| 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 | 1,476,883 | 691 | 889 | -0.010 | -0.000 | -0.001 | 0.010 | 0.005 | 0.005 | 0.793 | 1 |
| 1 | True | 6,592,053 | 385,397 | 64 | 2,810 | -0.010 | 0.000 | 0.000 | 0.010 | 0.005 | 0.004 | 0.207 | 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 | 1,408,182 | 682 | 841 | -0.020 | -0.001 | -0.010 | 0.020 | 0.015 | 0.015 | 0.703 | 2 |
| 1 | True | 7,569,322 | 593,952 | 72 | 2,507 | -0.019 | 0.000 | 0.011 | 0.019 | 0.015 | 0.015 | 0.297 | 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 | 1,729,327 | 680 | 846 | -0.031 | -0.007 | -0.022 | 0.031 | 0.025 | 0.025 | 0.729 | 3 |
| 1 | True | 9,635,473 | 642,738 | 75 | 2,392 | -0.030 | -0.002 | -0.021 | 0.030 | 0.025 | 0.025 | 0.271 | 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 | 1,747,630 | 656 | 826 | -0.042 | -0.012 | -0.033 | 0.042 | 0.036 | 0.036 | 0.704 | 4 |
| 1 | True | 10,506,266 | 735,928 | 98 | 2,648 | -0.042 | -0.000 | 0.000 | 0.042 | 0.037 | 0.037 | 0.296 | 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 | 1,405,777 | 622 | 735 | -0.055 | -0.019 | -0.046 | 0.055 | 0.049 | 0.048 | 0.660 | 5 |
| 1 | True | 16,830,875 | 725,360 | 133 | 1,716 | -0.055 | 0.008 | 0.044 | 0.055 | 0.049 | 0.049 | 0.340 | 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 | 1,412,662 | 595 | 808 | -0.071 | -0.037 | -0.060 | 0.071 | 0.063 | 0.062 | 0.561 | 6 |
| 1 | True | 26,285,858 | 1,106,650 | 159 | 2,239 | -0.071 | -0.008 | -0.057 | 0.071 | 0.063 | 0.063 | 0.439 | 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 | 1,289,352 | 584 | 615 | -0.094 | -0.045 | -0.079 | 0.094 | 0.082 | 0.082 | 0.488 | 7 |
| 1 | True | 34,258,148 | 1,351,099 | 170 | 1,900 | -0.093 | -0.000 | 0.000 | 0.094 | 0.082 | 0.083 | 0.512 | 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 | 1,632,983 | 608 | 543 | -0.123 | -0.074 | -0.105 | 0.122 | 0.108 | 0.108 | 0.475 | 8 |
| 1 | True | 34,470,411 | 1,808,376 | 147 | 1,700 | -0.123 | -0.011 | -0.097 | 0.122 | 0.109 | 0.108 | 0.525 | 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 | 1,348,479 | 636 | 451 | -0.161 | -0.104 | -0.137 | 0.161 | 0.141 | 0.141 | 0.593 | 9 |
| 1 | True | 24,981,377 | 925,678 | 118 | 1,756 | -0.160 | -0.045 | -0.129 | 0.161 | 0.140 | 0.139 | 0.407 | 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 | 1,653,917 | 666 | 333 | -0.372 | -0.160 | -0.187 | 0.239 | 0.198 | 0.190 | 0.540 | 10 |
| 1 | True | 29,827,471 | 1,407,165 | 89 | 3,901 | -0.251 | 0.048 | 0.172 | 0.272 | 0.194 | 0.187 | 0.460 | 10 |