| 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 | 1,357,610 | 675 | 761 | -0.009 | -0.000 | 0.000 | 0.009 | 0.005 | 0.004 | 0.732 | 1 |
| 1 | True | 8,666,144 | 497,011 | 79 | 3,419 | -0.009 | 0.001 | 0.001 | 0.009 | 0.005 | 0.005 | 0.268 | 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 | 1,332,923 | 686 | 816 | -0.019 | -0.002 | -0.010 | 0.019 | 0.014 | 0.014 | 0.691 | 2 |
| 1 | True | 7,182,283 | 596,474 | 68 | 4,169 | -0.018 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.309 | 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 | 1,518,307 | 649 | 744 | -0.029 | -0.003 | -0.020 | 0.029 | 0.024 | 0.024 | 0.629 | 3 |
| 1 | True | 10,931,203 | 896,998 | 104 | 2,348 | -0.029 | 0.001 | 0.019 | 0.029 | 0.024 | 0.024 | 0.371 | 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 | 1,588,676 | 663 | 747 | -0.040 | -0.005 | -0.030 | 0.040 | 0.034 | 0.034 | 0.517 | 4 |
| 1 | True | 11,627,681 | 1,482,380 | 91 | 2,834 | -0.040 | 0.000 | -0.029 | 0.040 | 0.034 | 0.034 | 0.483 | 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 | 1,532,178 | 605 | 686 | -0.053 | -0.013 | -0.043 | 0.053 | 0.046 | 0.046 | 0.600 | 5 |
| 1 | True | 15,157,356 | 1,022,454 | 149 | 2,262 | -0.052 | -0.001 | -0.040 | 0.053 | 0.046 | 0.046 | 0.400 | 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 | 1,793,729 | 585 | 649 | -0.070 | -0.018 | -0.056 | 0.070 | 0.061 | 0.061 | 0.618 | 6 |
| 1 | True | 15,521,026 | 1,110,702 | 168 | 1,786 | -0.070 | -0.002 | -0.053 | 0.070 | 0.062 | 0.063 | 0.382 | 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 | 1,535,881 | 559 | 677 | -0.093 | -0.036 | -0.076 | 0.093 | 0.080 | 0.080 | 0.512 | 7 |
| 1 | True | 24,300,716 | 1,465,518 | 195 | 1,867 | -0.093 | 0.008 | 0.073 | 0.093 | 0.081 | 0.081 | 0.488 | 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 | 1,327,086 | 556 | 686 | -0.125 | -0.068 | -0.105 | 0.125 | 0.108 | 0.107 | 0.516 | 8 |
| 1 | True | 31,699,843 | 1,246,654 | 197 | 1,491 | -0.125 | 0.005 | 0.094 | 0.124 | 0.107 | 0.106 | 0.484 | 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 | 1,083,859 | 631 | 485 | -0.164 | -0.116 | -0.144 | 0.165 | 0.145 | 0.145 | 0.463 | 9 |
| 1 | True | 26,133,359 | 1,256,546 | 123 | 2,052 | -0.161 | 0.004 | 0.126 | 0.164 | 0.142 | 0.142 | 0.537 | 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 | 1,113,411 | 674 | 354 | -0.448 | -0.186 | -0.193 | 0.240 | 0.206 | 0.193 | 0.474 | 10 |
| 1 | True | 21,626,750 | 1,233,364 | 80 | 3,173 | -0.255 | -0.006 | -0.167 | 0.305 | 0.194 | 0.185 | 0.526 | 10 |