| 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 | 1,652,405 | 643 | 851 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.734 | 1 |
| 1 | True | 22,459,702 | 598,703 | 77 | 4,108 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.266 | 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 | 1,788,439 | 632 | 956 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.746 | 2 |
| 1 | True | 22,307,325 | 608,887 | 88 | 2,176 | -0.023 | 0.004 | 0.014 | 0.024 | 0.018 | 0.018 | 0.254 | 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 | 2,028,891 | 652 | 891 | -0.037 | -0.002 | -0.025 | 0.037 | 0.030 | 0.030 | 0.861 | 3 |
| 1 | True | 19,789,427 | 327,847 | 68 | 2,110 | -0.037 | 0.006 | 0.027 | 0.037 | 0.032 | 0.032 | 0.139 | 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 | 1,546,328 | 620 | 902 | -0.051 | -0.006 | -0.039 | 0.051 | 0.044 | 0.044 | 0.688 | 4 |
| 1 | True | 38,888,508 | 701,822 | 100 | 2,287 | -0.051 | 0.007 | 0.039 | 0.051 | 0.044 | 0.044 | 0.312 | 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 | 1,951,384 | 632 | 856 | -0.066 | -0.019 | -0.055 | 0.066 | 0.059 | 0.059 | 0.682 | 5 |
| 1 | True | 30,581,097 | 911,691 | 88 | 3,208 | -0.066 | 0.014 | 0.055 | 0.066 | 0.059 | 0.059 | 0.318 | 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 | 1,903,641 | 620 | 899 | -0.084 | -0.031 | -0.071 | 0.084 | 0.075 | 0.075 | 0.740 | 6 |
| 1 | True | 44,460,651 | 668,852 | 99 | 2,696 | -0.084 | 0.008 | 0.068 | 0.083 | 0.075 | 0.075 | 0.260 | 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 | 1,319,752 | 605 | 785 | -0.103 | -0.051 | -0.091 | 0.103 | 0.093 | 0.094 | 0.511 | 7 |
| 1 | True | 47,614,218 | 1,261,407 | 115 | 2,622 | -0.103 | 0.014 | 0.087 | 0.103 | 0.093 | 0.093 | 0.489 | 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 | 1,663,991 | 606 | 757 | -0.128 | -0.072 | -0.113 | 0.129 | 0.116 | 0.116 | 0.494 | 8 |
| 1 | True | 46,427,870 | 1,703,440 | 114 | 3,126 | -0.128 | 0.000 | 0.000 | 0.128 | 0.114 | 0.114 | 0.506 | 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 | 896,624 | 584 | 670 | -0.166 | -0.101 | -0.141 | 0.166 | 0.145 | 0.143 | 0.520 | 9 |
| 1 | True | 44,727,879 | 828,326 | 136 | 1,982 | -0.165 | -0.026 | -0.133 | 0.166 | 0.147 | 0.148 | 0.480 | 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 | 1,042,857 | 542 | 437 | -0.363 | -0.148 | -0.190 | 0.310 | 0.207 | 0.195 | 0.340 | 10 |
| 1 | True | 83,566,458 | 2,028,823 | 178 | 1,870 | -0.296 | -0.021 | -0.170 | 0.354 | 0.211 | 0.204 | 0.660 | 10 |