| 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 | 1,511,465 | 669 | 860 | -0.009 | -0.000 | -0.000 | 0.009 | 0.004 | 0.004 | 0.705 | 1 |
| 1 | True | 7,999,593 | 633,059 | 85 | 3,557 | -0.009 | 0.000 | 0.001 | 0.009 | 0.004 | 0.005 | 0.295 | 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 | 1,581,508 | 656 | 753 | -0.019 | -0.002 | -0.010 | 0.018 | 0.014 | 0.014 | 0.650 | 2 |
| 1 | True | 9,853,185 | 851,345 | 97 | 2,523 | -0.019 | -0.001 | -0.009 | 0.018 | 0.013 | 0.013 | 0.350 | 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 | 1,262,486 | 677 | 752 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.669 | 3 |
| 1 | True | 9,096,616 | 625,715 | 76 | 3,390 | -0.029 | -0.000 | -0.000 | 0.029 | 0.024 | 0.023 | 0.331 | 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 | 1,699,351 | 661 | 763 | -0.040 | -0.007 | -0.031 | 0.040 | 0.034 | 0.035 | 0.751 | 4 |
| 1 | True | 8,352,033 | 563,882 | 92 | 2,069 | -0.040 | 0.005 | 0.031 | 0.040 | 0.034 | 0.035 | 0.249 | 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 | 1,662,848 | 636 | 768 | -0.053 | -0.010 | -0.042 | 0.053 | 0.046 | 0.046 | 0.555 | 5 |
| 1 | True | 13,086,862 | 1,333,720 | 117 | 2,199 | -0.053 | 0.005 | 0.041 | 0.053 | 0.047 | 0.047 | 0.445 | 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 | 1,275,158 | 601 | 690 | -0.070 | -0.020 | -0.057 | 0.070 | 0.061 | 0.061 | 0.592 | 6 |
| 1 | True | 18,717,853 | 880,501 | 152 | 1,797 | -0.069 | 0.003 | 0.054 | 0.070 | 0.062 | 0.062 | 0.408 | 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 | 2,028,506 | 588 | 708 | -0.093 | -0.034 | -0.075 | 0.093 | 0.080 | 0.080 | 0.545 | 7 |
| 1 | True | 22,490,525 | 1,696,340 | 165 | 1,766 | -0.093 | -0.001 | -0.070 | 0.093 | 0.081 | 0.081 | 0.455 | 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 | 1,505,900 | 582 | 692 | -0.125 | -0.065 | -0.104 | 0.125 | 0.108 | 0.107 | 0.602 | 8 |
| 1 | True | 22,304,856 | 997,237 | 171 | 1,554 | -0.125 | -0.004 | -0.093 | 0.125 | 0.107 | 0.107 | 0.398 | 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 | 1,306,754 | 624 | 484 | -0.163 | -0.114 | -0.142 | 0.161 | 0.144 | 0.144 | 0.512 | 9 |
| 1 | True | 25,970,351 | 1,245,823 | 129 | 2,214 | -0.163 | -0.005 | -0.126 | 0.162 | 0.142 | 0.141 | 0.488 | 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 | 968,712 | 673 | 391 | -0.457 | -0.187 | -0.193 | 0.231 | 0.207 | 0.196 | 0.390 | 10 |
| 1 | True | 17,820,351 | 1,512,186 | 80 | 3,459 | -0.257 | 0.018 | 0.166 | 0.305 | 0.199 | 0.196 | 0.610 | 10 |