| 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 | 2,116,752 | 610 | 862 | -0.016 | 0.001 | 0.001 | 0.016 | 0.008 | 0.008 | 0.681 | 1 |
| 1 | True | 25,076,303 | 991,927 | 117 | 2,629 | -0.016 | -0.001 | -0.002 | 0.016 | 0.008 | 0.009 | 0.319 | 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 | 1,798,150 | 619 | 912 | -0.032 | 0.002 | 0.017 | 0.032 | 0.024 | 0.024 | 0.793 | 2 |
| 1 | True | 21,210,352 | 469,636 | 107 | 1,961 | -0.032 | -0.003 | -0.018 | 0.032 | 0.024 | 0.023 | 0.207 | 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 | 1,583,158 | 643 | 869 | -0.048 | 0.007 | 0.034 | 0.048 | 0.040 | 0.040 | 0.714 | 3 |
| 1 | True | 15,931,527 | 633,462 | 84 | 2,177 | -0.047 | -0.007 | -0.034 | 0.047 | 0.040 | 0.040 | 0.286 | 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 | 1,816,368 | 651 | 986 | -0.064 | -0.001 | -0.048 | 0.064 | 0.056 | 0.056 | 0.568 | 4 |
| 1 | True | 12,750,293 | 1,382,343 | 75 | 2,626 | -0.063 | -0.016 | -0.052 | 0.063 | 0.056 | 0.056 | 0.432 | 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 | 1,554,662 | 631 | 952 | -0.080 | -0.001 | -0.064 | 0.080 | 0.071 | 0.071 | 0.666 | 5 |
| 1 | True | 23,759,823 | 778,943 | 96 | 2,428 | -0.080 | -0.019 | -0.068 | 0.080 | 0.072 | 0.071 | 0.334 | 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 | 1,833,734 | 628 | 992 | -0.099 | -0.013 | -0.082 | 0.099 | 0.089 | 0.089 | 0.762 | 6 |
| 1 | True | 19,532,915 | 573,213 | 98 | 2,813 | -0.099 | -0.004 | -0.081 | 0.099 | 0.089 | 0.089 | 0.238 | 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 | 1,900,637 | 600 | 835 | -0.121 | -0.037 | -0.106 | 0.121 | 0.110 | 0.110 | 0.676 | 7 |
| 1 | True | 30,324,464 | 911,662 | 126 | 3,083 | -0.121 | -0.015 | -0.103 | 0.121 | 0.110 | 0.110 | 0.324 | 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 | 1,751,678 | 594 | 601 | -0.150 | -0.089 | -0.132 | 0.150 | 0.135 | 0.135 | 0.643 | 8 |
| 1 | True | 34,012,967 | 973,468 | 133 | 2,049 | -0.150 | 0.034 | 0.127 | 0.150 | 0.134 | 0.133 | 0.357 | 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 | 1,461,058 | 615 | 435 | -0.203 | -0.152 | -0.173 | 0.202 | 0.174 | 0.174 | 0.668 | 9 |
| 1 | True | 44,988,459 | 724,975 | 111 | 2,044 | -0.199 | 0.060 | 0.161 | 0.202 | 0.175 | 0.177 | 0.332 | 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 | 552,440 | 690 | 224 | -0.430 | -0.252 | -0.248 | 0.217 | 0.254 | 0.248 | 0.574 | 10 |
| 1 | True | 22,202,668 | 409,380 | 37 | 3,630 | -0.285 | 0.060 | 0.206 | 0.345 | 0.233 | 0.222 | 0.426 | 10 |