Yes. Click the add rule button and select the 'averages' rule type. You then will see a rule builder appear which allows you to select either an average or a median against either the market, sector or industry group. Please play with the drop downs to select the correct configuration.
It is worth noting that means (averages) are often highly skewed data points due to the existence of outlier data. We winsorize our averages at the 3% level in order to minimise this effect, but the difference between the mean and median is often still markedly pronounced. Given that many individual investors prefer to invest in small caps, medians can be far more appropriate as a measure of central tendency.