| 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 | 2,031,703 | 704 | 932 | -0.014 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.709 | 1 |
| 1 | True | 3,896,627 | 832,637 | 107 | 2,028 | -0.014 | -0.000 | 0.000 | 0.014 | 0.008 | 0.008 | 0.291 | 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 | 2,610,135 | 702 | 955 | -0.029 | -0.002 | -0.015 | 0.029 | 0.022 | 0.021 | 0.856 | 2 |
| 1 | True | 2,995,978 | 439,981 | 109 | 1,517 | -0.028 | 0.002 | 0.017 | 0.029 | 0.022 | 0.021 | 0.144 | 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 | 2,319,421 | 687 | 852 | -0.042 | -0.004 | -0.030 | 0.042 | 0.035 | 0.035 | 0.764 | 3 |
| 1 | True | 3,036,762 | 716,734 | 124 | 1,867 | -0.042 | -0.002 | -0.030 | 0.042 | 0.036 | 0.036 | 0.236 | 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 | 2,164,394 | 708 | 982 | -0.058 | -0.010 | -0.044 | 0.058 | 0.050 | 0.050 | 0.820 | 4 |
| 1 | True | 3,420,142 | 474,286 | 103 | 1,848 | -0.058 | 0.014 | 0.045 | 0.058 | 0.050 | 0.050 | 0.180 | 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 | 3,248,947 | 716 | 944 | -0.073 | -0.016 | -0.061 | 0.073 | 0.066 | 0.066 | 0.817 | 5 |
| 1 | True | 2,716,659 | 730,154 | 95 | 2,482 | -0.073 | 0.024 | 0.063 | 0.073 | 0.065 | 0.065 | 0.183 | 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 | 2,977,967 | 708 | 893 | -0.091 | -0.024 | -0.077 | 0.091 | 0.082 | 0.082 | 0.831 | 6 |
| 1 | True | 4,650,967 | 603,884 | 102 | 2,351 | -0.091 | 0.018 | 0.078 | 0.091 | 0.083 | 0.084 | 0.169 | 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 | 2,993,709 | 710 | 929 | -0.112 | -0.031 | -0.096 | 0.112 | 0.101 | 0.101 | 0.827 | 7 |
| 1 | True | 3,504,050 | 627,659 | 101 | 2,531 | -0.112 | 0.024 | 0.094 | 0.112 | 0.101 | 0.101 | 0.173 | 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 | 2,783,685 | 685 | 927 | -0.137 | -0.047 | -0.118 | 0.137 | 0.123 | 0.122 | 0.783 | 8 |
| 1 | True | 4,159,524 | 773,381 | 126 | 2,209 | -0.137 | 0.037 | 0.118 | 0.137 | 0.125 | 0.123 | 0.217 | 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 | 1,786,986 | 649 | 867 | -0.174 | -0.080 | -0.149 | 0.174 | 0.155 | 0.155 | 0.558 | 9 |
| 1 | True | 6,595,556 | 1,418,202 | 162 | 2,071 | -0.174 | 0.040 | 0.146 | 0.174 | 0.155 | 0.155 | 0.442 | 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 | 1,175,794 | 665 | 745 | -0.447 | -0.150 | -0.201 | 0.368 | 0.221 | 0.208 | 0.343 | 10 |
| 1 | True | 7,211,952 | 2,248,319 | 146 | 1,936 | -0.332 | 0.024 | 0.182 | 0.326 | 0.222 | 0.215 | 0.657 | 10 |