| 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 | 2,046,233 | 704 | 1,145 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.858 | 1 |
| 1 | True | 10,114,039 | 339,931 | 46 | 2,622 | -0.009 | -0.001 | -0.001 | 0.010 | 0.005 | 0.004 | 0.142 | 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 | 2,514,624 | 699 | 1,104 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.903 | 2 |
| 1 | True | 10,183,067 | 269,406 | 51 | 2,431 | -0.020 | -0.002 | -0.013 | 0.020 | 0.016 | 0.017 | 0.097 | 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 | 2,628,250 | 693 | 1,085 | -0.032 | -0.004 | -0.022 | 0.032 | 0.026 | 0.026 | 0.786 | 3 |
| 1 | True | 11,232,177 | 715,017 | 57 | 2,986 | -0.030 | 0.001 | 0.021 | 0.032 | 0.026 | 0.027 | 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 | 2,192,868 | 684 | 1,002 | -0.045 | -0.007 | -0.034 | 0.045 | 0.038 | 0.038 | 0.759 | 4 |
| 1 | True | 11,448,275 | 696,360 | 66 | 2,801 | -0.045 | -0.006 | -0.034 | 0.045 | 0.039 | 0.039 | 0.241 | 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 | 2,055,255 | 679 | 979 | -0.060 | -0.013 | -0.048 | 0.060 | 0.053 | 0.053 | 0.737 | 5 |
| 1 | True | 11,676,813 | 733,194 | 71 | 4,054 | -0.060 | -0.019 | -0.050 | 0.059 | 0.053 | 0.054 | 0.263 | 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 | 2,135,081 | 659 | 970 | -0.077 | -0.017 | -0.064 | 0.077 | 0.068 | 0.068 | 0.712 | 6 |
| 1 | True | 20,677,339 | 865,306 | 90 | 2,474 | -0.077 | -0.020 | -0.063 | 0.077 | 0.068 | 0.067 | 0.288 | 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 | 2,183,160 | 635 | 886 | -0.101 | -0.031 | -0.083 | 0.101 | 0.089 | 0.088 | 0.486 | 7 |
| 1 | True | 31,225,905 | 2,311,562 | 115 | 2,600 | -0.101 | -0.021 | -0.082 | 0.101 | 0.089 | 0.088 | 0.514 | 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 | 1,727,668 | 642 | 804 | -0.131 | -0.052 | -0.109 | 0.130 | 0.115 | 0.114 | 0.740 | 8 |
| 1 | True | 28,097,541 | 607,902 | 108 | 2,037 | -0.130 | 0.004 | 0.103 | 0.130 | 0.117 | 0.117 | 0.260 | 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 | 2,086,127 | 634 | 705 | -0.178 | -0.100 | -0.148 | 0.177 | 0.152 | 0.152 | 0.757 | 9 |
| 1 | True | 40,353,176 | 668,215 | 116 | 2,184 | -0.176 | 0.006 | 0.133 | 0.178 | 0.152 | 0.150 | 0.243 | 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 | 2,018,270 | 652 | 441 | -0.484 | -0.201 | -0.215 | 0.277 | 0.233 | 0.217 | 0.668 | 10 |
| 1 | True | 37,649,038 | 1,002,706 | 98 | 3,883 | -0.335 | 0.041 | 0.189 | 0.310 | 0.223 | 0.213 | 0.332 | 10 |