| 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 | 1,541,595 | 661 | 1,001 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.777 | 1 |
| 1 | True | 10,838,676 | 442,215 | 58 | 3,942 | -0.011 | 0.001 | 0.002 | 0.011 | 0.006 | 0.006 | 0.223 | 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 | 1,267,255 | 652 | 953 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.645 | 2 |
| 1 | True | 14,406,780 | 696,240 | 67 | 3,852 | -0.021 | -0.000 | 0.011 | 0.021 | 0.016 | 0.016 | 0.355 | 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 | 1,753,681 | 642 | 820 | -0.032 | -0.005 | -0.023 | 0.032 | 0.027 | 0.026 | 0.560 | 3 |
| 1 | True | 21,867,138 | 1,380,614 | 77 | 2,982 | -0.032 | -0.004 | -0.023 | 0.031 | 0.026 | 0.026 | 0.440 | 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 | 1,979,822 | 624 | 883 | -0.045 | -0.006 | -0.034 | 0.045 | 0.039 | 0.039 | 0.687 | 4 |
| 1 | True | 37,007,875 | 903,585 | 95 | 3,323 | -0.045 | -0.002 | -0.032 | 0.045 | 0.039 | 0.039 | 0.313 | 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 | 1,774,443 | 617 | 857 | -0.059 | -0.014 | -0.048 | 0.059 | 0.052 | 0.052 | 0.646 | 5 |
| 1 | True | 37,875,455 | 972,058 | 102 | 2,810 | -0.059 | 0.015 | 0.048 | 0.059 | 0.052 | 0.053 | 0.354 | 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 | 1,869,090 | 599 | 939 | -0.076 | -0.023 | -0.063 | 0.076 | 0.067 | 0.067 | 0.641 | 6 |
| 1 | True | 43,585,217 | 1,047,990 | 119 | 3,086 | -0.075 | -0.007 | -0.061 | 0.075 | 0.066 | 0.065 | 0.359 | 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 | 1,269,576 | 568 | 790 | -0.099 | -0.042 | -0.083 | 0.099 | 0.087 | 0.086 | 0.514 | 7 |
| 1 | True | 59,786,531 | 1,201,828 | 151 | 2,290 | -0.099 | -0.001 | -0.077 | 0.097 | 0.086 | 0.086 | 0.486 | 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 | 1,623,798 | 562 | 765 | -0.129 | -0.068 | -0.110 | 0.128 | 0.114 | 0.113 | 0.554 | 8 |
| 1 | True | 58,323,101 | 1,307,942 | 157 | 1,680 | -0.128 | -0.011 | -0.102 | 0.129 | 0.113 | 0.113 | 0.446 | 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 | 1,325,547 | 568 | 616 | -0.172 | -0.112 | -0.146 | 0.172 | 0.149 | 0.149 | 0.549 | 9 |
| 1 | True | 60,279,607 | 1,088,843 | 151 | 1,992 | -0.171 | -0.010 | -0.131 | 0.171 | 0.147 | 0.146 | 0.451 | 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 | 958,291 | 622 | 399 | -0.464 | -0.208 | -0.207 | 0.230 | 0.221 | 0.208 | 0.370 | 10 |
| 1 | True | 55,747,214 | 1,628,336 | 97 | 3,394 | -0.311 | -0.017 | -0.175 | 0.314 | 0.215 | 0.206 | 0.630 | 10 |