| 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 | 1,815,918 | 649 | 842 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.721 | 1 |
| 1 | True | 24,912,958 | 702,901 | 71 | 2,990 | -0.011 | 0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.279 | 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 | 1,726,667 | 648 | 949 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.814 | 2 |
| 1 | True | 17,475,900 | 394,353 | 72 | 2,589 | -0.023 | 0.001 | 0.012 | 0.024 | 0.018 | 0.018 | 0.186 | 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 | 1,528,170 | 640 | 912 | -0.037 | -0.002 | -0.024 | 0.037 | 0.030 | 0.030 | 0.753 | 3 |
| 1 | True | 22,584,567 | 501,522 | 80 | 2,205 | -0.036 | 0.005 | 0.026 | 0.037 | 0.031 | 0.031 | 0.247 | 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 | 1,445,814 | 628 | 847 | -0.050 | -0.009 | -0.039 | 0.050 | 0.043 | 0.043 | 0.703 | 4 |
| 1 | True | 29,686,698 | 611,153 | 92 | 2,781 | -0.050 | 0.012 | 0.041 | 0.050 | 0.044 | 0.044 | 0.297 | 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 | 1,669,192 | 626 | 855 | -0.066 | -0.020 | -0.055 | 0.066 | 0.058 | 0.058 | 0.694 | 5 |
| 1 | True | 30,816,675 | 737,315 | 94 | 2,537 | -0.066 | 0.008 | 0.052 | 0.066 | 0.058 | 0.057 | 0.306 | 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 | 2,049,918 | 609 | 881 | -0.082 | -0.030 | -0.070 | 0.082 | 0.074 | 0.074 | 0.612 | 6 |
| 1 | True | 43,078,541 | 1,297,487 | 110 | 3,533 | -0.082 | 0.011 | 0.068 | 0.082 | 0.074 | 0.074 | 0.388 | 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 | 1,574,881 | 613 | 834 | -0.103 | -0.051 | -0.089 | 0.103 | 0.092 | 0.092 | 0.605 | 7 |
| 1 | True | 48,954,095 | 1,030,105 | 107 | 2,583 | -0.103 | 0.007 | 0.084 | 0.103 | 0.093 | 0.093 | 0.395 | 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 | 1,670,269 | 605 | 744 | -0.128 | -0.067 | -0.111 | 0.129 | 0.115 | 0.115 | 0.481 | 8 |
| 1 | True | 47,834,417 | 1,801,158 | 115 | 2,990 | -0.126 | 0.009 | 0.105 | 0.127 | 0.114 | 0.113 | 0.519 | 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 | 1,095,094 | 582 | 664 | -0.166 | -0.100 | -0.140 | 0.165 | 0.145 | 0.144 | 0.589 | 9 |
| 1 | True | 56,331,918 | 764,868 | 138 | 1,938 | -0.166 | -0.027 | -0.135 | 0.164 | 0.146 | 0.146 | 0.411 | 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 | 954,602 | 535 | 383 | -0.378 | -0.159 | -0.193 | 0.274 | 0.210 | 0.198 | 0.307 | 10 |
| 1 | True | 77,986,763 | 2,150,649 | 185 | 2,191 | -0.318 | -0.028 | -0.171 | 0.338 | 0.211 | 0.202 | 0.693 | 10 |