| 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 | 1,993,950 | 690 | 1,076 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.746 | 1 |
| 1 | True | 15,007,726 | 678,909 | 58 | 3,387 | -0.010 | 0.000 | 0.001 | 0.011 | 0.005 | 0.004 | 0.254 | 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 | 2,451,255 | 692 | 1,013 | -0.021 | -0.002 | -0.011 | 0.021 | 0.016 | 0.016 | 0.840 | 2 |
| 1 | True | 9,740,929 | 465,401 | 56 | 2,868 | -0.020 | 0.001 | 0.012 | 0.020 | 0.016 | 0.016 | 0.160 | 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 | 1,574,052 | 674 | 1,019 | -0.031 | -0.004 | -0.022 | 0.031 | 0.026 | 0.026 | 0.690 | 3 |
| 1 | True | 19,682,431 | 708,575 | 74 | 2,682 | -0.030 | 0.006 | 0.023 | 0.031 | 0.025 | 0.024 | 0.310 | 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 | 2,375,732 | 663 | 1,001 | -0.044 | -0.007 | -0.033 | 0.044 | 0.037 | 0.037 | 0.732 | 4 |
| 1 | True | 19,536,761 | 871,634 | 85 | 3,849 | -0.044 | -0.004 | -0.033 | 0.044 | 0.038 | 0.039 | 0.268 | 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 | 1,711,776 | 662 | 961 | -0.057 | -0.014 | -0.046 | 0.057 | 0.050 | 0.050 | 0.560 | 5 |
| 1 | True | 23,026,483 | 1,344,144 | 86 | 3,625 | -0.057 | -0.006 | -0.045 | 0.057 | 0.050 | 0.050 | 0.440 | 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 | 2,392,534 | 621 | 957 | -0.075 | -0.019 | -0.061 | 0.075 | 0.066 | 0.065 | 0.750 | 6 |
| 1 | True | 32,455,752 | 797,842 | 126 | 2,699 | -0.075 | -0.017 | -0.061 | 0.074 | 0.066 | 0.066 | 0.250 | 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 | 1,424,498 | 626 | 834 | -0.098 | -0.035 | -0.082 | 0.098 | 0.086 | 0.086 | 0.590 | 7 |
| 1 | True | 32,148,332 | 991,225 | 122 | 2,469 | -0.097 | -0.013 | -0.077 | 0.098 | 0.086 | 0.086 | 0.410 | 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 | 2,107,325 | 596 | 773 | -0.128 | -0.057 | -0.107 | 0.128 | 0.112 | 0.112 | 0.629 | 8 |
| 1 | True | 50,589,496 | 1,241,558 | 152 | 2,402 | -0.128 | -0.014 | -0.102 | 0.128 | 0.113 | 0.113 | 0.371 | 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 | 1,620,882 | 619 | 717 | -0.177 | -0.105 | -0.145 | 0.177 | 0.151 | 0.149 | 0.440 | 9 |
| 1 | True | 49,909,404 | 2,062,233 | 129 | 2,194 | -0.177 | 0.008 | 0.129 | 0.174 | 0.148 | 0.146 | 0.560 | 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 | 1,037,314 | 642 | 387 | -0.450 | -0.211 | -0.216 | 0.248 | 0.232 | 0.217 | 0.573 | 10 |
| 1 | True | 47,488,434 | 772,969 | 106 | 3,585 | -0.296 | -0.000 | -0.178 | 0.309 | 0.216 | 0.204 | 0.427 | 10 |