| 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 | 2,039,144 | 660 | 940 | -0.012 | 0.000 | 0.001 | 0.012 | 0.006 | 0.007 | 0.832 | 1 |
| 1 | True | 13,733,272 | 411,493 | 94 | 2,578 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.168 | 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 | 2,129,844 | 653 | 882 | -0.025 | 0.001 | 0.013 | 0.025 | 0.018 | 0.019 | 0.780 | 2 |
| 1 | True | 15,922,676 | 601,322 | 100 | 2,258 | -0.025 | -0.004 | -0.015 | 0.025 | 0.019 | 0.020 | 0.220 | 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 | 3,194,680 | 674 | 985 | -0.038 | -0.001 | -0.025 | 0.038 | 0.031 | 0.031 | 0.866 | 3 |
| 1 | True | 12,375,698 | 492,540 | 80 | 1,884 | -0.038 | -0.004 | -0.025 | 0.037 | 0.031 | 0.032 | 0.134 | 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 | 1,502,054 | 665 | 873 | -0.052 | -0.004 | -0.040 | 0.052 | 0.045 | 0.045 | 0.754 | 4 |
| 1 | True | 14,116,153 | 491,269 | 88 | 1,872 | -0.052 | -0.008 | -0.040 | 0.052 | 0.045 | 0.045 | 0.246 | 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 | 1,522,108 | 640 | 885 | -0.068 | -0.013 | -0.055 | 0.068 | 0.060 | 0.060 | 0.678 | 5 |
| 1 | True | 16,567,758 | 724,522 | 114 | 3,072 | -0.068 | -0.020 | -0.056 | 0.068 | 0.060 | 0.059 | 0.322 | 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 | 2,527,396 | 634 | 885 | -0.086 | -0.023 | -0.071 | 0.086 | 0.077 | 0.077 | 0.820 | 6 |
| 1 | True | 17,427,428 | 554,066 | 119 | 1,693 | -0.086 | -0.017 | -0.071 | 0.086 | 0.078 | 0.078 | 0.180 | 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 | 1,678,908 | 605 | 696 | -0.107 | -0.041 | -0.092 | 0.107 | 0.096 | 0.096 | 0.557 | 7 |
| 1 | True | 24,363,265 | 1,337,575 | 148 | 1,978 | -0.107 | 0.023 | 0.091 | 0.107 | 0.096 | 0.096 | 0.443 | 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 | 1,355,525 | 598 | 563 | -0.136 | -0.076 | -0.118 | 0.136 | 0.121 | 0.121 | 0.516 | 8 |
| 1 | True | 33,082,952 | 1,273,838 | 156 | 1,603 | -0.136 | 0.024 | 0.111 | 0.134 | 0.120 | 0.120 | 0.484 | 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 | 1,152,230 | 630 | 447 | -0.180 | -0.129 | -0.153 | 0.180 | 0.156 | 0.155 | 0.619 | 9 |
| 1 | True | 31,218,797 | 709,442 | 123 | 1,829 | -0.178 | 0.017 | 0.138 | 0.180 | 0.154 | 0.151 | 0.381 | 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 | 751,713 | 698 | 243 | -0.394 | -0.211 | -0.210 | 0.233 | 0.218 | 0.210 | 0.578 | 10 |
| 1 | True | 21,973,294 | 549,901 | 56 | 4,506 | -0.261 | 0.062 | 0.194 | 0.292 | 0.209 | 0.202 | 0.422 | 10 |