| 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 | 1,651,971 | 705 | 1,077 | -0.009 | -0.000 | -0.000 | 0.009 | 0.005 | 0.004 | 0.807 | 1 |
| 1 | True | 9,987,161 | 394,291 | 44 | 3,136 | -0.009 | 0.001 | 0.001 | 0.009 | 0.005 | 0.006 | 0.193 | 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 | 1,621,779 | 683 | 1,034 | -0.019 | -0.002 | -0.011 | 0.018 | 0.014 | 0.013 | 0.629 | 2 |
| 1 | True | 17,781,012 | 958,159 | 65 | 2,795 | -0.018 | -0.003 | -0.011 | 0.018 | 0.014 | 0.015 | 0.371 | 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 | 1,657,666 | 676 | 966 | -0.028 | -0.002 | -0.020 | 0.028 | 0.024 | 0.024 | 0.652 | 3 |
| 1 | True | 13,088,340 | 885,406 | 72 | 2,779 | -0.028 | -0.003 | -0.020 | 0.028 | 0.023 | 0.023 | 0.348 | 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 | 2,208,407 | 685 | 991 | -0.041 | -0.006 | -0.030 | 0.041 | 0.034 | 0.034 | 0.873 | 4 |
| 1 | True | 17,734,926 | 319,988 | 63 | 3,499 | -0.040 | -0.008 | -0.031 | 0.040 | 0.035 | 0.035 | 0.127 | 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 | 1,996,435 | 667 | 971 | -0.054 | -0.012 | -0.043 | 0.054 | 0.047 | 0.047 | 0.739 | 5 |
| 1 | True | 17,487,683 | 704,033 | 82 | 3,052 | -0.053 | -0.008 | -0.042 | 0.054 | 0.047 | 0.047 | 0.261 | 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 | 1,789,836 | 639 | 954 | -0.070 | -0.016 | -0.057 | 0.070 | 0.062 | 0.062 | 0.609 | 6 |
| 1 | True | 31,874,576 | 1,151,241 | 109 | 2,512 | -0.070 | 0.008 | 0.056 | 0.070 | 0.062 | 0.062 | 0.391 | 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 | 1,561,596 | 642 | 890 | -0.089 | -0.030 | -0.075 | 0.089 | 0.079 | 0.079 | 0.598 | 7 |
| 1 | True | 31,453,916 | 1,048,037 | 106 | 3,149 | -0.089 | -0.004 | -0.071 | 0.089 | 0.080 | 0.080 | 0.402 | 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 | 2,003,476 | 621 | 894 | -0.116 | -0.060 | -0.098 | 0.116 | 0.102 | 0.101 | 0.606 | 8 |
| 1 | True | 42,805,300 | 1,300,300 | 127 | 2,264 | -0.115 | -0.000 | -0.090 | 0.116 | 0.103 | 0.103 | 0.394 | 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 | 2,443,544 | 630 | 760 | -0.156 | -0.084 | -0.129 | 0.156 | 0.134 | 0.132 | 0.644 | 9 |
| 1 | True | 48,997,871 | 1,349,966 | 118 | 3,751 | -0.155 | 0.008 | 0.117 | 0.154 | 0.134 | 0.133 | 0.356 | 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 | 1,242,517 | 596 | 469 | -0.397 | -0.156 | -0.189 | 0.281 | 0.205 | 0.193 | 0.322 | 10 |
| 1 | True | 68,881,170 | 2,618,356 | 153 | 3,654 | -0.298 | -0.002 | -0.158 | 0.342 | 0.202 | 0.196 | 0.678 | 10 |