| 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 | 1,451,312 | 681 | 1,006 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.665 | 1 |
| 1 | True | 20,097,071 | 730,853 | 68 | 3,481 | -0.009 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.335 | 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 | 1,484,627 | 696 | 961 | -0.020 | -0.003 | -0.011 | 0.020 | 0.015 | 0.015 | 0.663 | 2 |
| 1 | True | 16,540,355 | 755,509 | 52 | 4,679 | -0.020 | 0.000 | -0.000 | 0.020 | 0.015 | 0.016 | 0.337 | 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 | 1,770,488 | 669 | 972 | -0.031 | -0.005 | -0.022 | 0.031 | 0.025 | 0.025 | 0.623 | 3 |
| 1 | True | 18,609,955 | 1,071,894 | 79 | 3,861 | -0.031 | -0.002 | -0.021 | 0.031 | 0.026 | 0.026 | 0.377 | 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 | 2,054,225 | 673 | 1,040 | -0.043 | -0.012 | -0.034 | 0.043 | 0.037 | 0.036 | 0.676 | 4 |
| 1 | True | 20,371,256 | 983,361 | 75 | 3,843 | -0.043 | -0.003 | -0.032 | 0.043 | 0.036 | 0.036 | 0.324 | 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 | 1,945,650 | 645 | 926 | -0.056 | -0.020 | -0.047 | 0.056 | 0.049 | 0.049 | 0.728 | 5 |
| 1 | True | 29,981,208 | 725,238 | 103 | 2,413 | -0.055 | -0.009 | -0.046 | 0.056 | 0.050 | 0.050 | 0.272 | 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 | 1,435,236 | 629 | 872 | -0.071 | -0.028 | -0.060 | 0.071 | 0.063 | 0.063 | 0.598 | 6 |
| 1 | True | 45,129,946 | 963,061 | 119 | 3,334 | -0.071 | -0.006 | -0.057 | 0.071 | 0.064 | 0.063 | 0.402 | 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 | 1,579,030 | 619 | 795 | -0.091 | -0.039 | -0.077 | 0.091 | 0.081 | 0.081 | 0.657 | 7 |
| 1 | True | 45,042,138 | 825,442 | 129 | 1,824 | -0.090 | -0.021 | -0.074 | 0.091 | 0.080 | 0.080 | 0.343 | 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 | 1,612,551 | 606 | 685 | -0.117 | -0.061 | -0.101 | 0.117 | 0.104 | 0.103 | 0.488 | 8 |
| 1 | True | 59,858,800 | 1,692,108 | 142 | 2,184 | -0.117 | -0.016 | -0.095 | 0.117 | 0.103 | 0.101 | 0.512 | 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 | 1,418,262 | 623 | 567 | -0.157 | -0.090 | -0.131 | 0.155 | 0.136 | 0.135 | 0.462 | 9 |
| 1 | True | 61,025,742 | 1,648,255 | 125 | 2,398 | -0.156 | -0.004 | -0.118 | 0.155 | 0.137 | 0.138 | 0.538 | 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 | 1,928,525 | 607 | 462 | -0.402 | -0.166 | -0.185 | 0.256 | 0.202 | 0.190 | 0.534 | 10 |
| 1 | True | 82,728,623 | 1,682,758 | 141 | 3,799 | -0.336 | 0.003 | 0.159 | 0.303 | 0.199 | 0.191 | 0.466 | 10 |