| 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 | 2,254,251 | 715 | 1,141 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.915 | 1 |
| 1 | True | 4,046,755 | 209,745 | 35 | 2,794 | -0.010 | -0.001 | -0.001 | 0.009 | 0.004 | 0.004 | 0.085 | 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 | 2,055,442 | 704 | 1,198 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.833 | 2 |
| 1 | True | 6,553,627 | 413,018 | 46 | 3,079 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.016 | 0.167 | 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 | 2,468,322 | 708 | 997 | -0.032 | -0.005 | -0.022 | 0.032 | 0.026 | 0.026 | 0.905 | 3 |
| 1 | True | 3,769,618 | 258,393 | 42 | 2,475 | -0.032 | -0.002 | -0.021 | 0.031 | 0.026 | 0.027 | 0.095 | 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 | 2,744,462 | 693 | 1,049 | -0.044 | -0.009 | -0.034 | 0.044 | 0.038 | 0.038 | 0.733 | 4 |
| 1 | True | 4,613,097 | 997,778 | 57 | 2,306 | -0.044 | -0.005 | -0.033 | 0.044 | 0.038 | 0.038 | 0.267 | 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 | 2,784,123 | 695 | 1,053 | -0.058 | -0.016 | -0.047 | 0.058 | 0.051 | 0.051 | 0.922 | 5 |
| 1 | True | 7,445,676 | 234,818 | 55 | 2,693 | -0.058 | -0.016 | -0.049 | 0.058 | 0.052 | 0.052 | 0.078 | 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 | 2,184,382 | 675 | 987 | -0.076 | -0.018 | -0.061 | 0.076 | 0.067 | 0.067 | 0.789 | 6 |
| 1 | True | 10,152,116 | 584,167 | 74 | 2,714 | -0.074 | -0.020 | -0.061 | 0.076 | 0.067 | 0.067 | 0.211 | 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 | 2,299,803 | 671 | 835 | -0.097 | -0.038 | -0.083 | 0.097 | 0.087 | 0.087 | 0.753 | 7 |
| 1 | True | 13,150,007 | 753,898 | 79 | 2,414 | -0.096 | -0.008 | -0.078 | 0.097 | 0.086 | 0.086 | 0.247 | 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 | 2,913,908 | 650 | 879 | -0.127 | -0.058 | -0.106 | 0.126 | 0.111 | 0.110 | 0.831 | 8 |
| 1 | True | 17,961,866 | 594,437 | 100 | 2,061 | -0.127 | -0.017 | -0.103 | 0.126 | 0.112 | 0.112 | 0.169 | 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 | 1,971,606 | 660 | 719 | -0.171 | -0.075 | -0.140 | 0.171 | 0.147 | 0.145 | 0.566 | 9 |
| 1 | True | 22,015,096 | 1,514,135 | 90 | 2,088 | -0.170 | -0.009 | -0.128 | 0.170 | 0.145 | 0.142 | 0.434 | 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 | 1,876,296 | 655 | 457 | -0.466 | -0.172 | -0.203 | 0.295 | 0.220 | 0.208 | 0.737 | 10 |
| 1 | True | 23,075,456 | 669,531 | 95 | 4,109 | -0.296 | 0.062 | 0.188 | 0.326 | 0.220 | 0.216 | 0.263 | 10 |