| 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 | 1,770,044 | 686 | 1,103 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.005 | 0.792 | 1 |
| 1 | True | 12,170,495 | 464,933 | 63 | 3,274 | -0.011 | 0.001 | 0.003 | 0.011 | 0.006 | 0.006 | 0.208 | 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 | 2,141,341 | 678 | 1,099 | -0.022 | -0.001 | -0.012 | 0.022 | 0.016 | 0.016 | 0.706 | 2 |
| 1 | True | 15,866,779 | 892,633 | 70 | 4,019 | -0.022 | 0.001 | 0.012 | 0.022 | 0.016 | 0.016 | 0.294 | 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 | 2,041,382 | 679 | 1,029 | -0.034 | -0.004 | -0.024 | 0.034 | 0.028 | 0.028 | 0.790 | 3 |
| 1 | True | 23,880,574 | 543,710 | 70 | 3,107 | -0.034 | -0.005 | -0.024 | 0.032 | 0.028 | 0.028 | 0.210 | 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 | 1,885,556 | 668 | 985 | -0.046 | -0.008 | -0.036 | 0.046 | 0.040 | 0.040 | 0.667 | 4 |
| 1 | True | 18,745,883 | 941,565 | 80 | 4,410 | -0.045 | -0.008 | -0.036 | 0.046 | 0.040 | 0.040 | 0.333 | 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 | 2,664,085 | 644 | 1,017 | -0.061 | -0.013 | -0.049 | 0.061 | 0.053 | 0.053 | 0.594 | 5 |
| 1 | True | 25,319,882 | 1,824,071 | 105 | 3,740 | -0.061 | -0.006 | -0.048 | 0.060 | 0.053 | 0.053 | 0.406 | 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 | 1,957,889 | 634 | 974 | -0.078 | -0.023 | -0.066 | 0.078 | 0.069 | 0.069 | 0.705 | 6 |
| 1 | True | 28,664,791 | 819,409 | 114 | 3,704 | -0.078 | -0.015 | -0.063 | 0.078 | 0.069 | 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 | 2,349,711 | 634 | 887 | -0.101 | -0.032 | -0.084 | 0.100 | 0.089 | 0.088 | 0.545 | 7 |
| 1 | True | 34,204,564 | 1,962,002 | 114 | 2,156 | -0.101 | -0.027 | -0.084 | 0.100 | 0.090 | 0.089 | 0.455 | 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 | 1,620,797 | 618 | 796 | -0.131 | -0.056 | -0.109 | 0.131 | 0.115 | 0.114 | 0.568 | 8 |
| 1 | True | 39,628,239 | 1,234,643 | 131 | 2,320 | -0.131 | -0.007 | -0.102 | 0.131 | 0.115 | 0.116 | 0.432 | 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 | 1,634,163 | 611 | 567 | -0.178 | -0.112 | -0.148 | 0.177 | 0.153 | 0.152 | 0.663 | 9 |
| 1 | True | 53,630,781 | 832,430 | 137 | 2,328 | -0.178 | 0.001 | 0.131 | 0.177 | 0.151 | 0.149 | 0.337 | 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 | 1,206,787 | 660 | 406 | -0.430 | -0.207 | -0.216 | 0.289 | 0.231 | 0.217 | 0.700 | 10 |
| 1 | True | 49,317,802 | 517,828 | 89 | 2,828 | -0.337 | 0.035 | 0.189 | 0.310 | 0.226 | 0.216 | 0.300 | 10 |