| 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 | 1,870,953 | 684 | 1,119 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.799 | 1 |
| 1 | True | 14,276,619 | 469,327 | 65 | 4,314 | -0.010 | -0.001 | -0.002 | 0.010 | 0.005 | 0.005 | 0.201 | 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 | 1,722,522 | 685 | 1,086 | -0.021 | -0.001 | -0.011 | 0.021 | 0.016 | 0.016 | 0.714 | 2 |
| 1 | True | 14,639,234 | 689,458 | 63 | 3,141 | -0.021 | 0.000 | 0.011 | 0.021 | 0.016 | 0.016 | 0.286 | 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 | 2,305,035 | 673 | 1,032 | -0.032 | -0.005 | -0.023 | 0.032 | 0.026 | 0.026 | 0.774 | 3 |
| 1 | True | 19,684,593 | 672,574 | 76 | 3,121 | -0.032 | 0.002 | 0.023 | 0.032 | 0.027 | 0.028 | 0.226 | 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 | 2,062,729 | 684 | 1,030 | -0.044 | -0.005 | -0.033 | 0.044 | 0.038 | 0.037 | 0.719 | 4 |
| 1 | True | 18,821,814 | 807,576 | 64 | 3,442 | -0.044 | -0.019 | -0.037 | 0.043 | 0.039 | 0.039 | 0.281 | 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 | 2,440,546 | 651 | 976 | -0.059 | -0.012 | -0.047 | 0.059 | 0.052 | 0.052 | 0.638 | 5 |
| 1 | True | 24,681,963 | 1,382,737 | 98 | 3,653 | -0.059 | -0.015 | -0.049 | 0.059 | 0.052 | 0.052 | 0.362 | 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 | 2,182,214 | 628 | 988 | -0.076 | -0.018 | -0.062 | 0.076 | 0.067 | 0.067 | 0.519 | 6 |
| 1 | True | 27,691,801 | 2,021,747 | 120 | 2,469 | -0.076 | -0.003 | -0.060 | 0.076 | 0.067 | 0.067 | 0.481 | 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 | 1,791,621 | 638 | 859 | -0.098 | -0.034 | -0.081 | 0.098 | 0.086 | 0.086 | 0.649 | 7 |
| 1 | True | 31,490,164 | 969,999 | 110 | 2,804 | -0.098 | -0.014 | -0.079 | 0.098 | 0.087 | 0.086 | 0.351 | 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 | 2,372,954 | 611 | 791 | -0.126 | -0.051 | -0.107 | 0.126 | 0.111 | 0.111 | 0.671 | 8 |
| 1 | True | 41,633,939 | 1,163,622 | 138 | 2,390 | -0.126 | -0.004 | -0.098 | 0.126 | 0.111 | 0.111 | 0.329 | 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 | 1,827,398 | 615 | 660 | -0.174 | -0.095 | -0.142 | 0.174 | 0.148 | 0.146 | 0.704 | 9 |
| 1 | True | 57,339,474 | 767,933 | 133 | 2,221 | -0.174 | -0.002 | -0.127 | 0.174 | 0.147 | 0.145 | 0.296 | 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 | 1,284,474 | 645 | 414 | -0.429 | -0.193 | -0.209 | 0.247 | 0.226 | 0.211 | 0.641 | 10 |
| 1 | True | 50,835,486 | 719,365 | 104 | 3,507 | -0.318 | 0.030 | 0.183 | 0.288 | 0.217 | 0.210 | 0.359 | 10 |