| 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 | 1,841,560 | 683 | 1,057 | -0.009 | 0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.726 | 1 |
| 1 | True | 17,972,264 | 694,873 | 65 | 4,858 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.004 | 0.274 | 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 | 1,600,920 | 679 | 1,041 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.691 | 2 |
| 1 | True | 20,188,286 | 716,131 | 68 | 4,692 | -0.019 | 0.000 | -0.000 | 0.020 | 0.014 | 0.014 | 0.309 | 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 | 1,986,409 | 667 | 992 | -0.031 | -0.007 | -0.022 | 0.031 | 0.025 | 0.025 | 0.689 | 3 |
| 1 | True | 20,948,865 | 894,746 | 80 | 3,489 | -0.030 | -0.001 | -0.000 | 0.031 | 0.025 | 0.025 | 0.311 | 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 | 1,843,569 | 663 | 916 | -0.043 | -0.010 | -0.033 | 0.043 | 0.037 | 0.037 | 0.736 | 4 |
| 1 | True | 29,052,008 | 659,989 | 84 | 4,060 | -0.043 | -0.005 | -0.032 | 0.042 | 0.037 | 0.037 | 0.264 | 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 | 1,508,061 | 644 | 890 | -0.056 | -0.019 | -0.047 | 0.056 | 0.050 | 0.050 | 0.621 | 5 |
| 1 | True | 33,675,163 | 920,312 | 103 | 3,762 | -0.056 | -0.008 | -0.044 | 0.056 | 0.050 | 0.050 | 0.379 | 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 | 1,725,745 | 644 | 883 | -0.072 | -0.030 | -0.061 | 0.072 | 0.064 | 0.064 | 0.522 | 6 |
| 1 | True | 40,777,966 | 1,578,841 | 103 | 2,227 | -0.072 | -0.004 | -0.057 | 0.072 | 0.063 | 0.063 | 0.478 | 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 | 1,512,533 | 620 | 882 | -0.093 | -0.038 | -0.078 | 0.093 | 0.082 | 0.082 | 0.491 | 7 |
| 1 | True | 51,328,789 | 1,566,888 | 127 | 3,208 | -0.093 | -0.011 | -0.075 | 0.092 | 0.083 | 0.083 | 0.509 | 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 | 2,247,029 | 606 | 831 | -0.120 | -0.057 | -0.101 | 0.120 | 0.105 | 0.104 | 0.656 | 8 |
| 1 | True | 54,410,840 | 1,180,530 | 141 | 2,393 | -0.119 | -0.017 | -0.096 | 0.119 | 0.106 | 0.107 | 0.344 | 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 | 1,473,506 | 616 | 571 | -0.155 | -0.093 | -0.132 | 0.155 | 0.136 | 0.135 | 0.598 | 9 |
| 1 | True | 60,284,451 | 992,474 | 131 | 2,072 | -0.155 | -0.036 | -0.125 | 0.153 | 0.137 | 0.137 | 0.402 | 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 | 1,434,422 | 596 | 415 | -0.390 | -0.157 | -0.184 | 0.351 | 0.202 | 0.190 | 0.489 | 10 |
| 1 | True | 75,524,997 | 1,500,991 | 152 | 2,562 | -0.371 | 0.004 | 0.156 | 0.282 | 0.199 | 0.195 | 0.511 | 10 |