| 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 | 3,768,362 | 812 | 1,037 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.650 | 1 |
| 1 | True | 2,812,542 | 2,027,279 | 69 | 4,143 | -0.015 | 0.001 | 0.002 | 0.015 | 0.008 | 0.007 | 0.350 | 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 | 3,678,316 | 813 | 996 | -0.031 | -0.004 | -0.018 | 0.031 | 0.023 | 0.023 | 0.824 | 2 |
| 1 | True | 3,438,402 | 783,051 | 67 | 1,893 | -0.031 | -0.002 | -0.016 | 0.031 | 0.023 | 0.023 | 0.176 | 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 | 2,984,284 | 796 | 1,021 | -0.046 | -0.012 | -0.035 | 0.046 | 0.039 | 0.039 | 0.819 | 3 |
| 1 | True | 3,391,825 | 657,995 | 84 | 2,830 | -0.046 | 0.002 | 0.032 | 0.046 | 0.038 | 0.039 | 0.181 | 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 | 2,887,246 | 824 | 926 | -0.062 | -0.023 | -0.051 | 0.062 | 0.055 | 0.055 | 0.827 | 4 |
| 1 | True | 2,036,828 | 604,091 | 56 | 2,333 | -0.062 | 0.012 | 0.051 | 0.062 | 0.054 | 0.053 | 0.173 | 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 | 2,429,905 | 812 | 889 | -0.079 | -0.032 | -0.068 | 0.079 | 0.071 | 0.071 | 0.847 | 5 |
| 1 | True | 2,753,829 | 437,810 | 68 | 2,436 | -0.079 | -0.005 | -0.066 | 0.079 | 0.071 | 0.070 | 0.153 | 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 | 1,735,805 | 802 | 790 | -0.096 | -0.039 | -0.084 | 0.096 | 0.087 | 0.088 | 0.831 | 6 |
| 1 | True | 4,052,309 | 353,754 | 78 | 2,329 | -0.096 | -0.012 | -0.081 | 0.096 | 0.088 | 0.088 | 0.169 | 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 | 1,969,898 | 782 | 709 | -0.119 | -0.035 | -0.101 | 0.119 | 0.107 | 0.107 | 0.748 | 7 |
| 1 | True | 4,598,428 | 662,527 | 98 | 2,164 | -0.119 | -0.018 | -0.099 | 0.118 | 0.107 | 0.107 | 0.252 | 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 | 1,638,004 | 775 | 716 | -0.145 | -0.042 | -0.124 | 0.145 | 0.131 | 0.131 | 0.609 | 8 |
| 1 | True | 5,758,060 | 1,053,373 | 105 | 2,872 | -0.144 | 0.010 | 0.121 | 0.144 | 0.132 | 0.132 | 0.391 | 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 | 1,685,294 | 776 | 585 | -0.185 | -0.047 | -0.150 | 0.185 | 0.163 | 0.161 | 0.647 | 9 |
| 1 | True | 4,532,100 | 918,065 | 104 | 2,825 | -0.185 | 0.009 | 0.147 | 0.183 | 0.165 | 0.163 | 0.353 | 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 | 1,387,444 | 717 | 453 | -0.447 | -0.064 | -0.197 | 0.392 | 0.232 | 0.219 | 0.234 | 10 |
| 1 | True | 8,451,057 | 4,548,057 | 163 | 1,408 | -0.361 | 0.056 | 0.198 | 0.356 | 0.239 | 0.227 | 0.766 | 10 |