| 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 | 1,961,680 | 687 | 961 | -0.011 | 0.000 | 0.001 | 0.011 | 0.006 | 0.005 | 0.835 | 1 |
| 1 | True | 14,586,897 | 387,639 | 62 | 4,657 | -0.011 | 0.000 | 0.000 | 0.011 | 0.005 | 0.005 | 0.165 | 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 | 2,012,463 | 671 | 965 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.701 | 2 |
| 1 | True | 22,230,092 | 856,478 | 78 | 3,080 | -0.022 | 0.002 | 0.013 | 0.022 | 0.016 | 0.016 | 0.299 | 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 | 1,740,631 | 670 | 943 | -0.033 | -0.005 | -0.023 | 0.033 | 0.027 | 0.027 | 0.698 | 3 |
| 1 | True | 19,693,431 | 754,888 | 79 | 4,591 | -0.033 | -0.008 | -0.024 | 0.033 | 0.028 | 0.028 | 0.302 | 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 | 1,842,503 | 674 | 899 | -0.045 | -0.009 | -0.035 | 0.045 | 0.039 | 0.039 | 0.768 | 4 |
| 1 | True | 19,249,013 | 557,644 | 74 | 2,989 | -0.045 | -0.001 | -0.034 | 0.045 | 0.039 | 0.039 | 0.232 | 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 | 1,992,776 | 656 | 883 | -0.058 | -0.020 | -0.049 | 0.058 | 0.051 | 0.051 | 0.721 | 5 |
| 1 | True | 32,423,738 | 770,748 | 93 | 2,885 | -0.058 | -0.003 | -0.046 | 0.058 | 0.052 | 0.052 | 0.279 | 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 | 1,723,260 | 638 | 784 | -0.075 | -0.025 | -0.063 | 0.075 | 0.066 | 0.066 | 0.661 | 6 |
| 1 | True | 43,068,061 | 885,668 | 111 | 3,067 | -0.075 | 0.003 | 0.059 | 0.075 | 0.066 | 0.067 | 0.339 | 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 | 1,633,633 | 614 | 723 | -0.096 | -0.043 | -0.081 | 0.096 | 0.085 | 0.084 | 0.448 | 7 |
| 1 | True | 54,143,237 | 2,015,325 | 134 | 2,284 | -0.096 | -0.001 | -0.075 | 0.096 | 0.086 | 0.085 | 0.552 | 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 | 1,477,410 | 608 | 759 | -0.121 | -0.063 | -0.105 | 0.121 | 0.109 | 0.108 | 0.515 | 8 |
| 1 | True | 64,534,035 | 1,393,645 | 141 | 3,219 | -0.121 | -0.005 | -0.097 | 0.121 | 0.110 | 0.110 | 0.485 | 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 | 1,393,088 | 615 | 644 | -0.163 | -0.096 | -0.135 | 0.163 | 0.140 | 0.139 | 0.626 | 9 |
| 1 | True | 52,677,658 | 833,501 | 134 | 1,968 | -0.162 | -0.009 | -0.123 | 0.162 | 0.139 | 0.137 | 0.374 | 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 | 1,121,578 | 605 | 433 | -0.434 | -0.177 | -0.194 | 0.346 | 0.210 | 0.195 | 0.359 | 10 |
| 1 | True | 79,440,681 | 1,998,615 | 144 | 2,329 | -0.283 | -0.024 | -0.169 | 0.309 | 0.202 | 0.190 | 0.641 | 10 |