| 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 | 2,494,631 | 658 | 1,034 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.811 | 1 |
| 1 | True | 20,114,464 | 581,985 | 60 | 3,869 | -0.012 | -0.000 | -0.001 | 0.012 | 0.005 | 0.005 | 0.189 | 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 | 2,127,909 | 653 | 1,002 | -0.023 | -0.004 | -0.014 | 0.023 | 0.018 | 0.018 | 0.818 | 2 |
| 1 | True | 19,511,040 | 474,029 | 65 | 4,050 | -0.023 | -0.001 | -0.012 | 0.022 | 0.017 | 0.018 | 0.182 | 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 | 1,966,166 | 644 | 968 | -0.035 | -0.008 | -0.026 | 0.035 | 0.029 | 0.029 | 0.702 | 3 |
| 1 | True | 20,848,625 | 835,365 | 74 | 3,602 | -0.035 | -0.002 | -0.025 | 0.035 | 0.030 | 0.031 | 0.298 | 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 | 1,421,544 | 639 | 939 | -0.048 | -0.013 | -0.038 | 0.048 | 0.041 | 0.041 | 0.689 | 4 |
| 1 | True | 23,610,453 | 642,004 | 79 | 2,771 | -0.046 | -0.006 | -0.037 | 0.047 | 0.041 | 0.041 | 0.311 | 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 | 1,285,558 | 606 | 812 | -0.062 | -0.021 | -0.051 | 0.062 | 0.055 | 0.054 | 0.540 | 5 |
| 1 | True | 39,099,738 | 1,095,712 | 112 | 2,884 | -0.062 | 0.001 | 0.000 | 0.062 | 0.055 | 0.055 | 0.460 | 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 | 1,475,361 | 599 | 809 | -0.078 | -0.035 | -0.067 | 0.078 | 0.070 | 0.070 | 0.579 | 6 |
| 1 | True | 40,073,994 | 1,074,374 | 119 | 2,855 | -0.078 | -0.011 | -0.065 | 0.078 | 0.070 | 0.070 | 0.421 | 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 | 1,164,357 | 602 | 773 | -0.098 | -0.051 | -0.085 | 0.098 | 0.088 | 0.087 | 0.330 | 7 |
| 1 | True | 44,311,874 | 2,362,542 | 116 | 2,834 | -0.098 | -0.024 | -0.082 | 0.098 | 0.087 | 0.086 | 0.670 | 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 | 1,371,826 | 577 | 732 | -0.123 | -0.065 | -0.106 | 0.123 | 0.110 | 0.109 | 0.602 | 8 |
| 1 | True | 54,781,565 | 905,308 | 141 | 1,738 | -0.123 | -0.030 | -0.102 | 0.123 | 0.110 | 0.111 | 0.398 | 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 | 1,044,064 | 570 | 524 | -0.159 | -0.100 | -0.137 | 0.159 | 0.140 | 0.139 | 0.498 | 9 |
| 1 | True | 68,864,037 | 1,052,260 | 148 | 2,106 | -0.159 | -0.012 | -0.127 | 0.159 | 0.141 | 0.140 | 0.502 | 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 | 970,124 | 572 | 396 | -0.374 | -0.171 | -0.193 | 0.281 | 0.207 | 0.197 | 0.367 | 10 |
| 1 | True | 70,966,207 | 1,676,375 | 146 | 2,202 | -0.292 | -0.002 | -0.160 | 0.320 | 0.202 | 0.192 | 0.633 | 10 |