| 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 | 2,303,677 | 708 | 925 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.760 | 1 |
| 1 | True | 3,163,623 | 726,405 | 98 | 2,297 | -0.013 | -0.001 | -0.002 | 0.013 | 0.007 | 0.007 | 0.240 | 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 | 3,071,348 | 708 | 1,075 | -0.027 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.810 | 2 |
| 1 | True | 2,683,441 | 719,740 | 98 | 1,788 | -0.026 | -0.002 | -0.015 | 0.026 | 0.020 | 0.019 | 0.190 | 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 | 2,188,622 | 717 | 1,009 | -0.040 | -0.002 | -0.027 | 0.040 | 0.033 | 0.033 | 0.816 | 3 |
| 1 | True | 3,512,379 | 492,824 | 89 | 2,408 | -0.040 | 0.003 | 0.027 | 0.040 | 0.033 | 0.034 | 0.184 | 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 | 3,955,869 | 708 | 1,225 | -0.055 | -0.007 | -0.042 | 0.055 | 0.047 | 0.047 | 0.844 | 4 |
| 1 | True | 3,505,197 | 733,421 | 98 | 2,642 | -0.055 | 0.001 | 0.041 | 0.055 | 0.047 | 0.046 | 0.156 | 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 | 2,471,552 | 703 | 1,123 | -0.070 | -0.012 | -0.057 | 0.070 | 0.062 | 0.062 | 0.768 | 5 |
| 1 | True | 4,224,450 | 747,632 | 103 | 1,846 | -0.070 | 0.011 | 0.057 | 0.070 | 0.063 | 0.063 | 0.232 | 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 | 2,413,439 | 688 | 973 | -0.087 | -0.012 | -0.073 | 0.087 | 0.078 | 0.079 | 0.688 | 6 |
| 1 | True | 4,104,418 | 1,092,950 | 117 | 2,528 | -0.087 | 0.010 | 0.072 | 0.086 | 0.078 | 0.077 | 0.312 | 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 | 2,291,716 | 683 | 951 | -0.106 | -0.032 | -0.092 | 0.106 | 0.096 | 0.096 | 0.720 | 7 |
| 1 | True | 5,512,831 | 891,455 | 123 | 1,958 | -0.106 | 0.031 | 0.093 | 0.106 | 0.096 | 0.097 | 0.280 | 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 | 2,147,174 | 698 | 847 | -0.133 | -0.043 | -0.113 | 0.133 | 0.119 | 0.118 | 0.415 | 8 |
| 1 | True | 3,876,680 | 3,032,084 | 108 | 2,073 | -0.132 | 0.026 | 0.109 | 0.133 | 0.119 | 0.117 | 0.585 | 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 | 2,161,033 | 692 | 761 | -0.176 | -0.074 | -0.146 | 0.176 | 0.154 | 0.153 | 0.721 | 9 |
| 1 | True | 4,252,882 | 838,266 | 114 | 2,396 | -0.176 | 0.041 | 0.142 | 0.176 | 0.153 | 0.152 | 0.279 | 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 | 1,196,131 | 674 | 661 | -0.538 | -0.172 | -0.209 | 0.319 | 0.231 | 0.216 | 0.658 | 10 |
| 1 | True | 7,250,520 | 621,375 | 132 | 1,904 | -0.372 | 0.045 | 0.192 | 0.364 | 0.236 | 0.221 | 0.342 | 10 |