| 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 | 1,821,229 | 686 | 1,019 | -0.009 | -0.000 | 0.000 | 0.009 | 0.005 | 0.004 | 0.766 | 1 |
| 1 | True | 20,444,524 | 555,964 | 62 | 3,357 | -0.009 | 0.001 | 0.000 | 0.009 | 0.005 | 0.005 | 0.234 | 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 | 2,209,941 | 685 | 1,082 | -0.020 | -0.002 | -0.011 | 0.020 | 0.014 | 0.014 | 0.804 | 2 |
| 1 | True | 16,880,124 | 539,369 | 62 | 5,618 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.196 | 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 | 2,209,836 | 673 | 1,030 | -0.031 | -0.007 | -0.023 | 0.031 | 0.026 | 0.026 | 0.734 | 3 |
| 1 | True | 21,970,181 | 799,977 | 74 | 3,097 | -0.031 | -0.001 | -0.020 | 0.031 | 0.026 | 0.027 | 0.266 | 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 | 2,095,040 | 671 | 928 | -0.043 | -0.010 | -0.033 | 0.043 | 0.037 | 0.037 | 0.783 | 4 |
| 1 | True | 17,377,655 | 580,644 | 76 | 3,748 | -0.043 | -0.009 | -0.035 | 0.043 | 0.038 | 0.039 | 0.217 | 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 | 1,685,923 | 641 | 902 | -0.056 | -0.019 | -0.046 | 0.056 | 0.050 | 0.049 | 0.636 | 5 |
| 1 | True | 35,523,533 | 964,912 | 106 | 2,978 | -0.056 | -0.002 | -0.043 | 0.056 | 0.049 | 0.049 | 0.364 | 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 | 1,373,743 | 643 | 924 | -0.072 | -0.029 | -0.061 | 0.072 | 0.064 | 0.064 | 0.614 | 6 |
| 1 | True | 40,850,089 | 863,070 | 104 | 3,728 | -0.072 | -0.007 | -0.057 | 0.072 | 0.064 | 0.065 | 0.386 | 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 | 1,460,702 | 617 | 818 | -0.092 | -0.034 | -0.078 | 0.092 | 0.082 | 0.082 | 0.619 | 7 |
| 1 | True | 43,063,025 | 897,905 | 130 | 2,200 | -0.092 | -0.014 | -0.075 | 0.091 | 0.082 | 0.081 | 0.381 | 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 | 1,443,808 | 598 | 741 | -0.118 | -0.061 | -0.101 | 0.118 | 0.105 | 0.104 | 0.504 | 8 |
| 1 | True | 66,854,782 | 1,420,559 | 149 | 2,773 | -0.118 | -0.028 | -0.097 | 0.118 | 0.104 | 0.103 | 0.496 | 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 | 2,050,993 | 599 | 641 | -0.157 | -0.097 | -0.133 | 0.157 | 0.136 | 0.136 | 0.528 | 9 |
| 1 | True | 60,360,976 | 1,836,832 | 148 | 2,308 | -0.157 | -0.012 | -0.120 | 0.156 | 0.135 | 0.135 | 0.472 | 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 | 1,302,759 | 607 | 404 | -0.408 | -0.179 | -0.188 | 0.306 | 0.204 | 0.191 | 0.398 | 10 |
| 1 | True | 78,105,674 | 1,967,119 | 141 | 3,029 | -0.372 | 0.006 | 0.164 | 0.296 | 0.200 | 0.194 | 0.602 | 10 |