| 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 | 1,819,676 | 689 | 995 | -0.010 | -0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.805 | 1 |
| 1 | True | 6,695,921 | 442,135 | 66 | 1,897 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.006 | 0.195 | 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 | 1,562,981 | 695 | 818 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.014 | 0.758 | 2 |
| 1 | True | 5,932,267 | 499,092 | 59 | 3,163 | -0.019 | -0.001 | -0.010 | 0.019 | 0.015 | 0.015 | 0.242 | 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 | 1,637,152 | 664 | 847 | -0.030 | -0.007 | -0.022 | 0.030 | 0.025 | 0.025 | 0.769 | 3 |
| 1 | True | 11,844,807 | 491,846 | 91 | 2,017 | -0.030 | 0.001 | 0.020 | 0.030 | 0.025 | 0.025 | 0.231 | 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 | 1,496,857 | 652 | 863 | -0.042 | -0.014 | -0.033 | 0.042 | 0.036 | 0.036 | 0.715 | 4 |
| 1 | True | 11,203,867 | 595,768 | 102 | 2,610 | -0.042 | 0.002 | 0.031 | 0.042 | 0.036 | 0.036 | 0.285 | 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 | 1,549,375 | 625 | 767 | -0.055 | -0.022 | -0.046 | 0.055 | 0.048 | 0.048 | 0.692 | 5 |
| 1 | True | 17,633,436 | 688,116 | 130 | 2,086 | -0.055 | 0.009 | 0.044 | 0.055 | 0.049 | 0.049 | 0.308 | 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 | 1,291,110 | 608 | 701 | -0.071 | -0.037 | -0.061 | 0.071 | 0.063 | 0.063 | 0.577 | 6 |
| 1 | True | 25,438,428 | 945,732 | 146 | 1,822 | -0.071 | -0.007 | -0.057 | 0.071 | 0.063 | 0.062 | 0.423 | 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 | 1,598,194 | 602 | 651 | -0.091 | -0.053 | -0.078 | 0.091 | 0.080 | 0.080 | 0.586 | 7 |
| 1 | True | 30,980,120 | 1,128,694 | 152 | 2,159 | -0.090 | -0.010 | -0.072 | 0.091 | 0.081 | 0.081 | 0.414 | 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 | 1,423,500 | 623 | 613 | -0.119 | -0.070 | -0.102 | 0.119 | 0.105 | 0.105 | 0.507 | 8 |
| 1 | True | 25,402,433 | 1,386,867 | 132 | 1,756 | -0.119 | -0.018 | -0.095 | 0.119 | 0.105 | 0.107 | 0.493 | 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 | 1,312,218 | 627 | 426 | -0.155 | -0.099 | -0.133 | 0.155 | 0.136 | 0.136 | 0.518 | 9 |
| 1 | True | 32,090,190 | 1,222,708 | 127 | 1,917 | -0.155 | -0.035 | -0.125 | 0.155 | 0.134 | 0.132 | 0.482 | 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 | 1,735,645 | 642 | 379 | -0.347 | -0.138 | -0.177 | 0.269 | 0.191 | 0.183 | 0.475 | 10 |
| 1 | True | 33,403,126 | 1,920,077 | 113 | 3,271 | -0.244 | 0.029 | 0.163 | 0.284 | 0.193 | 0.186 | 0.525 | 10 |