| 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 | 1,835,462 | 668 | 999 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.788 | 1 |
| 1 | True | 20,734,624 | 493,897 | 74 | 3,764 | -0.012 | -0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.212 | 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 | 1,940,235 | 671 | 941 | -0.024 | -0.003 | -0.013 | 0.024 | 0.018 | 0.018 | 0.760 | 2 |
| 1 | True | 18,582,124 | 613,002 | 71 | 2,697 | -0.024 | -0.002 | -0.012 | 0.024 | 0.017 | 0.017 | 0.240 | 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 | 1,506,002 | 663 | 957 | -0.035 | -0.007 | -0.026 | 0.036 | 0.029 | 0.029 | 0.787 | 3 |
| 1 | True | 23,994,108 | 407,753 | 78 | 3,320 | -0.035 | -0.008 | -0.028 | 0.036 | 0.030 | 0.030 | 0.213 | 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 | 1,759,063 | 655 | 862 | -0.048 | -0.014 | -0.039 | 0.048 | 0.042 | 0.042 | 0.581 | 4 |
| 1 | True | 25,112,102 | 1,266,473 | 87 | 3,928 | -0.048 | 0.000 | 0.036 | 0.048 | 0.041 | 0.041 | 0.419 | 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 | 1,707,382 | 639 | 810 | -0.062 | -0.022 | -0.051 | 0.062 | 0.055 | 0.055 | 0.655 | 5 |
| 1 | True | 37,873,929 | 897,569 | 103 | 2,836 | -0.061 | 0.000 | 0.048 | 0.062 | 0.055 | 0.056 | 0.345 | 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 | 1,554,506 | 638 | 742 | -0.078 | -0.030 | -0.067 | 0.078 | 0.070 | 0.070 | 0.649 | 6 |
| 1 | True | 35,905,894 | 841,737 | 103 | 2,157 | -0.078 | -0.003 | -0.063 | 0.078 | 0.070 | 0.071 | 0.351 | 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 | 1,800,692 | 626 | 765 | -0.098 | -0.047 | -0.084 | 0.098 | 0.088 | 0.088 | 0.614 | 7 |
| 1 | True | 46,789,768 | 1,132,356 | 116 | 3,202 | -0.097 | -0.009 | -0.080 | 0.097 | 0.088 | 0.088 | 0.386 | 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 | 1,172,052 | 607 | 722 | -0.123 | -0.075 | -0.107 | 0.123 | 0.110 | 0.110 | 0.474 | 8 |
| 1 | True | 59,979,287 | 1,298,097 | 134 | 2,586 | -0.123 | -0.001 | -0.098 | 0.123 | 0.111 | 0.111 | 0.526 | 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 | 1,256,363 | 609 | 633 | -0.160 | -0.098 | -0.137 | 0.159 | 0.140 | 0.140 | 0.405 | 9 |
| 1 | True | 58,358,667 | 1,842,606 | 133 | 1,973 | -0.159 | -0.000 | -0.124 | 0.159 | 0.140 | 0.139 | 0.595 | 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 | 1,037,099 | 607 | 408 | -0.372 | -0.179 | -0.193 | 0.295 | 0.207 | 0.195 | 0.390 | 10 |
| 1 | True | 73,529,131 | 1,623,841 | 135 | 2,318 | -0.303 | -0.022 | -0.165 | 0.290 | 0.200 | 0.191 | 0.610 | 10 |