| 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 | 1,932,140 | 660 | 1,024 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.793 | 1 |
| 1 | True | 24,054,882 | 504,992 | 58 | 3,867 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.207 | 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 | 1,797,636 | 653 | 989 | -0.023 | -0.003 | -0.013 | 0.023 | 0.018 | 0.017 | 0.796 | 2 |
| 1 | True | 13,640,464 | 460,049 | 65 | 3,874 | -0.023 | -0.001 | -0.012 | 0.023 | 0.018 | 0.018 | 0.204 | 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 | 2,635,091 | 643 | 1,011 | -0.035 | -0.007 | -0.026 | 0.035 | 0.029 | 0.029 | 0.840 | 3 |
| 1 | True | 19,689,787 | 501,784 | 75 | 3,157 | -0.035 | -0.004 | -0.025 | 0.035 | 0.029 | 0.030 | 0.160 | 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 | 1,752,271 | 636 | 908 | -0.047 | -0.014 | -0.038 | 0.047 | 0.041 | 0.041 | 0.692 | 4 |
| 1 | True | 24,178,966 | 778,261 | 82 | 2,964 | -0.047 | -0.003 | -0.036 | 0.047 | 0.041 | 0.042 | 0.308 | 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 | 1,189,578 | 607 | 858 | -0.061 | -0.021 | -0.051 | 0.061 | 0.054 | 0.054 | 0.363 | 5 |
| 1 | True | 42,107,931 | 2,087,612 | 111 | 3,472 | -0.061 | 0.007 | 0.049 | 0.061 | 0.054 | 0.054 | 0.637 | 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 | 1,406,462 | 605 | 807 | -0.079 | -0.029 | -0.066 | 0.078 | 0.070 | 0.069 | 0.533 | 6 |
| 1 | True | 41,161,137 | 1,230,464 | 113 | 3,125 | -0.078 | -0.008 | -0.063 | 0.078 | 0.069 | 0.069 | 0.467 | 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 | 1,650,004 | 597 | 805 | -0.099 | -0.048 | -0.085 | 0.099 | 0.088 | 0.088 | 0.673 | 7 |
| 1 | True | 41,941,483 | 800,853 | 121 | 2,121 | -0.099 | -0.024 | -0.083 | 0.099 | 0.088 | 0.088 | 0.327 | 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 | 1,213,366 | 574 | 760 | -0.125 | -0.069 | -0.108 | 0.125 | 0.111 | 0.111 | 0.484 | 8 |
| 1 | True | 57,395,955 | 1,291,213 | 144 | 1,989 | -0.125 | -0.010 | -0.100 | 0.125 | 0.111 | 0.111 | 0.516 | 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 | 1,083,378 | 568 | 571 | -0.164 | -0.107 | -0.140 | 0.164 | 0.143 | 0.142 | 0.557 | 9 |
| 1 | True | 61,668,855 | 861,374 | 150 | 1,732 | -0.162 | -0.015 | -0.128 | 0.160 | 0.143 | 0.141 | 0.443 | 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 | 1,002,040 | 579 | 362 | -0.400 | -0.183 | -0.200 | 0.260 | 0.213 | 0.202 | 0.344 | 10 |
| 1 | True | 73,907,428 | 1,907,363 | 139 | 2,375 | -0.312 | -0.018 | -0.168 | 0.288 | 0.203 | 0.188 | 0.656 | 10 |