| 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 | 1,497,022 | 642 | 954 | -0.011 | -0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.598 | 1 |
| 1 | True | 16,623,350 | 1,007,082 | 77 | 3,806 | -0.011 | -0.001 | -0.000 | 0.011 | 0.006 | 0.006 | 0.402 | 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 | 2,196,311 | 644 | 948 | -0.023 | -0.003 | -0.013 | 0.023 | 0.017 | 0.017 | 0.803 | 2 |
| 1 | True | 23,326,563 | 538,319 | 74 | 3,647 | -0.023 | -0.001 | -0.012 | 0.022 | 0.017 | 0.017 | 0.197 | 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 | 1,615,967 | 633 | 915 | -0.034 | -0.007 | -0.025 | 0.034 | 0.028 | 0.028 | 0.602 | 3 |
| 1 | True | 21,157,011 | 1,070,493 | 85 | 2,952 | -0.034 | -0.003 | -0.023 | 0.034 | 0.028 | 0.028 | 0.398 | 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 | 1,309,263 | 609 | 890 | -0.047 | -0.014 | -0.037 | 0.047 | 0.041 | 0.040 | 0.578 | 4 |
| 1 | True | 42,550,184 | 954,314 | 110 | 3,281 | -0.047 | 0.001 | 0.035 | 0.047 | 0.041 | 0.041 | 0.422 | 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 | 2,049,979 | 616 | 796 | -0.061 | -0.022 | -0.051 | 0.061 | 0.054 | 0.054 | 0.763 | 5 |
| 1 | True | 33,596,655 | 638,358 | 102 | 2,243 | -0.061 | 0.006 | 0.049 | 0.061 | 0.054 | 0.054 | 0.237 | 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 | 1,425,231 | 589 | 857 | -0.078 | -0.042 | -0.067 | 0.078 | 0.069 | 0.069 | 0.556 | 6 |
| 1 | True | 48,102,235 | 1,137,507 | 129 | 3,427 | -0.077 | 0.001 | 0.061 | 0.078 | 0.069 | 0.069 | 0.444 | 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 | 1,405,765 | 598 | 713 | -0.099 | -0.048 | -0.084 | 0.099 | 0.088 | 0.088 | 0.598 | 7 |
| 1 | True | 48,572,785 | 944,676 | 121 | 2,573 | -0.098 | -0.018 | -0.082 | 0.099 | 0.089 | 0.090 | 0.402 | 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 | 1,096,680 | 574 | 755 | -0.127 | -0.073 | -0.110 | 0.127 | 0.112 | 0.112 | 0.419 | 8 |
| 1 | True | 58,091,977 | 1,518,568 | 144 | 1,531 | -0.127 | -0.018 | -0.103 | 0.126 | 0.113 | 0.113 | 0.581 | 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 | 1,495,395 | 600 | 623 | -0.165 | -0.099 | -0.142 | 0.165 | 0.145 | 0.145 | 0.656 | 9 |
| 1 | True | 44,367,858 | 785,788 | 118 | 1,899 | -0.165 | -0.010 | -0.130 | 0.165 | 0.145 | 0.144 | 0.344 | 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 | 1,250,405 | 588 | 428 | -0.406 | -0.169 | -0.194 | 0.270 | 0.211 | 0.198 | 0.433 | 10 |
| 1 | True | 65,034,300 | 1,634,998 | 131 | 3,044 | -0.330 | -0.014 | -0.168 | 0.364 | 0.211 | 0.197 | 0.567 | 10 |