| 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 | 2,046,000 | 654 | 974 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.671 | 1 |
| 1 | True | 14,347,336 | 1,002,520 | 66 | 3,798 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.004 | 0.329 | 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 | 1,895,477 | 632 | 925 | -0.021 | -0.001 | -0.012 | 0.021 | 0.016 | 0.016 | 0.728 | 2 |
| 1 | True | 22,964,418 | 706,575 | 88 | 3,868 | -0.021 | -0.000 | -0.012 | 0.021 | 0.016 | 0.016 | 0.272 | 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 | 1,568,683 | 639 | 866 | -0.034 | -0.007 | -0.024 | 0.034 | 0.027 | 0.027 | 0.699 | 3 |
| 1 | True | 28,738,235 | 675,750 | 81 | 3,383 | -0.033 | -0.003 | -0.022 | 0.032 | 0.027 | 0.027 | 0.301 | 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 | 1,781,685 | 629 | 871 | -0.045 | -0.010 | -0.036 | 0.045 | 0.039 | 0.039 | 0.782 | 4 |
| 1 | True | 31,162,117 | 497,867 | 90 | 3,147 | -0.045 | 0.006 | 0.036 | 0.045 | 0.040 | 0.041 | 0.218 | 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 | 1,374,669 | 610 | 858 | -0.060 | -0.022 | -0.049 | 0.060 | 0.052 | 0.052 | 0.606 | 5 |
| 1 | True | 38,605,264 | 895,287 | 110 | 2,603 | -0.059 | 0.003 | 0.046 | 0.060 | 0.053 | 0.053 | 0.394 | 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 | 1,996,628 | 602 | 870 | -0.076 | -0.032 | -0.066 | 0.076 | 0.068 | 0.069 | 0.619 | 6 |
| 1 | True | 42,110,765 | 1,226,475 | 118 | 3,126 | -0.076 | 0.004 | 0.061 | 0.076 | 0.068 | 0.069 | 0.381 | 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 | 1,122,793 | 583 | 808 | -0.098 | -0.047 | -0.084 | 0.098 | 0.087 | 0.087 | 0.596 | 7 |
| 1 | True | 51,564,490 | 762,094 | 136 | 2,591 | -0.098 | -0.013 | -0.078 | 0.098 | 0.086 | 0.086 | 0.404 | 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 | 1,390,807 | 590 | 732 | -0.126 | -0.063 | -0.108 | 0.126 | 0.112 | 0.111 | 0.481 | 8 |
| 1 | True | 53,277,815 | 1,499,800 | 130 | 1,839 | -0.126 | -0.005 | -0.099 | 0.125 | 0.112 | 0.112 | 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 | 1,552,504 | 587 | 649 | -0.166 | -0.102 | -0.139 | 0.166 | 0.144 | 0.143 | 0.695 | 9 |
| 1 | True | 52,143,013 | 680,474 | 133 | 1,518 | -0.164 | -0.027 | -0.130 | 0.166 | 0.144 | 0.142 | 0.305 | 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 | 1,006,255 | 584 | 402 | -0.366 | -0.176 | -0.196 | 0.273 | 0.211 | 0.199 | 0.335 | 10 |
| 1 | True | 65,164,365 | 1,994,936 | 136 | 3,226 | -0.343 | -0.010 | -0.168 | 0.352 | 0.213 | 0.200 | 0.665 | 10 |