| 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 | 2,909,655 | 688 | 991 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.007 | 0.807 | 1 |
| 1 | True | 3,276,849 | 694,307 | 77 | 3,370 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.193 | 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 | 2,114,794 | 675 | 1,001 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.738 | 2 |
| 1 | True | 3,620,580 | 751,501 | 89 | 2,888 | -0.026 | -0.004 | -0.016 | 0.025 | 0.020 | 0.020 | 0.262 | 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 | 2,732,188 | 678 | 1,114 | -0.040 | -0.003 | -0.027 | 0.040 | 0.033 | 0.033 | 0.737 | 3 |
| 1 | True | 2,860,737 | 975,850 | 87 | 2,890 | -0.039 | 0.001 | 0.026 | 0.039 | 0.032 | 0.032 | 0.263 | 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 | 2,190,515 | 675 | 983 | -0.054 | -0.010 | -0.042 | 0.053 | 0.047 | 0.047 | 0.812 | 4 |
| 1 | True | 3,443,185 | 507,556 | 89 | 2,509 | -0.053 | 0.010 | 0.043 | 0.053 | 0.047 | 0.049 | 0.188 | 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 | 2,405,498 | 697 | 1,017 | -0.069 | -0.009 | -0.055 | 0.068 | 0.061 | 0.060 | 0.811 | 5 |
| 1 | True | 3,117,549 | 558,885 | 68 | 2,732 | -0.068 | 0.008 | 0.055 | 0.067 | 0.061 | 0.062 | 0.189 | 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 | 2,222,209 | 672 | 1,007 | -0.088 | -0.024 | -0.073 | 0.087 | 0.078 | 0.077 | 0.623 | 6 |
| 1 | True | 5,116,222 | 1,344,504 | 92 | 3,330 | -0.086 | 0.008 | 0.071 | 0.087 | 0.077 | 0.077 | 0.377 | 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 | 1,950,705 | 657 | 909 | -0.110 | -0.046 | -0.094 | 0.110 | 0.098 | 0.098 | 0.671 | 7 |
| 1 | True | 4,919,792 | 955,815 | 107 | 2,855 | -0.110 | 0.032 | 0.092 | 0.110 | 0.097 | 0.096 | 0.329 | 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 | 2,226,250 | 650 | 763 | -0.137 | -0.060 | -0.117 | 0.137 | 0.123 | 0.122 | 0.766 | 8 |
| 1 | True | 5,835,291 | 678,524 | 115 | 2,769 | -0.137 | 0.037 | 0.113 | 0.136 | 0.123 | 0.123 | 0.234 | 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 | 1,827,626 | 673 | 786 | -0.180 | -0.082 | -0.150 | 0.180 | 0.157 | 0.156 | 0.509 | 9 |
| 1 | True | 3,573,204 | 1,761,829 | 91 | 1,388 | -0.178 | 0.003 | 0.137 | 0.179 | 0.156 | 0.154 | 0.491 | 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 | 1,321,552 | 661 | 632 | -0.458 | -0.173 | -0.214 | 0.315 | 0.233 | 0.220 | 0.611 | 10 |
| 1 | True | 6,356,712 | 841,145 | 104 | 1,611 | -0.371 | 0.047 | 0.195 | 0.425 | 0.233 | 0.225 | 0.389 | 10 |