| 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 | 2,750,689 | 686 | 1,099 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.839 | 1 |
| 1 | True | 13,329,050 | 526,079 | 63 | 2,703 | -0.011 | 0.000 | 0.000 | 0.011 | 0.005 | 0.005 | 0.161 | 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 | 2,148,173 | 677 | 1,044 | -0.022 | -0.001 | -0.011 | 0.022 | 0.017 | 0.017 | 0.758 | 2 |
| 1 | True | 21,492,545 | 687,012 | 71 | 4,123 | -0.022 | -0.000 | -0.011 | 0.023 | 0.017 | 0.017 | 0.242 | 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 | 1,523,133 | 675 | 1,005 | -0.034 | -0.006 | -0.025 | 0.034 | 0.028 | 0.028 | 0.608 | 3 |
| 1 | True | 18,140,404 | 982,007 | 74 | 4,539 | -0.034 | -0.002 | -0.023 | 0.034 | 0.028 | 0.028 | 0.392 | 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 | 2,007,708 | 679 | 1,106 | -0.047 | -0.010 | -0.036 | 0.047 | 0.040 | 0.040 | 0.774 | 4 |
| 1 | True | 14,465,318 | 586,594 | 69 | 3,351 | -0.046 | -0.008 | -0.036 | 0.047 | 0.040 | 0.040 | 0.226 | 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 | 2,016,397 | 650 | 1,034 | -0.061 | -0.019 | -0.050 | 0.061 | 0.054 | 0.054 | 0.640 | 5 |
| 1 | True | 27,791,258 | 1,136,409 | 99 | 3,230 | -0.061 | -0.013 | -0.049 | 0.061 | 0.055 | 0.055 | 0.360 | 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 | 2,383,431 | 635 | 947 | -0.078 | -0.029 | -0.065 | 0.078 | 0.069 | 0.069 | 0.712 | 6 |
| 1 | True | 27,025,639 | 963,949 | 113 | 2,966 | -0.078 | -0.019 | -0.065 | 0.078 | 0.070 | 0.071 | 0.288 | 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 | 1,567,980 | 639 | 803 | -0.099 | -0.041 | -0.085 | 0.100 | 0.088 | 0.088 | 0.606 | 7 |
| 1 | True | 31,370,420 | 1,020,512 | 109 | 2,856 | -0.099 | -0.022 | -0.084 | 0.099 | 0.089 | 0.090 | 0.394 | 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 | 2,073,805 | 625 | 834 | -0.128 | -0.065 | -0.110 | 0.128 | 0.113 | 0.113 | 0.716 | 8 |
| 1 | True | 40,192,820 | 822,273 | 124 | 2,193 | -0.126 | -0.015 | -0.103 | 0.127 | 0.113 | 0.113 | 0.284 | 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 | 1,658,196 | 613 | 563 | -0.171 | -0.100 | -0.144 | 0.172 | 0.148 | 0.147 | 0.412 | 9 |
| 1 | True | 56,492,770 | 2,362,976 | 135 | 3,079 | -0.170 | -0.019 | -0.130 | 0.166 | 0.146 | 0.145 | 0.588 | 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 | 1,186,931 | 639 | 393 | -0.410 | -0.194 | -0.211 | 0.265 | 0.224 | 0.212 | 0.631 | 10 |
| 1 | True | 51,289,067 | 694,837 | 110 | 2,950 | -0.284 | 0.056 | 0.184 | 0.327 | 0.217 | 0.207 | 0.369 | 10 |