| 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 | 1,717,116 | 697 | 1,003 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.776 | 1 |
| 1 | True | 14,390,100 | 494,878 | 52 | 4,077 | -0.010 | 0.001 | 0.001 | 0.010 | 0.005 | 0.005 | 0.224 | 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 | 1,914,877 | 675 | 1,009 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.781 | 2 |
| 1 | True | 19,272,768 | 536,374 | 73 | 3,685 | -0.020 | -0.004 | -0.012 | 0.020 | 0.015 | 0.015 | 0.219 | 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 | 1,519,279 | 669 | 960 | -0.031 | -0.004 | -0.022 | 0.031 | 0.025 | 0.025 | 0.556 | 3 |
| 1 | True | 25,675,513 | 1,211,611 | 79 | 3,195 | -0.031 | 0.002 | 0.021 | 0.031 | 0.025 | 0.025 | 0.444 | 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 | 1,610,310 | 661 | 948 | -0.042 | -0.010 | -0.033 | 0.042 | 0.036 | 0.036 | 0.699 | 4 |
| 1 | True | 27,066,543 | 694,436 | 87 | 3,181 | -0.042 | -0.006 | -0.032 | 0.042 | 0.036 | 0.036 | 0.301 | 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 | 2,050,601 | 663 | 903 | -0.056 | -0.016 | -0.045 | 0.056 | 0.049 | 0.049 | 0.740 | 5 |
| 1 | True | 26,980,937 | 721,033 | 85 | 2,931 | -0.056 | -0.007 | -0.043 | 0.056 | 0.049 | 0.049 | 0.260 | 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 | 1,360,766 | 636 | 885 | -0.073 | -0.027 | -0.061 | 0.073 | 0.064 | 0.064 | 0.570 | 6 |
| 1 | True | 37,264,212 | 1,025,073 | 112 | 3,700 | -0.073 | 0.000 | 0.000 | 0.073 | 0.064 | 0.064 | 0.430 | 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 | 1,786,872 | 614 | 768 | -0.093 | -0.039 | -0.079 | 0.093 | 0.082 | 0.082 | 0.560 | 7 |
| 1 | True | 49,243,270 | 1,402,108 | 134 | 2,703 | -0.093 | -0.000 | -0.000 | 0.093 | 0.083 | 0.082 | 0.440 | 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 | 1,434,585 | 603 | 737 | -0.120 | -0.060 | -0.102 | 0.120 | 0.106 | 0.106 | 0.408 | 8 |
| 1 | True | 59,401,670 | 2,079,202 | 145 | 1,565 | -0.120 | -0.009 | -0.095 | 0.119 | 0.106 | 0.106 | 0.592 | 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 | 1,316,970 | 620 | 672 | -0.157 | -0.089 | -0.133 | 0.157 | 0.137 | 0.135 | 0.475 | 9 |
| 1 | True | 57,040,205 | 1,455,356 | 128 | 2,593 | -0.157 | -0.033 | -0.128 | 0.156 | 0.138 | 0.138 | 0.525 | 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 | 1,769,889 | 602 | 469 | -0.460 | -0.165 | -0.185 | 0.295 | 0.204 | 0.191 | 0.532 | 10 |
| 1 | True | 85,180,318 | 1,560,042 | 146 | 2,999 | -0.324 | 0.005 | 0.158 | 0.325 | 0.201 | 0.189 | 0.468 | 10 |