| 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 | 1,800,334 | 686 | 1,043 | -0.009 | 0.000 | 0.000 | 0.009 | 0.004 | 0.004 | 0.648 | 1 |
| 1 | True | 9,160,463 | 978,385 | 63 | 3,091 | -0.009 | -0.001 | -0.002 | 0.009 | 0.005 | 0.005 | 0.352 | 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 | 1,681,443 | 694 | 1,019 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.757 | 2 |
| 1 | True | 12,888,261 | 539,972 | 54 | 2,590 | -0.018 | -0.004 | -0.012 | 0.019 | 0.014 | 0.014 | 0.243 | 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 | 2,338,824 | 683 | 1,053 | -0.029 | -0.003 | -0.020 | 0.029 | 0.024 | 0.024 | 0.779 | 3 |
| 1 | True | 13,239,102 | 662,299 | 65 | 3,524 | -0.029 | -0.002 | -0.019 | 0.028 | 0.024 | 0.025 | 0.221 | 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 | 1,962,817 | 682 | 942 | -0.041 | -0.007 | -0.031 | 0.041 | 0.035 | 0.035 | 0.810 | 4 |
| 1 | True | 18,245,176 | 459,802 | 66 | 3,200 | -0.040 | -0.005 | -0.031 | 0.040 | 0.035 | 0.036 | 0.190 | 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 | 1,745,498 | 673 | 917 | -0.055 | -0.013 | -0.043 | 0.055 | 0.047 | 0.047 | 0.710 | 5 |
| 1 | True | 21,439,693 | 712,102 | 76 | 3,090 | -0.054 | -0.006 | -0.042 | 0.055 | 0.048 | 0.047 | 0.290 | 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 | 1,716,447 | 637 | 948 | -0.071 | -0.017 | -0.058 | 0.071 | 0.062 | 0.062 | 0.537 | 6 |
| 1 | True | 37,950,784 | 1,479,810 | 111 | 3,147 | -0.070 | -0.003 | -0.055 | 0.071 | 0.062 | 0.062 | 0.463 | 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 | 1,616,156 | 630 | 965 | -0.091 | -0.029 | -0.076 | 0.090 | 0.080 | 0.080 | 0.603 | 7 |
| 1 | True | 29,632,870 | 1,063,470 | 118 | 2,846 | -0.091 | 0.008 | 0.072 | 0.090 | 0.081 | 0.081 | 0.397 | 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 | 2,425,367 | 641 | 841 | -0.117 | -0.058 | -0.099 | 0.117 | 0.103 | 0.102 | 0.756 | 8 |
| 1 | True | 31,325,236 | 782,432 | 107 | 2,507 | -0.117 | -0.012 | -0.093 | 0.117 | 0.103 | 0.103 | 0.244 | 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 | 1,816,509 | 615 | 771 | -0.156 | -0.086 | -0.131 | 0.156 | 0.136 | 0.135 | 0.560 | 9 |
| 1 | True | 66,948,997 | 1,425,294 | 133 | 3,636 | -0.156 | 0.012 | 0.119 | 0.156 | 0.136 | 0.135 | 0.440 | 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 | 1,558,911 | 614 | 483 | -0.403 | -0.165 | -0.192 | 0.299 | 0.209 | 0.195 | 0.397 | 10 |
| 1 | True | 59,082,545 | 2,371,027 | 135 | 3,410 | -0.285 | -0.007 | -0.159 | 0.345 | 0.200 | 0.192 | 0.603 | 10 |