| 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 | 1,599,345 | 699 | 1,073 | -0.010 | -0.000 | 0.000 | 0.010 | 0.005 | 0.005 | 0.701 | 1 |
| 1 | True | 8,206,484 | 683,260 | 49 | 2,898 | -0.010 | -0.001 | -0.003 | 0.009 | 0.005 | 0.005 | 0.299 | 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 | 1,678,189 | 685 | 1,076 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.761 | 2 |
| 1 | True | 12,987,418 | 526,164 | 63 | 2,704 | -0.020 | 0.003 | 0.010 | 0.020 | 0.015 | 0.014 | 0.239 | 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 | 1,855,704 | 675 | 992 | -0.029 | -0.004 | -0.021 | 0.029 | 0.025 | 0.025 | 0.644 | 3 |
| 1 | True | 16,948,529 | 1,026,231 | 73 | 3,363 | -0.029 | 0.003 | 0.021 | 0.029 | 0.025 | 0.024 | 0.356 | 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 | 1,762,301 | 671 | 947 | -0.041 | -0.009 | -0.032 | 0.041 | 0.035 | 0.036 | 0.731 | 4 |
| 1 | True | 18,064,810 | 649,781 | 77 | 2,874 | -0.041 | -0.004 | -0.031 | 0.041 | 0.035 | 0.035 | 0.269 | 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 | 2,669,674 | 656 | 955 | -0.055 | -0.012 | -0.044 | 0.055 | 0.048 | 0.048 | 0.804 | 5 |
| 1 | True | 25,731,642 | 648,824 | 92 | 3,525 | -0.055 | -0.005 | -0.043 | 0.055 | 0.048 | 0.048 | 0.196 | 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 | 1,999,408 | 632 | 949 | -0.072 | -0.022 | -0.059 | 0.072 | 0.063 | 0.063 | 0.607 | 6 |
| 1 | True | 28,812,692 | 1,295,974 | 115 | 3,052 | -0.072 | -0.007 | -0.056 | 0.071 | 0.063 | 0.063 | 0.393 | 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 | 1,678,926 | 635 | 869 | -0.093 | -0.032 | -0.077 | 0.093 | 0.081 | 0.081 | 0.653 | 7 |
| 1 | True | 32,230,038 | 891,609 | 113 | 2,264 | -0.093 | -0.003 | -0.073 | 0.092 | 0.083 | 0.084 | 0.347 | 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 | 1,693,560 | 616 | 825 | -0.119 | -0.056 | -0.102 | 0.119 | 0.106 | 0.105 | 0.581 | 8 |
| 1 | True | 46,415,454 | 1,219,482 | 132 | 2,631 | -0.119 | -0.010 | -0.096 | 0.118 | 0.107 | 0.107 | 0.419 | 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 | 2,452,168 | 605 | 826 | -0.165 | -0.089 | -0.133 | 0.164 | 0.139 | 0.138 | 0.527 | 9 |
| 1 | True | 63,354,904 | 2,198,641 | 143 | 2,658 | -0.165 | -0.007 | -0.121 | 0.162 | 0.141 | 0.141 | 0.473 | 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 | 1,285,529 | 635 | 457 | -0.419 | -0.181 | -0.199 | 0.284 | 0.214 | 0.201 | 0.533 | 10 |
| 1 | True | 47,757,083 | 1,127,494 | 113 | 3,803 | -0.282 | 0.019 | 0.167 | 0.319 | 0.205 | 0.199 | 0.467 | 10 |