| 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 | 1,764,209 | 692 | 1,017 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.735 | 1 |
| 1 | True | 11,960,113 | 635,239 | 56 | 3,471 | -0.010 | -0.001 | -0.000 | 0.010 | 0.005 | 0.005 | 0.265 | 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 | 1,706,710 | 674 | 1,030 | -0.020 | -0.003 | -0.011 | 0.020 | 0.015 | 0.015 | 0.692 | 2 |
| 1 | True | 22,225,928 | 759,043 | 74 | 3,818 | -0.020 | 0.001 | 0.010 | 0.020 | 0.016 | 0.017 | 0.308 | 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 | 2,263,785 | 673 | 1,071 | -0.031 | -0.005 | -0.022 | 0.031 | 0.025 | 0.025 | 0.685 | 3 |
| 1 | True | 19,646,466 | 1,039,338 | 74 | 4,850 | -0.030 | 0.005 | 0.023 | 0.031 | 0.026 | 0.026 | 0.315 | 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 | 1,392,233 | 672 | 931 | -0.042 | -0.011 | -0.033 | 0.042 | 0.036 | 0.037 | 0.699 | 4 |
| 1 | True | 21,874,986 | 599,997 | 76 | 3,482 | -0.041 | -0.004 | -0.032 | 0.042 | 0.036 | 0.036 | 0.301 | 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 | 1,386,841 | 641 | 878 | -0.055 | -0.013 | -0.045 | 0.055 | 0.049 | 0.048 | 0.595 | 5 |
| 1 | True | 35,663,059 | 943,245 | 107 | 2,914 | -0.055 | -0.006 | -0.044 | 0.055 | 0.048 | 0.048 | 0.405 | 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 | 1,830,075 | 627 | 802 | -0.071 | -0.027 | -0.060 | 0.071 | 0.063 | 0.063 | 0.552 | 6 |
| 1 | True | 49,147,218 | 1,483,103 | 120 | 2,762 | -0.071 | 0.009 | 0.058 | 0.071 | 0.063 | 0.062 | 0.448 | 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 | 1,522,764 | 598 | 785 | -0.093 | -0.036 | -0.077 | 0.093 | 0.081 | 0.081 | 0.388 | 7 |
| 1 | True | 56,699,952 | 2,402,387 | 150 | 2,112 | -0.092 | -0.011 | -0.074 | 0.093 | 0.082 | 0.082 | 0.612 | 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 | 1,513,980 | 630 | 738 | -0.120 | -0.058 | -0.102 | 0.120 | 0.106 | 0.106 | 0.695 | 8 |
| 1 | True | 51,636,298 | 663,426 | 117 | 2,080 | -0.119 | -0.011 | -0.096 | 0.119 | 0.105 | 0.104 | 0.305 | 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 | 1,217,709 | 616 | 613 | -0.161 | -0.097 | -0.135 | 0.161 | 0.139 | 0.138 | 0.560 | 9 |
| 1 | True | 48,647,460 | 957,569 | 132 | 2,491 | -0.160 | -0.001 | -0.120 | 0.161 | 0.138 | 0.136 | 0.440 | 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 | 1,495,509 | 615 | 442 | -0.392 | -0.179 | -0.195 | 0.305 | 0.211 | 0.197 | 0.448 | 10 |
| 1 | True | 84,685,347 | 1,841,724 | 133 | 3,384 | -0.285 | -0.013 | -0.166 | 0.291 | 0.203 | 0.194 | 0.552 | 10 |