| 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 | 1,894,181 | 699 | 1,116 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.827 | 1 |
| 1 | True | 9,686,339 | 397,314 | 49 | 3,569 | -0.010 | 0.000 | 0.001 | 0.010 | 0.004 | 0.004 | 0.173 | 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 | 2,145,080 | 683 | 1,040 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.681 | 2 |
| 1 | True | 15,837,588 | 1,005,181 | 65 | 3,288 | -0.019 | 0.003 | 0.010 | 0.020 | 0.015 | 0.014 | 0.319 | 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 | 2,576,667 | 677 | 996 | -0.031 | -0.004 | -0.022 | 0.031 | 0.026 | 0.026 | 0.745 | 3 |
| 1 | True | 16,835,354 | 881,923 | 71 | 2,946 | -0.031 | -0.001 | -0.020 | 0.031 | 0.025 | 0.024 | 0.255 | 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 | 2,327,838 | 671 | 1,008 | -0.043 | -0.008 | -0.033 | 0.043 | 0.037 | 0.037 | 0.744 | 4 |
| 1 | True | 13,740,693 | 801,324 | 77 | 2,716 | -0.043 | -0.003 | -0.032 | 0.043 | 0.037 | 0.036 | 0.256 | 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 | 2,059,155 | 646 | 967 | -0.057 | -0.016 | -0.046 | 0.057 | 0.049 | 0.049 | 0.676 | 5 |
| 1 | True | 28,992,759 | 985,779 | 102 | 3,842 | -0.056 | -0.006 | -0.044 | 0.057 | 0.049 | 0.049 | 0.324 | 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 | 1,537,149 | 640 | 887 | -0.074 | -0.025 | -0.061 | 0.074 | 0.065 | 0.065 | 0.579 | 6 |
| 1 | True | 27,644,656 | 1,115,739 | 107 | 2,999 | -0.074 | -0.012 | -0.060 | 0.074 | 0.065 | 0.065 | 0.421 | 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 | 1,510,544 | 627 | 899 | -0.096 | -0.034 | -0.080 | 0.096 | 0.085 | 0.085 | 0.642 | 7 |
| 1 | True | 38,306,241 | 842,647 | 121 | 2,260 | -0.095 | -0.014 | -0.077 | 0.096 | 0.085 | 0.085 | 0.358 | 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 | 1,494,305 | 615 | 806 | -0.124 | -0.056 | -0.105 | 0.124 | 0.109 | 0.108 | 0.581 | 8 |
| 1 | True | 42,319,683 | 1,076,067 | 133 | 2,219 | -0.124 | -0.002 | -0.096 | 0.124 | 0.109 | 0.109 | 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 | 1,890,055 | 598 | 669 | -0.170 | -0.100 | -0.140 | 0.170 | 0.145 | 0.144 | 0.472 | 9 |
| 1 | True | 61,002,989 | 2,110,458 | 150 | 2,915 | -0.170 | -0.018 | -0.129 | 0.170 | 0.146 | 0.144 | 0.528 | 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 | 1,279,806 | 642 | 404 | -0.430 | -0.193 | -0.209 | 0.271 | 0.223 | 0.210 | 0.577 | 10 |
| 1 | True | 45,327,818 | 937,494 | 106 | 3,657 | -0.302 | 0.022 | 0.177 | 0.335 | 0.216 | 0.204 | 0.423 | 10 |