| 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 | 2,874,877 | 704 | 958 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.791 | 1 |
| 1 | True | 3,462,163 | 759,794 | 110 | 2,842 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.209 | 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 | 2,658,681 | 718 | 959 | -0.024 | 0.001 | 0.012 | 0.024 | 0.018 | 0.018 | 0.730 | 2 |
| 1 | True | 3,673,118 | 983,876 | 95 | 1,624 | -0.023 | -0.002 | -0.013 | 0.023 | 0.018 | 0.018 | 0.270 | 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 | 2,576,157 | 704 | 993 | -0.036 | -0.005 | -0.025 | 0.036 | 0.030 | 0.030 | 0.820 | 3 |
| 1 | True | 3,340,486 | 566,057 | 109 | 2,050 | -0.036 | 0.004 | 0.025 | 0.036 | 0.029 | 0.029 | 0.180 | 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 | 2,255,763 | 715 | 938 | -0.050 | -0.008 | -0.038 | 0.050 | 0.043 | 0.043 | 0.838 | 4 |
| 1 | True | 2,275,845 | 435,204 | 98 | 1,843 | -0.049 | 0.003 | 0.037 | 0.049 | 0.043 | 0.044 | 0.162 | 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 | 1,737,801 | 713 | 967 | -0.063 | -0.015 | -0.053 | 0.064 | 0.056 | 0.056 | 0.707 | 5 |
| 1 | True | 3,470,723 | 721,479 | 101 | 2,635 | -0.063 | -0.003 | -0.050 | 0.063 | 0.056 | 0.056 | 0.293 | 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 | 2,264,934 | 707 | 878 | -0.080 | -0.020 | -0.067 | 0.080 | 0.071 | 0.071 | 0.753 | 6 |
| 1 | True | 4,059,230 | 742,348 | 106 | 1,889 | -0.079 | 0.017 | 0.067 | 0.079 | 0.072 | 0.072 | 0.247 | 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 | 1,982,194 | 686 | 919 | -0.098 | -0.038 | -0.085 | 0.097 | 0.089 | 0.089 | 0.477 | 7 |
| 1 | True | 6,199,522 | 2,170,999 | 127 | 2,191 | -0.098 | 0.017 | 0.083 | 0.098 | 0.089 | 0.090 | 0.523 | 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 | 2,345,891 | 686 | 903 | -0.120 | -0.050 | -0.103 | 0.120 | 0.108 | 0.108 | 0.757 | 8 |
| 1 | True | 4,677,574 | 754,190 | 127 | 2,209 | -0.120 | 0.020 | 0.100 | 0.120 | 0.108 | 0.107 | 0.243 | 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 | 2,999,554 | 675 | 837 | -0.155 | -0.075 | -0.131 | 0.155 | 0.135 | 0.134 | 0.696 | 9 |
| 1 | True | 4,942,278 | 1,308,212 | 138 | 2,587 | -0.154 | 0.035 | 0.125 | 0.155 | 0.135 | 0.134 | 0.304 | 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 | 1,426,903 | 680 | 640 | -0.452 | -0.156 | -0.185 | 0.330 | 0.201 | 0.189 | 0.353 | 10 |
| 1 | True | 7,280,351 | 2,615,939 | 134 | 1,947 | -0.352 | 0.051 | 0.166 | 0.286 | 0.192 | 0.183 | 0.647 | 10 |