| 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 | 2,017,156 | 673 | 1,067 | -0.011 | 0.000 | -0.000 | 0.011 | 0.005 | 0.006 | 0.711 | 1 |
| 1 | True | 19,536,916 | 821,535 | 75 | 3,420 | -0.011 | -0.000 | 0.001 | 0.010 | 0.006 | 0.006 | 0.289 | 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 | 1,489,909 | 690 | 975 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.740 | 2 |
| 1 | True | 13,754,054 | 524,840 | 58 | 5,263 | -0.021 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.260 | 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 | 1,704,012 | 676 | 976 | -0.031 | -0.006 | -0.023 | 0.031 | 0.026 | 0.026 | 0.643 | 3 |
| 1 | True | 13,993,148 | 944,496 | 71 | 3,042 | -0.031 | 0.000 | 0.021 | 0.031 | 0.026 | 0.027 | 0.357 | 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 | 1,895,286 | 672 | 1,036 | -0.044 | -0.010 | -0.034 | 0.044 | 0.038 | 0.038 | 0.639 | 4 |
| 1 | True | 23,055,597 | 1,069,542 | 76 | 3,529 | -0.044 | -0.002 | -0.033 | 0.044 | 0.038 | 0.038 | 0.361 | 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 | 1,726,440 | 650 | 972 | -0.059 | -0.019 | -0.048 | 0.058 | 0.051 | 0.051 | 0.682 | 5 |
| 1 | True | 38,433,511 | 803,665 | 98 | 3,115 | -0.059 | -0.001 | -0.045 | 0.059 | 0.052 | 0.052 | 0.318 | 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 | 1,877,170 | 623 | 866 | -0.074 | -0.031 | -0.064 | 0.074 | 0.066 | 0.066 | 0.625 | 6 |
| 1 | True | 42,601,888 | 1,123,961 | 124 | 2,278 | -0.074 | -0.022 | -0.063 | 0.074 | 0.067 | 0.066 | 0.375 | 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 | 1,840,504 | 585 | 780 | -0.094 | -0.038 | -0.080 | 0.094 | 0.084 | 0.084 | 0.570 | 7 |
| 1 | True | 64,337,762 | 1,390,791 | 163 | 2,123 | -0.094 | -0.017 | -0.078 | 0.094 | 0.083 | 0.082 | 0.430 | 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 | 1,338,670 | 622 | 659 | -0.122 | -0.060 | -0.103 | 0.122 | 0.107 | 0.107 | 0.362 | 8 |
| 1 | True | 53,490,156 | 2,360,113 | 125 | 2,259 | -0.121 | -0.006 | -0.095 | 0.122 | 0.107 | 0.106 | 0.638 | 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 | 1,291,105 | 619 | 564 | -0.164 | -0.106 | -0.137 | 0.163 | 0.141 | 0.141 | 0.598 | 9 |
| 1 | True | 60,254,579 | 868,703 | 129 | 2,648 | -0.164 | 0.003 | 0.124 | 0.164 | 0.141 | 0.141 | 0.402 | 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 | 1,679,327 | 638 | 396 | -0.394 | -0.185 | -0.198 | 0.265 | 0.212 | 0.201 | 0.622 | 10 |
| 1 | True | 71,695,146 | 1,021,687 | 110 | 3,049 | -0.280 | -0.016 | -0.166 | 0.312 | 0.202 | 0.194 | 0.378 | 10 |