| 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 | 2,821,383 | 823 | 879 | -0.015 | -0.000 | -0.001 | 0.015 | 0.007 | 0.007 | 0.917 | 1 |
| 1 | True | 1,386,848 | 253,975 | 63 | 2,135 | -0.014 | -0.000 | -0.001 | 0.015 | 0.008 | 0.010 | 0.083 | 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 | 3,469,489 | 829 | 842 | -0.030 | -0.001 | -0.015 | 0.030 | 0.022 | 0.022 | 0.874 | 2 |
| 1 | True | 1,336,645 | 500,418 | 56 | 1,935 | -0.029 | -0.004 | -0.016 | 0.030 | 0.021 | 0.021 | 0.126 | 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 | 3,006,847 | 817 | 812 | -0.047 | -0.002 | -0.031 | 0.047 | 0.038 | 0.038 | 0.865 | 3 |
| 1 | True | 1,602,027 | 468,975 | 68 | 1,910 | -0.045 | 0.005 | 0.033 | 0.047 | 0.039 | 0.039 | 0.135 | 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 | 2,974,047 | 814 | 898 | -0.064 | -0.011 | -0.050 | 0.064 | 0.055 | 0.055 | 0.865 | 4 |
| 1 | True | 2,409,353 | 462,511 | 71 | 2,057 | -0.063 | -0.009 | -0.049 | 0.064 | 0.056 | 0.058 | 0.135 | 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 | 3,147,876 | 815 | 814 | -0.083 | -0.019 | -0.068 | 0.083 | 0.074 | 0.074 | 0.787 | 5 |
| 1 | True | 1,482,633 | 852,139 | 70 | 2,653 | -0.081 | 0.010 | 0.067 | 0.082 | 0.073 | 0.072 | 0.213 | 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 | 2,655,851 | 796 | 715 | -0.103 | -0.030 | -0.088 | 0.103 | 0.093 | 0.093 | 0.745 | 6 |
| 1 | True | 2,999,724 | 908,901 | 89 | 2,629 | -0.103 | 0.041 | 0.092 | 0.103 | 0.094 | 0.094 | 0.255 | 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 | 1,913,890 | 826 | 713 | -0.126 | -0.035 | -0.109 | 0.126 | 0.114 | 0.114 | 0.715 | 7 |
| 1 | True | 1,925,896 | 761,222 | 59 | 2,701 | -0.125 | 0.056 | 0.109 | 0.125 | 0.113 | 0.112 | 0.285 | 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 | 1,589,347 | 822 | 676 | -0.154 | -0.050 | -0.133 | 0.154 | 0.139 | 0.139 | 0.785 | 8 |
| 1 | True | 2,313,238 | 436,097 | 63 | 2,723 | -0.154 | 0.053 | 0.136 | 0.154 | 0.141 | 0.143 | 0.215 | 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 | 2,022,422 | 830 | 736 | -0.197 | -0.054 | -0.162 | 0.197 | 0.173 | 0.172 | 0.916 | 9 |
| 1 | True | 1,288,981 | 185,589 | 55 | 1,591 | -0.195 | 0.030 | 0.162 | 0.196 | 0.176 | 0.176 | 0.084 | 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 | 2,906,663 | 763 | 599 | -0.458 | -0.060 | -0.207 | 0.368 | 0.240 | 0.229 | 0.560 | 10 |
| 1 | True | 3,256,456 | 2,283,902 | 123 | 1,603 | -0.430 | 0.054 | 0.210 | 0.417 | 0.262 | 0.249 | 0.440 | 10 |