| 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 | 1,916,189 | 684 | 1,068 | -0.009 | 0.000 | 0.000 | 0.009 | 0.004 | 0.005 | 0.847 | 1 |
| 1 | True | 16,690,068 | 346,343 | 64 | 3,797 | -0.009 | -0.001 | -0.000 | 0.009 | 0.005 | 0.005 | 0.153 | 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 | 1,966,639 | 678 | 1,073 | -0.020 | -0.002 | -0.010 | 0.020 | 0.015 | 0.015 | 0.752 | 2 |
| 1 | True | 19,680,836 | 647,642 | 69 | 3,545 | -0.020 | -0.002 | -0.011 | 0.019 | 0.014 | 0.013 | 0.248 | 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 | 1,787,152 | 683 | 1,028 | -0.031 | -0.007 | -0.022 | 0.031 | 0.025 | 0.025 | 0.707 | 3 |
| 1 | True | 18,423,761 | 740,513 | 64 | 4,059 | -0.031 | -0.002 | -0.021 | 0.031 | 0.025 | 0.025 | 0.293 | 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 | 1,573,898 | 655 | 898 | -0.043 | -0.010 | -0.033 | 0.043 | 0.037 | 0.036 | 0.701 | 4 |
| 1 | True | 29,971,879 | 671,728 | 92 | 3,489 | -0.043 | -0.007 | -0.033 | 0.042 | 0.037 | 0.036 | 0.299 | 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 | 1,715,794 | 656 | 938 | -0.056 | -0.018 | -0.047 | 0.056 | 0.049 | 0.049 | 0.603 | 5 |
| 1 | True | 37,438,291 | 1,130,925 | 91 | 4,549 | -0.056 | -0.001 | -0.044 | 0.056 | 0.050 | 0.050 | 0.397 | 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 | 1,979,481 | 630 | 853 | -0.072 | -0.031 | -0.061 | 0.072 | 0.064 | 0.064 | 0.521 | 6 |
| 1 | True | 40,828,793 | 1,821,742 | 117 | 2,332 | -0.072 | -0.006 | -0.057 | 0.071 | 0.063 | 0.063 | 0.479 | 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 | 1,682,022 | 625 | 850 | -0.093 | -0.040 | -0.078 | 0.092 | 0.082 | 0.082 | 0.531 | 7 |
| 1 | True | 42,850,843 | 1,486,982 | 122 | 2,295 | -0.093 | -0.009 | -0.074 | 0.092 | 0.082 | 0.081 | 0.469 | 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 | 1,701,804 | 607 | 804 | -0.119 | -0.058 | -0.102 | 0.118 | 0.105 | 0.105 | 0.589 | 8 |
| 1 | True | 58,481,103 | 1,189,018 | 140 | 2,657 | -0.118 | -0.019 | -0.097 | 0.117 | 0.105 | 0.104 | 0.411 | 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 | 1,637,812 | 607 | 641 | -0.156 | -0.096 | -0.133 | 0.156 | 0.137 | 0.137 | 0.667 | 9 |
| 1 | True | 58,762,464 | 815,902 | 140 | 2,182 | -0.156 | -0.033 | -0.126 | 0.154 | 0.136 | 0.136 | 0.333 | 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 | 1,472,579 | 598 | 402 | -0.403 | -0.172 | -0.188 | 0.329 | 0.204 | 0.191 | 0.464 | 10 |
| 1 | True | 78,072,099 | 1,698,225 | 150 | 3,023 | -0.365 | 0.011 | 0.158 | 0.306 | 0.203 | 0.197 | 0.536 | 10 |