| 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 | 2,031,823 | 634 | 822 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.792 | 1 |
| 1 | True | 16,530,361 | 535,100 | 88 | 1,994 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.006 | 0.208 | 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 | 1,561,195 | 616 | 876 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.729 | 2 |
| 1 | True | 24,010,804 | 579,424 | 106 | 2,142 | -0.026 | -0.007 | -0.017 | 0.026 | 0.020 | 0.020 | 0.271 | 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 | 1,294,089 | 632 | 830 | -0.040 | -0.001 | -0.027 | 0.040 | 0.034 | 0.034 | 0.714 | 3 |
| 1 | True | 11,863,500 | 517,513 | 89 | 2,074 | -0.040 | -0.010 | -0.029 | 0.040 | 0.033 | 0.033 | 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 | 1,526,226 | 625 | 869 | -0.057 | -0.003 | -0.041 | 0.057 | 0.048 | 0.048 | 0.699 | 4 |
| 1 | True | 28,193,320 | 658,379 | 97 | 3,124 | -0.057 | -0.020 | -0.045 | 0.056 | 0.048 | 0.048 | 0.301 | 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 | 1,406,275 | 589 | 888 | -0.076 | -0.015 | -0.061 | 0.076 | 0.066 | 0.066 | 0.589 | 5 |
| 1 | True | 21,921,653 | 982,341 | 133 | 2,576 | -0.076 | -0.016 | -0.059 | 0.076 | 0.066 | 0.065 | 0.411 | 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 | 1,147,509 | 583 | 740 | -0.097 | -0.037 | -0.082 | 0.097 | 0.086 | 0.086 | 0.614 | 6 |
| 1 | True | 26,350,206 | 721,531 | 138 | 1,730 | -0.097 | -0.023 | -0.080 | 0.097 | 0.086 | 0.085 | 0.386 | 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 | 1,732,364 | 612 | 696 | -0.123 | -0.060 | -0.107 | 0.123 | 0.110 | 0.110 | 0.650 | 7 |
| 1 | True | 28,954,087 | 930,932 | 110 | 1,582 | -0.122 | 0.010 | 0.100 | 0.123 | 0.111 | 0.110 | 0.350 | 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 | 1,101,952 | 602 | 534 | -0.155 | -0.094 | -0.136 | 0.154 | 0.139 | 0.139 | 0.512 | 8 |
| 1 | True | 37,781,589 | 1,051,532 | 119 | 2,798 | -0.155 | 0.041 | 0.132 | 0.154 | 0.139 | 0.138 | 0.488 | 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 | 1,148,640 | 613 | 354 | -0.197 | -0.123 | -0.169 | 0.197 | 0.174 | 0.173 | 0.680 | 9 |
| 1 | True | 28,200,345 | 541,403 | 109 | 1,820 | -0.195 | -0.018 | -0.157 | 0.196 | 0.175 | 0.174 | 0.320 | 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 | 613,783 | 608 | 214 | -0.418 | -0.218 | -0.235 | 0.278 | 0.251 | 0.238 | 0.268 | 10 |
| 1 | True | 24,296,511 | 1,680,485 | 114 | 2,074 | -0.425 | 0.010 | 0.202 | 0.336 | 0.250 | 0.239 | 0.732 | 10 |