| 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 | 2,044,766 | 657 | 989 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.719 | 1 |
| 1 | True | 17,557,852 | 798,267 | 62 | 3,676 | -0.011 | -0.002 | -0.002 | 0.011 | 0.006 | 0.006 | 0.281 | 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 | 2,036,241 | 642 | 992 | -0.024 | -0.003 | -0.013 | 0.024 | 0.018 | 0.018 | 0.796 | 2 |
| 1 | True | 22,183,168 | 522,251 | 76 | 4,465 | -0.024 | -0.001 | -0.012 | 0.023 | 0.017 | 0.017 | 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 | 1,993,033 | 654 | 1,033 | -0.036 | -0.005 | -0.026 | 0.036 | 0.030 | 0.030 | 0.807 | 3 |
| 1 | True | 13,497,739 | 476,137 | 64 | 3,005 | -0.035 | 0.003 | 0.025 | 0.036 | 0.029 | 0.029 | 0.193 | 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 | 1,748,751 | 620 | 905 | -0.048 | -0.013 | -0.039 | 0.048 | 0.042 | 0.042 | 0.677 | 4 |
| 1 | True | 31,455,787 | 834,706 | 99 | 3,356 | -0.048 | -0.006 | -0.038 | 0.048 | 0.042 | 0.042 | 0.323 | 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 | 1,398,262 | 627 | 868 | -0.062 | -0.018 | -0.051 | 0.063 | 0.055 | 0.055 | 0.439 | 5 |
| 1 | True | 30,194,933 | 1,788,239 | 91 | 2,968 | -0.063 | -0.005 | -0.049 | 0.062 | 0.055 | 0.054 | 0.561 | 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 | 1,502,302 | 604 | 747 | -0.079 | -0.031 | -0.068 | 0.079 | 0.071 | 0.070 | 0.574 | 6 |
| 1 | True | 43,876,700 | 1,116,703 | 114 | 2,466 | -0.079 | -0.002 | -0.063 | 0.079 | 0.071 | 0.071 | 0.426 | 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 | 1,321,706 | 592 | 748 | -0.100 | -0.053 | -0.087 | 0.100 | 0.089 | 0.089 | 0.581 | 7 |
| 1 | True | 45,823,707 | 954,008 | 127 | 2,538 | -0.100 | -0.022 | -0.083 | 0.099 | 0.090 | 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 | 1,293,551 | 577 | 739 | -0.127 | -0.068 | -0.109 | 0.127 | 0.113 | 0.112 | 0.511 | 8 |
| 1 | True | 58,839,248 | 1,237,318 | 141 | 2,255 | -0.126 | 0.000 | -0.101 | 0.127 | 0.113 | 0.113 | 0.489 | 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 | 1,169,468 | 582 | 575 | -0.165 | -0.109 | -0.143 | 0.165 | 0.145 | 0.144 | 0.494 | 9 |
| 1 | True | 68,286,058 | 1,198,542 | 136 | 2,086 | -0.164 | 0.002 | 0.000 | 0.165 | 0.144 | 0.143 | 0.506 | 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 | 966,011 | 588 | 356 | -0.392 | -0.189 | -0.203 | 0.282 | 0.216 | 0.205 | 0.408 | 10 |
| 1 | True | 69,774,053 | 1,403,667 | 131 | 2,244 | -0.328 | -0.022 | -0.170 | 0.293 | 0.207 | 0.199 | 0.592 | 10 |