| 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 | 1,947,401 | 654 | 811 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.006 | 0.833 | 1 |
| 1 | True | 16,369,474 | 391,583 | 100 | 1,942 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.167 | 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 | 2,057,665 | 642 | 889 | -0.026 | 0.001 | 0.014 | 0.026 | 0.019 | 0.019 | 0.729 | 2 |
| 1 | True | 15,519,854 | 765,903 | 111 | 2,183 | -0.026 | -0.004 | -0.015 | 0.026 | 0.020 | 0.019 | 0.271 | 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 | 2,983,942 | 660 | 876 | -0.040 | 0.001 | 0.026 | 0.040 | 0.033 | 0.033 | 0.860 | 3 |
| 1 | True | 16,347,213 | 487,695 | 93 | 1,847 | -0.040 | -0.006 | -0.028 | 0.040 | 0.033 | 0.032 | 0.140 | 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 | 1,626,378 | 662 | 940 | -0.055 | -0.006 | -0.042 | 0.055 | 0.048 | 0.048 | 0.730 | 4 |
| 1 | True | 16,449,625 | 601,118 | 91 | 2,653 | -0.055 | -0.001 | -0.041 | 0.055 | 0.048 | 0.047 | 0.270 | 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 | 2,127,387 | 646 | 956 | -0.072 | -0.014 | -0.058 | 0.073 | 0.064 | 0.063 | 0.787 | 5 |
| 1 | True | 16,951,340 | 576,673 | 107 | 2,310 | -0.072 | -0.013 | -0.058 | 0.072 | 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 | 1,775,248 | 630 | 889 | -0.093 | -0.029 | -0.078 | 0.093 | 0.083 | 0.083 | 0.753 | 6 |
| 1 | True | 17,906,383 | 580,824 | 123 | 1,555 | -0.093 | -0.010 | -0.077 | 0.093 | 0.084 | 0.085 | 0.247 | 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 | 1,334,925 | 630 | 736 | -0.117 | -0.050 | -0.101 | 0.116 | 0.105 | 0.104 | 0.654 | 7 |
| 1 | True | 20,743,787 | 706,935 | 123 | 1,748 | -0.116 | 0.004 | 0.094 | 0.116 | 0.103 | 0.102 | 0.346 | 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 | 1,495,320 | 603 | 538 | -0.146 | -0.082 | -0.128 | 0.146 | 0.130 | 0.130 | 0.676 | 8 |
| 1 | True | 25,128,050 | 716,626 | 150 | 1,998 | -0.145 | 0.026 | 0.121 | 0.145 | 0.130 | 0.130 | 0.324 | 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 | 1,792,360 | 638 | 381 | -0.195 | -0.141 | -0.166 | 0.195 | 0.168 | 0.167 | 0.744 | 9 |
| 1 | True | 34,361,259 | 617,770 | 115 | 1,788 | -0.194 | 0.029 | 0.151 | 0.193 | 0.168 | 0.166 | 0.256 | 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 | 714,763 | 698 | 210 | -0.424 | -0.234 | -0.236 | 0.270 | 0.243 | 0.237 | 0.446 | 10 |
| 1 | True | 21,300,323 | 887,487 | 55 | 6,428 | -0.257 | 0.117 | 0.214 | 0.338 | 0.227 | 0.220 | 0.554 | 10 |