| 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 | 3,067,600 | 710 | 949 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.766 | 1 |
| 1 | True | 2,142,883 | 937,217 | 114 | 2,553 | -0.013 | -0.000 | 0.001 | 0.012 | 0.007 | 0.007 | 0.234 | 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 | 3,051,301 | 735 | 965 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.832 | 2 |
| 1 | True | 2,799,454 | 616,192 | 89 | 3,159 | -0.024 | 0.001 | 0.013 | 0.025 | 0.018 | 0.018 | 0.168 | 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 | 2,733,593 | 717 | 965 | -0.038 | -0.006 | -0.028 | 0.038 | 0.032 | 0.032 | 0.731 | 3 |
| 1 | True | 2,992,490 | 1,005,207 | 107 | 1,762 | -0.038 | -0.002 | -0.026 | 0.038 | 0.032 | 0.032 | 0.269 | 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 | 2,448,263 | 720 | 929 | -0.051 | -0.013 | -0.041 | 0.051 | 0.045 | 0.044 | 0.766 | 4 |
| 1 | True | 4,055,973 | 747,777 | 104 | 2,068 | -0.051 | 0.002 | 0.039 | 0.051 | 0.045 | 0.044 | 0.234 | 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 | 3,094,944 | 732 | 875 | -0.065 | -0.020 | -0.055 | 0.065 | 0.058 | 0.058 | 0.767 | 5 |
| 1 | True | 3,606,768 | 939,024 | 92 | 2,163 | -0.065 | -0.002 | -0.052 | 0.065 | 0.058 | 0.058 | 0.233 | 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 | 1,757,171 | 699 | 796 | -0.080 | -0.026 | -0.069 | 0.080 | 0.073 | 0.073 | 0.602 | 6 |
| 1 | True | 4,552,452 | 1,160,564 | 125 | 1,931 | -0.080 | -0.001 | -0.066 | 0.079 | 0.073 | 0.073 | 0.398 | 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 | 1,835,415 | 720 | 905 | -0.098 | -0.036 | -0.085 | 0.098 | 0.089 | 0.088 | 0.695 | 7 |
| 1 | True | 4,286,170 | 805,798 | 104 | 2,569 | -0.098 | -0.000 | -0.000 | 0.098 | 0.089 | 0.089 | 0.305 | 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 | 2,603,352 | 713 | 827 | -0.122 | -0.046 | -0.105 | 0.122 | 0.110 | 0.110 | 0.734 | 8 |
| 1 | True | 4,347,390 | 942,188 | 111 | 2,340 | -0.122 | -0.019 | -0.102 | 0.122 | 0.110 | 0.111 | 0.266 | 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 | 1,792,106 | 679 | 774 | -0.159 | -0.063 | -0.132 | 0.159 | 0.139 | 0.138 | 0.528 | 9 |
| 1 | True | 5,516,925 | 1,602,131 | 145 | 2,004 | -0.159 | 0.012 | 0.124 | 0.158 | 0.139 | 0.137 | 0.472 | 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 | 1,940,444 | 674 | 503 | -0.385 | -0.132 | -0.183 | 0.303 | 0.205 | 0.191 | 0.358 | 10 |
| 1 | True | 7,957,891 | 3,484,164 | 150 | 2,074 | -0.315 | 0.070 | 0.173 | 0.290 | 0.201 | 0.194 | 0.642 | 10 |