| 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 | 1,758,881 | 685 | 924 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.805 | 1 |
| 1 | True | 18,015,754 | 426,324 | 64 | 3,462 | -0.011 | 0.000 | 0.001 | 0.011 | 0.006 | 0.006 | 0.195 | 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 | 2,090,612 | 686 | 979 | -0.022 | -0.002 | -0.012 | 0.022 | 0.017 | 0.016 | 0.726 | 2 |
| 1 | True | 17,318,782 | 788,575 | 63 | 4,670 | -0.022 | 0.000 | -0.011 | 0.021 | 0.017 | 0.017 | 0.274 | 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 | 1,911,549 | 676 | 969 | -0.034 | -0.006 | -0.024 | 0.034 | 0.028 | 0.028 | 0.694 | 3 |
| 1 | True | 10,924,801 | 843,982 | 72 | 4,630 | -0.033 | -0.002 | -0.023 | 0.033 | 0.028 | 0.029 | 0.306 | 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 | 1,750,799 | 669 | 1,018 | -0.046 | -0.014 | -0.037 | 0.046 | 0.040 | 0.040 | 0.652 | 4 |
| 1 | True | 24,426,951 | 934,825 | 80 | 3,382 | -0.046 | 0.001 | 0.034 | 0.045 | 0.040 | 0.039 | 0.348 | 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 | 1,928,299 | 638 | 870 | -0.061 | -0.020 | -0.050 | 0.061 | 0.053 | 0.053 | 0.694 | 5 |
| 1 | True | 41,328,423 | 850,129 | 111 | 3,052 | -0.060 | -0.000 | 0.046 | 0.060 | 0.053 | 0.053 | 0.306 | 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 | 1,576,044 | 629 | 857 | -0.077 | -0.033 | -0.066 | 0.077 | 0.069 | 0.068 | 0.682 | 6 |
| 1 | True | 41,630,028 | 736,164 | 119 | 2,099 | -0.076 | -0.012 | -0.063 | 0.076 | 0.068 | 0.068 | 0.318 | 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 | 1,492,114 | 621 | 698 | -0.097 | -0.049 | -0.084 | 0.097 | 0.087 | 0.087 | 0.418 | 7 |
| 1 | True | 59,182,170 | 2,078,674 | 128 | 2,878 | -0.097 | -0.016 | -0.079 | 0.095 | 0.086 | 0.084 | 0.582 | 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 | 1,497,581 | 602 | 773 | -0.124 | -0.061 | -0.105 | 0.124 | 0.109 | 0.109 | 0.518 | 8 |
| 1 | True | 61,345,688 | 1,394,394 | 146 | 2,338 | -0.124 | -0.010 | -0.099 | 0.124 | 0.110 | 0.109 | 0.482 | 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 | 1,017,059 | 613 | 547 | -0.165 | -0.111 | -0.139 | 0.163 | 0.143 | 0.142 | 0.492 | 9 |
| 1 | True | 49,342,377 | 1,049,174 | 136 | 1,928 | -0.164 | -0.009 | -0.125 | 0.163 | 0.142 | 0.141 | 0.508 | 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 | 1,318,400 | 614 | 381 | -0.443 | -0.178 | -0.196 | 0.288 | 0.212 | 0.199 | 0.408 | 10 |
| 1 | True | 76,241,723 | 1,911,978 | 135 | 3,065 | -0.305 | -0.020 | -0.170 | 0.310 | 0.206 | 0.199 | 0.592 | 10 |