| 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 | 1,767,881 | 670 | 844 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.794 | 1 |
| 1 | True | 16,982,770 | 458,788 | 84 | 2,431 | -0.012 | -0.000 | -0.001 | 0.012 | 0.007 | 0.007 | 0.206 | 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 | 2,128,821 | 674 | 938 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.798 | 2 |
| 1 | True | 12,442,060 | 540,419 | 80 | 2,706 | -0.024 | -0.001 | -0.013 | 0.024 | 0.018 | 0.017 | 0.202 | 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 | 1,880,903 | 672 | 946 | -0.036 | 0.001 | 0.024 | 0.036 | 0.030 | 0.030 | 0.753 | 3 |
| 1 | True | 13,985,564 | 616,457 | 81 | 3,227 | -0.036 | -0.006 | -0.026 | 0.035 | 0.030 | 0.030 | 0.247 | 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 | 2,648,028 | 666 | 984 | -0.050 | -0.002 | -0.037 | 0.050 | 0.043 | 0.043 | 0.810 | 4 |
| 1 | True | 10,401,370 | 622,424 | 88 | 2,712 | -0.050 | -0.009 | -0.039 | 0.050 | 0.044 | 0.044 | 0.190 | 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 | 1,335,390 | 656 | 850 | -0.065 | -0.008 | -0.052 | 0.065 | 0.058 | 0.058 | 0.620 | 5 |
| 1 | True | 16,738,328 | 820,005 | 97 | 2,070 | -0.065 | -0.021 | -0.054 | 0.065 | 0.058 | 0.059 | 0.380 | 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 | 1,468,975 | 635 | 911 | -0.083 | -0.013 | -0.068 | 0.083 | 0.074 | 0.074 | 0.659 | 6 |
| 1 | True | 23,436,088 | 760,583 | 119 | 1,939 | -0.083 | -0.005 | -0.066 | 0.083 | 0.074 | 0.074 | 0.341 | 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 | 2,436,193 | 587 | 744 | -0.107 | -0.036 | -0.089 | 0.107 | 0.095 | 0.094 | 0.689 | 7 |
| 1 | True | 31,895,498 | 1,099,403 | 166 | 1,809 | -0.107 | -0.007 | -0.084 | 0.107 | 0.095 | 0.095 | 0.311 | 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 | 1,632,424 | 618 | 685 | -0.143 | -0.069 | -0.119 | 0.142 | 0.124 | 0.124 | 0.688 | 8 |
| 1 | True | 27,003,279 | 741,964 | 136 | 1,587 | -0.143 | 0.031 | 0.113 | 0.142 | 0.123 | 0.120 | 0.312 | 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 | 2,050,679 | 634 | 629 | -0.222 | -0.147 | -0.172 | 0.218 | 0.178 | 0.175 | 0.677 | 9 |
| 1 | True | 39,007,071 | 976,991 | 119 | 2,840 | -0.214 | 0.061 | 0.151 | 0.220 | 0.170 | 0.163 | 0.323 | 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 | 641,162 | 735 | 203 | -0.499 | -0.287 | -0.287 | 0.245 | 0.291 | 0.287 | 0.619 | 10 |
| 1 | True | 8,660,213 | 394,960 | 19 | 6,806 | -0.255 | 0.218 | 0.260 | 0.343 | 0.268 | 0.260 | 0.381 | 10 |