| 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 | 1,688,823 | 672 | 1,029 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.807 | 1 |
| 1 | True | 19,094,005 | 403,348 | 70 | 4,107 | -0.011 | 0.001 | 0.001 | 0.010 | 0.005 | 0.005 | 0.193 | 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 | 1,874,410 | 661 | 1,016 | -0.023 | -0.003 | -0.012 | 0.023 | 0.017 | 0.017 | 0.622 | 2 |
| 1 | True | 18,882,393 | 1,138,284 | 81 | 3,875 | -0.022 | -0.001 | -0.012 | 0.022 | 0.017 | 0.016 | 0.378 | 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 | 1,596,398 | 657 | 930 | -0.035 | -0.005 | -0.024 | 0.035 | 0.028 | 0.028 | 0.680 | 3 |
| 1 | True | 26,299,456 | 751,409 | 84 | 2,695 | -0.034 | -0.004 | -0.025 | 0.035 | 0.029 | 0.029 | 0.320 | 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 | 2,086,894 | 655 | 896 | -0.047 | -0.010 | -0.038 | 0.047 | 0.041 | 0.041 | 0.739 | 4 |
| 1 | True | 32,660,661 | 737,357 | 87 | 3,015 | -0.047 | -0.005 | -0.036 | 0.047 | 0.042 | 0.042 | 0.261 | 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 | 1,393,121 | 653 | 841 | -0.061 | -0.016 | -0.050 | 0.061 | 0.054 | 0.054 | 0.672 | 5 |
| 1 | True | 30,860,859 | 679,134 | 89 | 2,850 | -0.061 | -0.004 | -0.048 | 0.061 | 0.054 | 0.054 | 0.328 | 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 | 2,093,169 | 635 | 791 | -0.078 | -0.029 | -0.066 | 0.078 | 0.069 | 0.069 | 0.622 | 6 |
| 1 | True | 40,855,563 | 1,272,937 | 106 | 3,991 | -0.077 | 0.011 | 0.064 | 0.078 | 0.069 | 0.069 | 0.378 | 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 | 1,417,596 | 605 | 808 | -0.100 | -0.053 | -0.086 | 0.099 | 0.089 | 0.088 | 0.522 | 7 |
| 1 | True | 54,401,203 | 1,298,562 | 137 | 2,651 | -0.099 | -0.006 | -0.080 | 0.099 | 0.088 | 0.087 | 0.478 | 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 | 1,264,671 | 594 | 713 | -0.126 | -0.065 | -0.108 | 0.125 | 0.112 | 0.111 | 0.398 | 8 |
| 1 | True | 60,837,379 | 1,915,451 | 147 | 2,384 | -0.125 | -0.007 | -0.102 | 0.126 | 0.113 | 0.113 | 0.602 | 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 | 1,277,994 | 609 | 668 | -0.169 | -0.106 | -0.140 | 0.166 | 0.145 | 0.143 | 0.539 | 9 |
| 1 | True | 52,996,034 | 1,094,844 | 133 | 2,019 | -0.168 | -0.004 | -0.128 | 0.168 | 0.144 | 0.142 | 0.461 | 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 | 1,183,132 | 637 | 369 | -0.432 | -0.201 | -0.204 | 0.278 | 0.218 | 0.206 | 0.441 | 10 |
| 1 | True | 64,816,245 | 1,497,229 | 105 | 2,362 | -0.314 | -0.037 | -0.177 | 0.297 | 0.209 | 0.198 | 0.559 | 10 |