| 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 | 2,270,791 | 617 | 873 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.572 | 1 |
| 1 | True | 18,705,798 | 1,698,781 | 120 | 2,146 | -0.013 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.428 | 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 | 2,037,147 | 637 | 859 | -0.029 | 0.003 | 0.016 | 0.029 | 0.021 | 0.021 | 0.689 | 2 |
| 1 | True | 21,714,199 | 921,046 | 99 | 2,304 | -0.028 | -0.004 | -0.017 | 0.028 | 0.021 | 0.020 | 0.311 | 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 | 2,018,052 | 657 | 966 | -0.042 | 0.003 | 0.030 | 0.042 | 0.035 | 0.035 | 0.794 | 3 |
| 1 | True | 11,271,874 | 522,997 | 79 | 1,852 | -0.042 | -0.009 | -0.032 | 0.042 | 0.035 | 0.035 | 0.206 | 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 | 1,491,484 | 655 | 918 | -0.056 | 0.002 | 0.043 | 0.056 | 0.049 | 0.049 | 0.682 | 4 |
| 1 | True | 16,353,506 | 694,266 | 81 | 2,003 | -0.056 | -0.017 | -0.044 | 0.056 | 0.049 | 0.049 | 0.318 | 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 | 1,570,937 | 654 | 964 | -0.071 | -0.008 | -0.058 | 0.071 | 0.064 | 0.063 | 0.767 | 5 |
| 1 | True | 15,231,107 | 476,736 | 83 | 1,435 | -0.071 | -0.007 | -0.058 | 0.071 | 0.064 | 0.063 | 0.233 | 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 | 1,937,224 | 642 | 883 | -0.088 | -0.024 | -0.075 | 0.088 | 0.079 | 0.079 | 0.750 | 6 |
| 1 | True | 14,380,946 | 644,242 | 94 | 2,456 | -0.088 | -0.024 | -0.076 | 0.088 | 0.080 | 0.080 | 0.250 | 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 | 1,021,591 | 585 | 667 | -0.109 | -0.038 | -0.093 | 0.109 | 0.097 | 0.097 | 0.536 | 7 |
| 1 | True | 28,582,892 | 883,275 | 151 | 1,975 | -0.109 | -0.003 | -0.088 | 0.109 | 0.099 | 0.098 | 0.464 | 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 | 1,596,445 | 579 | 508 | -0.138 | -0.066 | -0.118 | 0.138 | 0.122 | 0.121 | 0.675 | 8 |
| 1 | True | 34,159,526 | 767,977 | 157 | 1,875 | -0.137 | -0.002 | -0.110 | 0.137 | 0.123 | 0.123 | 0.325 | 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 | 1,333,820 | 596 | 375 | -0.192 | -0.134 | -0.158 | 0.190 | 0.161 | 0.159 | 0.684 | 9 |
| 1 | True | 46,314,168 | 616,141 | 140 | 1,771 | -0.190 | 0.037 | 0.144 | 0.192 | 0.159 | 0.155 | 0.316 | 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 | 634,985 | 703 | 200 | -0.437 | -0.247 | -0.248 | 0.233 | 0.252 | 0.248 | 0.518 | 10 |
| 1 | True | 14,342,365 | 591,506 | 34 | 5,130 | -0.292 | 0.064 | 0.200 | 0.296 | 0.225 | 0.217 | 0.482 | 10 |