| 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 | 1,697,877 | 663 | 989 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.744 | 1 |
| 1 | True | 15,321,963 | 583,371 | 55 | 4,147 | -0.010 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.256 | 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 | 2,113,049 | 646 | 1,038 | -0.022 | -0.003 | -0.012 | 0.022 | 0.017 | 0.016 | 0.748 | 2 |
| 1 | True | 21,351,683 | 711,851 | 72 | 2,559 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.252 | 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 | 1,862,086 | 636 | 954 | -0.034 | -0.007 | -0.025 | 0.034 | 0.028 | 0.028 | 0.785 | 3 |
| 1 | True | 22,182,401 | 510,033 | 82 | 2,660 | -0.034 | -0.003 | -0.023 | 0.034 | 0.028 | 0.028 | 0.215 | 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 | 1,749,201 | 612 | 922 | -0.047 | -0.010 | -0.036 | 0.048 | 0.040 | 0.040 | 0.775 | 4 |
| 1 | True | 34,363,391 | 507,089 | 106 | 2,847 | -0.046 | 0.007 | 0.037 | 0.047 | 0.041 | 0.041 | 0.225 | 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 | 1,818,207 | 628 | 854 | -0.061 | -0.021 | -0.052 | 0.061 | 0.054 | 0.054 | 0.671 | 5 |
| 1 | True | 26,291,649 | 893,046 | 90 | 3,094 | -0.061 | 0.007 | 0.050 | 0.060 | 0.055 | 0.055 | 0.329 | 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 | 1,692,155 | 615 | 782 | -0.078 | -0.033 | -0.067 | 0.078 | 0.070 | 0.069 | 0.474 | 6 |
| 1 | True | 42,663,911 | 1,875,519 | 103 | 3,326 | -0.078 | 0.006 | 0.062 | 0.078 | 0.070 | 0.069 | 0.526 | 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 | 1,378,393 | 575 | 753 | -0.100 | -0.051 | -0.086 | 0.100 | 0.088 | 0.088 | 0.568 | 7 |
| 1 | True | 57,202,697 | 1,047,400 | 143 | 2,626 | -0.100 | -0.010 | -0.081 | 0.099 | 0.089 | 0.090 | 0.432 | 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 | 1,318,823 | 572 | 794 | -0.127 | -0.072 | -0.109 | 0.127 | 0.113 | 0.112 | 0.534 | 8 |
| 1 | True | 47,365,408 | 1,150,054 | 146 | 1,784 | -0.127 | -0.021 | -0.103 | 0.127 | 0.112 | 0.112 | 0.466 | 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 | 1,107,218 | 570 | 581 | -0.167 | -0.109 | -0.142 | 0.167 | 0.146 | 0.145 | 0.523 | 9 |
| 1 | True | 63,082,996 | 1,008,802 | 148 | 2,100 | -0.167 | -0.025 | -0.130 | 0.164 | 0.144 | 0.142 | 0.477 | 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 | 974,471 | 593 | 369 | -0.434 | -0.193 | -0.202 | 0.270 | 0.217 | 0.204 | 0.334 | 10 |
| 1 | True | 70,588,147 | 1,940,054 | 125 | 2,506 | -0.326 | -0.017 | -0.171 | 0.336 | 0.206 | 0.198 | 0.666 | 10 |