| 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 | 1,754,260 | 688 | 962 | -0.011 | -0.000 | -0.001 | 0.011 | 0.006 | 0.006 | 0.803 | 1 |
| 1 | True | 14,420,245 | 431,142 | 60 | 3,426 | -0.011 | -0.001 | 0.000 | 0.011 | 0.005 | 0.005 | 0.197 | 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 | 1,565,532 | 691 | 1,053 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.701 | 2 |
| 1 | True | 14,308,256 | 668,538 | 57 | 3,994 | -0.022 | -0.001 | -0.011 | 0.021 | 0.016 | 0.016 | 0.299 | 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 | 2,204,170 | 668 | 980 | -0.034 | -0.010 | -0.025 | 0.034 | 0.028 | 0.027 | 0.710 | 3 |
| 1 | True | 24,270,245 | 898,129 | 79 | 3,778 | -0.033 | 0.007 | 0.025 | 0.034 | 0.028 | 0.028 | 0.290 | 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 | 1,775,144 | 671 | 975 | -0.046 | -0.013 | -0.037 | 0.046 | 0.040 | 0.040 | 0.796 | 4 |
| 1 | True | 20,527,236 | 453,885 | 77 | 3,376 | -0.046 | 0.004 | 0.036 | 0.046 | 0.040 | 0.040 | 0.204 | 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 | 1,604,796 | 638 | 907 | -0.059 | -0.022 | -0.050 | 0.059 | 0.053 | 0.052 | 0.567 | 5 |
| 1 | True | 35,079,745 | 1,228,011 | 110 | 3,244 | -0.059 | -0.010 | -0.049 | 0.059 | 0.053 | 0.053 | 0.433 | 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 | 1,278,553 | 624 | 802 | -0.075 | -0.032 | -0.064 | 0.074 | 0.066 | 0.066 | 0.492 | 6 |
| 1 | True | 36,214,374 | 1,320,267 | 123 | 2,534 | -0.075 | -0.008 | -0.061 | 0.074 | 0.067 | 0.067 | 0.508 | 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 | 1,756,035 | 608 | 726 | -0.095 | -0.049 | -0.082 | 0.095 | 0.085 | 0.085 | 0.615 | 7 |
| 1 | True | 62,823,236 | 1,098,419 | 140 | 2,659 | -0.094 | -0.018 | -0.078 | 0.095 | 0.084 | 0.083 | 0.385 | 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 | 1,365,153 | 605 | 734 | -0.123 | -0.067 | -0.105 | 0.123 | 0.109 | 0.109 | 0.387 | 8 |
| 1 | True | 57,038,335 | 2,164,696 | 142 | 2,290 | -0.123 | -0.008 | -0.097 | 0.122 | 0.108 | 0.107 | 0.613 | 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 | 1,064,432 | 609 | 572 | -0.163 | -0.107 | -0.138 | 0.163 | 0.142 | 0.141 | 0.369 | 9 |
| 1 | True | 66,192,252 | 1,818,914 | 139 | 2,235 | -0.163 | -0.009 | -0.126 | 0.163 | 0.141 | 0.140 | 0.631 | 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 | 965,385 | 612 | 372 | -0.402 | -0.182 | -0.199 | 0.266 | 0.213 | 0.202 | 0.367 | 10 |
| 1 | True | 70,592,490 | 1,666,755 | 136 | 2,913 | -0.304 | -0.005 | -0.164 | 0.351 | 0.207 | 0.196 | 0.633 | 10 |