| 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 | 1,596,812 | 617 | 876 | -0.015 | 0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.730 | 1 |
| 1 | True | 20,246,681 | 591,936 | 110 | 2,550 | -0.015 | -0.001 | -0.003 | 0.015 | 0.009 | 0.009 | 0.270 | 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 | 2,104,225 | 626 | 889 | -0.030 | 0.003 | 0.017 | 0.030 | 0.022 | 0.022 | 0.786 | 2 |
| 1 | True | 25,945,583 | 572,152 | 100 | 2,815 | -0.030 | 0.002 | 0.015 | 0.030 | 0.021 | 0.021 | 0.214 | 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 | 1,903,205 | 642 | 979 | -0.045 | 0.002 | 0.031 | 0.045 | 0.038 | 0.038 | 0.732 | 3 |
| 1 | True | 13,953,896 | 695,204 | 85 | 2,152 | -0.045 | -0.012 | -0.032 | 0.044 | 0.037 | 0.036 | 0.268 | 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 | 2,033,315 | 654 | 967 | -0.060 | -0.001 | -0.046 | 0.060 | 0.053 | 0.053 | 0.641 | 4 |
| 1 | True | 17,073,812 | 1,140,688 | 72 | 3,680 | -0.059 | -0.014 | -0.049 | 0.059 | 0.053 | 0.053 | 0.359 | 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 | 1,682,764 | 651 | 943 | -0.076 | 0.001 | 0.060 | 0.076 | 0.068 | 0.068 | 0.798 | 5 |
| 1 | True | 15,773,350 | 426,764 | 76 | 2,355 | -0.076 | -0.021 | -0.064 | 0.076 | 0.068 | 0.068 | 0.202 | 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 | 1,775,967 | 633 | 923 | -0.094 | -0.011 | -0.078 | 0.094 | 0.085 | 0.085 | 0.751 | 6 |
| 1 | True | 18,072,896 | 588,988 | 93 | 2,439 | -0.094 | -0.016 | -0.080 | 0.093 | 0.085 | 0.086 | 0.249 | 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 | 1,954,529 | 613 | 821 | -0.115 | -0.033 | -0.099 | 0.115 | 0.104 | 0.104 | 0.542 | 7 |
| 1 | True | 27,831,826 | 1,651,192 | 113 | 2,869 | -0.115 | -0.010 | -0.096 | 0.115 | 0.106 | 0.106 | 0.458 | 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 | 1,087,781 | 577 | 593 | -0.144 | -0.072 | -0.124 | 0.144 | 0.128 | 0.127 | 0.518 | 8 |
| 1 | True | 36,911,182 | 1,012,319 | 150 | 2,280 | -0.144 | 0.021 | 0.119 | 0.144 | 0.129 | 0.128 | 0.482 | 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 | 1,706,635 | 602 | 438 | -0.202 | -0.147 | -0.165 | 0.197 | 0.168 | 0.166 | 0.718 | 9 |
| 1 | True | 47,722,377 | 670,943 | 124 | 1,848 | -0.202 | 0.064 | 0.155 | 0.200 | 0.170 | 0.167 | 0.282 | 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 | 494,168 | 685 | 226 | -0.436 | -0.259 | -0.254 | 0.206 | 0.259 | 0.254 | 0.466 | 10 |
| 1 | True | 25,347,929 | 566,838 | 42 | 3,520 | -0.264 | -0.007 | -0.204 | 0.314 | 0.229 | 0.221 | 0.534 | 10 |