| 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 | 1,715,509 | 629 | 832 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.764 | 1 |
| 1 | True | 14,439,361 | 529,069 | 108 | 2,166 | -0.013 | -0.000 | -0.001 | 0.012 | 0.007 | 0.007 | 0.236 | 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 | 1,612,639 | 653 | 793 | -0.026 | 0.002 | 0.014 | 0.026 | 0.019 | 0.020 | 0.703 | 2 |
| 1 | True | 18,592,993 | 682,471 | 84 | 3,336 | -0.026 | -0.002 | -0.014 | 0.026 | 0.019 | 0.019 | 0.297 | 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 | 2,312,054 | 662 | 874 | -0.039 | -0.000 | -0.026 | 0.039 | 0.032 | 0.033 | 0.873 | 3 |
| 1 | True | 11,957,601 | 336,244 | 75 | 1,783 | -0.039 | -0.006 | -0.027 | 0.038 | 0.032 | 0.032 | 0.127 | 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 | 1,627,775 | 658 | 896 | -0.053 | -0.002 | -0.040 | 0.053 | 0.046 | 0.046 | 0.730 | 4 |
| 1 | True | 18,420,182 | 602,527 | 78 | 1,811 | -0.052 | -0.012 | -0.041 | 0.052 | 0.046 | 0.046 | 0.270 | 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 | 1,367,725 | 641 | 852 | -0.068 | -0.011 | -0.056 | 0.068 | 0.060 | 0.060 | 0.639 | 5 |
| 1 | True | 17,826,679 | 773,899 | 96 | 2,019 | -0.068 | -0.026 | -0.058 | 0.066 | 0.061 | 0.061 | 0.361 | 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 | 1,488,030 | 614 | 793 | -0.084 | -0.017 | -0.070 | 0.084 | 0.076 | 0.076 | 0.477 | 6 |
| 1 | True | 22,616,146 | 1,633,126 | 123 | 1,969 | -0.084 | -0.013 | -0.070 | 0.084 | 0.077 | 0.077 | 0.523 | 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 | 1,211,547 | 602 | 714 | -0.105 | -0.035 | -0.090 | 0.105 | 0.094 | 0.094 | 0.532 | 7 |
| 1 | True | 23,019,386 | 1,067,481 | 134 | 2,047 | -0.105 | -0.022 | -0.089 | 0.105 | 0.095 | 0.096 | 0.468 | 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 | 1,742,610 | 568 | 623 | -0.134 | -0.056 | -0.111 | 0.134 | 0.118 | 0.117 | 0.613 | 8 |
| 1 | True | 37,511,653 | 1,099,680 | 169 | 2,099 | -0.134 | 0.020 | 0.110 | 0.133 | 0.118 | 0.118 | 0.387 | 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 | 1,618,442 | 602 | 521 | -0.189 | -0.118 | -0.154 | 0.186 | 0.158 | 0.157 | 0.705 | 9 |
| 1 | True | 52,946,099 | 676,870 | 135 | 1,922 | -0.188 | 0.038 | 0.141 | 0.187 | 0.158 | 0.157 | 0.295 | 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 | 668,610 | 693 | 213 | -0.441 | -0.234 | -0.234 | 0.249 | 0.241 | 0.234 | 0.542 | 10 |
| 1 | True | 18,426,477 | 563,853 | 44 | 5,601 | -0.276 | 0.075 | 0.203 | 0.330 | 0.221 | 0.211 | 0.458 | 10 |