| 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 | 1,719,866 | 682 | 966 | -0.011 | -0.001 | -0.000 | 0.011 | 0.005 | 0.006 | 0.763 | 1 |
| 1 | True | 12,975,634 | 535,560 | 60 | 3,466 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.005 | 0.237 | 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 | 1,807,244 | 666 | 962 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.689 | 2 |
| 1 | True | 27,030,569 | 815,366 | 76 | 4,089 | -0.022 | -0.000 | -0.011 | 0.022 | 0.016 | 0.015 | 0.311 | 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 | 1,331,960 | 647 | 914 | -0.034 | -0.005 | -0.024 | 0.034 | 0.028 | 0.028 | 0.664 | 3 |
| 1 | True | 24,680,959 | 673,591 | 94 | 3,629 | -0.034 | -0.003 | -0.023 | 0.034 | 0.029 | 0.029 | 0.336 | 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 | 2,001,800 | 657 | 907 | -0.047 | -0.011 | -0.037 | 0.047 | 0.040 | 0.040 | 0.652 | 4 |
| 1 | True | 26,718,591 | 1,069,350 | 85 | 3,009 | -0.047 | 0.000 | -0.034 | 0.047 | 0.041 | 0.041 | 0.348 | 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 | 1,530,742 | 658 | 811 | -0.060 | -0.018 | -0.050 | 0.060 | 0.053 | 0.053 | 0.744 | 5 |
| 1 | True | 31,825,314 | 526,608 | 84 | 2,782 | -0.060 | -0.004 | -0.048 | 0.060 | 0.053 | 0.053 | 0.256 | 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 | 1,903,514 | 623 | 827 | -0.077 | -0.025 | -0.064 | 0.077 | 0.068 | 0.068 | 0.561 | 6 |
| 1 | True | 43,480,232 | 1,491,753 | 118 | 2,917 | -0.076 | 0.004 | 0.061 | 0.076 | 0.068 | 0.068 | 0.439 | 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 | 1,406,484 | 619 | 730 | -0.096 | -0.049 | -0.083 | 0.095 | 0.086 | 0.086 | 0.534 | 7 |
| 1 | True | 48,069,903 | 1,227,794 | 123 | 2,160 | -0.096 | -0.019 | -0.083 | 0.096 | 0.087 | 0.087 | 0.466 | 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 | 1,407,665 | 604 | 771 | -0.123 | -0.064 | -0.105 | 0.123 | 0.109 | 0.108 | 0.590 | 8 |
| 1 | True | 57,868,567 | 977,678 | 137 | 2,632 | -0.123 | -0.008 | -0.099 | 0.123 | 0.110 | 0.110 | 0.410 | 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 | 1,348,579 | 605 | 692 | -0.163 | -0.101 | -0.138 | 0.163 | 0.142 | 0.141 | 0.432 | 9 |
| 1 | True | 61,043,361 | 1,769,616 | 137 | 1,973 | -0.162 | 0.008 | 0.125 | 0.162 | 0.139 | 0.137 | 0.568 | 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 | 1,013,633 | 618 | 368 | -0.409 | -0.194 | -0.196 | 0.261 | 0.211 | 0.200 | 0.363 | 10 |
| 1 | True | 66,199,053 | 1,775,345 | 124 | 2,399 | -0.335 | -0.023 | -0.166 | 0.270 | 0.203 | 0.191 | 0.637 | 10 |