| 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 | 2,040,284 | 667 | 819 | -0.012 | 0.000 | 0.001 | 0.012 | 0.006 | 0.006 | 0.824 | 1 |
| 1 | True | 13,058,172 | 436,259 | 88 | 1,888 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.005 | 0.176 | 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 | 2,595,486 | 654 | 899 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.828 | 2 |
| 1 | True | 17,011,914 | 539,941 | 100 | 2,566 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.172 | 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 | 1,504,599 | 663 | 850 | -0.038 | 0.000 | 0.024 | 0.038 | 0.031 | 0.031 | 0.735 | 3 |
| 1 | True | 15,354,950 | 543,632 | 91 | 2,213 | -0.038 | -0.005 | -0.026 | 0.038 | 0.031 | 0.031 | 0.265 | 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 | 1,866,556 | 663 | 949 | -0.053 | -0.003 | -0.039 | 0.053 | 0.045 | 0.045 | 0.753 | 4 |
| 1 | True | 17,189,631 | 613,546 | 91 | 3,154 | -0.052 | -0.000 | -0.038 | 0.052 | 0.045 | 0.045 | 0.247 | 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 | 1,759,116 | 667 | 938 | -0.069 | -0.007 | -0.054 | 0.069 | 0.061 | 0.060 | 0.810 | 5 |
| 1 | True | 14,611,994 | 412,432 | 87 | 2,491 | -0.069 | -0.016 | -0.055 | 0.068 | 0.060 | 0.060 | 0.190 | 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 | 1,680,409 | 643 | 874 | -0.087 | -0.017 | -0.072 | 0.087 | 0.077 | 0.077 | 0.717 | 6 |
| 1 | True | 14,004,699 | 663,606 | 111 | 1,752 | -0.087 | -0.011 | -0.072 | 0.087 | 0.079 | 0.079 | 0.283 | 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 | 2,103,014 | 624 | 739 | -0.112 | -0.038 | -0.093 | 0.112 | 0.099 | 0.098 | 0.677 | 7 |
| 1 | True | 22,142,882 | 1,002,535 | 130 | 1,696 | -0.112 | 0.002 | 0.088 | 0.111 | 0.099 | 0.098 | 0.323 | 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 | 2,094,724 | 590 | 637 | -0.146 | -0.070 | -0.123 | 0.146 | 0.128 | 0.127 | 0.680 | 8 |
| 1 | True | 35,730,026 | 987,147 | 164 | 1,884 | -0.146 | 0.010 | 0.115 | 0.146 | 0.128 | 0.128 | 0.320 | 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 | 1,708,425 | 634 | 532 | -0.206 | -0.142 | -0.172 | 0.201 | 0.174 | 0.173 | 0.662 | 9 |
| 1 | True | 36,634,061 | 873,758 | 120 | 2,620 | -0.204 | 0.045 | 0.154 | 0.205 | 0.169 | 0.168 | 0.338 | 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 | 788,659 | 722 | 217 | -0.424 | -0.252 | -0.254 | 0.265 | 0.260 | 0.254 | 0.620 | 10 |
| 1 | True | 14,867,778 | 483,201 | 33 | 4,549 | -0.261 | 0.126 | 0.219 | 0.299 | 0.235 | 0.227 | 0.380 | 10 |