| 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 | 1,475,890 | 700 | 1,008 | -0.009 | 0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.685 | 1 |
| 1 | True | 9,507,974 | 680,128 | 49 | 4,028 | -0.009 | -0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.315 | 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 | 1,799,441 | 687 | 1,028 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.654 | 2 |
| 1 | True | 15,557,687 | 950,414 | 61 | 3,491 | -0.019 | 0.002 | 0.010 | 0.019 | 0.014 | 0.014 | 0.346 | 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 | 1,774,304 | 678 | 972 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.818 | 3 |
| 1 | True | 9,692,270 | 394,646 | 70 | 3,148 | -0.029 | -0.002 | -0.019 | 0.029 | 0.024 | 0.024 | 0.182 | 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 | 2,132,229 | 677 | 981 | -0.040 | -0.008 | -0.031 | 0.040 | 0.035 | 0.034 | 0.861 | 4 |
| 1 | True | 19,362,559 | 345,412 | 71 | 2,602 | -0.040 | -0.008 | -0.030 | 0.040 | 0.034 | 0.034 | 0.139 | 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 | 1,653,279 | 660 | 954 | -0.053 | -0.009 | -0.043 | 0.053 | 0.047 | 0.047 | 0.557 | 5 |
| 1 | True | 24,665,287 | 1,317,150 | 89 | 3,108 | -0.053 | -0.014 | -0.043 | 0.053 | 0.047 | 0.048 | 0.443 | 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 | 1,889,703 | 649 | 939 | -0.071 | -0.015 | -0.057 | 0.071 | 0.062 | 0.062 | 0.633 | 6 |
| 1 | True | 25,434,985 | 1,094,630 | 99 | 4,459 | -0.071 | -0.003 | -0.054 | 0.071 | 0.062 | 0.062 | 0.367 | 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 | 1,979,179 | 649 | 893 | -0.091 | -0.030 | -0.076 | 0.091 | 0.081 | 0.080 | 0.731 | 7 |
| 1 | True | 29,681,572 | 729,171 | 99 | 2,100 | -0.091 | -0.012 | -0.072 | 0.091 | 0.080 | 0.080 | 0.269 | 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 | 2,026,918 | 616 | 908 | -0.117 | -0.051 | -0.099 | 0.117 | 0.103 | 0.102 | 0.673 | 8 |
| 1 | True | 42,283,774 | 984,805 | 132 | 2,964 | -0.117 | 0.006 | 0.092 | 0.117 | 0.103 | 0.102 | 0.327 | 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 | 2,269,789 | 613 | 703 | -0.157 | -0.089 | -0.131 | 0.157 | 0.136 | 0.135 | 0.486 | 9 |
| 1 | True | 60,505,065 | 2,403,422 | 135 | 2,957 | -0.157 | -0.007 | -0.119 | 0.157 | 0.135 | 0.134 | 0.514 | 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 | 1,006,075 | 603 | 461 | -0.403 | -0.168 | -0.193 | 0.268 | 0.207 | 0.196 | 0.359 | 10 |
| 1 | True | 65,262,229 | 1,796,902 | 146 | 3,617 | -0.296 | 0.009 | 0.158 | 0.330 | 0.200 | 0.192 | 0.641 | 10 |