| 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 | 1,425,656 | 635 | 889 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.643 | 1 |
| 1 | True | 21,211,149 | 792,818 | 84 | 4,960 | -0.010 | -0.000 | 0.001 | 0.011 | 0.005 | 0.005 | 0.357 | 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 | 2,014,735 | 640 | 981 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.754 | 2 |
| 1 | True | 17,654,500 | 658,457 | 78 | 3,457 | -0.022 | -0.000 | -0.011 | 0.022 | 0.016 | 0.016 | 0.246 | 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 | 2,001,058 | 636 | 948 | -0.034 | -0.005 | -0.024 | 0.034 | 0.028 | 0.028 | 0.727 | 3 |
| 1 | True | 23,440,654 | 750,722 | 82 | 3,221 | -0.034 | 0.003 | 0.024 | 0.034 | 0.028 | 0.029 | 0.273 | 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 | 1,697,344 | 622 | 843 | -0.046 | -0.013 | -0.037 | 0.046 | 0.040 | 0.040 | 0.742 | 4 |
| 1 | True | 34,038,636 | 590,852 | 97 | 2,231 | -0.046 | 0.001 | 0.034 | 0.046 | 0.041 | 0.041 | 0.258 | 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 | 1,499,595 | 609 | 789 | -0.061 | -0.020 | -0.050 | 0.061 | 0.054 | 0.053 | 0.503 | 5 |
| 1 | True | 36,045,511 | 1,482,925 | 109 | 2,811 | -0.061 | 0.008 | 0.048 | 0.061 | 0.053 | 0.053 | 0.497 | 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 | 1,486,516 | 594 | 833 | -0.078 | -0.038 | -0.067 | 0.078 | 0.069 | 0.069 | 0.593 | 6 |
| 1 | True | 48,645,109 | 1,021,967 | 124 | 2,875 | -0.078 | 0.000 | 0.062 | 0.077 | 0.070 | 0.070 | 0.407 | 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 | 1,441,082 | 611 | 795 | -0.099 | -0.049 | -0.084 | 0.099 | 0.088 | 0.087 | 0.699 | 7 |
| 1 | True | 41,436,924 | 621,794 | 108 | 3,018 | -0.099 | -0.005 | -0.079 | 0.099 | 0.088 | 0.088 | 0.301 | 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 | 1,034,057 | 577 | 733 | -0.126 | -0.068 | -0.110 | 0.126 | 0.113 | 0.112 | 0.376 | 8 |
| 1 | True | 58,589,976 | 1,718,143 | 141 | 1,540 | -0.126 | -0.011 | -0.101 | 0.126 | 0.113 | 0.115 | 0.624 | 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 | 1,619,730 | 585 | 627 | -0.164 | -0.095 | -0.141 | 0.164 | 0.145 | 0.145 | 0.616 | 9 |
| 1 | True | 54,989,395 | 1,011,043 | 133 | 1,901 | -0.163 | -0.009 | -0.128 | 0.164 | 0.143 | 0.142 | 0.384 | 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 | 1,042,015 | 576 | 424 | -0.401 | -0.177 | -0.196 | 0.271 | 0.212 | 0.199 | 0.403 | 10 |
| 1 | True | 65,880,435 | 1,546,826 | 143 | 2,900 | -0.334 | -0.025 | -0.169 | 0.350 | 0.206 | 0.194 | 0.597 | 10 |