| 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 | 2,154,002 | 664 | 1,055 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.829 | 1 |
| 1 | True | 14,656,098 | 443,733 | 54 | 3,874 | -0.011 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 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 | 1,970,453 | 659 | 946 | -0.022 | -0.003 | -0.013 | 0.022 | 0.017 | 0.017 | 0.762 | 2 |
| 1 | True | 21,312,800 | 614,763 | 59 | 3,500 | -0.022 | 0.000 | 0.012 | 0.022 | 0.017 | 0.017 | 0.238 | 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 | 1,604,100 | 645 | 947 | -0.034 | -0.007 | -0.025 | 0.034 | 0.028 | 0.028 | 0.705 | 3 |
| 1 | True | 21,244,942 | 670,681 | 73 | 2,735 | -0.034 | -0.004 | -0.025 | 0.034 | 0.029 | 0.029 | 0.295 | 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 | 2,249,553 | 620 | 954 | -0.047 | -0.009 | -0.036 | 0.047 | 0.040 | 0.041 | 0.805 | 4 |
| 1 | True | 30,212,821 | 543,772 | 98 | 3,002 | -0.047 | -0.005 | -0.036 | 0.046 | 0.040 | 0.040 | 0.195 | 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 | 1,401,764 | 613 | 859 | -0.061 | -0.020 | -0.050 | 0.061 | 0.054 | 0.053 | 0.509 | 5 |
| 1 | True | 35,450,922 | 1,350,178 | 105 | 3,482 | -0.061 | 0.009 | 0.049 | 0.061 | 0.054 | 0.054 | 0.491 | 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 | 1,529,760 | 601 | 807 | -0.077 | -0.029 | -0.065 | 0.077 | 0.068 | 0.068 | 0.627 | 6 |
| 1 | True | 47,705,524 | 910,946 | 117 | 2,865 | -0.076 | 0.001 | 0.061 | 0.076 | 0.069 | 0.069 | 0.373 | 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 | 1,457,037 | 583 | 787 | -0.098 | -0.047 | -0.084 | 0.097 | 0.087 | 0.087 | 0.402 | 7 |
| 1 | True | 45,158,106 | 2,164,753 | 135 | 2,441 | -0.098 | -0.021 | -0.082 | 0.098 | 0.087 | 0.087 | 0.598 | 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 | 1,145,429 | 573 | 766 | -0.126 | -0.069 | -0.107 | 0.127 | 0.112 | 0.111 | 0.536 | 8 |
| 1 | True | 51,889,262 | 989,634 | 145 | 2,027 | -0.126 | -0.016 | -0.103 | 0.126 | 0.111 | 0.109 | 0.464 | 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 | 1,143,792 | 567 | 593 | -0.166 | -0.104 | -0.141 | 0.165 | 0.144 | 0.144 | 0.571 | 9 |
| 1 | True | 61,374,514 | 858,073 | 151 | 1,941 | -0.166 | -0.009 | -0.128 | 0.164 | 0.144 | 0.142 | 0.429 | 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 | 1,069,623 | 595 | 362 | -0.429 | -0.190 | -0.200 | 0.257 | 0.215 | 0.201 | 0.372 | 10 |
| 1 | True | 71,745,455 | 1,807,853 | 123 | 2,372 | -0.313 | -0.022 | -0.169 | 0.324 | 0.202 | 0.189 | 0.628 | 10 |