| 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 | 1,577,092 | 659 | 973 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.772 | 1 |
| 1 | True | 18,478,906 | 464,689 | 63 | 4,201 | -0.011 | -0.001 | -0.001 | 0.010 | 0.006 | 0.007 | 0.228 | 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 | 1,658,982 | 647 | 844 | -0.022 | -0.002 | -0.013 | 0.022 | 0.017 | 0.017 | 0.704 | 2 |
| 1 | True | 18,713,338 | 698,749 | 74 | 3,972 | -0.021 | 0.002 | 0.012 | 0.021 | 0.016 | 0.016 | 0.296 | 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 | 1,834,935 | 636 | 890 | -0.035 | -0.006 | -0.024 | 0.035 | 0.029 | 0.029 | 0.790 | 3 |
| 1 | True | 24,295,285 | 488,801 | 85 | 2,777 | -0.035 | -0.002 | -0.023 | 0.035 | 0.028 | 0.029 | 0.210 | 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 | 1,971,087 | 629 | 848 | -0.049 | -0.011 | -0.038 | 0.049 | 0.042 | 0.042 | 0.685 | 4 |
| 1 | True | 23,108,767 | 908,141 | 92 | 2,599 | -0.048 | 0.009 | 0.038 | 0.048 | 0.042 | 0.042 | 0.315 | 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 | 1,772,111 | 627 | 852 | -0.064 | -0.023 | -0.053 | 0.064 | 0.056 | 0.056 | 0.760 | 5 |
| 1 | True | 35,571,115 | 560,587 | 94 | 2,996 | -0.064 | 0.010 | 0.051 | 0.064 | 0.057 | 0.057 | 0.240 | 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 | 1,763,115 | 588 | 884 | -0.083 | -0.039 | -0.070 | 0.083 | 0.073 | 0.073 | 0.491 | 6 |
| 1 | True | 47,044,893 | 1,825,939 | 133 | 2,888 | -0.082 | 0.007 | 0.067 | 0.083 | 0.073 | 0.073 | 0.509 | 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 | 1,852,937 | 596 | 815 | -0.102 | -0.057 | -0.089 | 0.102 | 0.092 | 0.091 | 0.747 | 7 |
| 1 | True | 45,635,404 | 628,818 | 125 | 2,436 | -0.102 | -0.009 | -0.084 | 0.102 | 0.093 | 0.093 | 0.253 | 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 | 1,073,403 | 607 | 709 | -0.128 | -0.074 | -0.112 | 0.128 | 0.114 | 0.114 | 0.504 | 8 |
| 1 | True | 52,954,843 | 1,054,923 | 114 | 2,108 | -0.128 | -0.017 | -0.105 | 0.128 | 0.115 | 0.115 | 0.496 | 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 | 948,213 | 574 | 612 | -0.166 | -0.090 | -0.141 | 0.166 | 0.146 | 0.146 | 0.488 | 9 |
| 1 | True | 62,499,940 | 995,980 | 147 | 2,050 | -0.165 | -0.041 | -0.138 | 0.165 | 0.147 | 0.146 | 0.512 | 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 | 754,675 | 535 | 332 | -0.375 | -0.126 | -0.188 | 0.320 | 0.211 | 0.198 | 0.242 | 10 |
| 1 | True | 70,854,796 | 2,368,410 | 186 | 2,274 | -0.334 | 0.009 | 0.168 | 0.386 | 0.218 | 0.213 | 0.758 | 10 |