| 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 | 1,814,676 | 689 | 960 | -0.011 | -0.001 | -0.000 | 0.011 | 0.006 | 0.006 | 0.708 | 1 |
| 1 | True | 17,220,058 | 749,155 | 53 | 3,372 | -0.011 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.292 | 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 | 2,049,319 | 679 | 1,058 | -0.023 | -0.005 | -0.014 | 0.023 | 0.017 | 0.017 | 0.768 | 2 |
| 1 | True | 14,127,406 | 617,495 | 63 | 3,396 | -0.023 | 0.002 | 0.012 | 0.023 | 0.016 | 0.016 | 0.232 | 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 | 1,617,767 | 645 | 981 | -0.034 | -0.004 | -0.025 | 0.034 | 0.028 | 0.028 | 0.664 | 3 |
| 1 | True | 28,394,997 | 819,432 | 96 | 3,984 | -0.034 | -0.006 | -0.024 | 0.034 | 0.028 | 0.028 | 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 | 1,410,328 | 653 | 875 | -0.047 | -0.013 | -0.037 | 0.047 | 0.040 | 0.040 | 0.607 | 4 |
| 1 | True | 32,493,910 | 911,207 | 89 | 3,350 | -0.047 | -0.001 | -0.035 | 0.047 | 0.041 | 0.041 | 0.393 | 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 | 1,530,071 | 631 | 801 | -0.061 | -0.018 | -0.051 | 0.061 | 0.054 | 0.053 | 0.479 | 5 |
| 1 | True | 40,387,047 | 1,665,722 | 111 | 3,548 | -0.061 | 0.001 | 0.047 | 0.061 | 0.054 | 0.054 | 0.521 | 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 | 1,552,253 | 629 | 743 | -0.077 | -0.029 | -0.066 | 0.077 | 0.068 | 0.068 | 0.626 | 6 |
| 1 | True | 36,759,854 | 928,292 | 112 | 2,919 | -0.077 | -0.002 | -0.061 | 0.077 | 0.069 | 0.069 | 0.374 | 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 | 1,259,289 | 599 | 761 | -0.098 | -0.052 | -0.083 | 0.098 | 0.087 | 0.086 | 0.549 | 7 |
| 1 | True | 48,532,527 | 1,034,234 | 143 | 2,245 | -0.098 | -0.013 | -0.078 | 0.098 | 0.087 | 0.087 | 0.451 | 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 | 1,231,186 | 593 | 647 | -0.126 | -0.070 | -0.108 | 0.125 | 0.111 | 0.111 | 0.355 | 8 |
| 1 | True | 61,164,152 | 2,240,784 | 148 | 2,289 | -0.126 | -0.011 | -0.101 | 0.124 | 0.111 | 0.111 | 0.645 | 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 | 1,622,003 | 607 | 686 | -0.167 | -0.106 | -0.141 | 0.164 | 0.145 | 0.143 | 0.627 | 9 |
| 1 | True | 56,347,899 | 963,530 | 135 | 2,511 | -0.167 | -0.004 | -0.126 | 0.166 | 0.143 | 0.141 | 0.373 | 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 | 1,292,935 | 637 | 407 | -0.424 | -0.200 | -0.204 | 0.284 | 0.218 | 0.205 | 0.482 | 10 |
| 1 | True | 64,361,318 | 1,388,480 | 105 | 2,290 | -0.310 | -0.021 | -0.172 | 0.293 | 0.206 | 0.197 | 0.518 | 10 |