| 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 | 3,309,983 | 810 | 1,143 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.783 | 1 |
| 1 | True | 2,734,557 | 918,989 | 80 | 2,696 | -0.014 | 0.000 | -0.001 | 0.014 | 0.008 | 0.008 | 0.217 | 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 | 3,780,527 | 815 | 1,088 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.850 | 2 |
| 1 | True | 3,145,337 | 666,572 | 75 | 2,453 | -0.029 | -0.001 | -0.015 | 0.029 | 0.022 | 0.023 | 0.150 | 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 | 4,389,843 | 803 | 1,078 | -0.044 | -0.007 | -0.032 | 0.044 | 0.036 | 0.036 | 0.889 | 3 |
| 1 | True | 3,754,119 | 547,079 | 87 | 2,270 | -0.044 | 0.000 | 0.030 | 0.043 | 0.037 | 0.037 | 0.111 | 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 | 3,157,634 | 792 | 904 | -0.060 | -0.016 | -0.047 | 0.060 | 0.052 | 0.051 | 0.748 | 4 |
| 1 | True | 4,022,160 | 1,064,668 | 98 | 2,415 | -0.060 | -0.001 | -0.045 | 0.059 | 0.052 | 0.052 | 0.252 | 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 | 2,079,288 | 798 | 777 | -0.078 | -0.029 | -0.065 | 0.078 | 0.069 | 0.069 | 0.696 | 5 |
| 1 | True | 4,518,536 | 909,121 | 92 | 3,345 | -0.078 | 0.013 | 0.061 | 0.078 | 0.068 | 0.067 | 0.304 | 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 | 2,038,700 | 795 | 712 | -0.098 | -0.039 | -0.084 | 0.098 | 0.088 | 0.088 | 0.664 | 6 |
| 1 | True | 4,817,066 | 1,030,145 | 94 | 2,499 | -0.098 | 0.027 | 0.081 | 0.098 | 0.088 | 0.087 | 0.336 | 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 | 1,786,364 | 805 | 762 | -0.123 | -0.041 | -0.105 | 0.123 | 0.110 | 0.110 | 0.799 | 7 |
| 1 | True | 4,735,114 | 448,410 | 85 | 2,003 | -0.123 | 0.025 | 0.105 | 0.123 | 0.110 | 0.110 | 0.201 | 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 | 1,414,897 | 823 | 719 | -0.151 | -0.053 | -0.129 | 0.151 | 0.136 | 0.136 | 0.620 | 8 |
| 1 | True | 3,131,585 | 867,719 | 67 | 1,883 | -0.150 | 0.005 | 0.130 | 0.151 | 0.136 | 0.135 | 0.380 | 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 | 2,183,011 | 799 | 634 | -0.195 | -0.045 | -0.159 | 0.195 | 0.172 | 0.172 | 0.723 | 9 |
| 1 | True | 4,494,183 | 834,843 | 91 | 2,961 | -0.193 | 0.071 | 0.162 | 0.194 | 0.173 | 0.172 | 0.277 | 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 | 1,999,782 | 746 | 545 | -0.467 | -0.056 | -0.207 | 0.408 | 0.242 | 0.229 | 0.345 | 10 |
| 1 | True | 6,305,892 | 3,794,466 | 144 | 1,566 | -0.494 | 0.063 | 0.223 | 0.526 | 0.264 | 0.253 | 0.655 | 10 |