| 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 | 1,761,109 | 686 | 1,132 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.741 | 1 |
| 1 | True | 14,051,498 | 616,793 | 64 | 2,970 | -0.010 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.259 | 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 | 2,315,466 | 692 | 1,118 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.837 | 2 |
| 1 | True | 16,992,061 | 450,779 | 57 | 3,147 | -0.020 | -0.001 | -0.011 | 0.020 | 0.016 | 0.016 | 0.163 | 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 | 1,981,033 | 681 | 1,083 | -0.032 | -0.003 | -0.022 | 0.032 | 0.026 | 0.026 | 0.787 | 3 |
| 1 | True | 15,986,726 | 536,875 | 69 | 2,755 | -0.031 | -0.002 | -0.022 | 0.031 | 0.026 | 0.026 | 0.213 | 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 | 1,895,604 | 669 | 1,013 | -0.044 | -0.008 | -0.034 | 0.044 | 0.038 | 0.038 | 0.701 | 4 |
| 1 | True | 15,465,160 | 808,137 | 80 | 3,347 | -0.044 | -0.009 | -0.034 | 0.044 | 0.038 | 0.038 | 0.299 | 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 | 1,756,830 | 643 | 956 | -0.058 | -0.014 | -0.047 | 0.058 | 0.051 | 0.051 | 0.443 | 5 |
| 1 | True | 26,158,240 | 2,207,071 | 107 | 2,937 | -0.058 | -0.011 | -0.046 | 0.058 | 0.052 | 0.052 | 0.557 | 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 | 1,938,779 | 634 | 954 | -0.076 | -0.018 | -0.062 | 0.076 | 0.067 | 0.067 | 0.648 | 6 |
| 1 | True | 30,902,818 | 1,052,798 | 115 | 2,714 | -0.076 | -0.009 | -0.061 | 0.076 | 0.067 | 0.067 | 0.352 | 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 | 3,122,798 | 646 | 864 | -0.100 | -0.039 | -0.083 | 0.100 | 0.088 | 0.088 | 0.804 | 7 |
| 1 | True | 25,989,556 | 762,314 | 103 | 3,323 | -0.099 | -0.013 | -0.081 | 0.100 | 0.088 | 0.088 | 0.196 | 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 | 1,888,097 | 608 | 818 | -0.129 | -0.057 | -0.108 | 0.128 | 0.113 | 0.112 | 0.528 | 8 |
| 1 | True | 51,684,346 | 1,688,034 | 142 | 2,632 | -0.128 | -0.012 | -0.103 | 0.129 | 0.113 | 0.113 | 0.472 | 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 | 2,263,294 | 623 | 766 | -0.175 | -0.100 | -0.145 | 0.174 | 0.150 | 0.150 | 0.719 | 9 |
| 1 | True | 54,518,703 | 884,775 | 126 | 2,414 | -0.175 | 0.010 | 0.131 | 0.174 | 0.149 | 0.146 | 0.281 | 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 | 1,272,824 | 653 | 431 | -0.419 | -0.201 | -0.215 | 0.284 | 0.230 | 0.217 | 0.647 | 10 |
| 1 | True | 49,020,624 | 693,970 | 97 | 3,190 | -0.305 | 0.060 | 0.198 | 0.293 | 0.223 | 0.214 | 0.353 | 10 |