| 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 | 2,128,500 | 691 | 1,124 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.858 | 1 |
| 1 | True | 9,418,105 | 353,643 | 58 | 2,804 | -0.010 | 0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.142 | 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 | 2,250,191 | 670 | 1,032 | -0.022 | -0.001 | -0.012 | 0.022 | 0.016 | 0.016 | 0.758 | 2 |
| 1 | True | 18,872,039 | 718,930 | 78 | 4,571 | -0.022 | 0.002 | 0.012 | 0.022 | 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 | 2,210,469 | 676 | 1,047 | -0.034 | -0.004 | -0.023 | 0.034 | 0.028 | 0.028 | 0.757 | 3 |
| 1 | True | 17,012,441 | 708,794 | 73 | 3,169 | -0.033 | 0.000 | -0.022 | 0.034 | 0.028 | 0.028 | 0.243 | 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 | 2,001,590 | 681 | 1,019 | -0.046 | -0.010 | -0.037 | 0.046 | 0.040 | 0.040 | 0.627 | 4 |
| 1 | True | 19,236,997 | 1,189,525 | 67 | 4,666 | -0.046 | -0.004 | -0.035 | 0.046 | 0.040 | 0.039 | 0.373 | 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 | 1,798,179 | 639 | 985 | -0.061 | -0.014 | -0.049 | 0.061 | 0.053 | 0.053 | 0.535 | 5 |
| 1 | True | 33,563,159 | 1,562,943 | 110 | 4,614 | -0.061 | -0.015 | -0.050 | 0.061 | 0.054 | 0.054 | 0.465 | 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 | 2,157,086 | 625 | 910 | -0.078 | -0.024 | -0.065 | 0.078 | 0.069 | 0.069 | 0.695 | 6 |
| 1 | True | 33,123,160 | 948,333 | 123 | 2,956 | -0.078 | -0.015 | -0.064 | 0.078 | 0.069 | 0.070 | 0.305 | 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 | 1,757,233 | 629 | 869 | -0.100 | -0.035 | -0.084 | 0.100 | 0.089 | 0.089 | 0.574 | 7 |
| 1 | True | 31,750,983 | 1,303,402 | 119 | 2,263 | -0.100 | -0.007 | -0.080 | 0.099 | 0.089 | 0.089 | 0.426 | 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 | 1,744,488 | 622 | 838 | -0.130 | -0.064 | -0.111 | 0.130 | 0.115 | 0.114 | 0.468 | 8 |
| 1 | True | 34,669,785 | 1,981,387 | 127 | 2,345 | -0.129 | -0.015 | -0.104 | 0.130 | 0.115 | 0.113 | 0.532 | 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 | 1,624,539 | 610 | 564 | -0.179 | -0.111 | -0.148 | 0.178 | 0.153 | 0.152 | 0.649 | 9 |
| 1 | True | 53,980,967 | 878,234 | 138 | 2,463 | -0.179 | -0.012 | -0.132 | 0.179 | 0.152 | 0.150 | 0.351 | 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 | 1,240,942 | 655 | 410 | -0.423 | -0.203 | -0.217 | 0.260 | 0.230 | 0.218 | 0.687 | 10 |
| 1 | True | 48,197,491 | 565,585 | 94 | 3,098 | -0.295 | 0.037 | 0.192 | 0.316 | 0.227 | 0.222 | 0.313 | 10 |