| 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 | 1,856,680 | 658 | 882 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.769 | 1 |
| 1 | True | 16,295,400 | 558,108 | 96 | 2,495 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.007 | 0.231 | 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 | 2,655,824 | 666 | 945 | -0.026 | 0.001 | 0.014 | 0.026 | 0.020 | 0.019 | 0.845 | 2 |
| 1 | True | 11,783,127 | 488,286 | 88 | 2,156 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.021 | 0.155 | 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 | 2,109,512 | 670 | 957 | -0.039 | -0.001 | -0.026 | 0.039 | 0.033 | 0.033 | 0.848 | 3 |
| 1 | True | 11,977,384 | 378,558 | 83 | 2,172 | -0.039 | -0.000 | 0.026 | 0.039 | 0.033 | 0.032 | 0.152 | 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 | 2,078,208 | 664 | 951 | -0.055 | -0.009 | -0.042 | 0.054 | 0.047 | 0.047 | 0.821 | 4 |
| 1 | True | 10,122,586 | 451,768 | 90 | 2,202 | -0.054 | -0.007 | -0.042 | 0.054 | 0.048 | 0.048 | 0.179 | 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 | 1,676,402 | 637 | 1,004 | -0.071 | -0.018 | -0.058 | 0.071 | 0.063 | 0.063 | 0.672 | 5 |
| 1 | True | 19,771,462 | 817,709 | 117 | 1,624 | -0.071 | -0.011 | -0.057 | 0.071 | 0.063 | 0.063 | 0.328 | 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 | 1,733,238 | 633 | 873 | -0.091 | -0.028 | -0.076 | 0.090 | 0.081 | 0.080 | 0.621 | 6 |
| 1 | True | 20,684,591 | 1,059,496 | 120 | 1,881 | -0.091 | -0.021 | -0.076 | 0.090 | 0.082 | 0.082 | 0.379 | 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 | 1,659,424 | 609 | 705 | -0.113 | -0.054 | -0.098 | 0.113 | 0.101 | 0.101 | 0.680 | 7 |
| 1 | True | 25,457,475 | 781,578 | 145 | 1,567 | -0.112 | 0.002 | 0.091 | 0.113 | 0.101 | 0.101 | 0.320 | 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 | 1,453,713 | 604 | 535 | -0.140 | -0.082 | -0.123 | 0.140 | 0.126 | 0.126 | 0.647 | 8 |
| 1 | True | 27,655,631 | 791,847 | 149 | 1,895 | -0.140 | 0.024 | 0.117 | 0.140 | 0.126 | 0.125 | 0.353 | 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 | 1,572,592 | 648 | 378 | -0.183 | -0.130 | -0.158 | 0.182 | 0.160 | 0.159 | 0.782 | 9 |
| 1 | True | 30,986,639 | 438,665 | 106 | 1,844 | -0.182 | 0.008 | 0.141 | 0.182 | 0.157 | 0.155 | 0.218 | 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 | 693,022 | 685 | 208 | -0.335 | -0.204 | -0.214 | 0.262 | 0.220 | 0.214 | 0.352 | 10 |
| 1 | True | 25,960,415 | 1,276,704 | 69 | 3,908 | -0.267 | 0.082 | 0.199 | 0.314 | 0.220 | 0.212 | 0.648 | 10 |