| 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 | 2,140,670 | 698 | 1,087 | -0.009 | -0.000 | -0.000 | 0.009 | 0.004 | 0.004 | 0.820 | 1 |
| 1 | True | 11,358,071 | 469,136 | 50 | 3,304 | -0.008 | 0.001 | 0.001 | 0.009 | 0.004 | 0.004 | 0.180 | 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 | 1,886,131 | 673 | 952 | -0.018 | -0.002 | -0.011 | 0.018 | 0.014 | 0.014 | 0.799 | 2 |
| 1 | True | 19,068,621 | 475,735 | 74 | 3,998 | -0.018 | -0.000 | -0.000 | 0.018 | 0.014 | 0.014 | 0.201 | 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 | 1,757,235 | 686 | 994 | -0.028 | -0.004 | -0.020 | 0.028 | 0.023 | 0.023 | 0.742 | 3 |
| 1 | True | 14,682,600 | 610,485 | 61 | 2,705 | -0.028 | -0.005 | -0.020 | 0.028 | 0.023 | 0.022 | 0.258 | 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 | 1,820,348 | 678 | 937 | -0.041 | -0.008 | -0.030 | 0.041 | 0.034 | 0.034 | 0.740 | 4 |
| 1 | True | 24,428,054 | 638,633 | 69 | 3,279 | -0.040 | -0.007 | -0.031 | 0.040 | 0.034 | 0.033 | 0.260 | 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 | 1,545,741 | 644 | 878 | -0.054 | -0.013 | -0.043 | 0.054 | 0.047 | 0.047 | 0.607 | 5 |
| 1 | True | 27,055,873 | 999,435 | 103 | 2,913 | -0.054 | 0.002 | 0.042 | 0.054 | 0.047 | 0.047 | 0.393 | 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 | 1,763,714 | 649 | 1,008 | -0.070 | -0.016 | -0.057 | 0.070 | 0.062 | 0.062 | 0.685 | 6 |
| 1 | True | 40,856,293 | 812,372 | 98 | 2,201 | -0.069 | -0.006 | -0.055 | 0.070 | 0.062 | 0.062 | 0.315 | 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 | 2,545,083 | 613 | 830 | -0.091 | -0.028 | -0.075 | 0.091 | 0.080 | 0.080 | 0.711 | 7 |
| 1 | True | 50,251,169 | 1,032,287 | 134 | 2,771 | -0.091 | -0.014 | -0.072 | 0.091 | 0.080 | 0.079 | 0.289 | 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 | 1,706,605 | 596 | 790 | -0.119 | -0.058 | -0.100 | 0.119 | 0.104 | 0.103 | 0.509 | 8 |
| 1 | True | 58,866,510 | 1,644,473 | 151 | 2,453 | -0.119 | -0.010 | -0.093 | 0.119 | 0.103 | 0.103 | 0.491 | 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 | 1,623,162 | 608 | 627 | -0.160 | -0.102 | -0.135 | 0.158 | 0.138 | 0.136 | 0.612 | 9 |
| 1 | True | 54,328,490 | 1,030,570 | 139 | 2,671 | -0.159 | 0.002 | 0.120 | 0.160 | 0.137 | 0.136 | 0.388 | 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 | 1,218,703 | 624 | 432 | -0.396 | -0.190 | -0.196 | 0.318 | 0.210 | 0.197 | 0.321 | 10 |
| 1 | True | 75,668,026 | 2,575,924 | 124 | 3,443 | -0.383 | -0.013 | -0.162 | 0.301 | 0.200 | 0.190 | 0.679 | 10 |