| 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 | 1,846,163 | 700 | 1,089 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.837 | 1 |
| 1 | True | 11,942,169 | 360,542 | 51 | 2,775 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.004 | 0.163 | 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 | 15,593,738 | 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 | 14,829,343 | 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 | 2,441,704 | 668 | 1,010 | -0.044 | -0.006 | -0.033 | 0.044 | 0.037 | 0.037 | 0.750 | 4 |
| 1 | True | 11,819,096 | 811,938 | 82 | 3,176 | -0.044 | -0.014 | -0.034 | 0.044 | 0.037 | 0.037 | 0.250 | 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 | 2,192,694 | 649 | 977 | -0.059 | -0.010 | -0.046 | 0.058 | 0.051 | 0.051 | 0.659 | 5 |
| 1 | True | 26,481,516 | 1,133,954 | 101 | 3,508 | -0.059 | -0.014 | -0.048 | 0.058 | 0.052 | 0.052 | 0.341 | 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 | 1,913,512 | 655 | 978 | -0.077 | -0.016 | -0.061 | 0.076 | 0.067 | 0.067 | 0.732 | 6 |
| 1 | True | 21,816,532 | 702,258 | 95 | 2,998 | -0.076 | -0.016 | -0.061 | 0.076 | 0.068 | 0.068 | 0.268 | 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 | 1,742,638 | 633 | 894 | -0.100 | -0.030 | -0.081 | 0.100 | 0.087 | 0.086 | 0.593 | 7 |
| 1 | True | 40,881,623 | 1,194,902 | 117 | 2,323 | -0.100 | -0.023 | -0.081 | 0.100 | 0.088 | 0.087 | 0.407 | 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 | 1,995,948 | 620 | 763 | -0.129 | -0.056 | -0.109 | 0.128 | 0.114 | 0.114 | 0.659 | 8 |
| 1 | True | 34,778,928 | 1,030,793 | 130 | 2,720 | -0.128 | -0.001 | 0.000 | 0.127 | 0.114 | 0.115 | 0.341 | 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 | 2,503,707 | 620 | 726 | -0.179 | -0.101 | -0.147 | 0.179 | 0.152 | 0.152 | 0.561 | 9 |
| 1 | True | 51,829,285 | 1,961,119 | 130 | 2,347 | -0.178 | 0.005 | 0.129 | 0.178 | 0.150 | 0.148 | 0.439 | 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 | 1,772,494 | 660 | 459 | -0.408 | -0.211 | -0.217 | 0.277 | 0.233 | 0.218 | 0.654 | 10 |
| 1 | True | 40,514,130 | 938,537 | 90 | 3,513 | -0.326 | 0.037 | 0.189 | 0.303 | 0.223 | 0.215 | 0.346 | 10 |