| 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 | 1,407,916 | 626 | 872 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.694 | 1 |
| 1 | True | 26,220,705 | 621,035 | 96 | 2,776 | -0.013 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.306 | 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 | 1,350,411 | 615 | 813 | -0.029 | 0.002 | 0.015 | 0.029 | 0.022 | 0.022 | 0.668 | 2 |
| 1 | True | 25,432,294 | 671,453 | 106 | 2,459 | -0.028 | -0.005 | -0.017 | 0.028 | 0.021 | 0.021 | 0.332 | 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 | 1,303,091 | 598 | 856 | -0.044 | -0.001 | -0.029 | 0.044 | 0.036 | 0.036 | 0.488 | 3 |
| 1 | True | 32,516,746 | 1,369,880 | 123 | 3,780 | -0.044 | -0.014 | -0.033 | 0.042 | 0.036 | 0.036 | 0.512 | 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 | 1,740,006 | 601 | 883 | -0.060 | -0.008 | -0.046 | 0.060 | 0.052 | 0.052 | 0.503 | 4 |
| 1 | True | 29,475,043 | 1,716,548 | 120 | 2,797 | -0.060 | -0.014 | -0.047 | 0.060 | 0.051 | 0.050 | 0.497 | 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 | 1,848,006 | 622 | 922 | -0.077 | -0.014 | -0.063 | 0.077 | 0.068 | 0.068 | 0.734 | 5 |
| 1 | True | 25,009,888 | 668,257 | 100 | 2,646 | -0.077 | -0.021 | -0.064 | 0.077 | 0.068 | 0.068 | 0.266 | 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 | 1,281,431 | 600 | 795 | -0.095 | -0.031 | -0.081 | 0.095 | 0.085 | 0.085 | 0.661 | 6 |
| 1 | True | 26,063,656 | 657,989 | 121 | 2,423 | -0.095 | -0.023 | -0.080 | 0.094 | 0.086 | 0.085 | 0.339 | 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 | 1,563,585 | 591 | 839 | -0.117 | -0.052 | -0.102 | 0.117 | 0.106 | 0.105 | 0.685 | 7 |
| 1 | True | 30,164,568 | 717,507 | 130 | 1,785 | -0.117 | -0.015 | -0.097 | 0.116 | 0.107 | 0.107 | 0.315 | 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 | 1,188,148 | 570 | 597 | -0.146 | -0.077 | -0.127 | 0.146 | 0.130 | 0.130 | 0.499 | 8 |
| 1 | True | 45,847,285 | 1,192,655 | 151 | 1,972 | -0.145 | -0.009 | -0.118 | 0.145 | 0.131 | 0.131 | 0.501 | 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 | 975,288 | 567 | 371 | -0.189 | -0.111 | -0.161 | 0.188 | 0.166 | 0.165 | 0.462 | 9 |
| 1 | True | 58,646,974 | 1,134,691 | 154 | 2,054 | -0.188 | 0.033 | 0.154 | 0.187 | 0.166 | 0.164 | 0.538 | 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 | 768,651 | 597 | 244 | -0.422 | -0.202 | -0.227 | 0.290 | 0.244 | 0.230 | 0.335 | 10 |
| 1 | True | 44,730,991 | 1,524,312 | 125 | 1,669 | -0.438 | -0.026 | -0.190 | 0.301 | 0.237 | 0.225 | 0.665 | 10 |