| 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 | 1,685,240 | 675 | 869 | -0.009 | -0.000 | -0.000 | 0.009 | 0.005 | 0.004 | 0.747 | 1 |
| 1 | True | 10,190,661 | 571,637 | 79 | 3,461 | -0.009 | 0.000 | 0.001 | 0.009 | 0.005 | 0.005 | 0.253 | 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 | 1,702,770 | 686 | 786 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.772 | 2 |
| 1 | True | 6,701,200 | 501,883 | 67 | 2,759 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.228 | 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 | 1,137,114 | 666 | 728 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.456 | 3 |
| 1 | True | 9,996,698 | 1,355,445 | 87 | 2,235 | -0.028 | -0.003 | -0.021 | 0.029 | 0.024 | 0.024 | 0.544 | 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 | 1,194,944 | 638 | 743 | -0.040 | -0.010 | -0.032 | 0.040 | 0.034 | 0.035 | 0.625 | 4 |
| 1 | True | 13,240,289 | 716,147 | 115 | 1,795 | -0.040 | 0.006 | 0.030 | 0.040 | 0.034 | 0.034 | 0.375 | 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 | 1,675,558 | 628 | 737 | -0.053 | -0.016 | -0.043 | 0.053 | 0.046 | 0.046 | 0.661 | 5 |
| 1 | True | 15,359,133 | 860,845 | 126 | 2,168 | -0.052 | 0.007 | 0.041 | 0.053 | 0.046 | 0.046 | 0.339 | 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 | 2,023,349 | 613 | 695 | -0.070 | -0.032 | -0.058 | 0.070 | 0.061 | 0.061 | 0.608 | 6 |
| 1 | True | 19,926,113 | 1,307,164 | 140 | 2,460 | -0.070 | -0.002 | -0.053 | 0.070 | 0.062 | 0.062 | 0.392 | 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 | 1,555,147 | 570 | 719 | -0.090 | -0.045 | -0.076 | 0.090 | 0.079 | 0.079 | 0.565 | 7 |
| 1 | True | 25,882,218 | 1,196,118 | 183 | 1,889 | -0.090 | -0.009 | -0.072 | 0.090 | 0.080 | 0.080 | 0.435 | 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 | 1,616,705 | 588 | 627 | -0.118 | -0.064 | -0.100 | 0.117 | 0.104 | 0.103 | 0.617 | 8 |
| 1 | True | 28,922,928 | 1,005,501 | 165 | 1,442 | -0.118 | -0.002 | -0.091 | 0.117 | 0.102 | 0.101 | 0.383 | 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 | 1,367,752 | 628 | 470 | -0.153 | -0.099 | -0.131 | 0.152 | 0.134 | 0.133 | 0.612 | 9 |
| 1 | True | 32,877,581 | 867,691 | 125 | 2,033 | -0.152 | -0.040 | -0.125 | 0.153 | 0.134 | 0.134 | 0.388 | 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 | 1,149,031 | 645 | 406 | -0.407 | -0.141 | -0.173 | 0.278 | 0.190 | 0.179 | 0.425 | 10 |
| 1 | True | 32,602,028 | 1,552,800 | 109 | 3,211 | -0.259 | 0.010 | -0.153 | 0.328 | 0.197 | 0.189 | 0.575 | 10 |