| 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 | 1,827,119 | 676 | 990 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.765 | 1 |
| 1 | True | 18,806,758 | 560,741 | 73 | 3,468 | -0.010 | 0.001 | 0.001 | 0.011 | 0.006 | 0.005 | 0.235 | 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 | 1,930,476 | 686 | 1,033 | -0.023 | -0.004 | -0.013 | 0.023 | 0.017 | 0.017 | 0.761 | 2 |
| 1 | True | 16,560,211 | 605,006 | 63 | 3,565 | -0.022 | -0.003 | -0.013 | 0.022 | 0.018 | 0.018 | 0.239 | 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 | 1,629,698 | 675 | 908 | -0.033 | -0.007 | -0.025 | 0.033 | 0.028 | 0.028 | 0.713 | 3 |
| 1 | True | 21,185,740 | 655,854 | 74 | 3,582 | -0.033 | -0.005 | -0.025 | 0.033 | 0.029 | 0.029 | 0.287 | 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 | 1,693,879 | 658 | 864 | -0.045 | -0.009 | -0.036 | 0.045 | 0.039 | 0.039 | 0.602 | 4 |
| 1 | True | 28,792,860 | 1,122,059 | 91 | 4,730 | -0.045 | -0.000 | 0.033 | 0.045 | 0.040 | 0.040 | 0.398 | 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 | 1,776,426 | 650 | 857 | -0.059 | -0.017 | -0.048 | 0.059 | 0.052 | 0.052 | 0.574 | 5 |
| 1 | True | 34,428,623 | 1,321,080 | 99 | 3,171 | -0.059 | -0.002 | -0.046 | 0.059 | 0.052 | 0.052 | 0.426 | 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 | 1,395,397 | 627 | 838 | -0.075 | -0.027 | -0.063 | 0.075 | 0.067 | 0.067 | 0.457 | 6 |
| 1 | True | 46,689,030 | 1,658,778 | 121 | 2,666 | -0.074 | 0.002 | 0.059 | 0.074 | 0.067 | 0.067 | 0.543 | 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 | 1,522,382 | 612 | 717 | -0.097 | -0.044 | -0.081 | 0.097 | 0.085 | 0.085 | 0.457 | 7 |
| 1 | True | 57,501,315 | 1,809,192 | 137 | 2,251 | -0.097 | -0.017 | -0.079 | 0.097 | 0.086 | 0.084 | 0.543 | 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 | 1,326,601 | 599 | 702 | -0.125 | -0.062 | -0.107 | 0.125 | 0.110 | 0.110 | 0.591 | 8 |
| 1 | True | 59,433,834 | 919,817 | 150 | 2,102 | -0.125 | -0.015 | -0.101 | 0.125 | 0.112 | 0.111 | 0.409 | 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 | 1,112,170 | 593 | 607 | -0.169 | -0.105 | -0.141 | 0.169 | 0.145 | 0.144 | 0.515 | 9 |
| 1 | True | 61,518,526 | 1,048,335 | 156 | 2,298 | -0.169 | -0.014 | -0.128 | 0.169 | 0.145 | 0.144 | 0.485 | 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 | 1,806,285 | 647 | 463 | -0.402 | -0.191 | -0.199 | 0.361 | 0.213 | 0.200 | 0.518 | 10 |
| 1 | True | 54,731,675 | 1,681,558 | 102 | 2,880 | -0.306 | 0.000 | 0.171 | 0.278 | 0.212 | 0.207 | 0.482 | 10 |