| 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 | 1,850,941 | 702 | 1,092 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.839 | 1 |
| 1 | True | 11,457,821 | 355,764 | 49 | 2,775 | -0.010 | 0.000 | -0.000 | 0.010 | 0.004 | 0.004 | 0.161 | 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 | 2,557,179 | 688 | 1,129 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.836 | 2 |
| 1 | True | 15,234,750 | 500,969 | 62 | 2,422 | -0.020 | -0.003 | -0.011 | 0.019 | 0.015 | 0.015 | 0.164 | 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 | 1,534,642 | 683 | 1,050 | -0.031 | -0.003 | -0.021 | 0.031 | 0.026 | 0.025 | 0.698 | 3 |
| 1 | True | 14,661,076 | 663,671 | 67 | 2,986 | -0.030 | -0.001 | -0.022 | 0.031 | 0.026 | 0.025 | 0.302 | 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 | 2,555,252 | 671 | 1,016 | -0.044 | -0.006 | -0.033 | 0.044 | 0.037 | 0.037 | 0.785 | 4 |
| 1 | True | 11,287,848 | 698,390 | 79 | 3,163 | -0.044 | -0.015 | -0.034 | 0.044 | 0.037 | 0.037 | 0.215 | 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 | 2,217,248 | 651 | 981 | -0.059 | -0.010 | -0.046 | 0.058 | 0.051 | 0.051 | 0.667 | 5 |
| 1 | True | 25,726,138 | 1,109,400 | 99 | 3,452 | -0.059 | -0.013 | -0.047 | 0.058 | 0.052 | 0.052 | 0.333 | 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 | 1,946,522 | 658 | 986 | -0.077 | -0.016 | -0.061 | 0.076 | 0.067 | 0.067 | 0.744 | 6 |
| 1 | True | 20,904,563 | 669,248 | 92 | 2,784 | -0.076 | -0.017 | -0.062 | 0.076 | 0.068 | 0.068 | 0.256 | 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 | 1,746,296 | 636 | 894 | -0.100 | -0.030 | -0.081 | 0.100 | 0.087 | 0.087 | 0.594 | 7 |
| 1 | True | 39,409,422 | 1,191,244 | 114 | 2,365 | -0.100 | -0.021 | -0.080 | 0.100 | 0.088 | 0.087 | 0.406 | 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 | 2,083,929 | 624 | 777 | -0.129 | -0.055 | -0.109 | 0.128 | 0.114 | 0.114 | 0.689 | 8 |
| 1 | True | 33,573,350 | 942,811 | 126 | 2,689 | -0.128 | -0.001 | 0.000 | 0.127 | 0.114 | 0.115 | 0.311 | 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 | 2,507,519 | 622 | 730 | -0.179 | -0.101 | -0.147 | 0.179 | 0.152 | 0.152 | 0.562 | 9 |
| 1 | True | 50,414,010 | 1,957,308 | 128 | 2,347 | -0.178 | 0.008 | 0.130 | 0.178 | 0.150 | 0.148 | 0.438 | 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 | 1,785,624 | 662 | 463 | -0.408 | -0.210 | -0.217 | 0.277 | 0.234 | 0.218 | 0.659 | 10 |
| 1 | True | 38,901,055 | 925,407 | 88 | 3,513 | -0.326 | 0.038 | 0.189 | 0.303 | 0.223 | 0.212 | 0.341 | 10 |