| 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 | 2,004,300 | 691 | 1,085 | -0.009 | -0.000 | -0.000 | 0.009 | 0.005 | 0.005 | 0.881 | 1 |
| 1 | True | 11,504,844 | 269,926 | 57 | 3,069 | -0.009 | -0.000 | 0.001 | 0.009 | 0.005 | 0.005 | 0.119 | 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 | 2,109,746 | 699 | 1,005 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.804 | 2 |
| 1 | True | 11,196,680 | 512,986 | 48 | 3,406 | -0.019 | -0.002 | -0.011 | 0.019 | 0.015 | 0.015 | 0.196 | 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 | 1,935,426 | 688 | 1,015 | -0.030 | -0.004 | -0.020 | 0.030 | 0.024 | 0.024 | 0.867 | 3 |
| 1 | True | 14,432,904 | 297,060 | 59 | 2,476 | -0.029 | 0.001 | 0.019 | 0.030 | 0.025 | 0.025 | 0.133 | 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 | 1,890,603 | 679 | 973 | -0.041 | -0.008 | -0.032 | 0.041 | 0.035 | 0.035 | 0.719 | 4 |
| 1 | True | 16,737,299 | 740,625 | 68 | 3,405 | -0.041 | -0.001 | -0.030 | 0.041 | 0.036 | 0.036 | 0.281 | 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 | 1,594,269 | 659 | 888 | -0.055 | -0.016 | -0.045 | 0.055 | 0.048 | 0.048 | 0.553 | 5 |
| 1 | True | 34,001,992 | 1,288,572 | 89 | 3,803 | -0.055 | 0.001 | 0.042 | 0.055 | 0.048 | 0.049 | 0.447 | 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 | 1,668,860 | 647 | 886 | -0.070 | -0.027 | -0.060 | 0.070 | 0.062 | 0.063 | 0.782 | 6 |
| 1 | True | 31,474,953 | 465,902 | 100 | 1,852 | -0.070 | -0.004 | -0.056 | 0.070 | 0.063 | 0.063 | 0.218 | 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 | 1,650,981 | 634 | 870 | -0.089 | -0.031 | -0.075 | 0.089 | 0.079 | 0.079 | 0.620 | 7 |
| 1 | True | 38,334,787 | 1,012,766 | 113 | 2,891 | -0.089 | -0.014 | -0.072 | 0.088 | 0.080 | 0.080 | 0.380 | 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 | 2,157,580 | 622 | 843 | -0.114 | -0.053 | -0.096 | 0.114 | 0.100 | 0.100 | 0.713 | 8 |
| 1 | True | 44,200,514 | 867,440 | 125 | 2,533 | -0.113 | -0.019 | -0.094 | 0.113 | 0.102 | 0.102 | 0.287 | 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 | 2,495,645 | 607 | 798 | -0.154 | -0.076 | -0.125 | 0.154 | 0.132 | 0.131 | 0.684 | 9 |
| 1 | True | 51,603,266 | 1,150,629 | 140 | 2,842 | -0.153 | -0.023 | -0.118 | 0.153 | 0.131 | 0.130 | 0.316 | 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 | 1,627,266 | 613 | 551 | -0.382 | -0.160 | -0.184 | 0.278 | 0.201 | 0.189 | 0.366 | 10 |
| 1 | True | 67,489,970 | 2,824,323 | 135 | 3,599 | -0.279 | 0.023 | 0.159 | 0.313 | 0.189 | 0.183 | 0.634 | 10 |