| 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 | 1,444,973 | 686 | 1,046 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.696 | 1 |
| 1 | True | 15,696,006 | 632,458 | 62 | 3,541 | -0.009 | 0.000 | 0.000 | 0.010 | 0.005 | 0.004 | 0.304 | 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 | 1,463,982 | 673 | 970 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.673 | 2 |
| 1 | True | 19,292,875 | 712,065 | 75 | 4,033 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.327 | 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 | 1,461,921 | 663 | 904 | -0.031 | -0.006 | -0.022 | 0.031 | 0.025 | 0.025 | 0.725 | 3 |
| 1 | True | 24,818,663 | 555,639 | 85 | 3,559 | -0.030 | 0.002 | 0.021 | 0.030 | 0.025 | 0.024 | 0.275 | 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 | 1,965,247 | 661 | 947 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.705 | 4 |
| 1 | True | 29,070,809 | 822,031 | 87 | 3,322 | -0.042 | -0.006 | -0.032 | 0.041 | 0.037 | 0.037 | 0.295 | 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 | 1,702,829 | 643 | 884 | -0.056 | -0.019 | -0.046 | 0.056 | 0.049 | 0.049 | 0.542 | 5 |
| 1 | True | 32,373,957 | 1,439,059 | 105 | 3,820 | -0.056 | -0.002 | -0.043 | 0.056 | 0.050 | 0.050 | 0.458 | 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 | 1,626,124 | 644 | 825 | -0.072 | -0.031 | -0.060 | 0.072 | 0.063 | 0.063 | 0.668 | 6 |
| 1 | True | 37,526,781 | 808,268 | 104 | 3,103 | -0.072 | 0.003 | 0.057 | 0.072 | 0.064 | 0.064 | 0.332 | 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 | 1,764,554 | 627 | 806 | -0.091 | -0.037 | -0.078 | 0.091 | 0.081 | 0.081 | 0.684 | 7 |
| 1 | True | 44,859,491 | 816,315 | 121 | 2,487 | -0.091 | 0.000 | 0.072 | 0.090 | 0.082 | 0.083 | 0.316 | 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 | 1,563,086 | 611 | 746 | -0.117 | -0.062 | -0.100 | 0.117 | 0.104 | 0.103 | 0.466 | 8 |
| 1 | True | 63,185,214 | 1,792,344 | 137 | 2,527 | -0.115 | -0.017 | -0.097 | 0.117 | 0.103 | 0.103 | 0.534 | 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 | 1,612,344 | 602 | 634 | -0.155 | -0.088 | -0.130 | 0.155 | 0.135 | 0.135 | 0.444 | 9 |
| 1 | True | 64,849,322 | 2,015,613 | 146 | 2,205 | -0.155 | -0.019 | -0.121 | 0.155 | 0.134 | 0.134 | 0.556 | 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 | 1,545,811 | 613 | 510 | -0.429 | -0.155 | -0.183 | 0.305 | 0.201 | 0.188 | 0.484 | 10 |
| 1 | True | 69,816,712 | 1,650,636 | 135 | 2,675 | -0.345 | 0.009 | 0.161 | 0.300 | 0.199 | 0.190 | 0.516 | 10 |