| 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 | 1,882,410 | 662 | 1,060 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.829 | 1 |
| 1 | True | 11,002,599 | 388,459 | 57 | 3,986 | -0.010 | -0.001 | -0.002 | 0.010 | 0.006 | 0.006 | 0.171 | 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 | 2,238,031 | 645 | 965 | -0.021 | -0.003 | -0.012 | 0.021 | 0.016 | 0.016 | 0.580 | 2 |
| 1 | True | 24,824,592 | 1,620,200 | 74 | 3,178 | -0.021 | -0.003 | -0.011 | 0.021 | 0.015 | 0.015 | 0.420 | 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 | 1,397,079 | 646 | 857 | -0.033 | -0.005 | -0.023 | 0.033 | 0.027 | 0.027 | 0.629 | 3 |
| 1 | True | 21,421,153 | 825,081 | 73 | 4,530 | -0.031 | -0.002 | -0.022 | 0.033 | 0.027 | 0.027 | 0.371 | 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 | 1,813,554 | 618 | 964 | -0.045 | -0.006 | -0.035 | 0.045 | 0.039 | 0.039 | 0.735 | 4 |
| 1 | True | 35,895,061 | 654,969 | 101 | 3,460 | -0.045 | -0.000 | -0.033 | 0.045 | 0.039 | 0.039 | 0.265 | 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 | 1,706,531 | 623 | 817 | -0.058 | -0.019 | -0.049 | 0.058 | 0.052 | 0.052 | 0.739 | 5 |
| 1 | True | 34,480,544 | 602,134 | 96 | 2,671 | -0.058 | -0.002 | -0.047 | 0.058 | 0.052 | 0.052 | 0.261 | 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 | 1,214,482 | 593 | 800 | -0.076 | -0.024 | -0.063 | 0.076 | 0.067 | 0.067 | 0.467 | 6 |
| 1 | True | 44,437,637 | 1,388,246 | 125 | 2,724 | -0.076 | 0.006 | 0.060 | 0.076 | 0.067 | 0.066 | 0.533 | 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 | 1,528,900 | 571 | 812 | -0.098 | -0.042 | -0.083 | 0.098 | 0.087 | 0.086 | 0.510 | 7 |
| 1 | True | 55,226,855 | 1,467,476 | 148 | 2,585 | -0.098 | -0.004 | -0.077 | 0.098 | 0.087 | 0.087 | 0.490 | 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 | 1,716,267 | 564 | 771 | -0.129 | -0.068 | -0.110 | 0.129 | 0.114 | 0.113 | 0.636 | 8 |
| 1 | True | 53,252,770 | 982,393 | 155 | 1,781 | -0.128 | -0.015 | -0.103 | 0.128 | 0.113 | 0.112 | 0.364 | 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 | 1,125,776 | 575 | 594 | -0.172 | -0.117 | -0.145 | 0.172 | 0.149 | 0.148 | 0.530 | 9 |
| 1 | True | 67,099,983 | 997,629 | 144 | 1,892 | -0.172 | -0.014 | -0.134 | 0.172 | 0.149 | 0.147 | 0.470 | 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 | 1,021,869 | 620 | 420 | -0.465 | -0.207 | -0.209 | 0.246 | 0.222 | 0.210 | 0.398 | 10 |
| 1 | True | 55,134,160 | 1,544,042 | 99 | 2,820 | -0.300 | -0.020 | -0.177 | 0.288 | 0.215 | 0.207 | 0.602 | 10 |