| 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 | 1,637,119 | 690 | 1,117 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.764 | 1 |
| 1 | True | 8,405,835 | 506,517 | 58 | 2,940 | -0.008 | 0.000 | 0.001 | 0.009 | 0.005 | 0.004 | 0.236 | 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 | 2,153,347 | 703 | 982 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.014 | 0.898 | 2 |
| 1 | True | 9,816,222 | 244,024 | 44 | 3,043 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.015 | 0.102 | 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 | 1,729,060 | 684 | 973 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.704 | 3 |
| 1 | True | 20,366,103 | 726,091 | 63 | 2,488 | -0.029 | 0.000 | 0.019 | 0.029 | 0.024 | 0.025 | 0.296 | 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 | 2,552,446 | 680 | 1,002 | -0.041 | -0.010 | -0.032 | 0.041 | 0.035 | 0.035 | 0.836 | 4 |
| 1 | True | 18,590,251 | 500,326 | 67 | 2,297 | -0.040 | 0.002 | 0.030 | 0.041 | 0.035 | 0.036 | 0.164 | 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 | 1,380,559 | 655 | 869 | -0.054 | -0.017 | -0.044 | 0.054 | 0.048 | 0.047 | 0.612 | 5 |
| 1 | True | 24,925,439 | 874,817 | 93 | 3,167 | -0.054 | -0.005 | -0.043 | 0.054 | 0.048 | 0.048 | 0.388 | 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 | 1,601,504 | 650 | 895 | -0.070 | -0.022 | -0.058 | 0.070 | 0.062 | 0.062 | 0.667 | 6 |
| 1 | True | 37,198,741 | 801,301 | 97 | 3,916 | -0.070 | -0.005 | -0.055 | 0.070 | 0.063 | 0.064 | 0.333 | 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 | 2,063,882 | 649 | 921 | -0.089 | -0.031 | -0.075 | 0.089 | 0.079 | 0.078 | 0.793 | 7 |
| 1 | True | 32,370,204 | 537,599 | 98 | 2,525 | -0.088 | -0.009 | -0.071 | 0.088 | 0.079 | 0.079 | 0.207 | 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 | 2,426,398 | 627 | 851 | -0.114 | -0.054 | -0.096 | 0.113 | 0.100 | 0.099 | 0.674 | 8 |
| 1 | True | 37,461,969 | 1,176,085 | 120 | 2,410 | -0.114 | -0.009 | -0.090 | 0.114 | 0.100 | 0.099 | 0.326 | 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 | 1,868,583 | 606 | 763 | -0.152 | -0.078 | -0.126 | 0.151 | 0.132 | 0.131 | 0.610 | 9 |
| 1 | True | 59,335,166 | 1,192,471 | 141 | 3,441 | -0.152 | -0.019 | -0.119 | 0.151 | 0.131 | 0.130 | 0.390 | 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 | 1,608,314 | 609 | 551 | -0.395 | -0.156 | -0.182 | 0.292 | 0.200 | 0.185 | 0.349 | 10 |
| 1 | True | 64,822,418 | 2,999,863 | 139 | 3,376 | -0.283 | 0.009 | 0.154 | 0.318 | 0.190 | 0.181 | 0.651 | 10 |