| 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 | 2,137,492 | 694 | 999 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.798 | 1 |
| 1 | True | 13,486,996 | 541,590 | 54 | 3,833 | -0.010 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.202 | 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 | 1,964,686 | 694 | 1,015 | -0.021 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.739 | 2 |
| 1 | True | 14,605,684 | 695,200 | 54 | 4,560 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.261 | 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 | 1,683,418 | 664 | 1,005 | -0.031 | -0.005 | -0.022 | 0.031 | 0.026 | 0.026 | 0.657 | 3 |
| 1 | True | 20,791,028 | 877,368 | 83 | 3,513 | -0.031 | -0.006 | -0.022 | 0.031 | 0.026 | 0.026 | 0.343 | 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 | 1,729,958 | 673 | 977 | -0.043 | -0.012 | -0.035 | 0.043 | 0.037 | 0.038 | 0.716 | 4 |
| 1 | True | 18,485,347 | 685,130 | 75 | 3,649 | -0.043 | -0.004 | -0.033 | 0.043 | 0.037 | 0.037 | 0.284 | 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 | 1,849,776 | 628 | 872 | -0.056 | -0.018 | -0.047 | 0.056 | 0.050 | 0.050 | 0.462 | 5 |
| 1 | True | 40,903,508 | 2,157,682 | 120 | 2,327 | -0.056 | -0.002 | -0.044 | 0.056 | 0.050 | 0.051 | 0.538 | 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 | 1,380,231 | 626 | 814 | -0.073 | -0.030 | -0.061 | 0.073 | 0.064 | 0.064 | 0.573 | 6 |
| 1 | True | 53,407,329 | 1,029,481 | 121 | 2,439 | -0.073 | -0.010 | -0.059 | 0.073 | 0.065 | 0.064 | 0.427 | 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 | 1,318,869 | 611 | 703 | -0.093 | -0.042 | -0.080 | 0.093 | 0.083 | 0.082 | 0.483 | 7 |
| 1 | True | 55,252,709 | 1,413,482 | 137 | 2,663 | -0.093 | -0.007 | -0.075 | 0.093 | 0.084 | 0.084 | 0.517 | 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 | 1,703,460 | 625 | 722 | -0.122 | -0.062 | -0.103 | 0.122 | 0.107 | 0.107 | 0.649 | 8 |
| 1 | True | 45,354,769 | 922,418 | 122 | 2,078 | -0.122 | -0.027 | -0.098 | 0.120 | 0.105 | 0.105 | 0.351 | 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 | 1,108,886 | 592 | 609 | -0.162 | -0.098 | -0.137 | 0.161 | 0.140 | 0.139 | 0.378 | 9 |
| 1 | True | 70,002,404 | 1,820,813 | 156 | 2,225 | -0.162 | 0.000 | 0.000 | 0.162 | 0.140 | 0.138 | 0.622 | 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 | 1,126,818 | 630 | 413 | -0.424 | -0.175 | -0.192 | 0.355 | 0.211 | 0.196 | 0.508 | 10 |
| 1 | True | 68,310,458 | 1,093,393 | 118 | 3,774 | -0.310 | 0.007 | 0.166 | 0.338 | 0.210 | 0.204 | 0.492 | 10 |