| 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 | 3,057,963 | 715 | 947 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.719 | 1 |
| 1 | True | 2,555,104 | 1,197,550 | 109 | 2,612 | -0.012 | -0.000 | 0.001 | 0.012 | 0.006 | 0.007 | 0.281 | 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 | 3,813,204 | 725 | 911 | -0.025 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.806 | 2 |
| 1 | True | 2,766,271 | 917,028 | 99 | 2,978 | -0.025 | -0.002 | -0.013 | 0.024 | 0.018 | 0.018 | 0.194 | 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 | 2,408,449 | 730 | 933 | -0.038 | -0.007 | -0.027 | 0.038 | 0.032 | 0.032 | 0.821 | 3 |
| 1 | True | 2,680,292 | 525,857 | 94 | 1,940 | -0.038 | 0.001 | 0.026 | 0.038 | 0.032 | 0.032 | 0.179 | 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 | 2,245,020 | 728 | 860 | -0.051 | -0.014 | -0.041 | 0.051 | 0.044 | 0.044 | 0.741 | 4 |
| 1 | True | 3,187,726 | 783,595 | 96 | 1,951 | -0.050 | 0.005 | 0.039 | 0.051 | 0.044 | 0.044 | 0.259 | 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 | 2,526,464 | 721 | 917 | -0.065 | -0.024 | -0.055 | 0.064 | 0.058 | 0.058 | 0.786 | 5 |
| 1 | True | 4,087,277 | 686,490 | 103 | 2,287 | -0.064 | -0.006 | -0.053 | 0.064 | 0.058 | 0.057 | 0.214 | 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 | 2,280,591 | 699 | 869 | -0.080 | -0.029 | -0.068 | 0.080 | 0.072 | 0.072 | 0.611 | 6 |
| 1 | True | 4,882,386 | 1,453,281 | 125 | 2,361 | -0.079 | -0.005 | -0.066 | 0.079 | 0.071 | 0.071 | 0.389 | 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 | 1,717,647 | 729 | 862 | -0.097 | -0.036 | -0.084 | 0.097 | 0.088 | 0.088 | 0.713 | 7 |
| 1 | True | 3,757,089 | 691,981 | 95 | 2,095 | -0.097 | -0.014 | -0.082 | 0.097 | 0.088 | 0.089 | 0.287 | 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 | 2,810,049 | 713 | 870 | -0.120 | -0.043 | -0.103 | 0.120 | 0.108 | 0.108 | 0.597 | 8 |
| 1 | True | 4,389,017 | 1,896,552 | 111 | 2,667 | -0.120 | -0.021 | -0.102 | 0.119 | 0.108 | 0.108 | 0.403 | 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 | 1,603,975 | 679 | 707 | -0.157 | -0.060 | -0.130 | 0.157 | 0.137 | 0.136 | 0.702 | 9 |
| 1 | True | 5,898,746 | 680,195 | 145 | 1,850 | -0.156 | 0.006 | 0.121 | 0.157 | 0.137 | 0.135 | 0.298 | 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 | 2,100,340 | 664 | 499 | -0.396 | -0.125 | -0.182 | 0.306 | 0.201 | 0.189 | 0.375 | 10 |
| 1 | True | 7,700,108 | 3,493,654 | 160 | 1,819 | -0.296 | 0.060 | 0.171 | 0.304 | 0.201 | 0.195 | 0.625 | 10 |