| 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 | 2,407,878 | 688 | 1,085 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.864 | 1 |
| 1 | True | 19,436,773 | 380,240 | 61 | 3,331 | -0.011 | -0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.136 | 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 | 1,412,421 | 696 | 951 | -0.022 | -0.003 | -0.013 | 0.022 | 0.016 | 0.016 | 0.792 | 2 |
| 1 | True | 14,153,507 | 370,699 | 53 | 4,337 | -0.021 | 0.000 | 0.011 | 0.021 | 0.016 | 0.016 | 0.208 | 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 | 1,777,369 | 677 | 948 | -0.033 | -0.008 | -0.025 | 0.033 | 0.028 | 0.028 | 0.683 | 3 |
| 1 | True | 21,764,158 | 823,782 | 72 | 3,514 | -0.032 | -0.002 | -0.023 | 0.033 | 0.028 | 0.028 | 0.317 | 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 | 1,690,722 | 655 | 850 | -0.046 | -0.010 | -0.036 | 0.045 | 0.039 | 0.039 | 0.649 | 4 |
| 1 | True | 25,642,964 | 913,037 | 94 | 3,201 | -0.045 | 0.001 | 0.000 | 0.046 | 0.039 | 0.039 | 0.351 | 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 | 1,929,064 | 637 | 890 | -0.059 | -0.017 | -0.049 | 0.059 | 0.052 | 0.052 | 0.692 | 5 |
| 1 | True | 33,296,512 | 856,976 | 112 | 3,469 | -0.059 | -0.003 | -0.046 | 0.059 | 0.053 | 0.053 | 0.308 | 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 | 1,825,139 | 617 | 897 | -0.075 | -0.023 | -0.063 | 0.075 | 0.067 | 0.067 | 0.597 | 6 |
| 1 | True | 54,487,741 | 1,229,727 | 131 | 2,667 | -0.075 | -0.004 | -0.060 | 0.075 | 0.067 | 0.066 | 0.403 | 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 | 1,753,428 | 617 | 706 | -0.097 | -0.045 | -0.082 | 0.096 | 0.085 | 0.085 | 0.428 | 7 |
| 1 | True | 54,135,135 | 2,339,935 | 132 | 2,655 | -0.097 | -0.017 | -0.079 | 0.097 | 0.086 | 0.087 | 0.572 | 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 | 1,234,328 | 592 | 695 | -0.126 | -0.059 | -0.106 | 0.126 | 0.110 | 0.110 | 0.500 | 8 |
| 1 | True | 52,299,745 | 1,233,178 | 157 | 2,192 | -0.126 | -0.013 | -0.100 | 0.126 | 0.111 | 0.110 | 0.500 | 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 | 1,410,537 | 615 | 614 | -0.168 | -0.111 | -0.143 | 0.168 | 0.147 | 0.146 | 0.552 | 9 |
| 1 | True | 66,858,362 | 1,146,062 | 134 | 2,025 | -0.166 | -0.002 | -0.126 | 0.167 | 0.144 | 0.142 | 0.448 | 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 | 1,183,596 | 641 | 393 | -0.411 | -0.195 | -0.201 | 0.331 | 0.216 | 0.203 | 0.431 | 10 |
| 1 | True | 58,705,270 | 1,565,684 | 108 | 2,660 | -0.335 | -0.010 | -0.171 | 0.300 | 0.213 | 0.203 | 0.569 | 10 |