| 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 | 1,629,036 | 587 | 891 | -0.019 | 0.001 | 0.001 | 0.019 | 0.010 | 0.010 | 0.460 | 1 |
| 1 | True | 27,882,166 | 1,911,616 | 140 | 2,171 | -0.018 | 0.001 | 0.000 | 0.019 | 0.009 | 0.008 | 0.540 | 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 | 2,725,169 | 605 | 1,008 | -0.038 | 0.005 | 0.023 | 0.038 | 0.029 | 0.029 | 0.785 | 2 |
| 1 | True | 28,245,976 | 744,291 | 122 | 2,690 | -0.038 | -0.006 | -0.023 | 0.038 | 0.028 | 0.028 | 0.215 | 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 | 1,801,634 | 641 | 927 | -0.055 | 0.007 | 0.040 | 0.055 | 0.046 | 0.046 | 0.722 | 3 |
| 1 | True | 15,393,217 | 692,363 | 86 | 2,752 | -0.055 | 0.002 | 0.038 | 0.054 | 0.047 | 0.047 | 0.278 | 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 | 1,819,264 | 662 | 1,032 | -0.071 | 0.008 | 0.057 | 0.071 | 0.063 | 0.063 | 0.727 | 4 |
| 1 | True | 16,460,931 | 681,839 | 64 | 4,872 | -0.071 | -0.014 | -0.058 | 0.071 | 0.063 | 0.063 | 0.273 | 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 | 2,097,592 | 666 | 1,093 | -0.087 | 0.001 | 0.071 | 0.087 | 0.079 | 0.079 | 0.760 | 5 |
| 1 | True | 12,324,748 | 662,991 | 61 | 5,601 | -0.087 | -0.015 | -0.074 | 0.087 | 0.080 | 0.080 | 0.240 | 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 | 2,186,014 | 661 | 986 | -0.104 | -0.024 | -0.090 | 0.104 | 0.096 | 0.096 | 0.845 | 6 |
| 1 | True | 16,694,979 | 400,698 | 66 | 3,123 | -0.104 | -0.002 | -0.088 | 0.104 | 0.095 | 0.094 | 0.155 | 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 | 1,507,040 | 636 | 857 | -0.124 | -0.031 | -0.108 | 0.124 | 0.114 | 0.114 | 0.759 | 7 |
| 1 | True | 19,658,852 | 479,309 | 90 | 3,004 | -0.124 | -0.023 | -0.107 | 0.123 | 0.114 | 0.114 | 0.241 | 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 | 1,201,723 | 610 | 657 | -0.152 | -0.067 | -0.133 | 0.152 | 0.137 | 0.137 | 0.453 | 8 |
| 1 | True | 31,726,434 | 1,449,107 | 117 | 2,039 | -0.152 | 0.010 | 0.126 | 0.152 | 0.137 | 0.135 | 0.547 | 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 | 1,087,899 | 604 | 419 | -0.196 | -0.144 | -0.169 | 0.185 | 0.172 | 0.170 | 0.609 | 9 |
| 1 | True | 39,489,497 | 697,300 | 123 | 2,207 | -0.195 | 0.039 | 0.157 | 0.195 | 0.172 | 0.170 | 0.391 | 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 | 601,039 | 645 | 230 | -0.447 | -0.236 | -0.235 | 0.303 | 0.243 | 0.235 | 0.483 | 10 |
| 1 | True | 42,632,340 | 643,083 | 82 | 1,846 | -0.366 | 0.029 | 0.199 | 0.312 | 0.227 | 0.214 | 0.517 | 10 |