| 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 | 1,576,650 | 681 | 1,014 | -0.010 | -0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.730 | 1 |
| 1 | True | 13,459,099 | 582,276 | 67 | 3,196 | -0.009 | 0.001 | 0.001 | 0.009 | 0.005 | 0.006 | 0.270 | 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 | 1,752,915 | 673 | 1,050 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.014 | 0.692 | 2 |
| 1 | True | 25,011,256 | 780,371 | 75 | 3,912 | -0.019 | -0.000 | -0.010 | 0.019 | 0.015 | 0.015 | 0.308 | 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 | 2,108,015 | 677 | 961 | -0.030 | -0.005 | -0.021 | 0.030 | 0.024 | 0.024 | 0.798 | 3 |
| 1 | True | 22,501,541 | 534,011 | 71 | 3,246 | -0.030 | 0.003 | 0.021 | 0.030 | 0.025 | 0.025 | 0.202 | 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 | 1,292,019 | 682 | 908 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.512 | 4 |
| 1 | True | 19,310,359 | 1,231,667 | 66 | 5,427 | -0.041 | 0.001 | 0.030 | 0.041 | 0.035 | 0.035 | 0.488 | 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 | 1,587,829 | 632 | 898 | -0.056 | -0.013 | -0.045 | 0.056 | 0.049 | 0.049 | 0.686 | 5 |
| 1 | True | 32,128,756 | 726,380 | 116 | 3,488 | -0.055 | -0.006 | -0.043 | 0.056 | 0.049 | 0.049 | 0.314 | 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 | 1,883,508 | 659 | 887 | -0.072 | -0.029 | -0.061 | 0.072 | 0.064 | 0.064 | 0.680 | 6 |
| 1 | True | 34,144,297 | 886,428 | 89 | 2,921 | -0.072 | 0.000 | 0.056 | 0.072 | 0.063 | 0.062 | 0.320 | 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 | 1,764,882 | 616 | 911 | -0.092 | -0.035 | -0.078 | 0.092 | 0.082 | 0.082 | 0.671 | 7 |
| 1 | True | 46,471,850 | 866,744 | 132 | 2,708 | -0.092 | -0.008 | -0.073 | 0.091 | 0.082 | 0.082 | 0.329 | 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 | 1,624,783 | 597 | 785 | -0.119 | -0.053 | -0.099 | 0.119 | 0.104 | 0.104 | 0.359 | 8 |
| 1 | True | 69,586,554 | 2,894,999 | 151 | 2,357 | -0.118 | -0.026 | -0.100 | 0.117 | 0.106 | 0.105 | 0.641 | 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 | 2,016,699 | 610 | 646 | -0.154 | -0.091 | -0.132 | 0.153 | 0.136 | 0.135 | 0.676 | 9 |
| 1 | True | 55,894,576 | 967,259 | 138 | 2,480 | -0.155 | -0.015 | -0.122 | 0.154 | 0.136 | 0.135 | 0.324 | 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 | 1,268,321 | 596 | 412 | -0.388 | -0.164 | -0.184 | 0.326 | 0.200 | 0.188 | 0.452 | 10 |
| 1 | True | 81,142,404 | 1,536,923 | 152 | 2,555 | -0.366 | -0.003 | 0.000 | 0.294 | 0.198 | 0.190 | 0.548 | 10 |