| 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 | 1,981,720 | 694 | 951 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.829 | 1 |
| 1 | True | 10,440,624 | 407,535 | 55 | 4,559 | -0.011 | -0.001 | -0.002 | 0.010 | 0.005 | 0.004 | 0.171 | 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 | 2,172,617 | 682 | 973 | -0.022 | -0.003 | -0.012 | 0.022 | 0.016 | 0.016 | 0.747 | 2 |
| 1 | True | 20,032,018 | 735,456 | 67 | 3,021 | -0.021 | -0.001 | -0.012 | 0.021 | 0.016 | 0.016 | 0.253 | 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 | 1,883,347 | 671 | 1,030 | -0.033 | -0.006 | -0.023 | 0.033 | 0.027 | 0.027 | 0.687 | 3 |
| 1 | True | 23,614,153 | 859,625 | 78 | 4,421 | -0.033 | 0.002 | 0.024 | 0.033 | 0.027 | 0.028 | 0.313 | 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 | 1,751,765 | 664 | 881 | -0.045 | -0.012 | -0.036 | 0.045 | 0.039 | 0.039 | 0.724 | 4 |
| 1 | True | 21,449,089 | 667,292 | 84 | 3,260 | -0.045 | -0.000 | -0.000 | 0.044 | 0.039 | 0.039 | 0.276 | 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 | 1,734,240 | 656 | 864 | -0.058 | -0.019 | -0.049 | 0.058 | 0.052 | 0.051 | 0.637 | 5 |
| 1 | True | 33,998,260 | 988,069 | 93 | 3,959 | -0.058 | -0.001 | -0.045 | 0.058 | 0.052 | 0.051 | 0.363 | 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 | 1,657,252 | 622 | 811 | -0.075 | -0.028 | -0.062 | 0.074 | 0.066 | 0.066 | 0.705 | 6 |
| 1 | True | 46,959,021 | 692,388 | 127 | 2,760 | -0.074 | -0.009 | -0.061 | 0.073 | 0.066 | 0.066 | 0.295 | 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 | 1,499,156 | 615 | 730 | -0.094 | -0.041 | -0.081 | 0.094 | 0.084 | 0.084 | 0.505 | 7 |
| 1 | True | 48,905,527 | 1,469,528 | 133 | 2,277 | -0.094 | -0.012 | -0.077 | 0.094 | 0.084 | 0.084 | 0.495 | 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 | 1,317,818 | 607 | 695 | -0.123 | -0.061 | -0.104 | 0.123 | 0.108 | 0.108 | 0.388 | 8 |
| 1 | True | 58,205,924 | 2,074,985 | 142 | 2,310 | -0.123 | -0.027 | -0.099 | 0.121 | 0.110 | 0.111 | 0.612 | 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 | 1,243,856 | 608 | 630 | -0.161 | -0.096 | -0.137 | 0.161 | 0.141 | 0.140 | 0.538 | 9 |
| 1 | True | 65,641,659 | 1,067,268 | 141 | 2,064 | -0.159 | 0.006 | 0.125 | 0.160 | 0.139 | 0.137 | 0.462 | 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 | 1,251,464 | 613 | 423 | -0.405 | -0.177 | -0.193 | 0.369 | 0.209 | 0.195 | 0.391 | 10 |
| 1 | True | 72,528,696 | 1,947,139 | 136 | 2,611 | -0.308 | -0.012 | -0.163 | 0.305 | 0.202 | 0.194 | 0.609 | 10 |