| 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 | 1,663,303 | 686 | 1,017 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.768 | 1 |
| 1 | True | 18,634,752 | 503,447 | 63 | 3,487 | -0.009 | -0.000 | -0.001 | 0.010 | 0.005 | 0.004 | 0.232 | 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 | 1,783,945 | 681 | 1,067 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.697 | 2 |
| 1 | True | 21,662,672 | 773,705 | 67 | 4,107 | -0.020 | -0.003 | -0.011 | 0.020 | 0.015 | 0.016 | 0.303 | 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 | 1,642,059 | 678 | 978 | -0.030 | -0.004 | -0.022 | 0.030 | 0.025 | 0.025 | 0.730 | 3 |
| 1 | True | 18,077,654 | 608,145 | 70 | 3,491 | -0.030 | -0.002 | -0.021 | 0.030 | 0.025 | 0.026 | 0.270 | 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 | 2,207,094 | 656 | 968 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.644 | 4 |
| 1 | True | 30,477,431 | 1,218,705 | 92 | 3,339 | -0.042 | -0.002 | -0.032 | 0.042 | 0.037 | 0.037 | 0.356 | 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 | 1,581,906 | 660 | 960 | -0.056 | -0.022 | -0.046 | 0.056 | 0.049 | 0.048 | 0.660 | 5 |
| 1 | True | 24,555,285 | 814,037 | 88 | 2,386 | -0.056 | -0.009 | -0.045 | 0.056 | 0.049 | 0.050 | 0.340 | 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 | 1,916,615 | 631 | 844 | -0.073 | -0.031 | -0.061 | 0.073 | 0.064 | 0.063 | 0.661 | 6 |
| 1 | True | 33,460,940 | 984,928 | 117 | 3,233 | -0.073 | -0.007 | -0.057 | 0.073 | 0.064 | 0.065 | 0.339 | 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 | 1,589,063 | 615 | 778 | -0.092 | -0.042 | -0.079 | 0.092 | 0.082 | 0.082 | 0.579 | 7 |
| 1 | True | 55,385,276 | 1,153,577 | 133 | 2,138 | -0.092 | -0.008 | -0.074 | 0.092 | 0.082 | 0.081 | 0.421 | 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 | 1,276,952 | 599 | 711 | -0.118 | -0.061 | -0.102 | 0.118 | 0.105 | 0.105 | 0.458 | 8 |
| 1 | True | 52,801,587 | 1,513,609 | 149 | 2,307 | -0.117 | -0.010 | -0.094 | 0.118 | 0.104 | 0.104 | 0.542 | 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 | 1,586,515 | 629 | 559 | -0.157 | -0.090 | -0.132 | 0.157 | 0.137 | 0.136 | 0.421 | 9 |
| 1 | True | 63,455,969 | 2,181,265 | 119 | 2,293 | -0.157 | -0.025 | -0.125 | 0.157 | 0.137 | 0.136 | 0.579 | 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 | 1,622,715 | 610 | 448 | -0.412 | -0.162 | -0.188 | 0.247 | 0.204 | 0.193 | 0.589 | 10 |
| 1 | True | 81,274,257 | 1,131,518 | 138 | 3,224 | -0.353 | -0.002 | -0.000 | 0.338 | 0.200 | 0.192 | 0.411 | 10 |