| 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 | 1,682,030 | 658 | 956 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.554 | 1 |
| 1 | True | 17,578,585 | 1,353,650 | 61 | 2,740 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.446 | 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 | 1,378,143 | 652 | 963 | -0.022 | -0.001 | -0.012 | 0.022 | 0.016 | 0.016 | 0.728 | 2 |
| 1 | True | 13,285,905 | 515,291 | 66 | 2,744 | -0.022 | -0.001 | -0.011 | 0.021 | 0.016 | 0.016 | 0.272 | 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 | 1,692,498 | 641 | 866 | -0.033 | -0.005 | -0.023 | 0.033 | 0.027 | 0.027 | 0.801 | 3 |
| 1 | True | 19,259,992 | 420,086 | 77 | 3,303 | -0.032 | -0.001 | -0.022 | 0.032 | 0.027 | 0.027 | 0.199 | 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 | 2,301,096 | 632 | 875 | -0.045 | -0.008 | -0.035 | 0.045 | 0.039 | 0.039 | 0.766 | 4 |
| 1 | True | 31,657,130 | 701,614 | 87 | 3,392 | -0.045 | 0.005 | 0.034 | 0.045 | 0.039 | 0.039 | 0.234 | 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 | 1,612,414 | 602 | 879 | -0.059 | -0.015 | -0.049 | 0.059 | 0.052 | 0.052 | 0.674 | 5 |
| 1 | True | 45,901,700 | 779,811 | 116 | 2,339 | -0.059 | 0.005 | 0.047 | 0.059 | 0.052 | 0.052 | 0.326 | 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 | 1,484,671 | 609 | 909 | -0.076 | -0.033 | -0.065 | 0.076 | 0.067 | 0.067 | 0.582 | 6 |
| 1 | True | 41,760,145 | 1,068,174 | 109 | 2,970 | -0.076 | 0.011 | 0.061 | 0.076 | 0.068 | 0.068 | 0.418 | 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 | 1,879,454 | 582 | 839 | -0.099 | -0.045 | -0.084 | 0.099 | 0.087 | 0.088 | 0.584 | 7 |
| 1 | True | 47,838,709 | 1,337,812 | 137 | 3,085 | -0.099 | -0.007 | -0.077 | 0.098 | 0.087 | 0.086 | 0.416 | 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 | 1,382,628 | 568 | 767 | -0.128 | -0.067 | -0.109 | 0.127 | 0.113 | 0.112 | 0.482 | 8 |
| 1 | True | 57,358,812 | 1,488,028 | 150 | 2,176 | -0.128 | -0.005 | -0.101 | 0.127 | 0.113 | 0.113 | 0.518 | 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 | 1,290,926 | 576 | 648 | -0.170 | -0.107 | -0.144 | 0.170 | 0.147 | 0.146 | 0.565 | 9 |
| 1 | True | 64,582,055 | 994,959 | 142 | 1,966 | -0.168 | -0.018 | -0.130 | 0.167 | 0.144 | 0.143 | 0.435 | 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 | 738,390 | 599 | 341 | -0.418 | -0.199 | -0.204 | 0.271 | 0.217 | 0.205 | 0.292 | 10 |
| 1 | True | 60,683,556 | 1,788,595 | 120 | 2,887 | -0.329 | -0.022 | -0.174 | 0.294 | 0.213 | 0.201 | 0.708 | 10 |