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Alpha Distribution

Number of Securities by Sector

Alpha

RBICS Economy RBICS Economy

Factor Exposure by Sector

Excess Returns by Market Cap Deciles

Excess Returns

ann_vol_US excess_rets_US ey_US fcfy_US gpa_US log_mcap_US it_mom_US

QUANTOPIAN ENTERPRISE

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INFORMATION ANALYSIS: Perform analysis with a range of best-in-class tools.

1D 5D 21D 42D

IC Mean 0.014 0.027 0.048 0.065

IC Std. 0.076 0.076 0.070 0.067

Risk-Adjusted IC 0.183 0.364 0.680 0.966

t-stat(IC) 5.737 11.423 21.349 30.355

p-value(IC) 0.000 0.000 0.000 0.000