| 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 | 1,649,301 | 662 | 865 | -0.010 | -0.000 | -0.000 | 0.010 | 0.005 | 0.005 | 0.690 | 1 |
| 1 | True | 11,257,995 | 741,650 | 92 | 3,712 | -0.009 | 0.000 | 0.001 | 0.010 | 0.005 | 0.005 | 0.310 | 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 | 1,297,390 | 675 | 765 | -0.020 | -0.003 | -0.012 | 0.020 | 0.015 | 0.015 | 0.640 | 2 |
| 1 | True | 7,406,023 | 729,609 | 79 | 2,766 | -0.020 | -0.002 | -0.012 | 0.020 | 0.015 | 0.015 | 0.360 | 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 | 1,516,369 | 662 | 788 | -0.031 | -0.004 | -0.021 | 0.031 | 0.025 | 0.025 | 0.606 | 3 |
| 1 | True | 11,276,730 | 983,969 | 91 | 3,316 | -0.030 | 0.003 | 0.022 | 0.031 | 0.026 | 0.026 | 0.394 | 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 | 1,610,676 | 644 | 757 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.748 | 4 |
| 1 | True | 15,165,645 | 543,541 | 110 | 2,053 | -0.041 | -0.005 | -0.032 | 0.042 | 0.037 | 0.037 | 0.252 | 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 | 1,751,839 | 628 | 725 | -0.054 | -0.018 | -0.045 | 0.054 | 0.048 | 0.047 | 0.709 | 5 |
| 1 | True | 12,554,438 | 720,015 | 126 | 2,170 | -0.054 | 0.006 | 0.044 | 0.054 | 0.048 | 0.048 | 0.291 | 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 | 1,550,615 | 584 | 657 | -0.072 | -0.032 | -0.059 | 0.071 | 0.062 | 0.062 | 0.583 | 6 |
| 1 | True | 22,796,287 | 1,110,018 | 169 | 2,090 | -0.072 | -0.002 | -0.055 | 0.072 | 0.063 | 0.063 | 0.417 | 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 | 1,538,795 | 580 | 623 | -0.093 | -0.047 | -0.078 | 0.092 | 0.081 | 0.081 | 0.445 | 7 |
| 1 | True | 24,312,912 | 1,916,120 | 174 | 1,954 | -0.093 | -0.001 | -0.072 | 0.093 | 0.081 | 0.081 | 0.555 | 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 | 1,458,054 | 569 | 630 | -0.122 | -0.068 | -0.103 | 0.121 | 0.107 | 0.107 | 0.528 | 8 |
| 1 | True | 32,488,496 | 1,304,327 | 184 | 1,459 | -0.122 | -0.013 | -0.095 | 0.121 | 0.106 | 0.105 | 0.472 | 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 | 1,230,933 | 633 | 438 | -0.160 | -0.106 | -0.138 | 0.160 | 0.141 | 0.140 | 0.670 | 9 |
| 1 | True | 31,811,822 | 605,471 | 121 | 1,654 | -0.160 | -0.028 | -0.125 | 0.160 | 0.137 | 0.136 | 0.330 | 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 | 980,270 | 663 | 360 | -0.407 | -0.159 | -0.185 | 0.242 | 0.199 | 0.189 | 0.410 | 10 |
| 1 | True | 26,924,674 | 1,412,853 | 91 | 2,907 | -0.238 | 0.026 | 0.163 | 0.331 | 0.201 | 0.193 | 0.590 | 10 |