| 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 | 1,581,892 | 653 | 955 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.005 | 0.550 | 1 |
| 1 | True | 16,435,411 | 1,295,980 | 66 | 3,164 | -0.011 | -0.000 | -0.001 | 0.011 | 0.006 | 0.006 | 0.450 | 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 | 1,627,458 | 645 | 972 | -0.022 | -0.000 | -0.011 | 0.022 | 0.016 | 0.016 | 0.745 | 2 |
| 1 | True | 19,278,684 | 557,086 | 73 | 4,793 | -0.021 | 0.000 | 0.011 | 0.021 | 0.016 | 0.016 | 0.255 | 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 | 1,729,883 | 648 | 883 | -0.033 | -0.006 | -0.024 | 0.033 | 0.027 | 0.027 | 0.749 | 3 |
| 1 | True | 16,160,571 | 579,958 | 70 | 3,458 | -0.033 | 0.002 | 0.023 | 0.033 | 0.027 | 0.027 | 0.251 | 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 | 1,467,884 | 623 | 811 | -0.045 | -0.012 | -0.036 | 0.045 | 0.040 | 0.039 | 0.643 | 4 |
| 1 | True | 30,263,253 | 814,115 | 96 | 2,884 | -0.045 | 0.002 | 0.035 | 0.045 | 0.039 | 0.040 | 0.357 | 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 | 1,896,795 | 602 | 891 | -0.059 | -0.019 | -0.049 | 0.059 | 0.052 | 0.052 | 0.645 | 5 |
| 1 | True | 36,865,093 | 1,042,946 | 116 | 2,937 | -0.059 | -0.000 | -0.000 | 0.058 | 0.052 | 0.052 | 0.355 | 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 | 2,349,646 | 604 | 879 | -0.075 | -0.030 | -0.063 | 0.075 | 0.067 | 0.066 | 0.749 | 6 |
| 1 | True | 44,043,643 | 785,639 | 114 | 2,526 | -0.075 | 0.011 | 0.061 | 0.075 | 0.066 | 0.066 | 0.251 | 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 | 1,230,954 | 594 | 780 | -0.098 | -0.047 | -0.083 | 0.097 | 0.086 | 0.086 | 0.502 | 7 |
| 1 | True | 51,090,707 | 1,222,352 | 125 | 3,251 | -0.097 | -0.007 | -0.076 | 0.097 | 0.085 | 0.085 | 0.498 | 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 | 1,179,128 | 562 | 729 | -0.126 | -0.065 | -0.107 | 0.126 | 0.111 | 0.110 | 0.487 | 8 |
| 1 | True | 64,437,630 | 1,244,273 | 156 | 1,860 | -0.126 | -0.019 | -0.102 | 0.126 | 0.112 | 0.111 | 0.513 | 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 | 1,514,840 | 584 | 667 | -0.167 | -0.102 | -0.141 | 0.167 | 0.145 | 0.144 | 0.587 | 9 |
| 1 | True | 58,983,856 | 1,064,805 | 134 | 1,766 | -0.165 | -0.011 | -0.128 | 0.166 | 0.143 | 0.140 | 0.413 | 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 | 904,138 | 594 | 362 | -0.397 | -0.183 | -0.197 | 0.302 | 0.212 | 0.200 | 0.350 | 10 |
| 1 | True | 61,997,058 | 1,681,593 | 125 | 3,394 | -0.314 | -0.023 | -0.172 | 0.329 | 0.209 | 0.197 | 0.650 | 10 |