| 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 | 1,533,435 | 650 | 847 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.717 | 1 |
| 1 | True | 20,092,663 | 606,029 | 70 | 3,306 | -0.011 | 0.001 | 0.000 | 0.011 | 0.006 | 0.006 | 0.283 | 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 | 1,723,096 | 642 | 894 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.734 | 2 |
| 1 | True | 17,007,838 | 624,288 | 78 | 2,129 | -0.024 | 0.000 | 0.012 | 0.024 | 0.018 | 0.017 | 0.266 | 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 | 1,855,799 | 644 | 903 | -0.036 | -0.002 | -0.025 | 0.036 | 0.030 | 0.030 | 0.789 | 3 |
| 1 | True | 32,224,623 | 495,622 | 76 | 2,969 | -0.036 | 0.003 | 0.025 | 0.036 | 0.030 | 0.031 | 0.211 | 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 | 1,893,094 | 625 | 890 | -0.050 | -0.010 | -0.039 | 0.050 | 0.043 | 0.043 | 0.758 | 4 |
| 1 | True | 30,224,326 | 605,977 | 95 | 3,068 | -0.050 | 0.007 | 0.039 | 0.050 | 0.043 | 0.042 | 0.242 | 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 | 1,703,483 | 639 | 859 | -0.065 | -0.021 | -0.054 | 0.065 | 0.057 | 0.057 | 0.664 | 5 |
| 1 | True | 27,579,380 | 863,908 | 81 | 2,570 | -0.065 | 0.015 | 0.054 | 0.065 | 0.058 | 0.058 | 0.336 | 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 | 1,437,379 | 602 | 826 | -0.080 | -0.033 | -0.070 | 0.080 | 0.072 | 0.072 | 0.557 | 6 |
| 1 | True | 42,319,520 | 1,141,828 | 117 | 2,907 | -0.080 | 0.010 | 0.066 | 0.080 | 0.073 | 0.072 | 0.443 | 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 | 1,804,172 | 619 | 818 | -0.100 | -0.051 | -0.088 | 0.100 | 0.090 | 0.091 | 0.548 | 7 |
| 1 | True | 42,131,253 | 1,487,452 | 101 | 2,616 | -0.100 | 0.001 | 0.081 | 0.100 | 0.091 | 0.091 | 0.452 | 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 | 1,452,734 | 598 | 722 | -0.123 | -0.069 | -0.109 | 0.123 | 0.112 | 0.111 | 0.588 | 8 |
| 1 | True | 50,728,881 | 1,019,349 | 122 | 3,863 | -0.123 | 0.003 | 0.101 | 0.123 | 0.112 | 0.112 | 0.412 | 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 | 901,989 | 587 | 654 | -0.160 | -0.088 | -0.136 | 0.159 | 0.140 | 0.139 | 0.485 | 9 |
| 1 | True | 47,848,048 | 957,880 | 133 | 1,740 | -0.159 | -0.034 | -0.132 | 0.159 | 0.142 | 0.142 | 0.515 | 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 | 1,213,541 | 527 | 462 | -0.344 | -0.135 | -0.182 | 0.296 | 0.201 | 0.190 | 0.364 | 10 |
| 1 | True | 90,565,807 | 2,122,831 | 193 | 2,127 | -0.291 | -0.020 | -0.165 | 0.309 | 0.206 | 0.198 | 0.636 | 10 |