| 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 | 1,493,847 | 649 | 938 | -0.010 | -0.001 | -0.001 | 0.010 | 0.005 | 0.005 | 0.805 | 1 |
| 1 | True | 10,709,807 | 362,527 | 70 | 2,970 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.195 | 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 | 1,934,854 | 650 | 895 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.738 | 2 |
| 1 | True | 20,322,585 | 687,586 | 69 | 2,798 | -0.021 | 0.000 | 0.011 | 0.021 | 0.016 | 0.016 | 0.262 | 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 | 1,268,960 | 647 | 888 | -0.032 | -0.002 | -0.022 | 0.032 | 0.027 | 0.027 | 0.726 | 3 |
| 1 | True | 18,295,503 | 479,943 | 72 | 4,207 | -0.032 | -0.005 | -0.022 | 0.032 | 0.026 | 0.026 | 0.274 | 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 | 1,548,754 | 628 | 831 | -0.045 | -0.007 | -0.034 | 0.045 | 0.039 | 0.039 | 0.685 | 4 |
| 1 | True | 35,717,941 | 712,947 | 91 | 3,331 | -0.045 | 0.008 | 0.034 | 0.045 | 0.038 | 0.038 | 0.315 | 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 | 2,085,130 | 607 | 899 | -0.059 | -0.014 | -0.048 | 0.059 | 0.052 | 0.052 | 0.639 | 5 |
| 1 | True | 40,510,558 | 1,177,211 | 112 | 2,815 | -0.059 | 0.004 | 0.046 | 0.059 | 0.052 | 0.052 | 0.361 | 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 | 1,532,679 | 594 | 863 | -0.076 | -0.021 | -0.063 | 0.076 | 0.067 | 0.067 | 0.440 | 6 |
| 1 | True | 47,550,591 | 1,949,270 | 124 | 2,892 | -0.076 | -0.007 | -0.060 | 0.076 | 0.068 | 0.068 | 0.560 | 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 | 1,679,546 | 589 | 829 | -0.099 | -0.041 | -0.082 | 0.099 | 0.087 | 0.086 | 0.613 | 7 |
| 1 | True | 52,283,751 | 1,061,903 | 130 | 2,576 | -0.099 | 0.003 | 0.077 | 0.099 | 0.087 | 0.088 | 0.387 | 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 | 1,471,961 | 553 | 763 | -0.128 | -0.072 | -0.109 | 0.127 | 0.113 | 0.113 | 0.531 | 8 |
| 1 | True | 52,717,308 | 1,302,511 | 166 | 1,661 | -0.128 | -0.004 | -0.100 | 0.128 | 0.113 | 0.114 | 0.469 | 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 | 1,280,639 | 576 | 635 | -0.170 | -0.106 | -0.145 | 0.170 | 0.147 | 0.147 | 0.502 | 9 |
| 1 | True | 67,206,985 | 1,268,243 | 143 | 2,126 | -0.169 | -0.013 | -0.132 | 0.168 | 0.147 | 0.145 | 0.498 | 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 | 920,393 | 611 | 400 | -0.442 | -0.200 | -0.204 | 0.265 | 0.217 | 0.205 | 0.361 | 10 |
| 1 | True | 57,014,064 | 1,625,659 | 108 | 2,699 | -0.328 | -0.027 | -0.176 | 0.316 | 0.215 | 0.202 | 0.639 | 10 |