| 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 | 2,069,972 | 682 | 1,018 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.737 | 1 |
| 1 | True | 16,169,591 | 737,441 | 67 | 3,118 | -0.010 | -0.001 | -0.000 | 0.010 | 0.006 | 0.006 | 0.263 | 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 | 2,999,572 | 671 | 1,116 | -0.022 | -0.001 | -0.012 | 0.022 | 0.016 | 0.016 | 0.784 | 2 |
| 1 | True | 15,966,194 | 824,659 | 77 | 3,194 | -0.021 | 0.001 | 0.012 | 0.022 | 0.016 | 0.016 | 0.216 | 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 | 1,699,176 | 684 | 1,022 | -0.034 | -0.004 | -0.023 | 0.034 | 0.028 | 0.028 | 0.758 | 3 |
| 1 | True | 20,182,459 | 542,355 | 65 | 3,073 | -0.034 | 0.002 | 0.023 | 0.034 | 0.028 | 0.027 | 0.242 | 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 | 1,947,833 | 675 | 1,039 | -0.047 | -0.010 | -0.037 | 0.047 | 0.040 | 0.040 | 0.735 | 4 |
| 1 | True | 16,317,934 | 702,419 | 73 | 3,433 | -0.046 | -0.001 | -0.035 | 0.046 | 0.040 | 0.039 | 0.265 | 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 | 1,464,304 | 647 | 1,028 | -0.062 | -0.016 | -0.050 | 0.061 | 0.054 | 0.054 | 0.496 | 5 |
| 1 | True | 21,759,653 | 1,488,677 | 102 | 4,030 | -0.061 | -0.015 | -0.051 | 0.061 | 0.055 | 0.055 | 0.504 | 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 | 1,873,184 | 647 | 965 | -0.079 | -0.025 | -0.066 | 0.078 | 0.070 | 0.069 | 0.705 | 6 |
| 1 | True | 24,557,210 | 783,996 | 101 | 2,952 | -0.078 | -0.006 | -0.064 | 0.078 | 0.070 | 0.069 | 0.295 | 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 | 2,362,287 | 627 | 870 | -0.100 | -0.037 | -0.084 | 0.100 | 0.089 | 0.089 | 0.710 | 7 |
| 1 | True | 35,662,769 | 966,216 | 121 | 2,823 | -0.100 | -0.014 | -0.082 | 0.100 | 0.089 | 0.089 | 0.290 | 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 | 2,116,930 | 625 | 768 | -0.128 | -0.063 | -0.110 | 0.127 | 0.113 | 0.113 | 0.663 | 8 |
| 1 | True | 47,463,806 | 1,073,957 | 124 | 2,702 | -0.128 | -0.025 | -0.104 | 0.127 | 0.113 | 0.112 | 0.337 | 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 | 1,469,659 | 618 | 561 | -0.173 | -0.103 | -0.144 | 0.174 | 0.149 | 0.147 | 0.445 | 9 |
| 1 | True | 49,610,980 | 1,830,980 | 130 | 2,220 | -0.172 | -0.024 | -0.132 | 0.173 | 0.147 | 0.145 | 0.555 | 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 | 1,113,836 | 635 | 393 | -0.421 | -0.200 | -0.214 | 0.285 | 0.228 | 0.215 | 0.562 | 10 |
| 1 | True | 52,110,223 | 867,675 | 114 | 3,351 | -0.312 | 0.041 | 0.180 | 0.331 | 0.221 | 0.214 | 0.438 | 10 |