| 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 | 1,650,313 | 655 | 907 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.753 | 1 |
| 1 | True | 14,429,324 | 542,650 | 65 | 3,859 | -0.011 | 0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.247 | 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 | 1,548,691 | 648 | 929 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.708 | 2 |
| 1 | True | 22,607,733 | 637,837 | 72 | 3,095 | -0.023 | -0.001 | -0.013 | 0.023 | 0.018 | 0.018 | 0.292 | 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 | 1,947,550 | 640 | 875 | -0.037 | -0.003 | -0.025 | 0.037 | 0.030 | 0.030 | 0.811 | 3 |
| 1 | True | 23,613,097 | 454,498 | 80 | 2,727 | -0.036 | 0.008 | 0.027 | 0.037 | 0.030 | 0.030 | 0.189 | 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 | 2,103,389 | 631 | 881 | -0.050 | -0.009 | -0.039 | 0.050 | 0.043 | 0.043 | 0.838 | 4 |
| 1 | True | 26,685,017 | 406,525 | 89 | 2,595 | -0.050 | 0.007 | 0.039 | 0.050 | 0.043 | 0.044 | 0.162 | 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 | 1,728,730 | 616 | 879 | -0.065 | -0.017 | -0.053 | 0.065 | 0.057 | 0.057 | 0.657 | 5 |
| 1 | True | 36,712,104 | 902,521 | 104 | 2,924 | -0.065 | 0.012 | 0.053 | 0.065 | 0.057 | 0.057 | 0.343 | 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 | 2,136,963 | 604 | 839 | -0.083 | -0.036 | -0.071 | 0.083 | 0.074 | 0.074 | 0.705 | 6 |
| 1 | True | 49,730,607 | 895,973 | 115 | 3,201 | -0.083 | 0.001 | 0.066 | 0.083 | 0.074 | 0.075 | 0.295 | 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 | 1,425,711 | 597 | 795 | -0.106 | -0.050 | -0.091 | 0.105 | 0.094 | 0.094 | 0.405 | 7 |
| 1 | True | 51,042,740 | 2,094,514 | 123 | 2,352 | -0.105 | 0.013 | 0.086 | 0.106 | 0.094 | 0.094 | 0.595 | 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 | 1,289,815 | 587 | 684 | -0.134 | -0.078 | -0.117 | 0.133 | 0.120 | 0.119 | 0.537 | 8 |
| 1 | True | 59,075,801 | 1,111,240 | 133 | 2,617 | -0.134 | -0.002 | -0.107 | 0.133 | 0.119 | 0.119 | 0.463 | 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 | 1,017,593 | 591 | 618 | -0.172 | -0.102 | -0.146 | 0.171 | 0.150 | 0.148 | 0.596 | 9 |
| 1 | True | 52,216,723 | 690,555 | 129 | 1,960 | -0.171 | -0.031 | -0.142 | 0.171 | 0.152 | 0.153 | 0.404 | 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 | 884,320 | 560 | 391 | -0.373 | -0.174 | -0.201 | 0.306 | 0.217 | 0.205 | 0.314 | 10 |
| 1 | True | 63,166,058 | 1,930,837 | 160 | 2,108 | -0.311 | 0.000 | 0.000 | 0.335 | 0.215 | 0.208 | 0.686 | 10 |