| 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 | 2,268,849 | 699 | 993 | -0.009 | -0.000 | -0.001 | 0.009 | 0.004 | 0.004 | 0.869 | 1 |
| 1 | True | 13,132,037 | 342,613 | 49 | 3,772 | -0.009 | 0.000 | 0.001 | 0.009 | 0.005 | 0.005 | 0.131 | 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 | 1,997,392 | 681 | 1,060 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.014 | 0.657 | 2 |
| 1 | True | 13,747,452 | 1,044,124 | 66 | 3,198 | -0.019 | -0.001 | -0.009 | 0.019 | 0.013 | 0.013 | 0.343 | 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 | 1,944,033 | 692 | 1,030 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.836 | 3 |
| 1 | True | 15,100,212 | 380,081 | 55 | 3,340 | -0.029 | 0.000 | 0.019 | 0.029 | 0.023 | 0.024 | 0.164 | 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 | 1,881,873 | 678 | 953 | -0.041 | -0.009 | -0.031 | 0.041 | 0.035 | 0.034 | 0.778 | 4 |
| 1 | True | 22,860,898 | 535,904 | 69 | 2,560 | -0.040 | -0.006 | -0.032 | 0.040 | 0.036 | 0.036 | 0.222 | 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 | 1,517,589 | 675 | 888 | -0.054 | -0.017 | -0.044 | 0.054 | 0.048 | 0.048 | 0.831 | 5 |
| 1 | True | 15,957,544 | 308,607 | 73 | 2,361 | -0.054 | -0.009 | -0.045 | 0.054 | 0.048 | 0.048 | 0.169 | 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 | 1,605,637 | 647 | 942 | -0.070 | -0.023 | -0.058 | 0.070 | 0.062 | 0.062 | 0.591 | 6 |
| 1 | True | 32,336,734 | 1,111,761 | 100 | 2,990 | -0.070 | -0.012 | -0.056 | 0.070 | 0.062 | 0.063 | 0.409 | 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 | 2,286,782 | 626 | 881 | -0.088 | -0.031 | -0.074 | 0.088 | 0.078 | 0.078 | 0.724 | 7 |
| 1 | True | 37,730,241 | 873,774 | 121 | 2,340 | -0.088 | -0.012 | -0.073 | 0.088 | 0.079 | 0.080 | 0.276 | 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 | 1,954,850 | 610 | 783 | -0.114 | -0.053 | -0.096 | 0.114 | 0.100 | 0.100 | 0.634 | 8 |
| 1 | True | 53,850,245 | 1,127,568 | 137 | 2,557 | -0.114 | -0.018 | -0.092 | 0.114 | 0.101 | 0.101 | 0.366 | 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 | 1,739,619 | 602 | 805 | -0.154 | -0.071 | -0.126 | 0.154 | 0.132 | 0.131 | 0.418 | 9 |
| 1 | True | 54,886,810 | 2,423,091 | 145 | 2,757 | -0.154 | -0.017 | -0.118 | 0.154 | 0.131 | 0.128 | 0.582 | 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 | 1,805,654 | 623 | 533 | -0.370 | -0.169 | -0.186 | 0.281 | 0.202 | 0.188 | 0.559 | 10 |
| 1 | True | 69,188,085 | 1,422,856 | 125 | 3,265 | -0.271 | 0.036 | 0.164 | 0.304 | 0.194 | 0.187 | 0.441 | 10 |