| 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 | 1,611,293 | 690 | 962 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.005 | 0.839 | 1 |
| 1 | True | 7,422,585 | 309,109 | 64 | 2,331 | -0.009 | -0.000 | -0.001 | 0.009 | 0.004 | 0.004 | 0.161 | 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 | 1,760,079 | 678 | 867 | -0.019 | -0.002 | -0.011 | 0.019 | 0.014 | 0.014 | 0.824 | 2 |
| 1 | True | 5,596,928 | 376,095 | 75 | 2,240 | -0.019 | -0.000 | -0.009 | 0.019 | 0.014 | 0.014 | 0.176 | 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 | 1,408,791 | 658 | 778 | -0.030 | -0.004 | -0.020 | 0.030 | 0.024 | 0.024 | 0.673 | 3 |
| 1 | True | 9,885,499 | 685,357 | 95 | 2,439 | -0.030 | 0.005 | 0.022 | 0.030 | 0.025 | 0.025 | 0.327 | 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 | 1,567,973 | 648 | 774 | -0.041 | -0.013 | -0.032 | 0.041 | 0.035 | 0.035 | 0.670 | 4 |
| 1 | True | 12,235,226 | 773,290 | 105 | 2,259 | -0.040 | 0.003 | 0.030 | 0.040 | 0.035 | 0.035 | 0.330 | 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 | 1,496,800 | 623 | 673 | -0.055 | -0.021 | -0.045 | 0.055 | 0.048 | 0.048 | 0.671 | 5 |
| 1 | True | 20,629,143 | 734,427 | 131 | 2,164 | -0.054 | 0.000 | 0.041 | 0.055 | 0.048 | 0.049 | 0.329 | 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 | 1,525,006 | 617 | 718 | -0.072 | -0.032 | -0.060 | 0.072 | 0.063 | 0.063 | 0.608 | 6 |
| 1 | True | 21,193,144 | 984,264 | 136 | 2,037 | -0.072 | -0.006 | -0.056 | 0.071 | 0.063 | 0.063 | 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 | 1,402,974 | 596 | 641 | -0.092 | -0.049 | -0.078 | 0.092 | 0.081 | 0.081 | 0.462 | 7 |
| 1 | True | 28,175,514 | 1,632,499 | 157 | 1,742 | -0.092 | -0.000 | 0.072 | 0.092 | 0.082 | 0.082 | 0.538 | 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 | 2,037,598 | 591 | 622 | -0.119 | -0.067 | -0.103 | 0.118 | 0.106 | 0.105 | 0.632 | 8 |
| 1 | True | 35,355,073 | 1,185,216 | 162 | 1,810 | -0.119 | -0.011 | -0.094 | 0.117 | 0.104 | 0.104 | 0.368 | 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 | 1,176,893 | 624 | 439 | -0.156 | -0.105 | -0.135 | 0.155 | 0.137 | 0.136 | 0.480 | 9 |
| 1 | True | 31,556,573 | 1,275,044 | 129 | 1,836 | -0.156 | -0.044 | -0.127 | 0.155 | 0.135 | 0.133 | 0.520 | 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 | 1,333,733 | 651 | 351 | -0.392 | -0.140 | -0.180 | 0.264 | 0.194 | 0.184 | 0.509 | 10 |
| 1 | True | 28,856,360 | 1,284,826 | 103 | 2,429 | -0.275 | -0.012 | -0.162 | 0.306 | 0.195 | 0.186 | 0.491 | 10 |