| 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 | 2,322,179 | 682 | 929 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.005 | 0.781 | 1 |
| 1 | True | 22,915,410 | 650,741 | 67 | 3,824 | -0.010 | 0.001 | 0.002 | 0.010 | 0.005 | 0.005 | 0.219 | 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 | 1,931,109 | 678 | 990 | -0.022 | -0.001 | -0.011 | 0.022 | 0.016 | 0.016 | 0.820 | 2 |
| 1 | True | 15,499,849 | 423,640 | 71 | 3,559 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.180 | 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 | 1,580,228 | 684 | 966 | -0.033 | -0.005 | -0.024 | 0.033 | 0.028 | 0.028 | 0.635 | 3 |
| 1 | True | 13,431,281 | 908,172 | 64 | 2,611 | -0.033 | -0.002 | -0.023 | 0.033 | 0.027 | 0.027 | 0.365 | 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 | 1,818,430 | 656 | 888 | -0.045 | -0.010 | -0.036 | 0.045 | 0.039 | 0.039 | 0.694 | 4 |
| 1 | True | 28,930,115 | 801,399 | 93 | 3,157 | -0.045 | -0.003 | -0.034 | 0.045 | 0.039 | 0.039 | 0.306 | 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 | 1,575,983 | 661 | 862 | -0.059 | -0.015 | -0.048 | 0.059 | 0.052 | 0.051 | 0.746 | 5 |
| 1 | True | 28,775,996 | 535,515 | 88 | 3,007 | -0.059 | -0.005 | -0.047 | 0.058 | 0.052 | 0.051 | 0.254 | 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 | 1,589,682 | 642 | 835 | -0.075 | -0.027 | -0.063 | 0.075 | 0.067 | 0.067 | 0.635 | 6 |
| 1 | True | 45,646,189 | 912,324 | 106 | 2,788 | -0.075 | 0.000 | -0.000 | 0.075 | 0.067 | 0.068 | 0.365 | 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 | 1,599,378 | 615 | 763 | -0.096 | -0.041 | -0.082 | 0.096 | 0.086 | 0.086 | 0.573 | 7 |
| 1 | True | 50,836,240 | 1,189,496 | 134 | 2,660 | -0.096 | 0.004 | 0.076 | 0.096 | 0.085 | 0.085 | 0.427 | 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 | 1,713,896 | 604 | 758 | -0.123 | -0.061 | -0.105 | 0.123 | 0.109 | 0.109 | 0.461 | 8 |
| 1 | True | 56,221,963 | 2,003,988 | 144 | 2,379 | -0.123 | -0.007 | -0.097 | 0.122 | 0.110 | 0.111 | 0.539 | 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 | 1,228,979 | 599 | 616 | -0.162 | -0.105 | -0.138 | 0.162 | 0.142 | 0.141 | 0.442 | 9 |
| 1 | True | 62,723,987 | 1,554,514 | 150 | 2,709 | -0.162 | 0.004 | 0.124 | 0.160 | 0.141 | 0.140 | 0.558 | 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 | 1,356,798 | 623 | 430 | -0.453 | -0.182 | -0.195 | 0.291 | 0.211 | 0.196 | 0.449 | 10 |
| 1 | True | 76,570,326 | 1,668,274 | 126 | 2,346 | -0.313 | -0.038 | -0.175 | 0.330 | 0.205 | 0.198 | 0.551 | 10 |