| 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 | 1,621,868 | 673 | 798 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.733 | 1 |
| 1 | True | 10,137,955 | 591,944 | 81 | 2,888 | -0.010 | -0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.267 | 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 | 1,690,352 | 690 | 856 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.823 | 2 |
| 1 | True | 7,803,755 | 364,703 | 63 | 3,269 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.177 | 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 | 1,621,380 | 663 | 812 | -0.029 | -0.004 | -0.021 | 0.029 | 0.024 | 0.024 | 0.788 | 3 |
| 1 | True | 9,632,370 | 434,950 | 90 | 2,199 | -0.029 | -0.001 | -0.019 | 0.029 | 0.024 | 0.024 | 0.212 | 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 | 1,676,990 | 655 | 758 | -0.040 | -0.010 | -0.031 | 0.040 | 0.034 | 0.034 | 0.816 | 4 |
| 1 | True | 11,262,493 | 378,460 | 98 | 1,713 | -0.039 | 0.002 | 0.030 | 0.040 | 0.034 | 0.034 | 0.184 | 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 | 1,485,690 | 628 | 710 | -0.053 | -0.019 | -0.044 | 0.053 | 0.046 | 0.046 | 0.717 | 5 |
| 1 | True | 11,917,862 | 587,285 | 126 | 1,998 | -0.052 | 0.001 | 0.041 | 0.053 | 0.047 | 0.047 | 0.283 | 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 | 1,820,133 | 599 | 751 | -0.070 | -0.033 | -0.059 | 0.070 | 0.061 | 0.061 | 0.617 | 6 |
| 1 | True | 22,701,346 | 1,130,846 | 154 | 2,438 | -0.070 | 0.004 | 0.054 | 0.070 | 0.062 | 0.062 | 0.383 | 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 | 1,326,776 | 583 | 691 | -0.091 | -0.048 | -0.077 | 0.091 | 0.080 | 0.079 | 0.389 | 7 |
| 1 | True | 28,490,675 | 2,086,686 | 170 | 2,021 | -0.091 | -0.001 | -0.070 | 0.091 | 0.080 | 0.079 | 0.611 | 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 | 1,353,584 | 583 | 633 | -0.117 | -0.062 | -0.100 | 0.117 | 0.103 | 0.103 | 0.541 | 8 |
| 1 | True | 32,522,225 | 1,148,617 | 170 | 1,694 | -0.117 | -0.012 | -0.093 | 0.117 | 0.103 | 0.103 | 0.459 | 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 | 1,577,301 | 643 | 472 | -0.152 | -0.099 | -0.131 | 0.151 | 0.133 | 0.133 | 0.629 | 9 |
| 1 | True | 29,671,959 | 930,203 | 110 | 1,833 | -0.151 | -0.037 | -0.123 | 0.152 | 0.132 | 0.130 | 0.371 | 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 | 1,650,380 | 641 | 404 | -0.386 | -0.135 | -0.171 | 0.266 | 0.189 | 0.178 | 0.520 | 10 |
| 1 | True | 31,937,241 | 1,526,253 | 113 | 2,860 | -0.217 | 0.010 | -0.153 | 0.323 | 0.191 | 0.181 | 0.480 | 10 |