| 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 | 2,110,412 | 695 | 1,053 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.768 | 1 |
| 1 | True | 12,628,897 | 637,794 | 53 | 4,711 | -0.009 | -0.002 | -0.004 | 0.009 | 0.005 | 0.005 | 0.232 | 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 | 1,519,848 | 674 | 1,022 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.560 | 2 |
| 1 | True | 20,457,459 | 1,192,993 | 74 | 3,462 | -0.020 | 0.001 | 0.010 | 0.020 | 0.015 | 0.016 | 0.440 | 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 | 1,994,186 | 669 | 1,018 | -0.031 | -0.005 | -0.022 | 0.031 | 0.026 | 0.026 | 0.761 | 3 |
| 1 | True | 18,324,153 | 627,775 | 79 | 3,554 | -0.031 | -0.000 | -0.020 | 0.031 | 0.026 | 0.026 | 0.239 | 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 | 1,581,626 | 663 | 942 | -0.043 | -0.012 | -0.034 | 0.043 | 0.037 | 0.037 | 0.462 | 4 |
| 1 | True | 28,500,762 | 1,840,495 | 84 | 3,289 | -0.043 | -0.005 | -0.033 | 0.042 | 0.037 | 0.038 | 0.538 | 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 | 1,839,736 | 651 | 946 | -0.056 | -0.016 | -0.046 | 0.056 | 0.049 | 0.049 | 0.691 | 5 |
| 1 | True | 32,633,721 | 822,786 | 97 | 3,016 | -0.056 | 0.005 | 0.044 | 0.056 | 0.049 | 0.050 | 0.309 | 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 | 1,814,726 | 641 | 783 | -0.073 | -0.026 | -0.061 | 0.073 | 0.064 | 0.064 | 0.641 | 6 |
| 1 | True | 46,004,502 | 1,018,431 | 107 | 2,583 | -0.073 | -0.000 | -0.056 | 0.072 | 0.064 | 0.064 | 0.359 | 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 | 1,267,149 | 592 | 756 | -0.094 | -0.040 | -0.079 | 0.094 | 0.083 | 0.082 | 0.443 | 7 |
| 1 | True | 56,143,175 | 1,590,916 | 155 | 2,106 | -0.094 | -0.011 | -0.075 | 0.093 | 0.083 | 0.083 | 0.557 | 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 | 1,479,477 | 608 | 745 | -0.122 | -0.063 | -0.103 | 0.122 | 0.107 | 0.106 | 0.661 | 8 |
| 1 | True | 56,137,723 | 759,641 | 140 | 2,042 | -0.122 | -0.018 | -0.097 | 0.122 | 0.106 | 0.105 | 0.339 | 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 | 1,179,782 | 625 | 606 | -0.165 | -0.103 | -0.139 | 0.165 | 0.142 | 0.141 | 0.608 | 9 |
| 1 | True | 50,249,655 | 760,992 | 123 | 2,785 | -0.163 | 0.008 | 0.123 | 0.162 | 0.140 | 0.138 | 0.392 | 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 | 1,467,900 | 621 | 398 | -0.428 | -0.189 | -0.200 | 0.322 | 0.215 | 0.203 | 0.441 | 10 |
| 1 | True | 78,579,406 | 1,864,184 | 127 | 2,953 | -0.303 | -0.024 | -0.169 | 0.300 | 0.207 | 0.198 | 0.559 | 10 |