| 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 | 1,729,519 | 696 | 1,092 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.755 | 1 |
| 1 | True | 15,652,516 | 562,344 | 54 | 3,296 | -0.009 | -0.000 | 0.000 | 0.009 | 0.004 | 0.003 | 0.245 | 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 | 1,766,090 | 689 | 1,080 | -0.020 | -0.000 | -0.009 | 0.020 | 0.014 | 0.014 | 0.761 | 2 |
| 1 | True | 10,410,960 | 555,082 | 61 | 3,092 | -0.020 | -0.002 | -0.011 | 0.019 | 0.015 | 0.015 | 0.239 | 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 | 2,260,464 | 688 | 1,071 | -0.030 | -0.002 | -0.020 | 0.030 | 0.025 | 0.025 | 0.845 | 3 |
| 1 | True | 13,619,539 | 413,940 | 62 | 2,919 | -0.030 | -0.007 | -0.022 | 0.030 | 0.025 | 0.026 | 0.155 | 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 | 2,426,495 | 671 | 1,008 | -0.043 | -0.004 | -0.031 | 0.043 | 0.036 | 0.036 | 0.816 | 4 |
| 1 | True | 12,436,215 | 547,178 | 79 | 2,546 | -0.043 | -0.002 | -0.031 | 0.043 | 0.037 | 0.036 | 0.184 | 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 | 2,086,809 | 645 | 971 | -0.057 | -0.008 | -0.044 | 0.057 | 0.049 | 0.049 | 0.581 | 5 |
| 1 | True | 25,586,985 | 1,503,291 | 105 | 4,084 | -0.057 | -0.010 | -0.045 | 0.057 | 0.050 | 0.051 | 0.419 | 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 | 1,925,047 | 640 | 997 | -0.075 | -0.013 | -0.059 | 0.075 | 0.066 | 0.066 | 0.680 | 6 |
| 1 | True | 27,857,994 | 904,312 | 109 | 2,691 | -0.075 | -0.011 | -0.059 | 0.075 | 0.066 | 0.066 | 0.320 | 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 | 2,035,167 | 646 | 890 | -0.098 | -0.029 | -0.080 | 0.097 | 0.086 | 0.085 | 0.670 | 7 |
| 1 | True | 35,422,042 | 1,002,886 | 104 | 2,932 | -0.098 | -0.006 | -0.077 | 0.097 | 0.086 | 0.086 | 0.330 | 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 | 2,040,464 | 594 | 749 | -0.127 | -0.049 | -0.106 | 0.127 | 0.112 | 0.112 | 0.668 | 8 |
| 1 | True | 45,683,381 | 1,014,957 | 156 | 2,562 | -0.127 | -0.018 | -0.101 | 0.127 | 0.113 | 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 | 2,321,375 | 646 | 711 | -0.180 | -0.106 | -0.146 | 0.179 | 0.151 | 0.150 | 0.759 | 9 |
| 1 | True | 43,757,339 | 736,436 | 104 | 2,042 | -0.177 | 0.017 | 0.130 | 0.179 | 0.151 | 0.152 | 0.241 | 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 | 1,934,273 | 665 | 475 | -0.423 | -0.210 | -0.217 | 0.267 | 0.233 | 0.218 | 0.497 | 10 |
| 1 | True | 41,642,681 | 1,956,280 | 85 | 3,778 | -0.319 | 0.038 | 0.185 | 0.278 | 0.220 | 0.207 | 0.503 | 10 |