| 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 | 1,975,411 | 694 | 1,036 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.818 | 1 |
| 1 | True | 12,679,863 | 438,174 | 53 | 4,711 | -0.009 | 0.001 | 0.000 | 0.010 | 0.005 | 0.005 | 0.182 | 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 | 1,923,490 | 665 | 1,018 | -0.021 | -0.001 | -0.011 | 0.021 | 0.015 | 0.015 | 0.437 | 2 |
| 1 | True | 23,660,142 | 2,474,139 | 82 | 4,776 | -0.021 | -0.002 | -0.011 | 0.020 | 0.015 | 0.014 | 0.563 | 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 | 1,591,623 | 680 | 970 | -0.031 | -0.005 | -0.022 | 0.031 | 0.026 | 0.026 | 0.740 | 3 |
| 1 | True | 24,777,269 | 558,214 | 67 | 3,850 | -0.031 | -0.003 | -0.022 | 0.031 | 0.026 | 0.026 | 0.260 | 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 | 1,607,088 | 666 | 963 | -0.043 | -0.012 | -0.034 | 0.043 | 0.037 | 0.037 | 0.634 | 4 |
| 1 | True | 17,123,814 | 926,885 | 80 | 2,953 | -0.043 | -0.008 | -0.033 | 0.043 | 0.037 | 0.038 | 0.366 | 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 | 1,707,246 | 655 | 896 | -0.056 | -0.017 | -0.046 | 0.056 | 0.049 | 0.049 | 0.697 | 5 |
| 1 | True | 34,676,881 | 741,654 | 92 | 2,363 | -0.056 | -0.000 | -0.043 | 0.056 | 0.050 | 0.050 | 0.303 | 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 | 1,932,118 | 626 | 814 | -0.073 | -0.026 | -0.061 | 0.073 | 0.064 | 0.064 | 0.644 | 6 |
| 1 | True | 47,475,807 | 1,065,781 | 121 | 2,249 | -0.072 | -0.000 | -0.056 | 0.073 | 0.065 | 0.065 | 0.356 | 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 | 1,572,196 | 599 | 745 | -0.093 | -0.042 | -0.079 | 0.093 | 0.083 | 0.082 | 0.573 | 7 |
| 1 | True | 45,520,052 | 1,173,163 | 147 | 2,462 | -0.093 | -0.012 | -0.075 | 0.092 | 0.083 | 0.083 | 0.427 | 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 | 1,368,381 | 603 | 680 | -0.122 | -0.060 | -0.102 | 0.122 | 0.106 | 0.107 | 0.531 | 8 |
| 1 | True | 62,010,331 | 1,209,730 | 144 | 2,111 | -0.122 | -0.025 | -0.097 | 0.122 | 0.106 | 0.106 | 0.469 | 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 | 1,131,413 | 612 | 643 | -0.163 | -0.104 | -0.137 | 0.162 | 0.141 | 0.140 | 0.507 | 9 |
| 1 | True | 57,441,253 | 1,099,224 | 135 | 2,363 | -0.163 | 0.000 | 0.123 | 0.160 | 0.141 | 0.139 | 0.493 | 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 | 1,168,343 | 628 | 405 | -0.429 | -0.182 | -0.198 | 0.333 | 0.213 | 0.200 | 0.420 | 10 |
| 1 | True | 75,426,778 | 1,616,586 | 119 | 3,083 | -0.311 | -0.010 | -0.166 | 0.324 | 0.210 | 0.199 | 0.580 | 10 |