| 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 | 1,532,395 | 671 | 827 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.730 | 1 |
| 1 | True | 10,555,267 | 566,153 | 83 | 3,220 | -0.010 | 0.001 | 0.002 | 0.010 | 0.005 | 0.005 | 0.270 | 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 | 1,503,722 | 664 | 801 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.703 | 2 |
| 1 | True | 7,746,763 | 635,793 | 90 | 2,653 | -0.020 | -0.002 | -0.011 | 0.019 | 0.015 | 0.015 | 0.297 | 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 | 1,311,584 | 658 | 711 | -0.029 | -0.004 | -0.021 | 0.029 | 0.024 | 0.024 | 0.631 | 3 |
| 1 | True | 11,384,761 | 767,663 | 95 | 3,011 | -0.029 | 0.000 | 0.020 | 0.029 | 0.025 | 0.025 | 0.369 | 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 | 1,591,948 | 649 | 801 | -0.041 | -0.007 | -0.031 | 0.041 | 0.035 | 0.035 | 0.447 | 4 |
| 1 | True | 9,245,780 | 1,966,079 | 105 | 2,254 | -0.041 | -0.001 | -0.030 | 0.041 | 0.035 | 0.036 | 0.553 | 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 | 1,480,543 | 627 | 760 | -0.053 | -0.014 | -0.044 | 0.053 | 0.047 | 0.047 | 0.658 | 5 |
| 1 | True | 16,678,075 | 770,862 | 127 | 2,030 | -0.053 | 0.007 | 0.044 | 0.053 | 0.048 | 0.048 | 0.342 | 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 | 1,717,240 | 602 | 694 | -0.072 | -0.024 | -0.058 | 0.072 | 0.062 | 0.061 | 0.657 | 6 |
| 1 | True | 15,749,572 | 896,578 | 151 | 2,161 | -0.072 | 0.006 | 0.055 | 0.071 | 0.063 | 0.063 | 0.343 | 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 | 1,767,263 | 555 | 659 | -0.094 | -0.040 | -0.079 | 0.093 | 0.083 | 0.083 | 0.599 | 7 |
| 1 | True | 23,479,109 | 1,181,092 | 199 | 1,596 | -0.094 | 0.005 | 0.073 | 0.094 | 0.082 | 0.082 | 0.401 | 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 | 1,235,705 | 559 | 605 | -0.127 | -0.069 | -0.106 | 0.127 | 0.110 | 0.110 | 0.445 | 8 |
| 1 | True | 36,510,636 | 1,542,002 | 194 | 1,798 | -0.127 | -0.011 | -0.096 | 0.126 | 0.109 | 0.108 | 0.555 | 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 | 1,198,771 | 624 | 490 | -0.166 | -0.113 | -0.144 | 0.165 | 0.146 | 0.146 | 0.550 | 9 |
| 1 | True | 29,846,883 | 980,965 | 130 | 1,762 | -0.166 | -0.029 | -0.132 | 0.166 | 0.143 | 0.141 | 0.450 | 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 | 1,082,347 | 675 | 344 | -0.442 | -0.185 | -0.195 | 0.229 | 0.208 | 0.197 | 0.427 | 10 |
| 1 | True | 22,869,857 | 1,451,278 | 79 | 3,213 | -0.274 | 0.020 | 0.170 | 0.312 | 0.200 | 0.192 | 0.573 | 10 |