| 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 | 1,988,738 | 686 | 1,092 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.700 | 1 |
| 1 | True | 14,114,225 | 850,553 | 62 | 3,890 | -0.011 | 0.001 | 0.002 | 0.011 | 0.005 | 0.005 | 0.300 | 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 | 2,191,423 | 672 | 1,011 | -0.021 | -0.002 | -0.012 | 0.021 | 0.016 | 0.016 | 0.644 | 2 |
| 1 | True | 13,930,254 | 1,209,446 | 76 | 3,382 | -0.021 | -0.001 | -0.012 | 0.021 | 0.016 | 0.016 | 0.356 | 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 | 2,343,488 | 680 | 1,044 | -0.033 | -0.004 | -0.023 | 0.033 | 0.027 | 0.027 | 0.850 | 3 |
| 1 | True | 17,210,062 | 411,981 | 68 | 2,822 | -0.032 | 0.005 | 0.024 | 0.033 | 0.027 | 0.026 | 0.150 | 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 | 1,999,056 | 661 | 1,004 | -0.046 | -0.010 | -0.035 | 0.046 | 0.039 | 0.039 | 0.750 | 4 |
| 1 | True | 20,018,322 | 666,711 | 87 | 3,585 | -0.046 | -0.008 | -0.036 | 0.046 | 0.040 | 0.039 | 0.250 | 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 | 1,670,208 | 659 | 978 | -0.060 | -0.016 | -0.049 | 0.060 | 0.053 | 0.053 | 0.560 | 5 |
| 1 | True | 29,939,233 | 1,314,495 | 89 | 3,999 | -0.060 | -0.019 | -0.049 | 0.059 | 0.053 | 0.052 | 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 | 1,824,851 | 647 | 866 | -0.079 | -0.025 | -0.064 | 0.079 | 0.069 | 0.069 | 0.661 | 6 |
| 1 | True | 20,491,858 | 934,932 | 100 | 3,670 | -0.079 | 0.001 | 0.061 | 0.078 | 0.069 | 0.069 | 0.339 | 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 | 1,618,573 | 609 | 877 | -0.101 | -0.038 | -0.085 | 0.101 | 0.090 | 0.089 | 0.626 | 7 |
| 1 | True | 37,083,852 | 966,205 | 139 | 2,144 | -0.101 | -0.022 | -0.082 | 0.100 | 0.089 | 0.089 | 0.374 | 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 | 1,934,481 | 617 | 817 | -0.132 | -0.066 | -0.111 | 0.131 | 0.115 | 0.114 | 0.705 | 8 |
| 1 | True | 50,950,498 | 810,646 | 131 | 2,283 | -0.131 | -0.009 | -0.103 | 0.131 | 0.115 | 0.113 | 0.295 | 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 | 2,149,700 | 619 | 579 | -0.180 | -0.104 | -0.147 | 0.179 | 0.152 | 0.151 | 0.534 | 9 |
| 1 | True | 47,826,230 | 1,876,217 | 129 | 2,223 | -0.179 | -0.002 | -0.134 | 0.178 | 0.152 | 0.148 | 0.466 | 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 | 957,347 | 638 | 370 | -0.446 | -0.211 | -0.220 | 0.255 | 0.234 | 0.221 | 0.541 | 10 |
| 1 | True | 52,108,572 | 812,075 | 110 | 3,681 | -0.310 | 0.018 | 0.186 | 0.332 | 0.224 | 0.217 | 0.459 | 10 |