| 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 | 1,735,473 | 658 | 964 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.794 | 1 |
| 1 | True | 12,736,414 | 449,402 | 62 | 2,490 | -0.011 | -0.001 | -0.001 | 0.010 | 0.006 | 0.006 | 0.206 | 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 | 1,591,971 | 649 | 985 | -0.022 | -0.002 | -0.012 | 0.022 | 0.017 | 0.017 | 0.609 | 2 |
| 1 | True | 21,295,755 | 1,022,750 | 71 | 5,471 | -0.021 | 0.001 | 0.012 | 0.021 | 0.017 | 0.016 | 0.391 | 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 | 1,552,912 | 629 | 885 | -0.034 | -0.005 | -0.024 | 0.033 | 0.028 | 0.028 | 0.662 | 3 |
| 1 | True | 28,695,401 | 793,054 | 91 | 3,199 | -0.033 | 0.004 | 0.023 | 0.033 | 0.028 | 0.028 | 0.338 | 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 | 1,487,267 | 632 | 846 | -0.046 | -0.012 | -0.036 | 0.045 | 0.039 | 0.039 | 0.544 | 4 |
| 1 | True | 32,172,926 | 1,245,519 | 87 | 2,868 | -0.045 | 0.008 | 0.037 | 0.045 | 0.040 | 0.039 | 0.456 | 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 | 1,676,806 | 620 | 827 | -0.060 | -0.021 | -0.049 | 0.060 | 0.052 | 0.052 | 0.662 | 5 |
| 1 | True | 34,713,479 | 854,496 | 100 | 2,899 | -0.059 | 0.004 | 0.047 | 0.060 | 0.052 | 0.052 | 0.338 | 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 | 1,676,066 | 589 | 817 | -0.078 | -0.034 | -0.065 | 0.078 | 0.069 | 0.068 | 0.661 | 6 |
| 1 | True | 48,168,982 | 861,163 | 131 | 2,806 | -0.077 | -0.001 | -0.060 | 0.077 | 0.069 | 0.069 | 0.339 | 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 | 1,686,789 | 592 | 811 | -0.099 | -0.051 | -0.085 | 0.099 | 0.088 | 0.088 | 0.578 | 7 |
| 1 | True | 45,636,242 | 1,230,253 | 127 | 2,407 | -0.099 | -0.010 | -0.080 | 0.099 | 0.088 | 0.087 | 0.422 | 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 | 1,143,524 | 602 | 700 | -0.126 | -0.067 | -0.108 | 0.126 | 0.113 | 0.112 | 0.402 | 8 |
| 1 | True | 46,417,786 | 1,697,674 | 118 | 1,921 | -0.126 | -0.013 | -0.100 | 0.126 | 0.111 | 0.110 | 0.598 | 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 | 1,465,334 | 577 | 683 | -0.164 | -0.099 | -0.140 | 0.164 | 0.144 | 0.143 | 0.671 | 9 |
| 1 | True | 60,183,916 | 719,468 | 143 | 1,744 | -0.164 | -0.023 | -0.131 | 0.164 | 0.145 | 0.144 | 0.329 | 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 | 819,914 | 566 | 420 | -0.359 | -0.166 | -0.193 | 0.299 | 0.209 | 0.198 | 0.303 | 10 |
| 1 | True | 72,065,888 | 1,887,406 | 154 | 2,327 | -0.307 | -0.011 | -0.166 | 0.356 | 0.210 | 0.202 | 0.697 | 10 |