| 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 | 2,037,991 | 685 | 1,099 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.743 | 1 |
| 1 | True | 16,771,773 | 705,025 | 65 | 3,059 | -0.009 | 0.000 | -0.000 | 0.010 | 0.005 | 0.006 | 0.257 | 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 | 1,869,455 | 675 | 1,097 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.651 | 2 |
| 1 | True | 21,092,769 | 1,004,084 | 74 | 3,371 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.349 | 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 | 2,630,133 | 687 | 1,054 | -0.031 | -0.003 | -0.021 | 0.031 | 0.026 | 0.025 | 0.850 | 3 |
| 1 | True | 15,353,747 | 463,871 | 63 | 2,914 | -0.031 | -0.003 | -0.021 | 0.031 | 0.026 | 0.025 | 0.150 | 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 | 1,939,960 | 677 | 1,039 | -0.044 | -0.008 | -0.034 | 0.044 | 0.037 | 0.037 | 0.798 | 4 |
| 1 | True | 17,756,655 | 490,826 | 72 | 2,862 | -0.044 | -0.010 | -0.034 | 0.042 | 0.038 | 0.037 | 0.202 | 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 | 2,230,643 | 668 | 1,006 | -0.058 | -0.012 | -0.046 | 0.058 | 0.051 | 0.051 | 0.793 | 5 |
| 1 | True | 14,760,551 | 584,037 | 82 | 3,320 | -0.058 | -0.014 | -0.047 | 0.057 | 0.051 | 0.051 | 0.207 | 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 | 1,869,212 | 629 | 945 | -0.075 | -0.015 | -0.060 | 0.075 | 0.066 | 0.066 | 0.681 | 6 |
| 1 | True | 24,347,482 | 874,159 | 120 | 2,686 | -0.075 | -0.016 | -0.061 | 0.075 | 0.067 | 0.067 | 0.319 | 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 | 1,483,098 | 617 | 872 | -0.099 | -0.036 | -0.082 | 0.099 | 0.087 | 0.087 | 0.483 | 7 |
| 1 | True | 44,112,843 | 1,585,605 | 132 | 3,627 | -0.099 | -0.018 | -0.077 | 0.099 | 0.087 | 0.086 | 0.517 | 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 | 1,763,409 | 599 | 772 | -0.130 | -0.059 | -0.108 | 0.130 | 0.113 | 0.113 | 0.668 | 8 |
| 1 | True | 44,490,632 | 876,095 | 151 | 2,305 | -0.130 | -0.006 | -0.102 | 0.130 | 0.114 | 0.113 | 0.332 | 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 | 3,227,229 | 646 | 795 | -0.181 | -0.104 | -0.146 | 0.180 | 0.152 | 0.150 | 0.635 | 9 |
| 1 | True | 48,031,217 | 1,853,795 | 103 | 2,463 | -0.180 | 0.014 | 0.133 | 0.181 | 0.152 | 0.148 | 0.365 | 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 | 1,406,886 | 660 | 428 | -0.427 | -0.213 | -0.218 | 0.263 | 0.234 | 0.220 | 0.579 | 10 |
| 1 | True | 42,835,729 | 1,021,875 | 90 | 3,996 | -0.320 | 0.048 | 0.191 | 0.306 | 0.222 | 0.216 | 0.421 | 10 |