| 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 | 1,936,914 | 689 | 1,122 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.784 | 1 |
| 1 | True | 12,578,199 | 533,008 | 61 | 3,248 | -0.010 | 0.001 | 0.002 | 0.010 | 0.005 | 0.005 | 0.216 | 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 | 1,878,524 | 689 | 1,127 | -0.021 | -0.002 | -0.011 | 0.021 | 0.016 | 0.015 | 0.851 | 2 |
| 1 | True | 13,980,219 | 329,155 | 60 | 2,905 | -0.021 | 0.000 | -0.010 | 0.021 | 0.016 | 0.016 | 0.149 | 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 | 2,307,660 | 670 | 1,031 | -0.032 | -0.004 | -0.022 | 0.032 | 0.026 | 0.026 | 0.767 | 3 |
| 1 | True | 20,070,751 | 699,190 | 80 | 3,195 | -0.031 | -0.001 | -0.021 | 0.032 | 0.026 | 0.026 | 0.233 | 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 | 2,312,619 | 676 | 984 | -0.045 | -0.006 | -0.033 | 0.045 | 0.038 | 0.038 | 0.777 | 4 |
| 1 | True | 17,479,006 | 665,244 | 73 | 2,872 | -0.045 | -0.008 | -0.034 | 0.044 | 0.038 | 0.038 | 0.223 | 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 | 2,080,829 | 644 | 1,003 | -0.059 | -0.008 | -0.046 | 0.060 | 0.052 | 0.051 | 0.588 | 5 |
| 1 | True | 31,739,265 | 1,460,379 | 106 | 3,696 | -0.059 | -0.009 | -0.048 | 0.059 | 0.052 | 0.052 | 0.412 | 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 | 1,759,681 | 634 | 970 | -0.077 | -0.022 | -0.063 | 0.077 | 0.068 | 0.068 | 0.539 | 6 |
| 1 | True | 26,383,863 | 1,504,168 | 115 | 2,821 | -0.076 | -0.008 | -0.061 | 0.076 | 0.067 | 0.066 | 0.461 | 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 | 2,489,984 | 636 | 824 | -0.099 | -0.028 | -0.082 | 0.099 | 0.088 | 0.088 | 0.735 | 7 |
| 1 | True | 27,117,693 | 896,245 | 113 | 3,704 | -0.099 | -0.019 | -0.081 | 0.099 | 0.088 | 0.089 | 0.265 | 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 | 1,954,098 | 611 | 831 | -0.130 | -0.063 | -0.111 | 0.130 | 0.114 | 0.114 | 0.471 | 8 |
| 1 | True | 55,308,500 | 2,194,444 | 139 | 2,337 | -0.129 | -0.001 | -0.100 | 0.130 | 0.115 | 0.114 | 0.529 | 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 | 1,959,032 | 633 | 716 | -0.178 | -0.103 | -0.148 | 0.176 | 0.152 | 0.152 | 0.715 | 9 |
| 1 | True | 46,065,182 | 779,938 | 116 | 2,432 | -0.177 | 0.005 | 0.131 | 0.177 | 0.150 | 0.148 | 0.285 | 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 | 1,261,697 | 647 | 416 | -0.435 | -0.209 | -0.219 | 0.298 | 0.235 | 0.220 | 0.639 | 10 |
| 1 | True | 49,143,351 | 712,594 | 103 | 3,253 | -0.348 | 0.041 | 0.186 | 0.295 | 0.218 | 0.210 | 0.361 | 10 |