| 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 | 3,835,850 | 814 | 984 | -0.015 | -0.001 | -0.002 | 0.015 | 0.007 | 0.007 | 0.895 | 1 |
| 1 | True | 2,454,207 | 449,166 | 67 | 3,064 | -0.015 | 0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.105 | 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 | 3,723,945 | 824 | 989 | -0.030 | -0.006 | -0.018 | 0.030 | 0.022 | 0.022 | 0.859 | 2 |
| 1 | True | 2,840,392 | 612,568 | 57 | 2,093 | -0.029 | 0.004 | 0.017 | 0.029 | 0.023 | 0.023 | 0.141 | 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 | 3,273,082 | 824 | 913 | -0.045 | -0.011 | -0.033 | 0.045 | 0.038 | 0.038 | 0.802 | 3 |
| 1 | True | 2,602,991 | 808,617 | 56 | 3,336 | -0.045 | 0.000 | 0.030 | 0.044 | 0.037 | 0.036 | 0.198 | 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 | 2,615,039 | 810 | 882 | -0.060 | -0.021 | -0.049 | 0.060 | 0.053 | 0.053 | 0.839 | 4 |
| 1 | True | 2,877,253 | 500,093 | 71 | 2,440 | -0.060 | -0.004 | -0.047 | 0.060 | 0.053 | 0.053 | 0.161 | 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 | 2,650,005 | 792 | 782 | -0.076 | -0.030 | -0.065 | 0.076 | 0.068 | 0.068 | 0.825 | 5 |
| 1 | True | 4,673,317 | 562,399 | 88 | 2,101 | -0.076 | 0.001 | 0.000 | 0.076 | 0.069 | 0.069 | 0.175 | 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 | 1,872,724 | 788 | 755 | -0.094 | -0.035 | -0.081 | 0.094 | 0.085 | 0.085 | 0.706 | 6 |
| 1 | True | 4,539,810 | 778,053 | 93 | 2,212 | -0.094 | -0.001 | -0.076 | 0.092 | 0.085 | 0.085 | 0.294 | 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 | 1,566,151 | 809 | 668 | -0.114 | -0.041 | -0.099 | 0.114 | 0.104 | 0.103 | 0.775 | 7 |
| 1 | True | 3,962,187 | 454,091 | 71 | 2,045 | -0.113 | 0.004 | 0.094 | 0.114 | 0.104 | 0.103 | 0.225 | 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 | 1,929,826 | 804 | 673 | -0.138 | -0.037 | -0.119 | 0.138 | 0.126 | 0.125 | 0.654 | 8 |
| 1 | True | 4,622,996 | 1,018,806 | 77 | 3,125 | -0.137 | 0.040 | 0.117 | 0.137 | 0.125 | 0.124 | 0.346 | 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 | 1,472,972 | 811 | 626 | -0.175 | -0.031 | -0.142 | 0.174 | 0.154 | 0.154 | 0.749 | 9 |
| 1 | True | 3,817,786 | 493,356 | 69 | 2,949 | -0.173 | 0.084 | 0.151 | 0.174 | 0.157 | 0.157 | 0.251 | 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 | 1,859,692 | 748 | 520 | -0.378 | -0.066 | -0.187 | 0.326 | 0.216 | 0.206 | 0.290 | 10 |
| 1 | True | 7,408,388 | 4,545,009 | 133 | 1,749 | -0.345 | 0.131 | 0.202 | 0.340 | 0.221 | 0.212 | 0.710 | 10 |