| 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 | 2,052,400 | 692 | 1,018 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.844 | 1 |
| 1 | True | 17,575,725 | 378,769 | 56 | 3,400 | -0.009 | -0.001 | -0.003 | 0.009 | 0.005 | 0.005 | 0.156 | 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 | 2,099,742 | 690 | 1,026 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.882 | 2 |
| 1 | True | 12,668,728 | 282,077 | 57 | 2,906 | -0.019 | -0.004 | -0.012 | 0.018 | 0.015 | 0.014 | 0.118 | 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 | 1,693,476 | 677 | 978 | -0.030 | -0.006 | -0.021 | 0.030 | 0.025 | 0.025 | 0.689 | 3 |
| 1 | True | 18,698,913 | 762,645 | 70 | 3,895 | -0.030 | -0.004 | -0.021 | 0.029 | 0.025 | 0.026 | 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 | 1,654,610 | 686 | 970 | -0.041 | -0.008 | -0.032 | 0.041 | 0.035 | 0.035 | 0.601 | 4 |
| 1 | True | 16,544,534 | 1,099,843 | 61 | 3,524 | -0.041 | -0.011 | -0.033 | 0.040 | 0.035 | 0.034 | 0.399 | 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 | 1,729,748 | 666 | 902 | -0.054 | -0.015 | -0.044 | 0.054 | 0.047 | 0.047 | 0.680 | 5 |
| 1 | True | 31,056,297 | 814,329 | 81 | 3,118 | -0.054 | 0.002 | 0.042 | 0.054 | 0.047 | 0.047 | 0.320 | 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 | 1,661,122 | 646 | 936 | -0.069 | -0.022 | -0.058 | 0.069 | 0.061 | 0.061 | 0.639 | 6 |
| 1 | True | 29,837,991 | 936,507 | 101 | 2,318 | -0.068 | -0.008 | -0.056 | 0.068 | 0.061 | 0.061 | 0.361 | 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 | 2,327,882 | 623 | 896 | -0.089 | -0.030 | -0.074 | 0.089 | 0.078 | 0.078 | 0.719 | 7 |
| 1 | True | 36,201,362 | 909,921 | 124 | 2,126 | -0.089 | -0.026 | -0.074 | 0.089 | 0.079 | 0.079 | 0.281 | 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 | 1,580,059 | 581 | 825 | -0.115 | -0.053 | -0.098 | 0.115 | 0.102 | 0.102 | 0.593 | 8 |
| 1 | True | 64,175,616 | 1,084,108 | 166 | 2,618 | -0.115 | -0.024 | -0.095 | 0.114 | 0.102 | 0.102 | 0.407 | 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 | 2,085,800 | 626 | 690 | -0.155 | -0.095 | -0.128 | 0.154 | 0.133 | 0.132 | 0.688 | 9 |
| 1 | True | 49,761,333 | 946,611 | 121 | 2,554 | -0.154 | 0.003 | 0.116 | 0.155 | 0.134 | 0.132 | 0.312 | 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 | 1,337,738 | 608 | 420 | -0.369 | -0.175 | -0.188 | 0.292 | 0.203 | 0.191 | 0.306 | 10 |
| 1 | True | 75,572,816 | 3,032,606 | 139 | 3,434 | -0.398 | 0.007 | 0.156 | 0.324 | 0.200 | 0.188 | 0.694 | 10 |