| 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 | 1,564,218 | 677 | 1,060 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.808 | 1 |
| 1 | True | 17,614,394 | 372,881 | 71 | 2,600 | -0.010 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.192 | 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 | 1,469,475 | 675 | 972 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.616 | 2 |
| 1 | True | 15,910,314 | 915,039 | 73 | 3,868 | -0.020 | 0.003 | 0.012 | 0.020 | 0.016 | 0.017 | 0.384 | 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 | 1,406,239 | 673 | 898 | -0.032 | -0.006 | -0.022 | 0.032 | 0.026 | 0.026 | 0.607 | 3 |
| 1 | True | 22,520,763 | 912,096 | 75 | 3,754 | -0.032 | -0.001 | -0.021 | 0.031 | 0.027 | 0.027 | 0.393 | 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 | 1,634,504 | 662 | 1,009 | -0.043 | -0.008 | -0.034 | 0.043 | 0.038 | 0.038 | 0.757 | 4 |
| 1 | True | 29,166,978 | 523,945 | 86 | 2,903 | -0.043 | -0.007 | -0.033 | 0.043 | 0.037 | 0.038 | 0.243 | 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 | 2,491,205 | 663 | 897 | -0.057 | -0.018 | -0.047 | 0.057 | 0.050 | 0.050 | 0.780 | 5 |
| 1 | True | 22,474,474 | 704,131 | 85 | 4,683 | -0.056 | 0.002 | 0.045 | 0.057 | 0.050 | 0.050 | 0.220 | 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 | 1,524,295 | 625 | 885 | -0.072 | -0.029 | -0.062 | 0.072 | 0.064 | 0.064 | 0.548 | 6 |
| 1 | True | 45,985,874 | 1,256,478 | 123 | 3,327 | -0.072 | 0.014 | 0.060 | 0.072 | 0.064 | 0.064 | 0.452 | 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 | 2,628,688 | 641 | 826 | -0.092 | -0.041 | -0.079 | 0.092 | 0.082 | 0.082 | 0.782 | 7 |
| 1 | True | 40,593,618 | 730,666 | 107 | 2,571 | -0.092 | -0.004 | -0.073 | 0.091 | 0.082 | 0.081 | 0.218 | 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 | 1,368,543 | 598 | 797 | -0.118 | -0.064 | -0.101 | 0.118 | 0.104 | 0.104 | 0.527 | 8 |
| 1 | True | 73,260,413 | 1,230,217 | 150 | 2,636 | -0.118 | -0.006 | -0.094 | 0.117 | 0.105 | 0.104 | 0.473 | 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 | 1,383,432 | 604 | 591 | -0.156 | -0.090 | -0.132 | 0.156 | 0.136 | 0.135 | 0.352 | 9 |
| 1 | True | 55,450,049 | 2,549,248 | 144 | 2,411 | -0.156 | -0.020 | -0.123 | 0.156 | 0.135 | 0.134 | 0.648 | 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 | 1,293,760 | 607 | 489 | -0.425 | -0.165 | -0.185 | 0.313 | 0.202 | 0.188 | 0.433 | 10 |
| 1 | True | 78,319,992 | 1,692,146 | 141 | 2,485 | -0.349 | -0.004 | -0.160 | 0.314 | 0.201 | 0.194 | 0.567 | 10 |