| 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 | 2,244,779 | 715 | 1,124 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.928 | 1 |
| 1 | True | 2,417,563 | 173,633 | 35 | 2,816 | -0.010 | -0.002 | -0.001 | 0.010 | 0.005 | 0.006 | 0.072 | 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 | 2,797,045 | 718 | 1,128 | -0.022 | -0.001 | -0.011 | 0.022 | 0.016 | 0.016 | 0.842 | 2 |
| 1 | True | 2,440,689 | 523,918 | 32 | 1,440 | -0.021 | 0.003 | 0.014 | 0.021 | 0.017 | 0.018 | 0.158 | 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 | 2,066,456 | 702 | 1,096 | -0.033 | -0.007 | -0.024 | 0.033 | 0.027 | 0.027 | 0.888 | 3 |
| 1 | True | 4,241,689 | 259,614 | 48 | 2,394 | -0.032 | 0.004 | 0.024 | 0.033 | 0.027 | 0.027 | 0.112 | 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 | 2,797,448 | 703 | 1,041 | -0.045 | -0.011 | -0.035 | 0.045 | 0.038 | 0.038 | 0.895 | 4 |
| 1 | True | 2,146,016 | 327,941 | 47 | 2,404 | -0.045 | -0.011 | -0.034 | 0.045 | 0.039 | 0.040 | 0.105 | 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 | 2,579,500 | 706 | 1,069 | -0.059 | -0.016 | -0.048 | 0.059 | 0.052 | 0.052 | 0.820 | 5 |
| 1 | True | 3,622,719 | 564,506 | 44 | 2,545 | -0.059 | -0.013 | -0.047 | 0.056 | 0.052 | 0.053 | 0.180 | 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 | 2,432,933 | 680 | 871 | -0.077 | -0.025 | -0.064 | 0.077 | 0.068 | 0.068 | 0.811 | 6 |
| 1 | True | 5,663,924 | 566,620 | 70 | 2,441 | -0.076 | -0.000 | 0.000 | 0.076 | 0.068 | 0.068 | 0.189 | 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 | 2,146,651 | 680 | 887 | -0.099 | -0.040 | -0.084 | 0.099 | 0.087 | 0.087 | 0.831 | 7 |
| 1 | True | 6,886,398 | 436,665 | 70 | 2,141 | -0.099 | -0.010 | -0.079 | 0.098 | 0.087 | 0.087 | 0.169 | 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 | 2,803,594 | 658 | 932 | -0.127 | -0.059 | -0.108 | 0.127 | 0.112 | 0.112 | 0.838 | 8 |
| 1 | True | 10,615,727 | 542,705 | 92 | 2,002 | -0.127 | -0.028 | -0.104 | 0.126 | 0.113 | 0.114 | 0.162 | 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 | 1,892,021 | 661 | 717 | -0.170 | -0.080 | -0.141 | 0.169 | 0.146 | 0.146 | 0.557 | 9 |
| 1 | True | 12,646,351 | 1,505,432 | 89 | 2,446 | -0.168 | -0.022 | -0.130 | 0.168 | 0.147 | 0.146 | 0.443 | 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 | 2,190,696 | 661 | 473 | -0.460 | -0.150 | -0.197 | 0.322 | 0.216 | 0.203 | 0.773 | 10 |
| 1 | True | 11,659,770 | 641,559 | 89 | 4,064 | -0.283 | 0.078 | 0.189 | 0.322 | 0.222 | 0.216 | 0.227 | 10 |