| 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 | 1,562,268 | 666 | 836 | -0.009 | -0.000 | -0.001 | 0.009 | 0.004 | 0.004 | 0.718 | 1 |
| 1 | True | 8,557,033 | 612,898 | 88 | 3,327 | -0.009 | -0.000 | 0.001 | 0.009 | 0.004 | 0.004 | 0.282 | 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 | 1,492,651 | 675 | 749 | -0.019 | -0.003 | -0.011 | 0.019 | 0.014 | 0.014 | 0.707 | 2 |
| 1 | True | 9,588,703 | 619,484 | 78 | 3,401 | -0.018 | 0.002 | 0.010 | 0.019 | 0.014 | 0.014 | 0.293 | 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 | 1,446,177 | 677 | 747 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.749 | 3 |
| 1 | True | 7,561,265 | 483,664 | 76 | 2,053 | -0.028 | -0.001 | -0.020 | 0.028 | 0.023 | 0.023 | 0.251 | 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 | 1,252,446 | 656 | 747 | -0.040 | -0.006 | -0.030 | 0.040 | 0.034 | 0.034 | 0.689 | 4 |
| 1 | True | 7,570,473 | 565,599 | 97 | 2,302 | -0.040 | 0.002 | 0.030 | 0.040 | 0.035 | 0.035 | 0.311 | 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 | 1,784,108 | 635 | 777 | -0.053 | -0.015 | -0.043 | 0.053 | 0.046 | 0.046 | 0.641 | 5 |
| 1 | True | 14,265,455 | 998,547 | 118 | 1,846 | -0.052 | 0.003 | 0.041 | 0.053 | 0.047 | 0.047 | 0.359 | 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 | 1,984,665 | 610 | 678 | -0.069 | -0.023 | -0.057 | 0.069 | 0.060 | 0.060 | 0.679 | 6 |
| 1 | True | 16,489,120 | 936,629 | 143 | 1,852 | -0.069 | 0.005 | 0.054 | 0.069 | 0.061 | 0.061 | 0.321 | 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 | 1,493,639 | 594 | 709 | -0.091 | -0.039 | -0.075 | 0.091 | 0.079 | 0.078 | 0.439 | 7 |
| 1 | True | 18,640,690 | 1,906,787 | 159 | 1,618 | -0.091 | -0.000 | -0.070 | 0.091 | 0.080 | 0.079 | 0.561 | 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 | 1,730,158 | 575 | 691 | -0.122 | -0.070 | -0.103 | 0.122 | 0.106 | 0.106 | 0.590 | 8 |
| 1 | True | 22,457,726 | 1,199,891 | 178 | 1,854 | -0.122 | -0.005 | -0.093 | 0.122 | 0.105 | 0.105 | 0.410 | 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 | 1,152,662 | 622 | 460 | -0.158 | -0.107 | -0.138 | 0.157 | 0.140 | 0.140 | 0.494 | 9 |
| 1 | True | 23,822,013 | 1,182,953 | 131 | 1,936 | -0.157 | -0.020 | -0.125 | 0.158 | 0.139 | 0.137 | 0.506 | 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 | 1,026,923 | 658 | 414 | -0.415 | -0.169 | -0.185 | 0.223 | 0.199 | 0.187 | 0.392 | 10 |
| 1 | True | 21,877,903 | 1,592,046 | 95 | 4,368 | -0.239 | 0.021 | 0.162 | 0.308 | 0.196 | 0.190 | 0.608 | 10 |