| 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 | 1,648,799 | 644 | 955 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.685 | 1 |
| 1 | True | 15,162,654 | 758,818 | 76 | 3,110 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.315 | 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 | 1,886,456 | 654 | 958 | -0.022 | -0.001 | -0.012 | 0.022 | 0.017 | 0.017 | 0.768 | 2 |
| 1 | True | 21,804,199 | 571,088 | 66 | 4,012 | -0.022 | -0.001 | -0.012 | 0.022 | 0.016 | 0.016 | 0.232 | 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 | 1,422,946 | 634 | 895 | -0.033 | -0.007 | -0.025 | 0.034 | 0.028 | 0.028 | 0.591 | 3 |
| 1 | True | 26,131,451 | 986,230 | 86 | 3,323 | -0.033 | 0.004 | 0.024 | 0.033 | 0.028 | 0.028 | 0.409 | 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 | 1,635,363 | 632 | 783 | -0.047 | -0.012 | -0.036 | 0.047 | 0.040 | 0.040 | 0.584 | 4 |
| 1 | True | 31,561,692 | 1,166,487 | 87 | 3,408 | -0.047 | 0.007 | 0.034 | 0.046 | 0.040 | 0.040 | 0.416 | 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 | 1,629,783 | 611 | 857 | -0.061 | -0.021 | -0.051 | 0.061 | 0.053 | 0.053 | 0.632 | 5 |
| 1 | True | 39,064,562 | 947,076 | 109 | 3,215 | -0.060 | -0.001 | -0.047 | 0.060 | 0.054 | 0.054 | 0.368 | 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 | 1,235,504 | 599 | 808 | -0.078 | -0.033 | -0.066 | 0.078 | 0.069 | 0.068 | 0.499 | 6 |
| 1 | True | 44,016,943 | 1,238,050 | 121 | 2,681 | -0.078 | 0.011 | 0.063 | 0.078 | 0.070 | 0.069 | 0.501 | 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 | 1,820,266 | 587 | 814 | -0.100 | -0.049 | -0.086 | 0.100 | 0.088 | 0.088 | 0.676 | 7 |
| 1 | True | 44,314,293 | 872,169 | 132 | 2,484 | -0.099 | -0.016 | -0.080 | 0.099 | 0.088 | 0.088 | 0.324 | 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 | 1,118,463 | 601 | 706 | -0.127 | -0.064 | -0.109 | 0.127 | 0.112 | 0.112 | 0.415 | 8 |
| 1 | True | 43,607,480 | 1,579,345 | 119 | 1,676 | -0.125 | -0.007 | -0.101 | 0.126 | 0.113 | 0.113 | 0.585 | 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 | 1,404,371 | 573 | 641 | -0.164 | -0.095 | -0.139 | 0.163 | 0.144 | 0.143 | 0.668 | 9 |
| 1 | True | 67,222,364 | 698,757 | 147 | 1,798 | -0.163 | -0.025 | -0.132 | 0.164 | 0.144 | 0.145 | 0.332 | 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 | 984,444 | 572 | 459 | -0.381 | -0.168 | -0.192 | 0.295 | 0.208 | 0.197 | 0.331 | 10 |
| 1 | True | 67,589,036 | 1,985,925 | 148 | 2,925 | -0.355 | -0.010 | -0.169 | 0.284 | 0.211 | 0.204 | 0.669 | 10 |