| 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 | 2,219,895 | 659 | 1,058 | -0.011 | 0.000 | 0.000 | 0.011 | 0.005 | 0.005 | 0.637 | 1 |
| 1 | True | 17,988,296 | 1,264,669 | 60 | 2,970 | -0.011 | -0.001 | -0.002 | 0.010 | 0.005 | 0.006 | 0.363 | 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 | 1,466,269 | 655 | 944 | -0.021 | -0.003 | -0.013 | 0.021 | 0.016 | 0.016 | 0.720 | 2 |
| 1 | True | 15,749,746 | 569,633 | 64 | 4,009 | -0.021 | -0.002 | -0.011 | 0.021 | 0.015 | 0.016 | 0.280 | 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 | 2,059,678 | 647 | 999 | -0.033 | -0.003 | -0.022 | 0.033 | 0.027 | 0.027 | 0.722 | 3 |
| 1 | True | 25,712,238 | 792,905 | 72 | 4,334 | -0.033 | -0.006 | -0.023 | 0.032 | 0.026 | 0.027 | 0.278 | 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 | 1,626,231 | 625 | 871 | -0.046 | -0.008 | -0.035 | 0.046 | 0.040 | 0.040 | 0.671 | 4 |
| 1 | True | 26,140,482 | 795,861 | 94 | 3,238 | -0.046 | 0.004 | 0.034 | 0.046 | 0.040 | 0.039 | 0.329 | 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 | 2,040,678 | 608 | 866 | -0.059 | -0.017 | -0.049 | 0.059 | 0.053 | 0.052 | 0.711 | 5 |
| 1 | True | 43,194,679 | 830,790 | 111 | 3,035 | -0.059 | -0.004 | -0.047 | 0.059 | 0.053 | 0.053 | 0.289 | 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 | 1,418,244 | 602 | 864 | -0.075 | -0.024 | -0.063 | 0.075 | 0.067 | 0.067 | 0.600 | 6 |
| 1 | True | 36,357,108 | 946,121 | 116 | 2,720 | -0.075 | 0.001 | 0.059 | 0.075 | 0.067 | 0.067 | 0.400 | 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 | 1,508,904 | 580 | 832 | -0.099 | -0.043 | -0.083 | 0.099 | 0.087 | 0.087 | 0.534 | 7 |
| 1 | True | 52,900,476 | 1,319,207 | 139 | 2,700 | -0.099 | -0.002 | -0.076 | 0.099 | 0.087 | 0.086 | 0.466 | 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 | 1,414,722 | 554 | 701 | -0.129 | -0.068 | -0.109 | 0.129 | 0.114 | 0.113 | 0.551 | 8 |
| 1 | True | 63,474,670 | 1,153,678 | 165 | 2,039 | -0.128 | -0.003 | -0.100 | 0.129 | 0.112 | 0.111 | 0.449 | 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 | 1,419,810 | 573 | 652 | -0.174 | -0.120 | -0.147 | 0.170 | 0.150 | 0.149 | 0.570 | 9 |
| 1 | True | 64,535,546 | 1,069,122 | 146 | 1,701 | -0.173 | -0.016 | -0.133 | 0.171 | 0.149 | 0.150 | 0.430 | 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 | 764,392 | 621 | 366 | -0.433 | -0.209 | -0.212 | 0.254 | 0.224 | 0.213 | 0.332 | 10 |
| 1 | True | 54,772,683 | 1,539,314 | 98 | 3,126 | -0.328 | -0.022 | -0.177 | 0.287 | 0.216 | 0.206 | 0.668 | 10 |