| 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 | 1,876,595 | 690 | 1,033 | -0.009 | -0.000 | -0.000 | 0.009 | 0.005 | 0.005 | 0.815 | 1 |
| 1 | True | 10,430,360 | 425,453 | 59 | 2,982 | -0.009 | 0.000 | -0.000 | 0.009 | 0.004 | 0.004 | 0.185 | 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 | 1,957,617 | 693 | 1,004 | -0.019 | -0.003 | -0.011 | 0.019 | 0.014 | 0.014 | 0.824 | 2 |
| 1 | True | 11,030,367 | 417,378 | 55 | 3,116 | -0.019 | 0.002 | 0.011 | 0.019 | 0.014 | 0.014 | 0.176 | 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 | 2,129,147 | 684 | 994 | -0.029 | -0.006 | -0.021 | 0.029 | 0.024 | 0.024 | 0.729 | 3 |
| 1 | True | 13,627,564 | 789,975 | 64 | 3,294 | -0.029 | -0.003 | -0.020 | 0.029 | 0.024 | 0.024 | 0.271 | 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 | 1,569,793 | 673 | 964 | -0.040 | -0.007 | -0.031 | 0.040 | 0.034 | 0.034 | 0.671 | 4 |
| 1 | True | 22,728,820 | 771,305 | 75 | 3,683 | -0.039 | -0.006 | -0.031 | 0.040 | 0.035 | 0.035 | 0.329 | 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 | 1,761,665 | 653 | 949 | -0.053 | -0.013 | -0.043 | 0.053 | 0.046 | 0.046 | 0.622 | 5 |
| 1 | True | 21,455,070 | 1,072,416 | 96 | 2,969 | -0.053 | -0.006 | -0.042 | 0.053 | 0.047 | 0.047 | 0.378 | 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 | 1,791,069 | 647 | 940 | -0.070 | -0.023 | -0.058 | 0.069 | 0.061 | 0.062 | 0.631 | 6 |
| 1 | True | 28,079,084 | 1,045,198 | 101 | 2,818 | -0.070 | -0.005 | -0.055 | 0.070 | 0.061 | 0.061 | 0.369 | 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 | 1,736,753 | 643 | 930 | -0.090 | -0.035 | -0.075 | 0.090 | 0.080 | 0.080 | 0.683 | 7 |
| 1 | True | 30,495,151 | 806,567 | 105 | 2,859 | -0.090 | -0.002 | -0.070 | 0.090 | 0.079 | 0.079 | 0.317 | 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 | 2,501,291 | 630 | 820 | -0.115 | -0.057 | -0.098 | 0.114 | 0.102 | 0.102 | 0.846 | 8 |
| 1 | True | 34,549,587 | 456,732 | 118 | 2,242 | -0.114 | -0.015 | -0.093 | 0.114 | 0.102 | 0.102 | 0.154 | 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 | 1,967,615 | 619 | 799 | -0.156 | -0.079 | -0.127 | 0.156 | 0.133 | 0.133 | 0.615 | 9 |
| 1 | True | 54,667,562 | 1,229,743 | 129 | 2,944 | -0.155 | -0.024 | -0.121 | 0.155 | 0.135 | 0.136 | 0.385 | 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 | 1,159,884 | 596 | 463 | -0.395 | -0.154 | -0.185 | 0.263 | 0.202 | 0.190 | 0.259 | 10 |
| 1 | True | 72,655,642 | 3,322,497 | 153 | 3,709 | -0.285 | 0.024 | 0.166 | 0.338 | 0.197 | 0.189 | 0.741 | 10 |