| 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 | 1,739,498 | 697 | 966 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.702 | 1 |
| 1 | True | 3,709,821 | 737,709 | 104 | 2,231 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.005 | 0.298 | 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 | 2,871,110 | 720 | 941 | -0.026 | 0.001 | 0.013 | 0.026 | 0.020 | 0.020 | 0.900 | 2 |
| 1 | True | 2,195,772 | 318,425 | 80 | 1,968 | -0.026 | 0.000 | -0.013 | 0.026 | 0.020 | 0.019 | 0.100 | 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 | 2,674,661 | 718 | 1,049 | -0.041 | -0.002 | -0.027 | 0.041 | 0.034 | 0.034 | 0.887 | 3 |
| 1 | True | 2,155,340 | 340,279 | 82 | 1,583 | -0.041 | -0.001 | -0.027 | 0.040 | 0.034 | 0.035 | 0.113 | 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 | 3,184,772 | 713 | 940 | -0.056 | -0.006 | -0.042 | 0.056 | 0.048 | 0.048 | 0.840 | 4 |
| 1 | True | 3,295,438 | 608,834 | 87 | 2,318 | -0.056 | 0.011 | 0.046 | 0.056 | 0.049 | 0.050 | 0.160 | 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 | 2,692,938 | 700 | 975 | -0.072 | -0.009 | -0.058 | 0.072 | 0.064 | 0.064 | 0.571 | 5 |
| 1 | True | 3,934,449 | 2,026,713 | 100 | 2,039 | -0.072 | 0.013 | 0.058 | 0.072 | 0.064 | 0.064 | 0.429 | 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 | 2,517,876 | 687 | 934 | -0.090 | -0.016 | -0.074 | 0.090 | 0.081 | 0.080 | 0.750 | 6 |
| 1 | True | 3,711,851 | 839,898 | 113 | 1,924 | -0.090 | 0.024 | 0.077 | 0.090 | 0.082 | 0.082 | 0.250 | 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 | 2,211,503 | 696 | 886 | -0.112 | -0.033 | -0.096 | 0.112 | 0.101 | 0.101 | 0.615 | 7 |
| 1 | True | 4,156,479 | 1,383,657 | 104 | 2,131 | -0.112 | 0.036 | 0.097 | 0.112 | 0.102 | 0.102 | 0.385 | 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 | 2,638,867 | 673 | 876 | -0.142 | -0.062 | -0.121 | 0.142 | 0.126 | 0.126 | 0.765 | 8 |
| 1 | True | 6,181,892 | 808,846 | 127 | 1,870 | -0.142 | 0.027 | 0.116 | 0.142 | 0.127 | 0.126 | 0.235 | 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 | 1,903,422 | 680 | 796 | -0.189 | -0.093 | -0.156 | 0.189 | 0.163 | 0.162 | 0.681 | 9 |
| 1 | True | 5,678,245 | 891,139 | 120 | 1,606 | -0.188 | 0.025 | 0.147 | 0.188 | 0.163 | 0.161 | 0.319 | 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 | 1,191,962 | 664 | 673 | -0.479 | -0.190 | -0.221 | 0.371 | 0.243 | 0.228 | 0.640 | 10 |
| 1 | True | 7,137,078 | 671,339 | 136 | 1,809 | -0.445 | 0.065 | 0.206 | 0.397 | 0.242 | 0.228 | 0.360 | 10 |