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Screen CAGR GSD MDD Sharpe Beta From To Depth
SP1500BPq1 7.6 34 -60 0.34 1.4 20141111 20241108 298 BP top 20%
SP1500BPq2 8.9 24 -46 0.44 1.1 20141111 20241108 298
SP1500BPq3 9.0 22 -41 0.47 1.1 20141111 20241108 295
SP1500BPq4 10.4 20 -37 0.56 1.1 20141111 20241108 298
SP1500BPq5 13.2 21 -37 0.68 1.1 20141111 20241108 298 BP btm 20%
SP1500EqualWeight 10.3 23 -42 0.51 1.1 20141111 20241108 1499
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