| 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 | 1,625,725 | 661 | 1,022 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.526 | 1 |
| 1 | True | 14,710,870 | 1,464,605 | 58 | 3,892 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.474 | 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 | 1,827,548 | 658 | 970 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.806 | 2 |
| 1 | True | 16,868,681 | 439,218 | 61 | 2,715 | -0.022 | -0.002 | -0.011 | 0.021 | 0.015 | 0.015 | 0.194 | 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 | 2,063,101 | 632 | 1,049 | -0.034 | -0.005 | -0.024 | 0.034 | 0.028 | 0.028 | 0.687 | 3 |
| 1 | True | 29,598,924 | 939,542 | 87 | 3,466 | -0.034 | -0.005 | -0.024 | 0.034 | 0.028 | 0.028 | 0.313 | 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 | 1,910,377 | 617 | 959 | -0.048 | -0.009 | -0.037 | 0.048 | 0.041 | 0.041 | 0.661 | 4 |
| 1 | True | 36,907,409 | 980,655 | 102 | 3,613 | -0.047 | 0.003 | 0.035 | 0.047 | 0.041 | 0.040 | 0.339 | 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 | 1,992,913 | 611 | 891 | -0.061 | -0.022 | -0.051 | 0.061 | 0.054 | 0.054 | 0.680 | 5 |
| 1 | True | 33,162,373 | 939,157 | 108 | 2,852 | -0.061 | 0.008 | 0.049 | 0.061 | 0.054 | 0.055 | 0.320 | 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 | 1,591,024 | 601 | 849 | -0.078 | -0.034 | -0.066 | 0.078 | 0.069 | 0.069 | 0.616 | 6 |
| 1 | True | 38,123,033 | 992,082 | 117 | 2,793 | -0.078 | -0.001 | -0.061 | 0.078 | 0.069 | 0.069 | 0.384 | 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 | 1,225,000 | 595 | 748 | -0.100 | -0.047 | -0.086 | 0.099 | 0.089 | 0.089 | 0.581 | 7 |
| 1 | True | 48,715,812 | 883,366 | 124 | 2,418 | -0.100 | -0.015 | -0.083 | 0.099 | 0.089 | 0.090 | 0.419 | 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 | 1,229,612 | 559 | 764 | -0.128 | -0.075 | -0.110 | 0.128 | 0.113 | 0.112 | 0.464 | 8 |
| 1 | True | 58,969,850 | 1,422,855 | 160 | 2,016 | -0.128 | -0.005 | -0.102 | 0.128 | 0.113 | 0.113 | 0.536 | 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 | 1,369,447 | 578 | 604 | -0.171 | -0.111 | -0.145 | 0.171 | 0.148 | 0.147 | 0.662 | 9 |
| 1 | True | 64,161,416 | 698,342 | 141 | 1,800 | -0.170 | -0.016 | -0.133 | 0.171 | 0.147 | 0.146 | 0.338 | 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 | 864,826 | 613 | 328 | -0.402 | -0.203 | -0.209 | 0.282 | 0.222 | 0.211 | 0.344 | 10 |
| 1 | True | 59,508,870 | 1,651,843 | 106 | 2,694 | -0.331 | -0.033 | -0.178 | 0.318 | 0.215 | 0.207 | 0.656 | 10 |