| 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 | 2,011,191 | 665 | 923 | -0.013 | 0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.787 | 1 |
| 1 | True | 16,610,817 | 543,548 | 89 | 2,546 | -0.013 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.213 | 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 | 2,077,248 | 671 | 974 | -0.026 | -0.000 | -0.013 | 0.026 | 0.019 | 0.019 | 0.789 | 2 |
| 1 | True | 12,969,503 | 557,172 | 83 | 2,148 | -0.026 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.211 | 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 | 2,985,834 | 668 | 982 | -0.039 | -0.002 | -0.027 | 0.039 | 0.033 | 0.033 | 0.849 | 3 |
| 1 | True | 11,541,931 | 532,611 | 85 | 2,610 | -0.038 | 0.000 | 0.026 | 0.039 | 0.032 | 0.033 | 0.151 | 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 | 2,100,970 | 667 | 920 | -0.055 | -0.007 | -0.042 | 0.055 | 0.047 | 0.047 | 0.809 | 4 |
| 1 | True | 11,029,202 | 494,717 | 87 | 1,889 | -0.054 | -0.016 | -0.043 | 0.052 | 0.047 | 0.047 | 0.191 | 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 | 1,561,970 | 641 | 979 | -0.071 | -0.018 | -0.059 | 0.071 | 0.063 | 0.063 | 0.787 | 5 |
| 1 | True | 17,281,203 | 421,604 | 112 | 1,681 | -0.070 | -0.017 | -0.057 | 0.071 | 0.063 | 0.063 | 0.213 | 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 | 2,013,794 | 629 | 963 | -0.089 | -0.029 | -0.075 | 0.089 | 0.080 | 0.080 | 0.775 | 6 |
| 1 | True | 20,966,518 | 585,873 | 125 | 1,937 | -0.089 | -0.012 | -0.073 | 0.089 | 0.080 | 0.080 | 0.225 | 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 | 1,495,546 | 601 | 737 | -0.111 | -0.053 | -0.097 | 0.111 | 0.100 | 0.100 | 0.592 | 7 |
| 1 | True | 27,671,590 | 1,029,490 | 152 | 1,563 | -0.111 | -0.005 | -0.090 | 0.111 | 0.100 | 0.101 | 0.408 | 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 | 1,295,535 | 606 | 480 | -0.139 | -0.084 | -0.122 | 0.139 | 0.124 | 0.124 | 0.632 | 8 |
| 1 | True | 27,833,805 | 754,718 | 148 | 1,790 | -0.139 | 0.015 | 0.115 | 0.139 | 0.125 | 0.126 | 0.368 | 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 | 2,103,112 | 644 | 396 | -0.180 | -0.128 | -0.156 | 0.179 | 0.159 | 0.158 | 0.706 | 9 |
| 1 | True | 30,560,009 | 875,950 | 109 | 1,908 | -0.178 | 0.036 | 0.145 | 0.180 | 0.157 | 0.155 | 0.294 | 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 | 680,633 | 691 | 222 | -0.349 | -0.206 | -0.211 | 0.255 | 0.219 | 0.212 | 0.399 | 10 |
| 1 | True | 24,383,854 | 1,026,815 | 63 | 4,624 | -0.250 | 0.096 | 0.197 | 0.318 | 0.223 | 0.211 | 0.601 | 10 |