| 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 | 1,611,839 | 621 | 878 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.471 | 1 |
| 1 | True | 30,362,915 | 1,810,762 | 102 | 3,980 | -0.013 | 0.000 | 0.000 | 0.014 | 0.007 | 0.006 | 0.529 | 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 | 1,357,715 | 627 | 952 | -0.027 | -0.004 | -0.016 | 0.027 | 0.020 | 0.021 | 0.644 | 2 |
| 1 | True | 30,619,070 | 749,614 | 95 | 3,847 | -0.027 | -0.005 | -0.018 | 0.027 | 0.021 | 0.021 | 0.356 | 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 | 1,904,690 | 619 | 902 | -0.043 | -0.008 | -0.030 | 0.043 | 0.035 | 0.034 | 0.588 | 3 |
| 1 | True | 31,694,254 | 1,337,077 | 104 | 3,550 | -0.042 | -0.001 | -0.028 | 0.042 | 0.035 | 0.035 | 0.412 | 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 | 1,858,221 | 612 | 987 | -0.057 | -0.017 | -0.046 | 0.057 | 0.050 | 0.050 | 0.707 | 4 |
| 1 | True | 26,817,447 | 770,982 | 110 | 2,403 | -0.057 | -0.013 | -0.046 | 0.057 | 0.050 | 0.050 | 0.293 | 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 | 1,762,887 | 620 | 868 | -0.073 | -0.028 | -0.061 | 0.073 | 0.065 | 0.065 | 0.757 | 5 |
| 1 | True | 22,362,844 | 564,572 | 103 | 1,993 | -0.073 | -0.009 | -0.059 | 0.072 | 0.066 | 0.067 | 0.243 | 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 | 1,313,177 | 620 | 767 | -0.090 | -0.040 | -0.078 | 0.090 | 0.081 | 0.081 | 0.738 | 6 |
| 1 | True | 26,140,717 | 465,828 | 102 | 2,152 | -0.090 | -0.022 | -0.075 | 0.090 | 0.081 | 0.080 | 0.262 | 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 | 1,035,354 | 595 | 666 | -0.110 | -0.058 | -0.097 | 0.110 | 0.100 | 0.100 | 0.486 | 7 |
| 1 | True | 42,146,477 | 1,093,239 | 127 | 1,742 | -0.110 | -0.032 | -0.096 | 0.109 | 0.100 | 0.101 | 0.514 | 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 | 1,197,091 | 589 | 515 | -0.138 | -0.083 | -0.120 | 0.138 | 0.123 | 0.122 | 0.673 | 8 |
| 1 | True | 37,830,059 | 582,219 | 134 | 1,648 | -0.138 | -0.043 | -0.117 | 0.138 | 0.124 | 0.124 | 0.327 | 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 | 979,693 | 563 | 423 | -0.181 | -0.101 | -0.153 | 0.180 | 0.158 | 0.157 | 0.512 | 9 |
| 1 | True | 58,506,480 | 935,539 | 159 | 1,681 | -0.180 | -0.002 | -0.139 | 0.180 | 0.157 | 0.155 | 0.488 | 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 | 1,056,056 | 560 | 284 | -0.409 | -0.143 | -0.205 | 0.299 | 0.227 | 0.216 | 0.341 | 10 |
| 1 | True | 61,689,905 | 2,045,045 | 163 | 2,209 | -0.360 | 0.003 | 0.183 | 0.356 | 0.233 | 0.222 | 0.659 | 10 |