| 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 | 1,635,895 | 682 | 884 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.788 | 1 |
| 1 | True | 8,566,260 | 441,101 | 72 | 2,134 | -0.010 | -0.001 | -0.001 | 0.010 | 0.004 | 0.004 | 0.212 | 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 | 1,608,808 | 680 | 872 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.687 | 2 |
| 1 | True | 11,290,206 | 734,065 | 73 | 2,304 | -0.019 | -0.000 | -0.010 | 0.019 | 0.015 | 0.014 | 0.313 | 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 | 1,257,090 | 658 | 797 | -0.029 | -0.004 | -0.020 | 0.029 | 0.024 | 0.024 | 0.697 | 3 |
| 1 | True | 9,737,944 | 545,531 | 95 | 3,040 | -0.028 | 0.004 | 0.021 | 0.029 | 0.025 | 0.025 | 0.303 | 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 | 1,488,426 | 655 | 779 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.743 | 4 |
| 1 | True | 10,736,101 | 514,492 | 98 | 1,877 | -0.041 | 0.002 | 0.030 | 0.041 | 0.036 | 0.036 | 0.257 | 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 | 1,708,094 | 636 | 771 | -0.056 | -0.019 | -0.045 | 0.056 | 0.048 | 0.048 | 0.718 | 5 |
| 1 | True | 14,015,771 | 671,405 | 118 | 2,012 | -0.056 | -0.007 | -0.043 | 0.056 | 0.049 | 0.049 | 0.282 | 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 | 1,526,366 | 609 | 651 | -0.072 | -0.034 | -0.061 | 0.072 | 0.063 | 0.063 | 0.605 | 6 |
| 1 | True | 17,012,157 | 995,904 | 144 | 2,095 | -0.072 | 0.001 | 0.056 | 0.071 | 0.064 | 0.064 | 0.395 | 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 | 1,762,834 | 590 | 687 | -0.093 | -0.050 | -0.080 | 0.093 | 0.082 | 0.082 | 0.614 | 7 |
| 1 | True | 33,192,747 | 1,110,364 | 163 | 1,985 | -0.092 | 0.002 | 0.073 | 0.093 | 0.083 | 0.082 | 0.386 | 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 | 1,574,918 | 598 | 633 | -0.120 | -0.068 | -0.103 | 0.120 | 0.106 | 0.106 | 0.483 | 8 |
| 1 | True | 34,929,078 | 1,684,281 | 155 | 1,791 | -0.119 | -0.008 | -0.095 | 0.119 | 0.106 | 0.104 | 0.517 | 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 | 1,500,811 | 633 | 466 | -0.158 | -0.105 | -0.134 | 0.157 | 0.138 | 0.137 | 0.600 | 9 |
| 1 | True | 27,791,573 | 999,850 | 120 | 1,871 | -0.157 | -0.045 | -0.129 | 0.157 | 0.137 | 0.137 | 0.400 | 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 | 1,456,748 | 652 | 349 | -0.355 | -0.150 | -0.180 | 0.226 | 0.194 | 0.185 | 0.481 | 10 |
| 1 | True | 28,829,228 | 1,571,054 | 102 | 2,434 | -0.278 | -0.014 | -0.163 | 0.318 | 0.196 | 0.189 | 0.519 | 10 |