| 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 | 1,862,455 | 682 | 933 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.757 | 1 |
| 1 | True | 13,513,312 | 599,154 | 67 | 3,463 | -0.010 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.243 | 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 | 2,108,543 | 681 | 1,003 | -0.021 | -0.002 | -0.011 | 0.021 | 0.016 | 0.015 | 0.707 | 2 |
| 1 | True | 21,978,579 | 875,021 | 68 | 5,945 | -0.021 | -0.000 | -0.011 | 0.021 | 0.016 | 0.017 | 0.293 | 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 | 1,436,882 | 682 | 943 | -0.033 | -0.006 | -0.023 | 0.033 | 0.027 | 0.027 | 0.777 | 3 |
| 1 | True | 15,995,021 | 413,282 | 66 | 2,647 | -0.032 | -0.001 | -0.022 | 0.032 | 0.027 | 0.027 | 0.223 | 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 | 1,647,007 | 655 | 964 | -0.045 | -0.012 | -0.035 | 0.045 | 0.039 | 0.039 | 0.614 | 4 |
| 1 | True | 24,829,816 | 1,037,205 | 94 | 3,562 | -0.045 | 0.001 | 0.033 | 0.045 | 0.040 | 0.040 | 0.386 | 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 | 1,814,124 | 647 | 937 | -0.059 | -0.016 | -0.048 | 0.059 | 0.052 | 0.052 | 0.645 | 5 |
| 1 | True | 35,821,497 | 996,445 | 101 | 2,684 | -0.058 | -0.005 | -0.048 | 0.058 | 0.052 | 0.052 | 0.355 | 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 | 1,596,736 | 621 | 797 | -0.074 | -0.030 | -0.063 | 0.074 | 0.066 | 0.066 | 0.568 | 6 |
| 1 | True | 54,027,365 | 1,214,911 | 128 | 3,067 | -0.074 | 0.007 | 0.060 | 0.074 | 0.066 | 0.066 | 0.432 | 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 | 1,875,828 | 630 | 764 | -0.096 | -0.044 | -0.081 | 0.096 | 0.085 | 0.084 | 0.516 | 7 |
| 1 | True | 38,942,611 | 1,762,979 | 118 | 2,720 | -0.096 | -0.012 | -0.077 | 0.096 | 0.084 | 0.083 | 0.484 | 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 | 1,576,629 | 612 | 757 | -0.123 | -0.064 | -0.104 | 0.123 | 0.108 | 0.107 | 0.557 | 8 |
| 1 | True | 59,855,587 | 1,251,982 | 137 | 2,139 | -0.123 | -0.016 | -0.100 | 0.122 | 0.109 | 0.109 | 0.443 | 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 | 963,653 | 607 | 591 | -0.164 | -0.105 | -0.139 | 0.163 | 0.142 | 0.141 | 0.424 | 9 |
| 1 | True | 62,744,696 | 1,309,575 | 141 | 2,031 | -0.163 | -0.006 | -0.123 | 0.163 | 0.141 | 0.140 | 0.576 | 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 | 1,266,986 | 617 | 390 | -0.448 | -0.183 | -0.196 | 0.285 | 0.213 | 0.199 | 0.412 | 10 |
| 1 | True | 75,538,361 | 1,811,125 | 132 | 3,024 | -0.292 | -0.021 | -0.169 | 0.340 | 0.208 | 0.196 | 0.588 | 10 |