| 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 | 1,508,549 | 640 | 880 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.761 | 1 |
| 1 | True | 18,202,350 | 474,907 | 82 | 3,021 | -0.010 | 0.001 | 0.001 | 0.011 | 0.005 | 0.005 | 0.239 | 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 | 1,672,379 | 624 | 811 | -0.023 | -0.002 | -0.012 | 0.023 | 0.017 | 0.017 | 0.763 | 2 |
| 1 | True | 25,933,951 | 520,698 | 97 | 2,076 | -0.023 | 0.004 | 0.013 | 0.022 | 0.017 | 0.017 | 0.237 | 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 | 1,785,418 | 640 | 799 | -0.035 | -0.005 | -0.025 | 0.035 | 0.029 | 0.029 | 0.741 | 3 |
| 1 | True | 23,634,265 | 625,240 | 82 | 3,706 | -0.035 | -0.001 | -0.023 | 0.035 | 0.029 | 0.029 | 0.259 | 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 | 1,716,678 | 605 | 832 | -0.048 | -0.009 | -0.037 | 0.048 | 0.042 | 0.042 | 0.734 | 4 |
| 1 | True | 29,044,488 | 621,058 | 116 | 2,397 | -0.048 | 0.006 | 0.037 | 0.048 | 0.042 | 0.042 | 0.266 | 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 | 1,386,553 | 611 | 783 | -0.063 | -0.023 | -0.053 | 0.063 | 0.056 | 0.055 | 0.522 | 5 |
| 1 | True | 37,986,959 | 1,267,260 | 111 | 2,748 | -0.063 | 0.005 | 0.049 | 0.063 | 0.055 | 0.054 | 0.478 | 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 | 1,700,865 | 621 | 772 | -0.080 | -0.033 | -0.068 | 0.080 | 0.071 | 0.071 | 0.632 | 6 |
| 1 | True | 42,792,052 | 988,502 | 100 | 3,447 | -0.080 | -0.006 | -0.065 | 0.080 | 0.072 | 0.072 | 0.368 | 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 | 1,393,481 | 599 | 857 | -0.099 | -0.047 | -0.086 | 0.099 | 0.089 | 0.089 | 0.590 | 7 |
| 1 | True | 49,248,271 | 969,048 | 122 | 2,732 | -0.099 | -0.001 | -0.000 | 0.098 | 0.089 | 0.088 | 0.410 | 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 | 1,458,357 | 608 | 761 | -0.124 | -0.065 | -0.108 | 0.124 | 0.111 | 0.111 | 0.623 | 8 |
| 1 | True | 39,585,440 | 881,943 | 114 | 2,064 | -0.124 | -0.016 | -0.101 | 0.124 | 0.111 | 0.110 | 0.377 | 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 | 961,049 | 578 | 574 | -0.165 | -0.069 | -0.134 | 0.165 | 0.142 | 0.140 | 0.372 | 9 |
| 1 | True | 54,422,812 | 1,619,315 | 143 | 1,882 | -0.165 | -0.053 | -0.136 | 0.165 | 0.146 | 0.144 | 0.628 | 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 | 892,817 | 484 | 473 | -0.388 | -0.067 | -0.180 | 0.356 | 0.213 | 0.200 | 0.269 | 10 |
| 1 | True | 81,089,074 | 2,428,478 | 238 | 2,099 | -0.339 | 0.003 | -0.167 | 0.347 | 0.219 | 0.211 | 0.731 | 10 |