| 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 | 2,209,950 | 687 | 1,017 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.791 | 1 |
| 1 | True | 13,021,569 | 582,442 | 61 | 4,403 | -0.010 | -0.001 | -0.000 | 0.010 | 0.005 | 0.004 | 0.209 | 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 | 2,021,259 | 681 | 1,019 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.788 | 2 |
| 1 | True | 24,761,751 | 545,187 | 66 | 3,151 | -0.019 | 0.001 | 0.011 | 0.019 | 0.015 | 0.014 | 0.212 | 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 | 1,586,277 | 680 | 1,044 | -0.030 | -0.004 | -0.021 | 0.030 | 0.025 | 0.025 | 0.662 | 3 |
| 1 | True | 21,318,790 | 809,203 | 67 | 4,535 | -0.030 | -0.002 | -0.021 | 0.030 | 0.025 | 0.026 | 0.338 | 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 | 2,175,264 | 663 | 980 | -0.042 | -0.009 | -0.033 | 0.042 | 0.036 | 0.036 | 0.765 | 4 |
| 1 | True | 19,923,020 | 669,640 | 84 | 3,489 | -0.042 | -0.015 | -0.033 | 0.041 | 0.036 | 0.036 | 0.235 | 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 | 1,843,213 | 659 | 928 | -0.056 | -0.016 | -0.046 | 0.056 | 0.049 | 0.049 | 0.732 | 5 |
| 1 | True | 31,500,996 | 675,562 | 88 | 3,478 | -0.056 | 0.001 | 0.043 | 0.055 | 0.049 | 0.049 | 0.268 | 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 | 1,614,085 | 633 | 997 | -0.072 | -0.022 | -0.059 | 0.072 | 0.063 | 0.063 | 0.602 | 6 |
| 1 | True | 43,897,419 | 1,065,792 | 114 | 2,426 | -0.072 | 0.000 | -0.000 | 0.072 | 0.064 | 0.063 | 0.398 | 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 | 1,645,048 | 620 | 788 | -0.093 | -0.030 | -0.076 | 0.093 | 0.081 | 0.081 | 0.512 | 7 |
| 1 | True | 45,524,203 | 1,568,997 | 127 | 3,147 | -0.093 | -0.016 | -0.075 | 0.092 | 0.082 | 0.082 | 0.488 | 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 | 1,833,071 | 586 | 726 | -0.119 | -0.058 | -0.101 | 0.119 | 0.105 | 0.104 | 0.467 | 8 |
| 1 | True | 59,012,113 | 2,094,421 | 161 | 2,457 | -0.119 | -0.021 | -0.097 | 0.119 | 0.105 | 0.105 | 0.533 | 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 | 1,718,236 | 600 | 664 | -0.160 | -0.099 | -0.134 | 0.160 | 0.138 | 0.138 | 0.660 | 9 |
| 1 | True | 61,267,310 | 883,835 | 147 | 2,403 | -0.160 | -0.015 | -0.123 | 0.160 | 0.138 | 0.137 | 0.340 | 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 | 1,293,764 | 626 | 413 | -0.422 | -0.186 | -0.195 | 0.318 | 0.210 | 0.196 | 0.453 | 10 |
| 1 | True | 72,374,966 | 1,559,312 | 122 | 3,261 | -0.370 | 0.014 | 0.165 | 0.290 | 0.203 | 0.195 | 0.547 | 10 |