| 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 | 1,754,404 | 632 | 860 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.763 | 1 |
| 1 | True | 17,669,959 | 544,068 | 105 | 2,349 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.237 | 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 | 2,124,068 | 651 | 846 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.801 | 2 |
| 1 | True | 14,280,660 | 526,089 | 85 | 2,169 | -0.024 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.199 | 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 | 1,561,271 | 648 | 913 | -0.039 | 0.002 | 0.027 | 0.039 | 0.032 | 0.032 | 0.745 | 3 |
| 1 | True | 18,732,414 | 535,250 | 88 | 2,021 | -0.039 | -0.004 | -0.027 | 0.038 | 0.032 | 0.032 | 0.255 | 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 | 1,508,020 | 654 | 869 | -0.053 | -0.004 | -0.040 | 0.052 | 0.045 | 0.045 | 0.726 | 4 |
| 1 | True | 16,055,261 | 568,845 | 82 | 2,570 | -0.052 | -0.004 | -0.040 | 0.052 | 0.045 | 0.045 | 0.274 | 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 | 2,161,313 | 647 | 940 | -0.067 | -0.011 | -0.055 | 0.067 | 0.060 | 0.060 | 0.617 | 5 |
| 1 | True | 12,895,343 | 1,341,923 | 89 | 1,475 | -0.067 | -0.016 | -0.055 | 0.067 | 0.060 | 0.060 | 0.383 | 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 | 1,556,359 | 624 | 775 | -0.083 | -0.019 | -0.070 | 0.083 | 0.075 | 0.075 | 0.596 | 6 |
| 1 | True | 22,202,636 | 1,057,029 | 112 | 2,244 | -0.082 | -0.027 | -0.071 | 0.082 | 0.074 | 0.074 | 0.404 | 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 | 1,016,034 | 587 | 676 | -0.104 | -0.032 | -0.088 | 0.104 | 0.093 | 0.093 | 0.664 | 7 |
| 1 | True | 18,631,407 | 513,020 | 149 | 1,796 | -0.104 | -0.008 | -0.086 | 0.104 | 0.094 | 0.094 | 0.336 | 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 | 1,217,153 | 560 | 531 | -0.134 | -0.052 | -0.112 | 0.134 | 0.118 | 0.118 | 0.493 | 8 |
| 1 | True | 42,164,606 | 1,252,401 | 176 | 2,082 | -0.134 | 0.003 | 0.105 | 0.134 | 0.119 | 0.119 | 0.507 | 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 | 1,743,319 | 588 | 540 | -0.194 | -0.118 | -0.154 | 0.190 | 0.159 | 0.157 | 0.639 | 9 |
| 1 | True | 48,031,226 | 986,348 | 148 | 1,854 | -0.194 | 0.037 | 0.141 | 0.193 | 0.158 | 0.157 | 0.361 | 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 | 999,019 | 701 | 206 | -0.447 | -0.247 | -0.246 | 0.251 | 0.254 | 0.246 | 0.620 | 10 |
| 1 | True | 20,975,937 | 611,149 | 36 | 4,894 | -0.256 | 0.108 | 0.201 | 0.304 | 0.221 | 0.210 | 0.380 | 10 |