| 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 | 1,969,635 | 678 | 1,052 | -0.011 | 0.000 | 0.000 | 0.011 | 0.005 | 0.006 | 0.737 | 1 |
| 1 | True | 15,997,171 | 704,668 | 70 | 3,605 | -0.011 | -0.000 | -0.001 | 0.011 | 0.006 | 0.006 | 0.263 | 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 | 1,572,253 | 689 | 970 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.609 | 2 |
| 1 | True | 23,068,048 | 1,007,988 | 59 | 3,917 | -0.021 | -0.003 | -0.014 | 0.020 | 0.017 | 0.017 | 0.391 | 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 | 1,979,205 | 684 | 1,018 | -0.032 | -0.006 | -0.023 | 0.032 | 0.027 | 0.027 | 0.755 | 3 |
| 1 | True | 16,090,026 | 643,748 | 63 | 3,185 | -0.032 | 0.004 | 0.022 | 0.032 | 0.026 | 0.026 | 0.245 | 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 | 1,646,927 | 673 | 1,008 | -0.045 | -0.013 | -0.035 | 0.045 | 0.038 | 0.038 | 0.624 | 4 |
| 1 | True | 19,379,982 | 992,001 | 75 | 3,909 | -0.044 | -0.007 | -0.035 | 0.045 | 0.039 | 0.039 | 0.376 | 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 | 1,756,364 | 654 | 943 | -0.059 | -0.019 | -0.049 | 0.059 | 0.052 | 0.051 | 0.625 | 5 |
| 1 | True | 32,515,950 | 1,054,922 | 94 | 2,682 | -0.059 | -0.008 | -0.046 | 0.059 | 0.051 | 0.051 | 0.375 | 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 | 1,712,028 | 614 | 862 | -0.074 | -0.031 | -0.064 | 0.074 | 0.066 | 0.066 | 0.643 | 6 |
| 1 | True | 45,286,185 | 951,207 | 133 | 3,081 | -0.074 | -0.011 | -0.062 | 0.074 | 0.067 | 0.067 | 0.357 | 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 | 1,858,100 | 596 | 832 | -0.094 | -0.043 | -0.080 | 0.094 | 0.083 | 0.083 | 0.684 | 7 |
| 1 | True | 62,899,567 | 859,664 | 152 | 2,173 | -0.094 | -0.024 | -0.077 | 0.093 | 0.084 | 0.084 | 0.316 | 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 | 1,306,342 | 622 | 670 | -0.120 | -0.062 | -0.103 | 0.120 | 0.107 | 0.107 | 0.321 | 8 |
| 1 | True | 51,464,971 | 2,762,935 | 125 | 1,958 | -0.119 | -0.012 | -0.095 | 0.120 | 0.106 | 0.107 | 0.679 | 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 | 1,588,018 | 619 | 564 | -0.161 | -0.096 | -0.134 | 0.159 | 0.139 | 0.137 | 0.669 | 9 |
| 1 | True | 58,333,857 | 785,070 | 129 | 2,683 | -0.160 | 0.001 | -0.121 | 0.161 | 0.140 | 0.139 | 0.331 | 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 | 1,664,296 | 623 | 421 | -0.392 | -0.175 | -0.192 | 0.255 | 0.207 | 0.195 | 0.578 | 10 |
| 1 | True | 76,235,682 | 1,214,294 | 125 | 3,438 | -0.312 | 0.000 | 0.161 | 0.305 | 0.199 | 0.189 | 0.422 | 10 |