| 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 | 1,716,081 | 651 | 846 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.731 | 1 |
| 1 | True | 16,418,563 | 632,265 | 104 | 2,731 | -0.013 | -0.001 | -0.000 | 0.013 | 0.006 | 0.006 | 0.269 | 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 | 2,584,415 | 658 | 849 | -0.026 | 0.003 | 0.015 | 0.026 | 0.019 | 0.019 | 0.780 | 2 |
| 1 | True | 15,150,153 | 728,272 | 97 | 2,009 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.018 | 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 | 2,471,416 | 673 | 922 | -0.039 | 0.000 | 0.026 | 0.039 | 0.032 | 0.032 | 0.804 | 3 |
| 1 | True | 12,027,666 | 600,641 | 82 | 2,603 | -0.038 | -0.013 | -0.030 | 0.038 | 0.033 | 0.033 | 0.196 | 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 | 1,946,670 | 667 | 883 | -0.055 | -0.003 | -0.040 | 0.054 | 0.046 | 0.046 | 0.761 | 4 |
| 1 | True | 13,566,679 | 611,470 | 88 | 1,867 | -0.055 | -0.012 | -0.041 | 0.055 | 0.046 | 0.046 | 0.239 | 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 | 1,889,505 | 645 | 955 | -0.071 | -0.012 | -0.057 | 0.071 | 0.062 | 0.062 | 0.800 | 5 |
| 1 | True | 16,067,226 | 471,777 | 110 | 1,802 | -0.071 | -0.014 | -0.057 | 0.071 | 0.064 | 0.065 | 0.200 | 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 | 1,966,561 | 606 | 876 | -0.091 | -0.025 | -0.076 | 0.091 | 0.081 | 0.081 | 0.784 | 6 |
| 1 | True | 17,183,972 | 541,309 | 148 | 1,656 | -0.091 | 0.000 | -0.000 | 0.091 | 0.082 | 0.083 | 0.216 | 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 | 1,162,120 | 607 | 686 | -0.115 | -0.051 | -0.099 | 0.114 | 0.102 | 0.103 | 0.601 | 7 |
| 1 | True | 26,161,314 | 770,860 | 148 | 1,704 | -0.115 | -0.004 | -0.093 | 0.114 | 0.104 | 0.104 | 0.399 | 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 | 1,424,392 | 598 | 496 | -0.146 | -0.095 | -0.128 | 0.145 | 0.131 | 0.130 | 0.639 | 8 |
| 1 | True | 32,996,796 | 802,997 | 157 | 1,906 | -0.145 | 0.017 | 0.118 | 0.146 | 0.129 | 0.128 | 0.361 | 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 | 1,421,598 | 633 | 389 | -0.200 | -0.144 | -0.168 | 0.199 | 0.170 | 0.169 | 0.574 | 9 |
| 1 | True | 35,357,584 | 1,055,019 | 122 | 2,304 | -0.199 | 0.035 | 0.151 | 0.199 | 0.167 | 0.165 | 0.426 | 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 | 674,215 | 711 | 197 | -0.411 | -0.248 | -0.246 | 0.249 | 0.252 | 0.246 | 0.510 | 10 |
| 1 | True | 15,443,833 | 648,873 | 44 | 4,041 | -0.243 | 0.078 | 0.215 | 0.362 | 0.226 | 0.224 | 0.490 | 10 |