| 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 | 1,700,094 | 619 | 834 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.006 | 0.660 | 1 |
| 1 | True | 20,647,911 | 874,976 | 118 | 2,406 | -0.013 | -0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.340 | 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 | 1,526,361 | 652 | 848 | -0.026 | 0.002 | 0.014 | 0.026 | 0.019 | 0.019 | 0.507 | 2 |
| 1 | True | 14,112,379 | 1,486,426 | 85 | 2,533 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.019 | 0.493 | 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 | 1,753,888 | 657 | 840 | -0.039 | 0.001 | 0.026 | 0.039 | 0.032 | 0.033 | 0.833 | 3 |
| 1 | True | 17,535,235 | 351,434 | 80 | 1,708 | -0.039 | -0.008 | -0.028 | 0.039 | 0.033 | 0.032 | 0.167 | 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 | 2,137,682 | 662 | 949 | -0.053 | -0.003 | -0.040 | 0.053 | 0.046 | 0.046 | 0.776 | 4 |
| 1 | True | 17,442,794 | 617,164 | 74 | 2,448 | -0.053 | -0.009 | -0.040 | 0.053 | 0.047 | 0.047 | 0.224 | 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 | 1,547,602 | 648 | 836 | -0.068 | -0.005 | -0.054 | 0.068 | 0.060 | 0.060 | 0.719 | 5 |
| 1 | True | 13,218,078 | 606,043 | 89 | 1,949 | -0.068 | -0.019 | -0.056 | 0.067 | 0.060 | 0.060 | 0.281 | 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 | 1,834,721 | 631 | 800 | -0.085 | -0.011 | -0.070 | 0.085 | 0.076 | 0.076 | 0.733 | 6 |
| 1 | True | 22,416,869 | 667,721 | 106 | 2,280 | -0.085 | -0.019 | -0.071 | 0.085 | 0.076 | 0.077 | 0.267 | 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 | 1,109,583 | 583 | 718 | -0.106 | -0.038 | -0.091 | 0.106 | 0.095 | 0.095 | 0.544 | 7 |
| 1 | True | 26,852,789 | 929,162 | 153 | 1,841 | -0.106 | -0.015 | -0.088 | 0.106 | 0.096 | 0.096 | 0.456 | 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 | 1,738,937 | 580 | 667 | -0.136 | -0.059 | -0.115 | 0.136 | 0.120 | 0.119 | 0.665 | 8 |
| 1 | True | 34,479,911 | 877,807 | 157 | 1,655 | -0.135 | 0.022 | 0.112 | 0.136 | 0.120 | 0.119 | 0.335 | 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 | 1,564,518 | 608 | 503 | -0.191 | -0.126 | -0.157 | 0.188 | 0.161 | 0.159 | 0.588 | 9 |
| 1 | True | 45,613,795 | 1,095,102 | 129 | 2,106 | -0.191 | 0.036 | 0.142 | 0.190 | 0.158 | 0.155 | 0.412 | 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 | 607,265 | 692 | 216 | -0.423 | -0.238 | -0.239 | 0.251 | 0.243 | 0.239 | 0.537 | 10 |
| 1 | True | 24,194,658 | 522,937 | 45 | 5,296 | -0.251 | 0.056 | 0.200 | 0.342 | 0.219 | 0.209 | 0.463 | 10 |