| 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 | 1,908,627 | 687 | 844 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.764 | 1 |
| 1 | True | 10,855,101 | 589,280 | 67 | 4,122 | -0.009 | 0.002 | 0.002 | 0.010 | 0.005 | 0.006 | 0.236 | 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 | 1,574,605 | 672 | 764 | -0.020 | -0.002 | -0.011 | 0.020 | 0.015 | 0.015 | 0.785 | 2 |
| 1 | True | 9,138,440 | 431,611 | 82 | 2,869 | -0.020 | -0.001 | -0.010 | 0.019 | 0.014 | 0.015 | 0.215 | 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 | 1,511,944 | 661 | 746 | -0.030 | -0.004 | -0.022 | 0.030 | 0.025 | 0.025 | 0.511 | 3 |
| 1 | True | 7,725,410 | 1,446,277 | 92 | 2,355 | -0.030 | 0.000 | 0.000 | 0.030 | 0.025 | 0.025 | 0.489 | 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 | 1,685,482 | 633 | 755 | -0.041 | -0.010 | -0.032 | 0.041 | 0.035 | 0.035 | 0.651 | 4 |
| 1 | True | 13,449,357 | 902,701 | 121 | 2,589 | -0.040 | -0.003 | -0.031 | 0.041 | 0.036 | 0.035 | 0.349 | 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 | 1,505,281 | 626 | 748 | -0.054 | -0.015 | -0.044 | 0.054 | 0.047 | 0.047 | 0.577 | 5 |
| 1 | True | 14,036,013 | 1,103,005 | 128 | 1,803 | -0.054 | 0.003 | 0.041 | 0.053 | 0.048 | 0.048 | 0.423 | 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 | 1,489,043 | 574 | 668 | -0.071 | -0.030 | -0.059 | 0.072 | 0.062 | 0.062 | 0.529 | 6 |
| 1 | True | 22,174,630 | 1,323,585 | 179 | 2,474 | -0.071 | 0.002 | 0.055 | 0.071 | 0.062 | 0.062 | 0.471 | 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 | 1,475,736 | 570 | 622 | -0.094 | -0.043 | -0.079 | 0.093 | 0.082 | 0.082 | 0.553 | 7 |
| 1 | True | 22,872,275 | 1,193,946 | 184 | 1,517 | -0.093 | -0.003 | -0.073 | 0.093 | 0.081 | 0.080 | 0.447 | 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 | 1,006,408 | 550 | 550 | -0.125 | -0.070 | -0.105 | 0.125 | 0.109 | 0.108 | 0.463 | 8 |
| 1 | True | 35,545,095 | 1,165,414 | 203 | 1,627 | -0.125 | -0.013 | -0.096 | 0.125 | 0.108 | 0.107 | 0.537 | 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 | 1,302,426 | 634 | 511 | -0.166 | -0.110 | -0.142 | 0.165 | 0.145 | 0.146 | 0.661 | 9 |
| 1 | True | 31,616,116 | 668,837 | 120 | 1,915 | -0.165 | -0.006 | -0.126 | 0.166 | 0.144 | 0.144 | 0.339 | 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 | 1,056,007 | 663 | 358 | -0.434 | -0.169 | -0.191 | 0.246 | 0.205 | 0.193 | 0.397 | 10 |
| 1 | True | 24,071,953 | 1,602,412 | 91 | 2,919 | -0.252 | 0.028 | 0.168 | 0.321 | 0.200 | 0.192 | 0.603 | 10 |