| 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 | 1,476,621 | 694 | 980 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.727 | 1 |
| 1 | True | 16,802,369 | 554,815 | 54 | 5,536 | -0.010 | 0.001 | 0.001 | 0.009 | 0.004 | 0.004 | 0.273 | 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 | 1,544,027 | 666 | 1,038 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.595 | 2 |
| 1 | True | 17,270,995 | 1,049,788 | 82 | 4,395 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.014 | 0.405 | 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 | 2,102,224 | 665 | 996 | -0.031 | -0.005 | -0.022 | 0.031 | 0.026 | 0.026 | 0.785 | 3 |
| 1 | True | 22,539,275 | 575,128 | 83 | 3,764 | -0.030 | -0.004 | -0.021 | 0.031 | 0.025 | 0.026 | 0.215 | 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 | 1,340,704 | 665 | 957 | -0.043 | -0.013 | -0.034 | 0.043 | 0.037 | 0.036 | 0.626 | 4 |
| 1 | True | 22,183,930 | 800,360 | 83 | 2,437 | -0.043 | -0.007 | -0.032 | 0.043 | 0.036 | 0.037 | 0.374 | 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 | 1,712,419 | 652 | 845 | -0.057 | -0.021 | -0.047 | 0.057 | 0.050 | 0.050 | 0.658 | 5 |
| 1 | True | 39,008,532 | 888,845 | 96 | 3,425 | -0.057 | -0.000 | 0.000 | 0.056 | 0.049 | 0.049 | 0.342 | 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 | 1,455,012 | 635 | 864 | -0.073 | -0.033 | -0.062 | 0.073 | 0.065 | 0.064 | 0.533 | 6 |
| 1 | True | 35,268,728 | 1,276,783 | 113 | 3,496 | -0.073 | -0.007 | -0.060 | 0.073 | 0.065 | 0.065 | 0.467 | 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 | 1,557,742 | 614 | 739 | -0.093 | -0.041 | -0.079 | 0.093 | 0.082 | 0.082 | 0.590 | 7 |
| 1 | True | 55,146,054 | 1,081,814 | 134 | 2,413 | -0.092 | -0.004 | -0.074 | 0.092 | 0.082 | 0.082 | 0.410 | 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 | 1,788,936 | 605 | 733 | -0.118 | -0.059 | -0.101 | 0.118 | 0.105 | 0.105 | 0.584 | 8 |
| 1 | True | 59,388,565 | 1,275,493 | 143 | 2,234 | -0.118 | -0.017 | -0.096 | 0.118 | 0.105 | 0.106 | 0.416 | 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 | 1,389,053 | 628 | 657 | -0.158 | -0.089 | -0.131 | 0.158 | 0.136 | 0.135 | 0.370 | 9 |
| 1 | True | 53,275,738 | 2,363,239 | 120 | 2,055 | -0.158 | -0.030 | -0.125 | 0.156 | 0.137 | 0.138 | 0.630 | 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 | 1,785,364 | 600 | 468 | -0.431 | -0.164 | -0.186 | 0.275 | 0.205 | 0.190 | 0.577 | 10 |
| 1 | True | 80,790,569 | 1,311,169 | 148 | 2,725 | -0.350 | 0.016 | 0.162 | 0.330 | 0.201 | 0.191 | 0.423 | 10 |