| 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 | 1,715,004 | 679 | 1,093 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.721 | 1 |
| 1 | True | 14,250,064 | 663,814 | 69 | 3,785 | -0.009 | 0.001 | 0.001 | 0.009 | 0.005 | 0.005 | 0.279 | 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 | 1,775,157 | 676 | 998 | -0.020 | -0.001 | -0.010 | 0.020 | 0.014 | 0.014 | 0.650 | 2 |
| 1 | True | 24,512,513 | 957,282 | 72 | 3,238 | -0.020 | -0.001 | -0.010 | 0.019 | 0.015 | 0.015 | 0.350 | 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 | 1,646,050 | 671 | 946 | -0.030 | -0.005 | -0.021 | 0.030 | 0.025 | 0.025 | 0.708 | 3 |
| 1 | True | 20,031,164 | 680,026 | 77 | 3,410 | -0.030 | 0.004 | 0.021 | 0.030 | 0.024 | 0.024 | 0.292 | 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 | 1,433,673 | 658 | 966 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.658 | 4 |
| 1 | True | 25,275,437 | 746,190 | 90 | 3,663 | -0.042 | 0.000 | -0.000 | 0.042 | 0.037 | 0.037 | 0.342 | 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 | 1,718,938 | 666 | 889 | -0.055 | -0.016 | -0.045 | 0.055 | 0.048 | 0.048 | 0.742 | 5 |
| 1 | True | 28,029,916 | 596,481 | 82 | 3,524 | -0.055 | 0.001 | 0.042 | 0.055 | 0.049 | 0.049 | 0.258 | 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 | 1,597,438 | 637 | 860 | -0.071 | -0.027 | -0.060 | 0.071 | 0.063 | 0.063 | 0.626 | 6 |
| 1 | True | 39,378,745 | 954,360 | 111 | 3,233 | -0.071 | -0.000 | -0.055 | 0.071 | 0.064 | 0.064 | 0.374 | 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 | 2,588,205 | 631 | 894 | -0.090 | -0.042 | -0.077 | 0.090 | 0.080 | 0.080 | 0.746 | 7 |
| 1 | True | 46,709,519 | 879,036 | 117 | 2,661 | -0.090 | -0.009 | -0.073 | 0.090 | 0.081 | 0.082 | 0.254 | 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 | 1,571,301 | 608 | 789 | -0.116 | -0.053 | -0.097 | 0.116 | 0.102 | 0.101 | 0.511 | 8 |
| 1 | True | 54,909,416 | 1,505,164 | 140 | 2,632 | -0.115 | -0.027 | -0.096 | 0.115 | 0.103 | 0.104 | 0.489 | 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 | 1,467,750 | 609 | 648 | -0.151 | -0.089 | -0.128 | 0.149 | 0.132 | 0.132 | 0.577 | 9 |
| 1 | True | 59,008,742 | 1,076,746 | 139 | 2,286 | -0.150 | -0.021 | -0.121 | 0.150 | 0.131 | 0.130 | 0.423 | 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 | 1,248,070 | 593 | 417 | -0.382 | -0.154 | -0.178 | 0.312 | 0.196 | 0.184 | 0.302 | 10 |
| 1 | True | 87,533,115 | 2,888,195 | 155 | 2,905 | -0.362 | 0.014 | 0.156 | 0.282 | 0.194 | 0.188 | 0.698 | 10 |