| 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 | 1,875,932 | 702 | 1,120 | -0.009 | -0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.864 | 1 |
| 1 | True | 10,105,514 | 295,854 | 48 | 2,782 | -0.007 | 0.001 | 0.002 | 0.009 | 0.004 | 0.003 | 0.136 | 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 | 1,927,834 | 688 | 1,120 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.708 | 2 |
| 1 | True | 16,014,104 | 794,663 | 61 | 3,143 | -0.020 | 0.000 | -0.010 | 0.020 | 0.014 | 0.014 | 0.292 | 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 | 2,189,160 | 675 | 1,073 | -0.031 | -0.003 | -0.021 | 0.031 | 0.025 | 0.025 | 0.809 | 3 |
| 1 | True | 18,298,474 | 516,109 | 74 | 2,638 | -0.031 | -0.004 | -0.022 | 0.031 | 0.025 | 0.026 | 0.191 | 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 | 1,823,056 | 661 | 1,012 | -0.043 | -0.006 | -0.032 | 0.043 | 0.037 | 0.037 | 0.811 | 4 |
| 1 | True | 20,951,071 | 425,008 | 89 | 2,957 | -0.042 | -0.009 | -0.033 | 0.042 | 0.036 | 0.036 | 0.189 | 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 | 1,988,582 | 643 | 942 | -0.057 | -0.014 | -0.046 | 0.057 | 0.050 | 0.050 | 0.588 | 5 |
| 1 | True | 25,596,388 | 1,391,416 | 106 | 3,651 | -0.057 | -0.008 | -0.045 | 0.057 | 0.050 | 0.050 | 0.412 | 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 | 2,097,702 | 653 | 935 | -0.076 | -0.019 | -0.061 | 0.076 | 0.066 | 0.066 | 0.731 | 6 |
| 1 | True | 27,156,735 | 770,100 | 96 | 2,838 | -0.076 | -0.005 | -0.060 | 0.076 | 0.066 | 0.066 | 0.269 | 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 | 2,161,632 | 625 | 909 | -0.099 | -0.031 | -0.083 | 0.099 | 0.087 | 0.087 | 0.551 | 7 |
| 1 | True | 33,228,415 | 1,763,191 | 125 | 3,115 | -0.099 | -0.016 | -0.079 | 0.099 | 0.087 | 0.087 | 0.449 | 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 | 2,351,776 | 596 | 694 | -0.129 | -0.062 | -0.108 | 0.129 | 0.114 | 0.113 | 0.527 | 8 |
| 1 | True | 53,678,643 | 2,111,674 | 153 | 2,613 | -0.130 | -0.009 | -0.101 | 0.129 | 0.113 | 0.112 | 0.473 | 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 | 2,593,804 | 637 | 832 | -0.182 | -0.106 | -0.148 | 0.182 | 0.154 | 0.153 | 0.760 | 9 |
| 1 | True | 51,456,415 | 816,884 | 112 | 2,444 | -0.182 | 0.018 | 0.133 | 0.180 | 0.150 | 0.147 | 0.240 | 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 | 1,399,880 | 659 | 446 | -0.422 | -0.219 | -0.222 | 0.271 | 0.239 | 0.223 | 0.657 | 10 |
| 1 | True | 43,330,057 | 731,994 | 91 | 3,713 | -0.305 | 0.048 | 0.196 | 0.318 | 0.224 | 0.215 | 0.343 | 10 |