| 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 | 1,824,885 | 693 | 1,122 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.745 | 1 |
| 1 | True | 10,047,011 | 623,733 | 55 | 3,121 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.255 | 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 | 2,094,193 | 686 | 1,038 | -0.019 | -0.002 | -0.011 | 0.019 | 0.015 | 0.014 | 0.805 | 2 |
| 1 | True | 15,129,990 | 507,273 | 62 | 2,866 | -0.019 | 0.001 | 0.000 | 0.019 | 0.014 | 0.014 | 0.195 | 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 | 1,971,011 | 673 | 1,009 | -0.030 | -0.004 | -0.021 | 0.030 | 0.025 | 0.025 | 0.743 | 3 |
| 1 | True | 21,808,150 | 681,762 | 75 | 3,850 | -0.030 | -0.000 | 0.020 | 0.030 | 0.025 | 0.025 | 0.257 | 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 | 1,636,061 | 668 | 967 | -0.042 | -0.011 | -0.033 | 0.042 | 0.036 | 0.036 | 0.624 | 4 |
| 1 | True | 16,562,755 | 985,976 | 80 | 3,372 | -0.042 | -0.000 | 0.001 | 0.042 | 0.036 | 0.036 | 0.376 | 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 | 2,109,568 | 665 | 1,008 | -0.055 | -0.014 | -0.045 | 0.055 | 0.048 | 0.048 | 0.768 | 5 |
| 1 | True | 21,510,626 | 637,281 | 83 | 2,797 | -0.055 | -0.011 | -0.044 | 0.055 | 0.049 | 0.049 | 0.232 | 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 | 2,283,053 | 636 | 907 | -0.073 | -0.021 | -0.060 | 0.073 | 0.064 | 0.064 | 0.732 | 6 |
| 1 | True | 28,812,374 | 833,886 | 111 | 2,421 | -0.073 | -0.021 | -0.060 | 0.073 | 0.065 | 0.064 | 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 | 1,915,947 | 631 | 857 | -0.094 | -0.040 | -0.080 | 0.094 | 0.083 | 0.084 | 0.676 | 7 |
| 1 | True | 26,826,005 | 919,404 | 117 | 2,820 | -0.094 | -0.012 | -0.076 | 0.094 | 0.084 | 0.084 | 0.324 | 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 | 1,851,322 | 634 | 839 | -0.120 | -0.059 | -0.103 | 0.120 | 0.106 | 0.106 | 0.613 | 8 |
| 1 | True | 41,172,540 | 1,168,264 | 114 | 2,766 | -0.119 | -0.005 | -0.096 | 0.120 | 0.108 | 0.108 | 0.387 | 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 | 2,015,880 | 606 | 731 | -0.162 | -0.092 | -0.134 | 0.159 | 0.139 | 0.137 | 0.600 | 9 |
| 1 | True | 58,925,158 | 1,342,649 | 142 | 3,263 | -0.161 | 0.001 | 0.001 | 0.161 | 0.141 | 0.140 | 0.400 | 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 | 1,223,461 | 618 | 410 | -0.432 | -0.170 | -0.195 | 0.255 | 0.212 | 0.199 | 0.356 | 10 |
| 1 | True | 58,771,880 | 2,212,941 | 130 | 2,876 | -0.289 | 0.006 | 0.162 | 0.341 | 0.205 | 0.195 | 0.644 | 10 |