| 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 | 1,740,412 | 687 | 981 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.826 | 1 |
| 1 | True | 17,732,512 | 366,776 | 61 | 3,903 | -0.010 | -0.001 | -0.002 | 0.011 | 0.006 | 0.005 | 0.174 | 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 | 1,769,552 | 691 | 978 | -0.021 | -0.004 | -0.013 | 0.021 | 0.016 | 0.016 | 0.749 | 2 |
| 1 | True | 14,272,835 | 593,520 | 57 | 3,696 | -0.021 | -0.001 | -0.011 | 0.020 | 0.015 | 0.014 | 0.251 | 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 | 1,877,555 | 680 | 1,001 | -0.033 | -0.008 | -0.024 | 0.033 | 0.027 | 0.027 | 0.791 | 3 |
| 1 | True | 13,820,745 | 495,886 | 67 | 4,584 | -0.033 | 0.005 | 0.023 | 0.033 | 0.028 | 0.028 | 0.209 | 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 | 2,121,125 | 660 | 990 | -0.046 | -0.014 | -0.037 | 0.046 | 0.039 | 0.039 | 0.658 | 4 |
| 1 | True | 28,759,455 | 1,102,648 | 88 | 3,830 | -0.045 | -0.000 | -0.000 | 0.045 | 0.039 | 0.039 | 0.342 | 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 | 1,436,580 | 636 | 889 | -0.059 | -0.018 | -0.049 | 0.059 | 0.052 | 0.053 | 0.477 | 5 |
| 1 | True | 34,882,466 | 1,575,328 | 112 | 3,182 | -0.059 | -0.005 | -0.047 | 0.059 | 0.053 | 0.053 | 0.523 | 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 | 1,531,967 | 626 | 810 | -0.075 | -0.034 | -0.064 | 0.075 | 0.067 | 0.067 | 0.562 | 6 |
| 1 | True | 45,815,804 | 1,195,175 | 121 | 2,837 | -0.075 | -0.001 | -0.059 | 0.075 | 0.067 | 0.066 | 0.438 | 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 | 1,598,451 | 604 | 700 | -0.097 | -0.051 | -0.083 | 0.097 | 0.086 | 0.086 | 0.642 | 7 |
| 1 | True | 54,743,565 | 889,729 | 144 | 2,314 | -0.096 | -0.014 | -0.077 | 0.096 | 0.084 | 0.084 | 0.358 | 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 | 1,318,167 | 615 | 770 | -0.124 | -0.065 | -0.106 | 0.124 | 0.109 | 0.108 | 0.389 | 8 |
| 1 | True | 49,436,608 | 2,069,953 | 132 | 2,101 | -0.124 | -0.009 | -0.099 | 0.124 | 0.110 | 0.110 | 0.611 | 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 | 1,112,160 | 606 | 568 | -0.165 | -0.108 | -0.140 | 0.165 | 0.143 | 0.142 | 0.433 | 9 |
| 1 | True | 71,785,352 | 1,459,015 | 142 | 2,704 | -0.164 | 0.007 | 0.126 | 0.164 | 0.143 | 0.142 | 0.567 | 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 | 1,211,720 | 616 | 383 | -0.423 | -0.182 | -0.200 | 0.272 | 0.214 | 0.203 | 0.384 | 10 |
| 1 | True | 70,007,412 | 1,941,674 | 132 | 2,397 | -0.293 | -0.028 | -0.171 | 0.352 | 0.209 | 0.198 | 0.616 | 10 |