| 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 | 1,534,033 | 684 | 999 | -0.009 | 0.000 | 0.000 | 0.009 | 0.005 | 0.004 | 0.754 | 1 |
| 1 | True | 18,503,793 | 500,986 | 65 | 3,747 | -0.009 | 0.001 | 0.003 | 0.009 | 0.005 | 0.006 | 0.246 | 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 | 1,524,827 | 679 | 1,038 | -0.019 | -0.001 | -0.010 | 0.020 | 0.014 | 0.014 | 0.774 | 2 |
| 1 | True | 20,504,930 | 445,528 | 69 | 3,457 | -0.019 | -0.003 | -0.011 | 0.019 | 0.014 | 0.015 | 0.226 | 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 | 1,689,828 | 671 | 918 | -0.030 | -0.004 | -0.021 | 0.030 | 0.025 | 0.025 | 0.553 | 3 |
| 1 | True | 23,325,516 | 1,365,015 | 77 | 4,483 | -0.030 | -0.003 | -0.021 | 0.030 | 0.025 | 0.026 | 0.447 | 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 | 1,777,919 | 664 | 952 | -0.042 | -0.009 | -0.032 | 0.042 | 0.036 | 0.036 | 0.691 | 4 |
| 1 | True | 26,167,903 | 795,266 | 84 | 2,349 | -0.041 | -0.005 | -0.031 | 0.041 | 0.036 | 0.036 | 0.309 | 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 | 1,723,957 | 657 | 898 | -0.055 | -0.015 | -0.045 | 0.055 | 0.048 | 0.048 | 0.709 | 5 |
| 1 | True | 25,258,098 | 706,526 | 91 | 2,635 | -0.055 | -0.009 | -0.044 | 0.055 | 0.048 | 0.049 | 0.291 | 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 | 1,887,907 | 637 | 868 | -0.072 | -0.028 | -0.060 | 0.072 | 0.063 | 0.063 | 0.620 | 6 |
| 1 | True | 39,407,090 | 1,157,982 | 111 | 3,749 | -0.072 | 0.004 | 0.056 | 0.072 | 0.064 | 0.065 | 0.380 | 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 | 2,039,697 | 616 | 832 | -0.093 | -0.039 | -0.078 | 0.093 | 0.082 | 0.082 | 0.630 | 7 |
| 1 | True | 51,300,505 | 1,200,346 | 132 | 2,602 | -0.092 | 0.004 | 0.073 | 0.093 | 0.083 | 0.082 | 0.370 | 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 | 1,180,914 | 598 | 731 | -0.119 | -0.057 | -0.101 | 0.119 | 0.105 | 0.104 | 0.428 | 8 |
| 1 | True | 55,991,728 | 1,575,502 | 150 | 2,090 | -0.118 | -0.010 | -0.096 | 0.118 | 0.106 | 0.105 | 0.572 | 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 | 1,416,711 | 613 | 651 | -0.159 | -0.090 | -0.132 | 0.157 | 0.137 | 0.136 | 0.386 | 9 |
| 1 | True | 62,459,868 | 2,249,973 | 135 | 2,394 | -0.158 | -0.015 | -0.123 | 0.158 | 0.137 | 0.136 | 0.614 | 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 | 1,818,570 | 619 | 482 | -0.422 | -0.173 | -0.190 | 0.261 | 0.205 | 0.194 | 0.628 | 10 |
| 1 | True | 76,662,891 | 1,079,232 | 129 | 3,118 | -0.342 | -0.019 | -0.165 | 0.345 | 0.200 | 0.191 | 0.372 | 10 |