| 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 | 1,718,755 | 671 | 831 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.607 | 1 |
| 1 | True | 12,157,711 | 1,114,998 | 83 | 4,146 | -0.010 | 0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.393 | 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 | 1,701,045 | 674 | 842 | -0.020 | -0.001 | -0.011 | 0.020 | 0.015 | 0.015 | 0.553 | 2 |
| 1 | True | 9,258,225 | 1,375,317 | 80 | 3,495 | -0.020 | -0.002 | -0.011 | 0.020 | 0.016 | 0.015 | 0.447 | 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 | 1,379,178 | 652 | 726 | -0.031 | -0.006 | -0.022 | 0.031 | 0.025 | 0.025 | 0.690 | 3 |
| 1 | True | 9,506,754 | 620,325 | 101 | 2,690 | -0.031 | -0.003 | -0.021 | 0.030 | 0.026 | 0.026 | 0.310 | 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 | 1,641,474 | 643 | 782 | -0.042 | -0.009 | -0.033 | 0.042 | 0.036 | 0.036 | 0.727 | 4 |
| 1 | True | 9,980,729 | 617,335 | 111 | 2,203 | -0.041 | 0.003 | 0.031 | 0.041 | 0.036 | 0.037 | 0.273 | 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 | 1,300,310 | 616 | 746 | -0.055 | -0.019 | -0.045 | 0.055 | 0.048 | 0.047 | 0.668 | 5 |
| 1 | True | 12,724,597 | 646,354 | 138 | 1,829 | -0.055 | 0.007 | 0.044 | 0.055 | 0.048 | 0.048 | 0.332 | 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 | 1,272,356 | 591 | 638 | -0.072 | -0.031 | -0.060 | 0.072 | 0.063 | 0.063 | 0.470 | 6 |
| 1 | True | 21,874,137 | 1,433,031 | 162 | 2,281 | -0.072 | -0.001 | -0.056 | 0.072 | 0.064 | 0.065 | 0.530 | 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 | 1,902,821 | 562 | 599 | -0.094 | -0.044 | -0.079 | 0.094 | 0.083 | 0.083 | 0.572 | 7 |
| 1 | True | 30,249,351 | 1,424,629 | 192 | 1,896 | -0.094 | -0.006 | -0.073 | 0.094 | 0.082 | 0.081 | 0.428 | 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 | 1,199,285 | 570 | 618 | -0.125 | -0.071 | -0.105 | 0.124 | 0.109 | 0.109 | 0.562 | 8 |
| 1 | True | 34,855,371 | 936,513 | 183 | 1,477 | -0.125 | -0.015 | -0.097 | 0.124 | 0.108 | 0.107 | 0.438 | 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 | 1,242,334 | 626 | 478 | -0.164 | -0.110 | -0.141 | 0.163 | 0.144 | 0.143 | 0.622 | 9 |
| 1 | True | 32,410,336 | 756,419 | 128 | 1,795 | -0.163 | -0.015 | -0.126 | 0.164 | 0.140 | 0.139 | 0.378 | 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 | 1,068,005 | 669 | 355 | -0.426 | -0.164 | -0.190 | 0.274 | 0.203 | 0.192 | 0.427 | 10 |
| 1 | True | 23,263,580 | 1,433,736 | 85 | 2,946 | -0.254 | 0.030 | 0.173 | 0.326 | 0.204 | 0.196 | 0.573 | 10 |