| 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 | 1,671,529 | 704 | 1,062 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.790 | 1 |
| 1 | True | 5,047,602 | 443,295 | 45 | 2,923 | -0.009 | 0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.210 | 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 | 1,764,004 | 694 | 959 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.014 | 0.850 | 2 |
| 1 | True | 9,672,453 | 312,032 | 54 | 2,448 | -0.019 | 0.001 | 0.010 | 0.019 | 0.014 | 0.014 | 0.150 | 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 | 2,450,837 | 686 | 1,037 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.794 | 3 |
| 1 | True | 19,232,345 | 635,356 | 62 | 3,173 | -0.029 | 0.002 | 0.020 | 0.029 | 0.024 | 0.024 | 0.206 | 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 | 2,120,350 | 681 | 940 | -0.040 | -0.009 | -0.031 | 0.040 | 0.035 | 0.035 | 0.777 | 4 |
| 1 | True | 19,573,442 | 608,660 | 67 | 3,833 | -0.040 | -0.005 | -0.031 | 0.039 | 0.034 | 0.034 | 0.223 | 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 | 1,741,801 | 647 | 951 | -0.053 | -0.012 | -0.043 | 0.053 | 0.047 | 0.047 | 0.705 | 5 |
| 1 | True | 30,038,666 | 729,596 | 102 | 3,531 | -0.053 | -0.004 | -0.041 | 0.053 | 0.047 | 0.047 | 0.295 | 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 | 1,681,068 | 665 | 927 | -0.069 | -0.021 | -0.058 | 0.069 | 0.061 | 0.061 | 0.732 | 6 |
| 1 | True | 23,395,956 | 616,020 | 83 | 2,379 | -0.069 | -0.003 | -0.054 | 0.069 | 0.062 | 0.062 | 0.268 | 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 | 1,808,102 | 645 | 905 | -0.089 | -0.031 | -0.074 | 0.089 | 0.079 | 0.078 | 0.727 | 7 |
| 1 | True | 34,997,472 | 677,298 | 103 | 2,384 | -0.089 | -0.012 | -0.071 | 0.089 | 0.079 | 0.078 | 0.273 | 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 | 2,879,704 | 621 | 839 | -0.114 | -0.052 | -0.097 | 0.114 | 0.101 | 0.100 | 0.651 | 8 |
| 1 | True | 39,027,767 | 1,540,639 | 127 | 3,045 | -0.114 | -0.010 | -0.092 | 0.113 | 0.101 | 0.102 | 0.349 | 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 | 1,540,100 | 625 | 819 | -0.151 | -0.076 | -0.126 | 0.151 | 0.131 | 0.130 | 0.531 | 9 |
| 1 | True | 46,591,662 | 1,359,238 | 123 | 2,930 | -0.151 | 0.006 | 0.114 | 0.149 | 0.132 | 0.132 | 0.469 | 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 | 1,506,666 | 607 | 535 | -0.393 | -0.157 | -0.181 | 0.287 | 0.200 | 0.187 | 0.357 | 10 |
| 1 | True | 72,416,056 | 2,713,394 | 142 | 3,292 | -0.282 | -0.006 | -0.155 | 0.310 | 0.190 | 0.183 | 0.643 | 10 |