| 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 | 2,036,255 | 678 | 976 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.006 | 0.712 | 1 |
| 1 | True | 19,538,397 | 824,092 | 71 | 4,638 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.288 | 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 | 1,521,976 | 683 | 1,039 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.774 | 2 |
| 1 | True | 12,741,630 | 444,323 | 65 | 3,681 | -0.020 | 0.001 | 0.011 | 0.021 | 0.016 | 0.016 | 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 | 1,512,704 | 672 | 930 | -0.032 | -0.007 | -0.023 | 0.032 | 0.026 | 0.026 | 0.597 | 3 |
| 1 | True | 22,443,363 | 1,019,825 | 76 | 3,889 | -0.032 | -0.003 | -0.022 | 0.032 | 0.026 | 0.026 | 0.403 | 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 | 2,202,541 | 663 | 976 | -0.044 | -0.012 | -0.034 | 0.044 | 0.038 | 0.038 | 0.806 | 4 |
| 1 | True | 22,679,213 | 528,677 | 85 | 2,490 | -0.044 | -0.009 | -0.035 | 0.044 | 0.038 | 0.038 | 0.194 | 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 | 1,556,525 | 653 | 887 | -0.058 | -0.020 | -0.047 | 0.058 | 0.051 | 0.050 | 0.578 | 5 |
| 1 | True | 31,855,316 | 1,137,819 | 95 | 3,723 | -0.058 | -0.008 | -0.046 | 0.057 | 0.051 | 0.051 | 0.422 | 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 | 1,243,720 | 649 | 846 | -0.075 | -0.030 | -0.063 | 0.075 | 0.066 | 0.065 | 0.632 | 6 |
| 1 | True | 40,028,646 | 723,768 | 99 | 3,300 | -0.074 | -0.019 | -0.062 | 0.074 | 0.066 | 0.065 | 0.368 | 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 | 1,406,215 | 592 | 747 | -0.094 | -0.036 | -0.080 | 0.094 | 0.084 | 0.083 | 0.463 | 7 |
| 1 | True | 50,168,789 | 1,633,649 | 156 | 2,493 | -0.094 | -0.009 | -0.077 | 0.094 | 0.084 | 0.084 | 0.537 | 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 | 1,581,389 | 610 | 770 | -0.120 | -0.066 | -0.104 | 0.120 | 0.107 | 0.107 | 0.370 | 8 |
| 1 | True | 67,622,438 | 2,690,788 | 138 | 1,852 | -0.119 | -0.015 | -0.098 | 0.120 | 0.107 | 0.106 | 0.630 | 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 | 1,432,066 | 620 | 615 | -0.159 | -0.093 | -0.135 | 0.159 | 0.139 | 0.138 | 0.667 | 9 |
| 1 | True | 58,934,027 | 716,315 | 128 | 2,352 | -0.159 | -0.026 | -0.125 | 0.158 | 0.137 | 0.135 | 0.333 | 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 | 1,687,847 | 615 | 428 | -0.446 | -0.170 | -0.192 | 0.273 | 0.207 | 0.195 | 0.531 | 10 |
| 1 | True | 73,595,616 | 1,489,394 | 134 | 2,834 | -0.344 | 0.017 | 0.163 | 0.321 | 0.205 | 0.195 | 0.469 | 10 |