| 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 | 2,143,640 | 679 | 983 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.706 | 1 |
| 1 | True | 20,197,301 | 891,523 | 70 | 3,659 | -0.011 | -0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.294 | 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 | 1,591,233 | 683 | 1,029 | -0.022 | -0.003 | -0.013 | 0.022 | 0.017 | 0.017 | 0.743 | 2 |
| 1 | True | 14,956,029 | 549,666 | 66 | 3,356 | -0.022 | 0.002 | 0.013 | 0.022 | 0.017 | 0.017 | 0.257 | 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 | 1,779,242 | 682 | 944 | -0.034 | -0.007 | -0.025 | 0.034 | 0.028 | 0.028 | 0.743 | 3 |
| 1 | True | 19,077,380 | 613,921 | 67 | 3,724 | -0.034 | -0.002 | -0.023 | 0.034 | 0.029 | 0.029 | 0.257 | 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 | 1,503,152 | 641 | 896 | -0.046 | -0.013 | -0.037 | 0.046 | 0.040 | 0.039 | 0.527 | 4 |
| 1 | True | 35,085,823 | 1,348,589 | 108 | 4,592 | -0.046 | -0.006 | -0.036 | 0.046 | 0.040 | 0.041 | 0.473 | 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 | 1,523,687 | 658 | 817 | -0.059 | -0.019 | -0.049 | 0.059 | 0.052 | 0.052 | 0.643 | 5 |
| 1 | True | 27,834,892 | 844,768 | 91 | 3,105 | -0.058 | -0.002 | -0.046 | 0.059 | 0.053 | 0.053 | 0.357 | 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 | 1,537,267 | 628 | 739 | -0.075 | -0.027 | -0.063 | 0.075 | 0.067 | 0.067 | 0.578 | 6 |
| 1 | True | 46,798,360 | 1,122,343 | 120 | 2,588 | -0.075 | -0.005 | -0.060 | 0.075 | 0.067 | 0.068 | 0.422 | 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 | 1,234,393 | 598 | 790 | -0.096 | -0.043 | -0.082 | 0.095 | 0.085 | 0.085 | 0.335 | 7 |
| 1 | True | 64,720,354 | 2,455,572 | 151 | 2,153 | -0.095 | -0.022 | -0.078 | 0.096 | 0.085 | 0.084 | 0.665 | 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 | 1,307,548 | 625 | 705 | -0.123 | -0.063 | -0.105 | 0.123 | 0.108 | 0.107 | 0.605 | 8 |
| 1 | True | 38,703,512 | 855,055 | 124 | 2,236 | -0.123 | -0.022 | -0.099 | 0.123 | 0.108 | 0.108 | 0.395 | 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 | 1,708,319 | 604 | 616 | -0.164 | -0.098 | -0.138 | 0.164 | 0.142 | 0.141 | 0.652 | 9 |
| 1 | True | 64,871,692 | 913,654 | 145 | 1,790 | -0.163 | -0.019 | -0.127 | 0.162 | 0.141 | 0.140 | 0.348 | 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 | 1,614,651 | 619 | 478 | -0.390 | -0.176 | -0.193 | 0.315 | 0.208 | 0.196 | 0.463 | 10 |
| 1 | True | 69,627,759 | 1,871,486 | 130 | 2,816 | -0.320 | 0.012 | 0.170 | 0.289 | 0.203 | 0.195 | 0.537 | 10 |