| 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 | 2,423,685 | 781 | 916 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.789 | 1 |
| 1 | True | 2,376,774 | 646,621 | 99 | 3,130 | -0.013 | -0.000 | 0.000 | 0.013 | 0.007 | 0.008 | 0.211 | 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 | 3,484,082 | 763 | 955 | -0.026 | -0.002 | -0.014 | 0.026 | 0.020 | 0.020 | 0.776 | 2 |
| 1 | True | 2,640,107 | 1,003,181 | 116 | 2,313 | -0.026 | 0.002 | 0.015 | 0.026 | 0.020 | 0.021 | 0.224 | 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 | 3,442,017 | 790 | 945 | -0.040 | -0.007 | -0.029 | 0.040 | 0.033 | 0.033 | 0.786 | 3 |
| 1 | True | 2,958,891 | 938,955 | 89 | 2,097 | -0.040 | -0.001 | -0.027 | 0.040 | 0.033 | 0.033 | 0.214 | 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 | 2,419,988 | 777 | 811 | -0.053 | -0.013 | -0.043 | 0.053 | 0.046 | 0.046 | 0.758 | 4 |
| 1 | True | 3,417,852 | 773,890 | 103 | 2,656 | -0.053 | 0.000 | 0.040 | 0.053 | 0.046 | 0.046 | 0.242 | 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 | 2,303,106 | 777 | 786 | -0.067 | -0.019 | -0.056 | 0.067 | 0.060 | 0.060 | 0.788 | 5 |
| 1 | True | 3,204,984 | 620,518 | 102 | 2,385 | -0.067 | -0.024 | -0.057 | 0.064 | 0.060 | 0.060 | 0.212 | 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 | 2,064,931 | 775 | 847 | -0.081 | -0.024 | -0.070 | 0.081 | 0.074 | 0.074 | 0.685 | 6 |
| 1 | True | 3,989,491 | 950,751 | 104 | 2,348 | -0.081 | -0.006 | -0.068 | 0.081 | 0.074 | 0.073 | 0.315 | 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 | 1,682,192 | 767 | 782 | -0.098 | -0.036 | -0.085 | 0.098 | 0.089 | 0.089 | 0.621 | 7 |
| 1 | True | 4,665,222 | 1,027,862 | 113 | 2,182 | -0.098 | 0.005 | 0.082 | 0.098 | 0.089 | 0.088 | 0.379 | 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 | 1,541,001 | 760 | 788 | -0.121 | -0.042 | -0.104 | 0.121 | 0.109 | 0.109 | 0.618 | 8 |
| 1 | True | 3,958,779 | 950,610 | 119 | 2,518 | -0.121 | -0.016 | -0.101 | 0.120 | 0.110 | 0.110 | 0.382 | 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 | 1,865,456 | 754 | 721 | -0.157 | -0.056 | -0.130 | 0.157 | 0.137 | 0.137 | 0.677 | 9 |
| 1 | True | 5,186,336 | 891,096 | 125 | 1,632 | -0.156 | 0.023 | 0.126 | 0.157 | 0.138 | 0.138 | 0.323 | 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 | 2,017,996 | 725 | 510 | -0.366 | -0.108 | -0.178 | 0.306 | 0.199 | 0.189 | 0.286 | 10 |
| 1 | True | 7,612,133 | 5,043,998 | 155 | 1,792 | -0.338 | 0.061 | 0.174 | 0.298 | 0.195 | 0.188 | 0.714 | 10 |