| 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 | 1,784,764 | 649 | 935 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.817 | 1 |
| 1 | True | 13,700,337 | 400,556 | 90 | 2,015 | -0.012 | -0.001 | -0.002 | 0.011 | 0.006 | 0.006 | 0.183 | 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 | 1,985,866 | 662 | 999 | -0.024 | -0.000 | -0.013 | 0.024 | 0.019 | 0.019 | 0.708 | 2 |
| 1 | True | 13,179,384 | 818,289 | 76 | 2,886 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.019 | 0.292 | 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 | 2,244,437 | 659 | 990 | -0.037 | -0.001 | -0.025 | 0.037 | 0.031 | 0.030 | 0.875 | 3 |
| 1 | True | 10,229,952 | 320,958 | 79 | 2,111 | -0.037 | -0.008 | -0.028 | 0.037 | 0.031 | 0.030 | 0.125 | 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 | 2,108,732 | 660 | 1,020 | -0.051 | -0.006 | -0.039 | 0.051 | 0.044 | 0.044 | 0.734 | 4 |
| 1 | True | 14,167,093 | 765,833 | 78 | 2,867 | -0.051 | -0.007 | -0.039 | 0.051 | 0.044 | 0.044 | 0.266 | 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 | 1,947,945 | 637 | 860 | -0.066 | -0.009 | -0.053 | 0.066 | 0.058 | 0.058 | 0.779 | 5 |
| 1 | True | 18,924,292 | 552,395 | 101 | 2,156 | -0.066 | -0.021 | -0.055 | 0.065 | 0.058 | 0.057 | 0.221 | 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 | 1,359,577 | 611 | 819 | -0.083 | -0.019 | -0.068 | 0.083 | 0.073 | 0.073 | 0.567 | 6 |
| 1 | True | 22,278,152 | 1,038,791 | 127 | 2,175 | -0.082 | -0.013 | -0.068 | 0.082 | 0.074 | 0.073 | 0.433 | 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 | 1,640,370 | 595 | 650 | -0.105 | -0.044 | -0.089 | 0.104 | 0.093 | 0.093 | 0.749 | 7 |
| 1 | True | 24,835,304 | 549,816 | 143 | 1,617 | -0.104 | -0.000 | -0.083 | 0.104 | 0.093 | 0.093 | 0.251 | 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 | 1,182,545 | 581 | 517 | -0.137 | -0.065 | -0.116 | 0.138 | 0.120 | 0.119 | 0.418 | 8 |
| 1 | True | 36,457,553 | 1,646,370 | 157 | 2,036 | -0.137 | 0.011 | 0.107 | 0.137 | 0.120 | 0.120 | 0.582 | 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 | 1,888,474 | 624 | 509 | -0.214 | -0.120 | -0.159 | 0.211 | 0.169 | 0.166 | 0.674 | 9 |
| 1 | True | 37,836,890 | 915,063 | 114 | 2,669 | -0.207 | 0.016 | 0.143 | 0.212 | 0.168 | 0.164 | 0.326 | 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 | 491,607 | 716 | 200 | -0.463 | -0.278 | -0.285 | 0.297 | 0.287 | 0.285 | 0.499 | 10 |
| 1 | True | 11,087,513 | 492,781 | 23 | 5,335 | -0.233 | 0.189 | 0.234 | 0.316 | 0.249 | 0.234 | 0.501 | 10 |