| 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 | 1,399,552 | 647 | 946 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.759 | 1 |
| 1 | True | 19,912,120 | 445,541 | 75 | 2,801 | -0.011 | 0.001 | 0.002 | 0.011 | 0.006 | 0.006 | 0.241 | 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 | 1,745,416 | 655 | 891 | -0.023 | -0.003 | -0.013 | 0.023 | 0.017 | 0.017 | 0.764 | 2 |
| 1 | True | 18,043,987 | 539,191 | 66 | 2,943 | -0.022 | 0.000 | 0.012 | 0.022 | 0.017 | 0.017 | 0.236 | 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 | 1,546,008 | 627 | 798 | -0.034 | -0.006 | -0.024 | 0.034 | 0.028 | 0.028 | 0.710 | 3 |
| 1 | True | 29,888,486 | 631,274 | 95 | 3,228 | -0.034 | 0.005 | 0.025 | 0.034 | 0.028 | 0.028 | 0.290 | 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 | 2,085,447 | 614 | 845 | -0.047 | -0.011 | -0.037 | 0.047 | 0.040 | 0.040 | 0.682 | 4 |
| 1 | True | 33,033,841 | 970,545 | 107 | 3,360 | -0.047 | 0.005 | 0.036 | 0.046 | 0.040 | 0.041 | 0.318 | 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 | 2,229,680 | 614 | 839 | -0.062 | -0.017 | -0.050 | 0.062 | 0.054 | 0.054 | 0.734 | 5 |
| 1 | True | 36,597,737 | 809,064 | 108 | 3,227 | -0.060 | 0.003 | 0.047 | 0.061 | 0.054 | 0.054 | 0.266 | 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 | 1,466,474 | 629 | 783 | -0.079 | -0.035 | -0.067 | 0.079 | 0.070 | 0.070 | 0.768 | 6 |
| 1 | True | 30,385,886 | 443,869 | 92 | 2,374 | -0.078 | -0.008 | -0.063 | 0.079 | 0.071 | 0.071 | 0.232 | 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 | 1,606,229 | 607 | 847 | -0.098 | -0.047 | -0.085 | 0.098 | 0.088 | 0.088 | 0.620 | 7 |
| 1 | True | 41,171,513 | 984,646 | 114 | 3,452 | -0.098 | 0.001 | 0.079 | 0.097 | 0.088 | 0.088 | 0.380 | 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 | 1,208,189 | 594 | 775 | -0.125 | -0.066 | -0.107 | 0.124 | 0.110 | 0.110 | 0.551 | 8 |
| 1 | True | 51,317,574 | 984,948 | 128 | 1,981 | -0.124 | -0.015 | -0.101 | 0.124 | 0.111 | 0.111 | 0.449 | 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 | 1,018,007 | 573 | 606 | -0.168 | -0.065 | -0.135 | 0.167 | 0.144 | 0.143 | 0.352 | 9 |
| 1 | True | 56,743,158 | 1,870,272 | 148 | 1,783 | -0.168 | -0.044 | -0.134 | 0.168 | 0.146 | 0.145 | 0.648 | 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 | 806,672 | 501 | 384 | -0.375 | -0.105 | -0.190 | 0.357 | 0.215 | 0.203 | 0.273 | 10 |
| 1 | True | 82,374,257 | 2,147,784 | 221 | 2,330 | -0.334 | -0.004 | -0.170 | 0.381 | 0.219 | 0.211 | 0.727 | 10 |