| 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 | 2,011,713 | 680 | 1,032 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.005 | 0.630 | 1 |
| 1 | True | 21,466,691 | 1,183,759 | 62 | 4,706 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.370 | 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 | 1,863,165 | 671 | 1,051 | -0.022 | -0.003 | -0.013 | 0.022 | 0.017 | 0.017 | 0.670 | 2 |
| 1 | True | 16,852,950 | 919,643 | 71 | 3,907 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.330 | 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 | 1,496,369 | 669 | 911 | -0.034 | -0.008 | -0.025 | 0.034 | 0.028 | 0.028 | 0.665 | 3 |
| 1 | True | 20,708,424 | 754,072 | 73 | 4,415 | -0.034 | 0.001 | 0.022 | 0.034 | 0.027 | 0.025 | 0.335 | 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 | 1,780,660 | 662 | 936 | -0.047 | -0.008 | -0.036 | 0.047 | 0.041 | 0.041 | 0.654 | 4 |
| 1 | True | 25,029,335 | 940,692 | 79 | 3,912 | -0.047 | -0.005 | -0.036 | 0.047 | 0.042 | 0.042 | 0.346 | 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 | 1,119,678 | 630 | 810 | -0.060 | -0.019 | -0.051 | 0.060 | 0.054 | 0.054 | 0.523 | 5 |
| 1 | True | 38,153,133 | 1,023,007 | 112 | 3,509 | -0.060 | -0.002 | -0.048 | 0.060 | 0.054 | 0.054 | 0.477 | 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 | 1,352,097 | 608 | 806 | -0.076 | -0.027 | -0.064 | 0.076 | 0.067 | 0.067 | 0.491 | 6 |
| 1 | True | 44,046,498 | 1,400,696 | 134 | 2,570 | -0.076 | -0.019 | -0.064 | 0.076 | 0.068 | 0.068 | 0.509 | 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 | 1,321,019 | 591 | 677 | -0.097 | -0.046 | -0.083 | 0.097 | 0.086 | 0.086 | 0.588 | 7 |
| 1 | True | 52,993,965 | 927,065 | 150 | 2,056 | -0.097 | -0.013 | -0.079 | 0.097 | 0.087 | 0.087 | 0.412 | 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 | 1,377,296 | 590 | 673 | -0.126 | -0.071 | -0.107 | 0.126 | 0.110 | 0.110 | 0.415 | 8 |
| 1 | True | 55,445,164 | 1,938,429 | 152 | 2,119 | -0.126 | -0.023 | -0.101 | 0.125 | 0.110 | 0.109 | 0.585 | 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 | 1,775,836 | 605 | 568 | -0.169 | -0.107 | -0.143 | 0.168 | 0.146 | 0.145 | 0.640 | 9 |
| 1 | True | 65,946,348 | 1,000,465 | 137 | 2,325 | -0.164 | -0.002 | -0.127 | 0.167 | 0.144 | 0.142 | 0.360 | 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 | 1,437,492 | 638 | 444 | -0.408 | -0.203 | -0.208 | 0.280 | 0.220 | 0.209 | 0.476 | 10 |
| 1 | True | 58,741,355 | 1,579,721 | 104 | 2,512 | -0.297 | 0.004 | 0.170 | 0.301 | 0.208 | 0.198 | 0.524 | 10 |