| 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 | 1,670,192 | 695 | 1,085 | -0.010 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.792 | 1 |
| 1 | True | 11,856,877 | 439,289 | 56 | 2,967 | -0.010 | -0.001 | -0.002 | 0.009 | 0.005 | 0.005 | 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 | 1,988,458 | 683 | 1,118 | -0.021 | -0.002 | -0.011 | 0.021 | 0.016 | 0.016 | 0.730 | 2 |
| 1 | True | 17,311,148 | 733,979 | 67 | 2,874 | -0.021 | 0.002 | 0.011 | 0.021 | 0.016 | 0.016 | 0.270 | 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 | 1,977,380 | 678 | 1,042 | -0.032 | -0.004 | -0.022 | 0.032 | 0.026 | 0.026 | 0.786 | 3 |
| 1 | True | 20,625,667 | 539,854 | 72 | 3,848 | -0.032 | -0.003 | -0.022 | 0.032 | 0.026 | 0.026 | 0.214 | 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 | 2,646,407 | 672 | 941 | -0.043 | -0.007 | -0.033 | 0.043 | 0.038 | 0.038 | 0.805 | 4 |
| 1 | True | 18,431,848 | 642,110 | 78 | 3,167 | -0.043 | -0.004 | -0.033 | 0.043 | 0.038 | 0.038 | 0.195 | 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 | 2,173,071 | 649 | 1,056 | -0.058 | -0.011 | -0.046 | 0.058 | 0.051 | 0.050 | 0.671 | 5 |
| 1 | True | 29,471,499 | 1,064,198 | 101 | 3,849 | -0.059 | -0.012 | -0.046 | 0.058 | 0.051 | 0.050 | 0.329 | 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 | 1,905,547 | 625 | 917 | -0.076 | -0.020 | -0.063 | 0.076 | 0.067 | 0.067 | 0.383 | 6 |
| 1 | True | 30,660,373 | 3,065,433 | 125 | 3,069 | -0.075 | -0.002 | -0.060 | 0.076 | 0.067 | 0.066 | 0.617 | 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 | 2,255,611 | 632 | 809 | -0.098 | -0.033 | -0.081 | 0.098 | 0.086 | 0.086 | 0.714 | 7 |
| 1 | True | 31,154,988 | 901,911 | 118 | 2,678 | -0.097 | -0.024 | -0.080 | 0.098 | 0.087 | 0.086 | 0.286 | 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 | 1,720,287 | 617 | 838 | -0.128 | -0.055 | -0.106 | 0.128 | 0.112 | 0.111 | 0.655 | 8 |
| 1 | True | 45,102,254 | 907,846 | 133 | 2,328 | -0.127 | -0.013 | -0.099 | 0.128 | 0.112 | 0.111 | 0.345 | 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 | 2,133,881 | 629 | 747 | -0.175 | -0.099 | -0.145 | 0.175 | 0.150 | 0.148 | 0.730 | 9 |
| 1 | True | 52,978,549 | 789,590 | 121 | 2,337 | -0.175 | 0.006 | 0.129 | 0.172 | 0.148 | 0.147 | 0.270 | 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 | 1,417,231 | 646 | 412 | -0.421 | -0.201 | -0.213 | 0.291 | 0.230 | 0.215 | 0.669 | 10 |
| 1 | True | 46,091,430 | 700,689 | 104 | 2,928 | -0.326 | 0.041 | 0.184 | 0.299 | 0.217 | 0.208 | 0.331 | 10 |