id
int32
1
842k
sorting_variable
stringclasses
50 values
min_size_quantile
float64
0.2
0.2
exclude_financials
bool
2 classes
exclude_utilities
bool
2 classes
exclude_negative_earnings
bool
2 classes
sorting_variable_lag
stringclasses
3 values
rebalancing
stringclasses
2 values
n_portfolios_main
float64
3
10
sorting_method
stringclasses
3 values
breakpoints_min_size_threshold
float64
0.2
0.2
n_portfolios_secondary
float64
2
5
breakpoints_exchanges
stringclasses
2 values
weighting_scheme
stringclasses
3 values
1
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
EW
2
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
VW
3
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
NYSE
capped VW
4
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
EW
5
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
VW
6
sv_52w
null
true
true
true
3m
monthly
3
univariate
null
null
AMEX|NASDAQ|NYSE
capped VW
7
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
EW
8
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
VW
9
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
NYSE
capped VW
10
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
EW
11
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
VW
12
sv_52w
null
true
true
true
3m
monthly
3
univariate
0.2
null
AMEX|NASDAQ|NYSE
capped VW
13
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
EW
14
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
VW
15
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
NYSE
capped VW
16
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
EW
17
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
VW
18
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
capped VW
19
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
EW
20
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
VW
21
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
NYSE
capped VW
22
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
EW
23
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
VW
24
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
capped VW
25
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
EW
26
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
VW
27
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
NYSE
capped VW
28
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
EW
29
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
VW
30
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
31
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
EW
32
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
VW
33
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
NYSE
capped VW
34
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
EW
35
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
VW
36
sv_52w
null
true
true
true
3m
monthly
3
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
37
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
EW
38
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
VW
39
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
NYSE
capped VW
40
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
EW
41
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
VW
42
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
capped VW
43
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
EW
44
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
VW
45
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
NYSE
capped VW
46
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
EW
47
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
VW
48
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
null
5
AMEX|NASDAQ|NYSE
capped VW
49
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
EW
50
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
VW
51
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
NYSE
capped VW
52
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
EW
53
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
VW
54
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
55
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
EW
56
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
VW
57
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
NYSE
capped VW
58
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
EW
59
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
VW
60
sv_52w
null
true
true
true
3m
monthly
3
bivariate-independent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
61
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
EW
62
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
VW
63
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
NYSE
capped VW
64
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
EW
65
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
VW
66
sv_52w
null
true
true
true
3m
monthly
5
univariate
null
null
AMEX|NASDAQ|NYSE
capped VW
67
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
EW
68
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
VW
69
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
NYSE
capped VW
70
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
EW
71
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
VW
72
sv_52w
null
true
true
true
3m
monthly
5
univariate
0.2
null
AMEX|NASDAQ|NYSE
capped VW
73
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
EW
74
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
VW
75
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
NYSE
capped VW
76
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
EW
77
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
VW
78
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
2
AMEX|NASDAQ|NYSE
capped VW
79
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
EW
80
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
VW
81
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
NYSE
capped VW
82
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
EW
83
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
VW
84
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
null
5
AMEX|NASDAQ|NYSE
capped VW
85
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
EW
86
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
VW
87
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
NYSE
capped VW
88
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
EW
89
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
VW
90
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
2
AMEX|NASDAQ|NYSE
capped VW
91
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
EW
92
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
VW
93
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
NYSE
capped VW
94
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
EW
95
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
VW
96
sv_52w
null
true
true
true
3m
monthly
5
bivariate-dependent
0.2
5
AMEX|NASDAQ|NYSE
capped VW
97
sv_52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
EW
98
sv_52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
VW
99
sv_52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
NYSE
capped VW
100
sv_52w
null
true
true
true
3m
monthly
5
bivariate-independent
null
2
AMEX|NASDAQ|NYSE
EW