| 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 | 1,435,945 | 667 | 921 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.791 | 1 |
| 1 | True | 13,248,026 | 380,023 | 55 | 3,094 | -0.010 | 0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.209 | 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 | 1,363,472 | 637 | 868 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.706 | 2 |
| 1 | True | 26,415,038 | 566,494 | 84 | 3,537 | -0.022 | 0.004 | 0.014 | 0.022 | 0.017 | 0.017 | 0.294 | 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 | 2,085,953 | 634 | 813 | -0.035 | -0.008 | -0.025 | 0.034 | 0.028 | 0.028 | 0.730 | 3 |
| 1 | True | 24,613,655 | 771,263 | 87 | 3,166 | -0.034 | 0.003 | 0.024 | 0.034 | 0.028 | 0.028 | 0.270 | 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 | 1,665,054 | 627 | 897 | -0.047 | -0.010 | -0.038 | 0.047 | 0.041 | 0.041 | 0.731 | 4 |
| 1 | True | 27,813,028 | 613,312 | 94 | 2,713 | -0.047 | 0.009 | 0.037 | 0.047 | 0.041 | 0.040 | 0.269 | 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 | 2,634,775 | 610 | 843 | -0.062 | -0.018 | -0.051 | 0.062 | 0.054 | 0.055 | 0.814 | 5 |
| 1 | True | 35,744,599 | 602,227 | 111 | 2,836 | -0.061 | 0.001 | 0.048 | 0.062 | 0.054 | 0.054 | 0.186 | 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 | 1,822,663 | 619 | 812 | -0.078 | -0.038 | -0.067 | 0.078 | 0.070 | 0.070 | 0.486 | 6 |
| 1 | True | 41,000,092 | 1,928,718 | 102 | 3,604 | -0.078 | 0.010 | 0.065 | 0.078 | 0.071 | 0.072 | 0.514 | 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 | 1,514,164 | 602 | 842 | -0.098 | -0.054 | -0.085 | 0.098 | 0.088 | 0.088 | 0.663 | 7 |
| 1 | True | 40,734,884 | 769,687 | 119 | 2,383 | -0.097 | 0.007 | 0.081 | 0.098 | 0.088 | 0.087 | 0.337 | 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 | 817,117 | 600 | 739 | -0.125 | -0.074 | -0.107 | 0.125 | 0.110 | 0.110 | 0.493 | 8 |
| 1 | True | 43,286,289 | 840,918 | 121 | 2,197 | -0.125 | -0.028 | -0.104 | 0.125 | 0.110 | 0.109 | 0.507 | 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 | 839,775 | 558 | 573 | -0.168 | -0.070 | -0.135 | 0.168 | 0.144 | 0.143 | 0.411 | 9 |
| 1 | True | 71,256,727 | 1,204,670 | 163 | 1,931 | -0.168 | -0.053 | -0.136 | 0.168 | 0.146 | 0.145 | 0.589 | 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 | 860,827 | 512 | 384 | -0.375 | -0.116 | -0.190 | 0.354 | 0.215 | 0.203 | 0.281 | 10 |
| 1 | True | 78,135,455 | 2,206,180 | 209 | 2,300 | -0.323 | 0.004 | -0.168 | 0.405 | 0.219 | 0.212 | 0.719 | 10 |