| 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 | 2,230,630 | 658 | 1,029 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.781 | 1 |
| 1 | True | 17,127,293 | 625,368 | 60 | 3,434 | -0.011 | -0.001 | 0.001 | 0.011 | 0.005 | 0.005 | 0.219 | 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 | 2,071,540 | 653 | 989 | -0.023 | -0.004 | -0.014 | 0.023 | 0.017 | 0.017 | 0.765 | 2 |
| 1 | True | 20,179,374 | 637,454 | 65 | 4,237 | -0.023 | -0.002 | -0.013 | 0.023 | 0.017 | 0.018 | 0.235 | 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 | 1,842,508 | 640 | 997 | -0.035 | -0.008 | -0.026 | 0.035 | 0.029 | 0.029 | 0.761 | 3 |
| 1 | True | 18,493,681 | 579,062 | 78 | 3,954 | -0.034 | -0.001 | -0.000 | 0.034 | 0.029 | 0.030 | 0.239 | 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 | 1,729,632 | 625 | 872 | -0.047 | -0.015 | -0.038 | 0.047 | 0.041 | 0.041 | 0.653 | 4 |
| 1 | True | 31,564,657 | 919,227 | 93 | 3,335 | -0.047 | -0.007 | -0.036 | 0.047 | 0.040 | 0.040 | 0.347 | 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 | 1,457,874 | 627 | 838 | -0.061 | -0.021 | -0.050 | 0.061 | 0.053 | 0.053 | 0.610 | 5 |
| 1 | True | 28,612,102 | 930,378 | 91 | 2,417 | -0.061 | -0.003 | -0.048 | 0.061 | 0.053 | 0.053 | 0.390 | 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 | 1,428,402 | 614 | 804 | -0.076 | -0.031 | -0.066 | 0.076 | 0.069 | 0.068 | 0.619 | 6 |
| 1 | True | 41,543,865 | 880,558 | 104 | 2,837 | -0.076 | -0.003 | -0.062 | 0.076 | 0.069 | 0.069 | 0.381 | 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 | 1,104,002 | 608 | 735 | -0.097 | -0.047 | -0.084 | 0.097 | 0.087 | 0.087 | 0.489 | 7 |
| 1 | True | 38,341,386 | 1,152,414 | 110 | 2,472 | -0.096 | -0.019 | -0.081 | 0.096 | 0.086 | 0.086 | 0.511 | 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 | 1,178,238 | 572 | 754 | -0.121 | -0.068 | -0.105 | 0.121 | 0.108 | 0.108 | 0.390 | 8 |
| 1 | True | 64,425,101 | 1,845,931 | 146 | 1,948 | -0.121 | -0.024 | -0.101 | 0.121 | 0.108 | 0.108 | 0.610 | 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 | 1,236,838 | 575 | 591 | -0.156 | -0.089 | -0.134 | 0.156 | 0.137 | 0.136 | 0.495 | 9 |
| 1 | True | 63,378,856 | 1,261,380 | 143 | 2,075 | -0.156 | -0.020 | -0.126 | 0.156 | 0.138 | 0.139 | 0.505 | 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 | 1,005,157 | 561 | 360 | -0.357 | -0.165 | -0.190 | 0.277 | 0.203 | 0.192 | 0.372 | 10 |
| 1 | True | 76,254,334 | 1,697,974 | 157 | 2,302 | -0.298 | 0.008 | 0.158 | 0.293 | 0.200 | 0.193 | 0.628 | 10 |