| 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 | 1,759,949 | 612 | 887 | -0.017 | 0.000 | -0.000 | 0.016 | 0.008 | 0.008 | 0.652 | 1 |
| 1 | True | 25,968,248 | 939,748 | 121 | 2,903 | -0.017 | -0.001 | -0.002 | 0.016 | 0.008 | 0.008 | 0.348 | 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 | 1,844,680 | 628 | 846 | -0.030 | 0.003 | 0.018 | 0.030 | 0.024 | 0.024 | 0.744 | 2 |
| 1 | True | 17,194,444 | 635,251 | 104 | 2,448 | -0.030 | -0.007 | -0.019 | 0.030 | 0.024 | 0.024 | 0.256 | 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 | 2,014,221 | 645 | 954 | -0.045 | 0.003 | 0.031 | 0.045 | 0.037 | 0.037 | 0.512 | 3 |
| 1 | True | 21,723,713 | 1,918,861 | 87 | 2,187 | -0.045 | -0.018 | -0.035 | 0.045 | 0.038 | 0.038 | 0.488 | 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 | 1,525,541 | 651 | 841 | -0.059 | -0.003 | -0.046 | 0.059 | 0.052 | 0.052 | 0.730 | 4 |
| 1 | True | 13,056,572 | 565,296 | 81 | 1,874 | -0.059 | -0.007 | -0.046 | 0.059 | 0.053 | 0.053 | 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 | 1,738,402 | 651 | 912 | -0.075 | -0.006 | -0.061 | 0.075 | 0.067 | 0.067 | 0.717 | 5 |
| 1 | True | 14,520,211 | 685,344 | 81 | 3,593 | -0.074 | -0.013 | -0.063 | 0.074 | 0.067 | 0.067 | 0.283 | 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 | 1,523,275 | 624 | 937 | -0.092 | -0.016 | -0.077 | 0.092 | 0.083 | 0.083 | 0.699 | 6 |
| 1 | True | 21,565,074 | 656,283 | 108 | 1,750 | -0.091 | -0.002 | -0.075 | 0.092 | 0.083 | 0.083 | 0.301 | 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 | 1,528,466 | 601 | 747 | -0.111 | -0.035 | -0.096 | 0.111 | 0.101 | 0.101 | 0.690 | 7 |
| 1 | True | 24,988,815 | 687,666 | 131 | 2,663 | -0.111 | -0.023 | -0.096 | 0.111 | 0.102 | 0.103 | 0.310 | 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 | 1,205,105 | 578 | 611 | -0.138 | -0.060 | -0.119 | 0.138 | 0.123 | 0.123 | 0.523 | 8 |
| 1 | True | 34,220,932 | 1,098,851 | 154 | 2,206 | -0.138 | 0.009 | 0.113 | 0.138 | 0.124 | 0.124 | 0.477 | 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 | 1,437,194 | 601 | 431 | -0.189 | -0.132 | -0.158 | 0.187 | 0.161 | 0.161 | 0.642 | 9 |
| 1 | True | 48,025,302 | 799,768 | 131 | 2,506 | -0.188 | 0.045 | 0.149 | 0.189 | 0.161 | 0.158 | 0.358 | 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 | 949,935 | 682 | 212 | -0.397 | -0.232 | -0.233 | 0.228 | 0.238 | 0.233 | 0.688 | 10 |
| 1 | True | 28,985,358 | 431,430 | 50 | 1,951 | -0.261 | -0.012 | -0.191 | 0.341 | 0.218 | 0.211 | 0.312 | 10 |