| 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 | 2,216,918 | 679 | 986 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.006 | 0.700 | 1 |
| 1 | True | 16,240,394 | 949,958 | 70 | 3,760 | -0.011 | 0.001 | 0.001 | 0.011 | 0.006 | 0.006 | 0.300 | 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 | 1,685,965 | 676 | 986 | -0.023 | -0.002 | -0.012 | 0.023 | 0.017 | 0.017 | 0.733 | 2 |
| 1 | True | 20,709,340 | 614,247 | 73 | 4,730 | -0.022 | -0.002 | -0.011 | 0.023 | 0.017 | 0.017 | 0.267 | 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 | 1,873,301 | 691 | 934 | -0.034 | -0.009 | -0.025 | 0.034 | 0.028 | 0.028 | 0.779 | 3 |
| 1 | True | 18,463,048 | 531,536 | 58 | 5,292 | -0.034 | 0.002 | 0.023 | 0.034 | 0.028 | 0.028 | 0.221 | 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 | 1,479,272 | 660 | 958 | -0.046 | -0.012 | -0.037 | 0.046 | 0.040 | 0.040 | 0.575 | 4 |
| 1 | True | 21,981,696 | 1,093,205 | 89 | 3,078 | -0.046 | -0.008 | -0.036 | 0.046 | 0.040 | 0.041 | 0.425 | 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 | 1,300,599 | 644 | 824 | -0.059 | -0.018 | -0.050 | 0.059 | 0.052 | 0.053 | 0.488 | 5 |
| 1 | True | 38,041,028 | 1,363,248 | 105 | 3,364 | -0.059 | -0.001 | -0.047 | 0.058 | 0.052 | 0.052 | 0.512 | 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 | 1,230,748 | 613 | 751 | -0.075 | -0.023 | -0.062 | 0.075 | 0.066 | 0.066 | 0.520 | 6 |
| 1 | True | 47,912,560 | 1,134,705 | 135 | 2,941 | -0.075 | -0.012 | -0.062 | 0.074 | 0.067 | 0.068 | 0.480 | 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 | 1,345,891 | 600 | 701 | -0.095 | -0.045 | -0.081 | 0.094 | 0.084 | 0.084 | 0.490 | 7 |
| 1 | True | 53,118,269 | 1,398,726 | 149 | 2,039 | -0.094 | -0.023 | -0.078 | 0.093 | 0.084 | 0.083 | 0.510 | 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 | 1,248,810 | 607 | 696 | -0.123 | -0.065 | -0.104 | 0.122 | 0.107 | 0.107 | 0.416 | 8 |
| 1 | True | 50,584,610 | 1,750,587 | 142 | 2,195 | -0.122 | -0.021 | -0.098 | 0.123 | 0.108 | 0.107 | 0.584 | 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 | 1,809,407 | 607 | 608 | -0.162 | -0.100 | -0.138 | 0.162 | 0.141 | 0.140 | 0.654 | 9 |
| 1 | True | 66,567,030 | 957,906 | 142 | 1,945 | -0.162 | -0.010 | -0.125 | 0.162 | 0.140 | 0.138 | 0.346 | 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 | 1,584,336 | 630 | 470 | -0.390 | -0.179 | -0.193 | 0.295 | 0.208 | 0.195 | 0.472 | 10 |
| 1 | True | 67,748,149 | 1,769,412 | 119 | 3,141 | -0.320 | 0.007 | 0.165 | 0.319 | 0.204 | 0.192 | 0.528 | 10 |