| 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 | 1,959,194 | 610 | 936 | -0.016 | -0.000 | -0.001 | 0.016 | 0.008 | 0.008 | 0.585 | 1 |
| 1 | True | 30,525,242 | 1,388,771 | 110 | 3,087 | -0.015 | -0.000 | -0.001 | 0.016 | 0.008 | 0.008 | 0.415 | 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 | 1,547,978 | 609 | 861 | -0.031 | 0.003 | 0.018 | 0.031 | 0.024 | 0.024 | 0.623 | 2 |
| 1 | True | 27,158,904 | 938,211 | 111 | 3,385 | -0.031 | -0.003 | -0.017 | 0.031 | 0.023 | 0.022 | 0.377 | 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 | 1,826,982 | 620 | 968 | -0.047 | -0.000 | -0.032 | 0.047 | 0.039 | 0.039 | 0.532 | 3 |
| 1 | True | 34,535,579 | 1,609,799 | 99 | 2,940 | -0.047 | -0.005 | -0.034 | 0.047 | 0.039 | 0.038 | 0.468 | 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 | 1,963,176 | 619 | 893 | -0.062 | -0.005 | -0.048 | 0.062 | 0.054 | 0.054 | 0.796 | 4 |
| 1 | True | 33,225,229 | 503,065 | 101 | 2,637 | -0.062 | -0.024 | -0.052 | 0.062 | 0.055 | 0.055 | 0.204 | 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 | 1,545,737 | 622 | 908 | -0.078 | -0.015 | -0.065 | 0.078 | 0.070 | 0.070 | 0.738 | 5 |
| 1 | True | 20,099,718 | 547,833 | 97 | 2,318 | -0.078 | -0.025 | -0.066 | 0.077 | 0.070 | 0.070 | 0.262 | 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 | 1,821,836 | 595 | 949 | -0.095 | -0.034 | -0.083 | 0.095 | 0.086 | 0.086 | 0.731 | 6 |
| 1 | True | 29,232,889 | 671,676 | 125 | 1,998 | -0.094 | -0.007 | -0.079 | 0.095 | 0.086 | 0.086 | 0.269 | 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 | 1,391,667 | 623 | 773 | -0.115 | -0.045 | -0.101 | 0.115 | 0.105 | 0.105 | 0.704 | 7 |
| 1 | True | 18,231,069 | 585,951 | 96 | 1,891 | -0.114 | 0.016 | 0.099 | 0.115 | 0.105 | 0.106 | 0.296 | 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 | 1,145,040 | 598 | 566 | -0.139 | -0.069 | -0.123 | 0.139 | 0.126 | 0.126 | 0.647 | 8 |
| 1 | True | 35,376,669 | 624,953 | 122 | 2,064 | -0.139 | -0.010 | -0.116 | 0.139 | 0.127 | 0.126 | 0.353 | 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 | 958,155 | 550 | 351 | -0.181 | -0.108 | -0.153 | 0.180 | 0.158 | 0.156 | 0.402 | 9 |
| 1 | True | 55,132,339 | 1,425,768 | 169 | 1,803 | -0.180 | -0.009 | -0.140 | 0.181 | 0.159 | 0.158 | 0.598 | 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 | 545,523 | 571 | 239 | -0.398 | -0.206 | -0.219 | 0.281 | 0.231 | 0.220 | 0.335 | 10 |
| 1 | True | 64,390,066 | 1,083,776 | 149 | 1,518 | -0.402 | -0.057 | -0.195 | 0.354 | 0.229 | 0.213 | 0.665 | 10 |