| 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 | 1,538,779 | 613 | 849 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.664 | 1 |
| 1 | True | 28,370,824 | 777,731 | 109 | 2,719 | -0.010 | -0.001 | -0.000 | 0.010 | 0.005 | 0.005 | 0.336 | 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 | 2,000,425 | 641 | 891 | -0.023 | -0.001 | -0.012 | 0.023 | 0.017 | 0.016 | 0.719 | 2 |
| 1 | True | 20,895,741 | 781,705 | 81 | 2,336 | -0.022 | 0.000 | -0.011 | 0.022 | 0.017 | 0.017 | 0.281 | 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 | 1,740,898 | 630 | 803 | -0.034 | -0.006 | -0.025 | 0.034 | 0.028 | 0.028 | 0.528 | 3 |
| 1 | True | 25,682,996 | 1,556,562 | 91 | 3,864 | -0.034 | 0.004 | 0.024 | 0.034 | 0.029 | 0.029 | 0.472 | 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 | 1,265,010 | 601 | 804 | -0.047 | -0.012 | -0.038 | 0.047 | 0.041 | 0.041 | 0.545 | 4 |
| 1 | True | 31,023,299 | 1,055,548 | 121 | 3,066 | -0.047 | 0.007 | 0.036 | 0.047 | 0.040 | 0.040 | 0.455 | 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 | 1,492,076 | 610 | 781 | -0.063 | -0.022 | -0.052 | 0.063 | 0.055 | 0.055 | 0.645 | 5 |
| 1 | True | 33,495,456 | 820,688 | 112 | 2,552 | -0.063 | -0.006 | -0.048 | 0.063 | 0.056 | 0.056 | 0.355 | 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 | 1,605,539 | 599 | 828 | -0.081 | -0.030 | -0.068 | 0.081 | 0.072 | 0.072 | 0.675 | 6 |
| 1 | True | 43,813,933 | 771,735 | 122 | 2,636 | -0.081 | -0.009 | -0.066 | 0.080 | 0.072 | 0.072 | 0.325 | 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 | 1,167,577 | 594 | 762 | -0.102 | -0.050 | -0.087 | 0.102 | 0.091 | 0.091 | 0.700 | 7 |
| 1 | True | 41,502,431 | 500,159 | 128 | 1,852 | -0.102 | -0.030 | -0.090 | 0.102 | 0.093 | 0.093 | 0.300 | 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 | 1,256,518 | 571 | 694 | -0.131 | -0.062 | -0.111 | 0.131 | 0.116 | 0.116 | 0.616 | 8 |
| 1 | True | 52,397,180 | 783,005 | 150 | 1,531 | -0.131 | -0.036 | -0.108 | 0.131 | 0.115 | 0.114 | 0.384 | 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 | 1,368,957 | 589 | 644 | -0.172 | -0.080 | -0.143 | 0.172 | 0.150 | 0.148 | 0.534 | 9 |
| 1 | True | 52,752,483 | 1,195,137 | 133 | 1,495 | -0.171 | -0.033 | -0.136 | 0.172 | 0.151 | 0.151 | 0.466 | 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 | 1,106,337 | 538 | 380 | -0.408 | -0.110 | -0.192 | 0.347 | 0.220 | 0.207 | 0.368 | 10 |
| 1 | True | 65,492,532 | 1,899,794 | 184 | 2,457 | -0.360 | 0.005 | 0.174 | 0.341 | 0.227 | 0.215 | 0.632 | 10 |