60 | 0.54 |
| CATY | 88.0% | 30.4% | 37.7% | 0.58 | 0.56 |
| CBRL | 89.5% | 36.7% | 39.1% | 0.37 | 0.33 |
| CBU | 86.5% | 25.2% | 28.7% | 0.61 | 0.59 |
| CC | 86.7% | 51.6% | 58.2% | 0.21 | 0.27 |
| CCOI | 83.1% | 29.5% | 32.5% | 0.81 | 0.63 |
| CCS | 78.1% | 49.8% | 54.2% | 0.74 | 0.63 |
| CE | 82.9% | 32.5% | 35.7% | 0.55 | 0.54 |
| CENT | 88.1% | 37.8% | 40.6% | 0.51 | 0.39 |
| CENTA | 87.1% | 31.7% | 37.1% | 0.59 | 0.46 |
| CENX | 99.7% | 69.8% | 71.8% | 0.44 | 0.43 |
| CFFN | 85.3% | 21.6% | 23.5% | 0.29 | 0.32 |
| CHCO | 84.0% | 30.2% | 35.6% | 0.51 | 0.49 |
| CHEF | 92.4% | 72.2% | 73.2% | 0.49 | 0.48 |
| CLSK | 44.6% | 62.9% | 130.9% | 0.39 | 0.55 |
| CNK | 81.7% | 23.6% | 35.9% | 0.30 | 0.38 |
| CNMD | 90.2% | 37.2% | 38.3% | 0.49 | 0.45 |
| CNR | 79.5% | 49.8% | 61.7% | 0.93 | 1.06 |
| CNS | 78.0% | 32.7% | 35.5% | 0.56 | 0.51 |
| CNXN | 65.2% | 36.8% | 41.6% | 0.61 | 0.48 |
| COHU | 86.1% | 46.3% | 50.8% | 0.40 | 0.38 |
| COLL | 92.7% | 51.3% | 52.0% | 0.39 | 0.43 |
| CORT | 92.0% | 60.5% | 65.5% | 0.71 | 0.61 |
| COTY | 68.4% | 39.6% | 62.5% | -0.02 | 0.12 |
| CPB | 84.5% | 19.0% | 23.0% | 0.33 | 0.34 |
| CPF | 69.4% | 29.9% | 41.3% | 0.33 | 0.44 |
| CPK | 83.8% | 19.8% | 23.6% | 0.70 | 0.63 |
| CRI | 89.1% | 32.6% | 34.9% | 0.32 | 0.35 |
| CRK | 88.4% | 55.7% | 64.4% | 0.32 | 0.36 |
| CRVL | 80.1% | 31.4% | 36.5% | 0.58 | 0.61 |
| CSR | 74.5% | 20.4% | 26.8% | 0.29 | 0.32 |
| CSW | 75.5% | 30.0% | 32.7% | 1.05 | 0.89 |
| CTS | 60.4% | 25.5% | 38.8% | 0.43 | 0.47 |
| CUBI | 84.7% | 45.6% | 51.1% | 0.49 | 0.45 |
| CVBF | 87.3% | 29.9% | 32.6% | 0.56 | 0.57 |
| CVCO | 78.8% | 41.8% | 46.0% | 0.76 | 0.58 |
| CVI | 87.2% | 48.0% | 52.6% | 0.42 | 0.42 |
| CVSA | 92.1% | 39.0% | 42.5% | 0.39 | 0.35 |
| CWEN | 80.8% | 29.9% | 33.2% | 0.56 | 0.57 |
| CWK | 82.7% | 36.1% | 42.6% | 0.27 | 0.16 |
| CWST | 97.2% | 38.5% | 38.9% | 0.47 | 0.45 |
| CWT | 80.3% | 24.7% | 29.7% | 0.60 | 0.50 |
| CXW | 66.0% | 27.7% | 39.0% | 0.29 | 0.39 |
| CZR | 92.0% | 59.2% | 66.8% | 0.60 | 0.59 |
| DAN | 90.0% | 43.4% | 48.3% | 0.23 | 0.26 |
| DCH | 82.0% | 46.7% | 63.7% | 0.14 | 0.24 |
| DCOM | 85.7% | 31.8% | 36.3% | 0.32 | 0.35 |
| DEA | 85.7% | 22.4% | 24.9% | 0.09 | 0.03 |
| DEI | 83.9% | 27.0% | 28.0% | 0.32 | 0.35 |
| DFIN | 68.6% | 41.5% | 51.9% | 1.10 | 0.83 |
| DGII | 99.8% | 51.9% | 53.5% | 0.29 | 0.29 |
| DIOD | 82.5% | 44.9% | 50.1% | 0.54 | 0.48 |
| DLX | 80.4% | 26.0% | 30.1% | 0.24 | 0.21 |
| DMC | 89.6% | 36.3% | 38.3% | 0.48 | 0.30 |
| DNOW | 91.0% | 51.2% | 53.2% | 0.30 | 0.26 |
| DORM | 81.9% | 33.9% | 42.9% | 0.52 | 0.51 |
| DRH | 76.8% | 28.7% | 47.0% | 0.19 | 0.28 |
| DXC | 83.9% | 31.2% | 37.1% | 0.25 | 0.27 |
| DXPE | 75.2% | 44.6% | 57.6% | 0.59 | 0.60 |
| EAT | 89.1% | 36.5% | 39.3% | 0.34 | 0.38 |
| ECPG | 75.4% | 45.5% | 53.7% | 0.34 | 0.40 |