| 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 | 3,685,774 | 802 | 1,019 | -0.015 | -0.000 | 0.000 | 0.015 | 0.007 | 0.008 | 0.732 | 1 |
| 1 | True | 3,364,872 | 1,349,097 | 88 | 2,710 | -0.014 | 0.002 | 0.002 | 0.014 | 0.007 | 0.008 | 0.268 | 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 | 2,836,986 | 798 | 916 | -0.030 | -0.004 | -0.017 | 0.030 | 0.022 | 0.022 | 0.788 | 2 |
| 1 | True | 3,568,534 | 764,773 | 91 | 2,400 | -0.030 | -0.003 | -0.017 | 0.029 | 0.023 | 0.023 | 0.212 | 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 | 3,665,618 | 797 | 901 | -0.045 | -0.009 | -0.033 | 0.045 | 0.038 | 0.037 | 0.822 | 3 |
| 1 | True | 3,192,686 | 794,156 | 92 | 2,165 | -0.045 | -0.001 | -0.030 | 0.045 | 0.037 | 0.037 | 0.178 | 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 | 2,966,841 | 802 | 872 | -0.062 | -0.017 | -0.049 | 0.062 | 0.054 | 0.054 | 0.786 | 4 |
| 1 | True | 3,984,912 | 808,687 | 87 | 2,694 | -0.062 | -0.003 | -0.046 | 0.062 | 0.053 | 0.052 | 0.214 | 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 | 2,075,052 | 796 | 786 | -0.079 | -0.025 | -0.067 | 0.079 | 0.071 | 0.071 | 0.756 | 5 |
| 1 | True | 4,542,148 | 671,472 | 93 | 2,152 | -0.079 | 0.007 | 0.064 | 0.079 | 0.070 | 0.070 | 0.244 | 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 | 2,916,033 | 808 | 827 | -0.099 | -0.034 | -0.084 | 0.099 | 0.089 | 0.088 | 0.819 | 6 |
| 1 | True | 3,936,399 | 645,466 | 81 | 2,708 | -0.098 | 0.020 | 0.081 | 0.098 | 0.087 | 0.086 | 0.181 | 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 | 1,516,869 | 797 | 724 | -0.122 | -0.041 | -0.105 | 0.122 | 0.110 | 0.110 | 0.577 | 7 |
| 1 | True | 4,359,394 | 1,111,697 | 92 | 1,779 | -0.121 | 0.030 | 0.106 | 0.122 | 0.110 | 0.110 | 0.423 | 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 | 1,582,266 | 820 | 728 | -0.151 | -0.051 | -0.128 | 0.151 | 0.135 | 0.135 | 0.821 | 8 |
| 1 | True | 3,071,395 | 344,947 | 69 | 2,191 | -0.150 | 0.025 | 0.126 | 0.151 | 0.136 | 0.136 | 0.179 | 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 | 2,030,239 | 779 | 699 | -0.191 | -0.044 | -0.157 | 0.191 | 0.169 | 0.168 | 0.760 | 9 |
| 1 | True | 5,202,251 | 641,430 | 110 | 1,902 | -0.191 | 0.030 | 0.155 | 0.191 | 0.169 | 0.168 | 0.240 | 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 | 1,378,244 | 735 | 571 | -0.469 | -0.064 | -0.203 | 0.394 | 0.235 | 0.224 | 0.226 | 10 |
| 1 | True | 6,570,054 | 4,722,347 | 154 | 1,854 | -0.427 | 0.081 | 0.214 | 0.424 | 0.259 | 0.247 | 0.774 | 10 |