| 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 | 1,747,765 | 698 | 997 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.819 | 1 |
| 1 | True | 10,523,196 | 387,039 | 50 | 3,639 | -0.010 | 0.001 | 0.001 | 0.010 | 0.005 | 0.004 | 0.181 | 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 | 1,655,398 | 679 | 953 | -0.021 | -0.001 | -0.011 | 0.021 | 0.015 | 0.015 | 0.658 | 2 |
| 1 | True | 16,837,335 | 860,839 | 69 | 3,126 | -0.021 | -0.002 | -0.011 | 0.020 | 0.015 | 0.016 | 0.342 | 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 | 1,909,566 | 669 | 1,039 | -0.032 | -0.005 | -0.023 | 0.032 | 0.026 | 0.026 | 0.718 | 3 |
| 1 | True | 18,222,700 | 751,105 | 78 | 3,583 | -0.032 | -0.007 | -0.024 | 0.032 | 0.027 | 0.027 | 0.282 | 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 | 1,965,961 | 660 | 970 | -0.043 | -0.011 | -0.035 | 0.043 | 0.038 | 0.038 | 0.620 | 4 |
| 1 | True | 26,648,418 | 1,203,310 | 88 | 3,559 | -0.043 | -0.006 | -0.034 | 0.043 | 0.038 | 0.038 | 0.380 | 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 | 1,580,032 | 640 | 838 | -0.056 | -0.018 | -0.046 | 0.056 | 0.050 | 0.049 | 0.435 | 5 |
| 1 | True | 32,988,260 | 2,048,441 | 108 | 2,624 | -0.056 | -0.012 | -0.046 | 0.056 | 0.050 | 0.050 | 0.565 | 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 | 1,640,285 | 628 | 795 | -0.074 | -0.024 | -0.060 | 0.074 | 0.065 | 0.064 | 0.615 | 6 |
| 1 | True | 50,694,776 | 1,028,869 | 119 | 2,802 | -0.073 | 0.009 | 0.059 | 0.074 | 0.065 | 0.064 | 0.385 | 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 | 1,243,799 | 606 | 693 | -0.095 | -0.041 | -0.081 | 0.095 | 0.084 | 0.083 | 0.488 | 7 |
| 1 | True | 61,323,036 | 1,305,024 | 142 | 2,715 | -0.095 | -0.007 | -0.076 | 0.095 | 0.084 | 0.083 | 0.512 | 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 | 1,548,568 | 608 | 744 | -0.124 | -0.058 | -0.104 | 0.124 | 0.108 | 0.107 | 0.510 | 8 |
| 1 | True | 56,937,969 | 1,488,350 | 139 | 2,090 | -0.124 | -0.022 | -0.100 | 0.124 | 0.108 | 0.108 | 0.490 | 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 | 1,127,475 | 606 | 624 | -0.168 | -0.105 | -0.141 | 0.168 | 0.145 | 0.144 | 0.442 | 9 |
| 1 | True | 54,702,161 | 1,421,556 | 142 | 2,282 | -0.166 | 0.014 | 0.127 | 0.168 | 0.142 | 0.141 | 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 | 1,107,738 | 631 | 399 | -0.429 | -0.196 | -0.201 | 0.330 | 0.219 | 0.202 | 0.515 | 10 |
| 1 | True | 71,378,339 | 1,041,749 | 117 | 2,990 | -0.306 | -0.002 | 0.169 | 0.329 | 0.210 | 0.199 | 0.485 | 10 |