| 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 | 1,846,163 | 700 | 1,089 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.837 | 1 |
| 1 | True | 12,066,856 | 360,542 | 51 | 2,775 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.004 | 0.163 | 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 | 2,557,179 | 688 | 1,129 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.836 | 2 |
| 1 | True | 15,662,897 | 500,969 | 62 | 2,422 | -0.020 | -0.003 | -0.011 | 0.019 | 0.015 | 0.015 | 0.164 | 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 | 1,521,267 | 682 | 1,050 | -0.031 | -0.003 | -0.021 | 0.031 | 0.026 | 0.025 | 0.692 | 3 |
| 1 | True | 14,893,771 | 677,046 | 68 | 3,021 | -0.030 | -0.001 | -0.021 | 0.031 | 0.026 | 0.025 | 0.308 | 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 | 2,421,441 | 667 | 1,009 | -0.044 | -0.006 | -0.033 | 0.044 | 0.037 | 0.037 | 0.744 | 4 |
| 1 | True | 11,981,627 | 832,201 | 83 | 3,190 | -0.044 | -0.014 | -0.034 | 0.044 | 0.037 | 0.037 | 0.256 | 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 | 2,178,749 | 646 | 967 | -0.059 | -0.010 | -0.046 | 0.058 | 0.051 | 0.051 | 0.655 | 5 |
| 1 | True | 26,824,143 | 1,147,899 | 104 | 3,496 | -0.059 | -0.012 | -0.047 | 0.058 | 0.052 | 0.052 | 0.345 | 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 | 1,827,464 | 652 | 973 | -0.077 | -0.016 | -0.061 | 0.076 | 0.067 | 0.067 | 0.699 | 6 |
| 1 | True | 22,124,544 | 788,306 | 98 | 3,371 | -0.076 | -0.016 | -0.061 | 0.076 | 0.068 | 0.068 | 0.301 | 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 | 1,711,275 | 630 | 886 | -0.100 | -0.030 | -0.081 | 0.100 | 0.087 | 0.086 | 0.583 | 7 |
| 1 | True | 41,285,998 | 1,226,265 | 120 | 2,365 | -0.100 | -0.025 | -0.081 | 0.100 | 0.088 | 0.087 | 0.417 | 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 | 1,989,394 | 618 | 757 | -0.129 | -0.055 | -0.109 | 0.128 | 0.114 | 0.114 | 0.657 | 8 |
| 1 | True | 35,415,814 | 1,037,346 | 132 | 2,720 | -0.128 | -0.002 | -0.100 | 0.127 | 0.114 | 0.115 | 0.343 | 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 | 2,500,746 | 619 | 725 | -0.179 | -0.101 | -0.147 | 0.179 | 0.152 | 0.152 | 0.560 | 9 |
| 1 | True | 52,429,930 | 1,964,080 | 131 | 2,400 | -0.178 | 0.004 | 0.129 | 0.178 | 0.150 | 0.148 | 0.440 | 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 | 1,761,330 | 657 | 449 | -0.408 | -0.212 | -0.217 | 0.277 | 0.234 | 0.218 | 0.650 | 10 |
| 1 | True | 41,172,441 | 949,701 | 93 | 3,413 | -0.326 | 0.042 | 0.190 | 0.303 | 0.223 | 0.212 | 0.350 | 10 |