| 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 | 1,718,724 | 695 | 852 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.805 | 1 |
| 1 | True | 7,552,957 | 416,290 | 59 | 2,640 | -0.009 | -0.000 | -0.000 | 0.009 | 0.004 | 0.004 | 0.195 | 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 | 1,553,347 | 681 | 852 | -0.019 | -0.001 | -0.010 | 0.019 | 0.014 | 0.014 | 0.771 | 2 |
| 1 | True | 9,046,772 | 461,134 | 72 | 2,933 | -0.019 | 0.002 | 0.011 | 0.019 | 0.014 | 0.014 | 0.229 | 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 | 1,747,818 | 661 | 791 | -0.030 | -0.006 | -0.021 | 0.030 | 0.024 | 0.024 | 0.821 | 3 |
| 1 | True | 9,751,918 | 382,104 | 92 | 2,282 | -0.029 | 0.005 | 0.021 | 0.029 | 0.024 | 0.025 | 0.179 | 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 | 1,670,828 | 650 | 830 | -0.040 | -0.010 | -0.032 | 0.040 | 0.035 | 0.035 | 0.789 | 4 |
| 1 | True | 10,246,700 | 447,056 | 103 | 1,756 | -0.040 | 0.007 | 0.031 | 0.040 | 0.035 | 0.036 | 0.211 | 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 | 1,271,827 | 634 | 725 | -0.054 | -0.023 | -0.044 | 0.054 | 0.047 | 0.047 | 0.634 | 5 |
| 1 | True | 16,683,734 | 734,063 | 120 | 2,204 | -0.054 | -0.014 | -0.044 | 0.054 | 0.047 | 0.047 | 0.366 | 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 | 1,929,450 | 599 | 660 | -0.071 | -0.032 | -0.060 | 0.071 | 0.062 | 0.062 | 0.656 | 6 |
| 1 | True | 20,285,956 | 1,012,269 | 154 | 2,046 | -0.071 | -0.001 | -0.054 | 0.070 | 0.063 | 0.063 | 0.344 | 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 | 1,720,428 | 587 | 683 | -0.091 | -0.051 | -0.079 | 0.091 | 0.081 | 0.081 | 0.451 | 7 |
| 1 | True | 26,131,070 | 2,091,531 | 166 | 2,449 | -0.091 | 0.002 | 0.071 | 0.091 | 0.081 | 0.080 | 0.549 | 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 | 1,400,752 | 598 | 559 | -0.116 | -0.064 | -0.100 | 0.116 | 0.103 | 0.103 | 0.553 | 8 |
| 1 | True | 37,108,676 | 1,132,450 | 155 | 1,742 | -0.115 | -0.006 | -0.092 | 0.115 | 0.103 | 0.103 | 0.447 | 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 | 1,176,471 | 633 | 459 | -0.151 | -0.097 | -0.130 | 0.151 | 0.133 | 0.133 | 0.671 | 9 |
| 1 | True | 26,054,717 | 577,547 | 120 | 1,627 | -0.151 | -0.053 | -0.129 | 0.147 | 0.134 | 0.135 | 0.329 | 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 | 1,634,277 | 642 | 414 | -0.362 | -0.136 | -0.172 | 0.242 | 0.188 | 0.179 | 0.493 | 10 |
| 1 | True | 33,289,952 | 1,677,484 | 112 | 3,105 | -0.244 | 0.020 | 0.155 | 0.329 | 0.193 | 0.183 | 0.507 | 10 |