| 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 | 2,046,768 | 692 | 1,006 | -0.009 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.741 | 1 |
| 1 | True | 16,522,586 | 713,894 | 56 | 3,756 | -0.009 | -0.000 | -0.000 | 0.009 | 0.005 | 0.005 | 0.259 | 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 | 2,120,519 | 682 | 1,047 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.826 | 2 |
| 1 | True | 15,887,961 | 447,584 | 65 | 2,982 | -0.019 | -0.003 | -0.011 | 0.019 | 0.014 | 0.014 | 0.174 | 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 | 1,904,955 | 698 | 997 | -0.029 | -0.006 | -0.021 | 0.029 | 0.024 | 0.024 | 0.744 | 3 |
| 1 | True | 11,401,960 | 656,698 | 49 | 3,837 | -0.029 | 0.002 | 0.020 | 0.029 | 0.024 | 0.023 | 0.256 | 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 | 1,741,419 | 675 | 982 | -0.040 | -0.007 | -0.031 | 0.040 | 0.035 | 0.035 | 0.694 | 4 |
| 1 | True | 22,678,644 | 767,135 | 72 | 2,504 | -0.039 | -0.009 | -0.032 | 0.040 | 0.035 | 0.035 | 0.306 | 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 | 1,645,148 | 666 | 885 | -0.053 | -0.016 | -0.043 | 0.053 | 0.046 | 0.047 | 0.694 | 5 |
| 1 | True | 22,290,404 | 723,928 | 82 | 2,647 | -0.053 | 0.002 | 0.040 | 0.053 | 0.047 | 0.047 | 0.306 | 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 | 1,595,084 | 648 | 881 | -0.068 | -0.020 | -0.057 | 0.068 | 0.061 | 0.061 | 0.629 | 6 |
| 1 | True | 32,933,494 | 938,867 | 99 | 2,998 | -0.068 | -0.013 | -0.055 | 0.068 | 0.061 | 0.062 | 0.371 | 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 | 2,044,288 | 634 | 963 | -0.089 | -0.034 | -0.073 | 0.089 | 0.077 | 0.077 | 0.764 | 7 |
| 1 | True | 37,153,733 | 631,922 | 113 | 2,316 | -0.088 | -0.011 | -0.072 | 0.088 | 0.079 | 0.078 | 0.236 | 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 | 1,639,571 | 602 | 776 | -0.113 | -0.050 | -0.096 | 0.113 | 0.100 | 0.100 | 0.602 | 8 |
| 1 | True | 52,333,163 | 1,083,054 | 145 | 2,444 | -0.113 | -0.023 | -0.091 | 0.113 | 0.100 | 0.101 | 0.398 | 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 | 2,407,236 | 607 | 707 | -0.152 | -0.081 | -0.126 | 0.151 | 0.131 | 0.130 | 0.665 | 9 |
| 1 | True | 54,123,271 | 1,210,822 | 140 | 2,737 | -0.151 | -0.011 | -0.116 | 0.152 | 0.131 | 0.131 | 0.335 | 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 | 1,618,207 | 617 | 538 | -0.374 | -0.167 | -0.183 | 0.280 | 0.200 | 0.188 | 0.375 | 10 |
| 1 | True | 70,848,333 | 2,701,649 | 131 | 3,206 | -0.381 | 0.020 | 0.157 | 0.299 | 0.194 | 0.185 | 0.625 | 10 |