| 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 | 1,514,536 | 689 | 964 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.605 | 1 |
| 1 | True | 15,233,200 | 989,379 | 59 | 5,188 | -0.009 | 0.001 | 0.001 | 0.010 | 0.004 | 0.003 | 0.395 | 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 | 2,147,197 | 683 | 984 | -0.021 | -0.002 | -0.011 | 0.021 | 0.015 | 0.015 | 0.748 | 2 |
| 1 | True | 17,829,097 | 723,261 | 65 | 3,707 | -0.020 | -0.000 | 0.010 | 0.021 | 0.015 | 0.015 | 0.252 | 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 | 1,818,613 | 675 | 978 | -0.032 | -0.007 | -0.023 | 0.032 | 0.027 | 0.026 | 0.756 | 3 |
| 1 | True | 17,909,314 | 585,567 | 72 | 3,267 | -0.032 | -0.001 | -0.021 | 0.032 | 0.027 | 0.027 | 0.244 | 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 | 1,527,203 | 661 | 989 | -0.044 | -0.010 | -0.035 | 0.044 | 0.038 | 0.038 | 0.610 | 4 |
| 1 | True | 22,291,745 | 975,821 | 87 | 3,320 | -0.044 | -0.004 | -0.034 | 0.044 | 0.039 | 0.039 | 0.390 | 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 | 1,697,472 | 646 | 861 | -0.058 | -0.019 | -0.048 | 0.058 | 0.051 | 0.051 | 0.678 | 5 |
| 1 | True | 33,206,716 | 806,878 | 102 | 2,413 | -0.057 | -0.005 | -0.046 | 0.057 | 0.051 | 0.052 | 0.322 | 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 | 1,418,925 | 612 | 810 | -0.073 | -0.024 | -0.062 | 0.073 | 0.065 | 0.065 | 0.464 | 6 |
| 1 | True | 49,692,687 | 1,640,726 | 135 | 3,053 | -0.073 | -0.010 | -0.060 | 0.073 | 0.065 | 0.065 | 0.536 | 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 | 1,458,355 | 618 | 686 | -0.095 | -0.042 | -0.081 | 0.095 | 0.084 | 0.084 | 0.601 | 7 |
| 1 | True | 49,651,543 | 968,399 | 130 | 2,246 | -0.095 | -0.015 | -0.076 | 0.095 | 0.084 | 0.084 | 0.399 | 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 | 1,680,193 | 603 | 752 | -0.123 | -0.061 | -0.105 | 0.123 | 0.109 | 0.109 | 0.400 | 8 |
| 1 | True | 56,979,199 | 2,520,007 | 144 | 2,586 | -0.123 | -0.007 | -0.097 | 0.123 | 0.108 | 0.108 | 0.600 | 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 | 1,129,058 | 600 | 603 | -0.166 | -0.104 | -0.140 | 0.165 | 0.143 | 0.143 | 0.427 | 9 |
| 1 | True | 68,803,327 | 1,517,066 | 148 | 2,284 | -0.165 | -0.002 | -0.124 | 0.166 | 0.143 | 0.141 | 0.573 | 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 | 961,667 | 631 | 388 | -0.442 | -0.194 | -0.203 | 0.283 | 0.218 | 0.205 | 0.472 | 10 |
| 1 | True | 68,017,054 | 1,076,779 | 117 | 3,077 | -0.307 | 0.011 | 0.168 | 0.303 | 0.209 | 0.200 | 0.528 | 10 |