| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,852,926 | 685 | 939 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.829 | 1 |
| 1 | True | 7,064,829 | 382,823 | 70 | 2,288 | -0.009 | 0.000 | -0.000 | 0.009 | 0.005 | 0.004 | 0.171 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,447,668 | 683 | 878 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.014 | 0.714 | 2 |
| 1 | True | 8,065,450 | 580,590 | 71 | 2,690 | -0.020 | 0.001 | 0.011 | 0.020 | 0.015 | 0.015 | 0.286 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,611,480 | 678 | 780 | -0.030 | -0.006 | -0.022 | 0.030 | 0.025 | 0.025 | 0.822 | 3 |
| 1 | True | 8,000,050 | 349,732 | 76 | 1,509 | -0.029 | -0.000 | 0.000 | 0.030 | 0.024 | 0.024 | 0.178 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,472,055 | 651 | 841 | -0.041 | -0.013 | -0.033 | 0.041 | 0.035 | 0.035 | 0.752 | 4 |
| 1 | True | 12,083,037 | 484,896 | 103 | 2,173 | -0.041 | 0.007 | 0.032 | 0.041 | 0.036 | 0.036 | 0.248 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,778,332 | 648 | 742 | -0.055 | -0.020 | -0.045 | 0.055 | 0.048 | 0.048 | 0.801 | 5 |
| 1 | True | 14,841,802 | 441,766 | 106 | 2,049 | -0.054 | 0.004 | 0.042 | 0.055 | 0.048 | 0.048 | 0.199 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,259,443 | 610 | 632 | -0.071 | -0.033 | -0.060 | 0.071 | 0.063 | 0.063 | 0.509 | 6 |
| 1 | True | 21,843,980 | 1,213,296 | 144 | 2,084 | -0.071 | -0.010 | -0.058 | 0.071 | 0.063 | 0.063 | 0.491 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,597,712 | 605 | 643 | -0.091 | -0.051 | -0.078 | 0.090 | 0.080 | 0.080 | 0.614 | 7 |
| 1 | True | 23,713,397 | 1,002,822 | 149 | 1,929 | -0.090 | 0.000 | 0.071 | 0.090 | 0.080 | 0.080 | 0.386 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,527,544 | 599 | 634 | -0.117 | -0.068 | -0.101 | 0.117 | 0.103 | 0.103 | 0.492 | 8 |
| 1 | True | 39,538,726 | 1,578,809 | 155 | 1,804 | -0.116 | -0.011 | -0.093 | 0.117 | 0.103 | 0.103 | 0.508 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,339,156 | 636 | 430 | -0.152 | -0.094 | -0.130 | 0.152 | 0.133 | 0.133 | 0.516 | 9 |
| 1 | True | 24,619,075 | 1,253,670 | 118 | 1,680 | -0.152 | -0.036 | -0.125 | 0.151 | 0.133 | 0.132 | 0.484 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,818,412 | 622 | 405 | -0.364 | -0.121 | -0.172 | 0.245 | 0.188 | 0.179 | 0.533 | 10 |
| 1 | True | 41,008,862 | 1,590,295 | 132 | 2,791 | -0.246 | -0.010 | -0.155 | 0.338 | 0.189 | 0.181 | 0.467 | 10 |