| 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 | 1,983,167 | 651 | 938 | -0.011 | 0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.752 | 1 |
| 1 | True | 14,179,102 | 654,286 | 69 | 3,929 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.248 | 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 | 1,460,253 | 641 | 908 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.661 | 2 |
| 1 | True | 24,803,572 | 750,353 | 79 | 3,420 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.339 | 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 | 1,835,740 | 644 | 927 | -0.034 | -0.007 | -0.024 | 0.034 | 0.028 | 0.028 | 0.645 | 3 |
| 1 | True | 23,101,009 | 1,009,214 | 76 | 3,461 | -0.034 | -0.001 | -0.022 | 0.034 | 0.028 | 0.028 | 0.355 | 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 | 1,528,832 | 625 | 839 | -0.046 | -0.012 | -0.037 | 0.046 | 0.040 | 0.040 | 0.649 | 4 |
| 1 | True | 29,213,577 | 828,285 | 94 | 2,947 | -0.046 | 0.004 | 0.035 | 0.045 | 0.040 | 0.040 | 0.351 | 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 | 1,436,422 | 610 | 836 | -0.060 | -0.019 | -0.050 | 0.060 | 0.053 | 0.053 | 0.629 | 5 |
| 1 | True | 42,307,548 | 845,640 | 110 | 2,743 | -0.060 | 0.009 | 0.048 | 0.060 | 0.053 | 0.053 | 0.371 | 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 | 1,790,212 | 598 | 842 | -0.077 | -0.031 | -0.066 | 0.077 | 0.069 | 0.069 | 0.589 | 6 |
| 1 | True | 44,979,241 | 1,246,965 | 122 | 2,841 | -0.077 | -0.000 | -0.000 | 0.077 | 0.068 | 0.068 | 0.411 | 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 | 1,338,686 | 588 | 783 | -0.099 | -0.045 | -0.084 | 0.099 | 0.088 | 0.087 | 0.633 | 7 |
| 1 | True | 42,512,939 | 777,727 | 131 | 2,399 | -0.099 | -0.008 | -0.079 | 0.098 | 0.087 | 0.087 | 0.367 | 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 | 1,243,711 | 592 | 727 | -0.126 | -0.065 | -0.108 | 0.126 | 0.112 | 0.112 | 0.436 | 8 |
| 1 | True | 51,807,554 | 1,611,384 | 128 | 1,967 | -0.126 | -0.011 | -0.100 | 0.126 | 0.111 | 0.110 | 0.564 | 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 | 1,477,133 | 576 | 699 | -0.166 | -0.102 | -0.140 | 0.165 | 0.145 | 0.144 | 0.655 | 9 |
| 1 | True | 66,017,969 | 779,644 | 144 | 1,513 | -0.165 | -0.029 | -0.131 | 0.164 | 0.143 | 0.141 | 0.345 | 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 | 968,135 | 581 | 421 | -0.362 | -0.174 | -0.197 | 0.295 | 0.211 | 0.200 | 0.341 | 10 |
| 1 | True | 62,825,755 | 1,874,067 | 139 | 3,159 | -0.339 | -0.004 | 0.167 | 0.358 | 0.213 | 0.203 | 0.659 | 10 |