| 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 | 1,712,708 | 685 | 907 | -0.009 | -0.000 | -0.001 | 0.009 | 0.005 | 0.004 | 0.791 | 1 |
| 1 | True | 7,711,813 | 451,621 | 70 | 2,608 | -0.009 | 0.000 | 0.000 | 0.009 | 0.005 | 0.005 | 0.209 | 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 | 1,573,724 | 687 | 817 | -0.020 | -0.002 | -0.011 | 0.020 | 0.014 | 0.014 | 0.854 | 2 |
| 1 | True | 5,395,920 | 268,360 | 67 | 2,168 | -0.019 | 0.002 | 0.010 | 0.019 | 0.014 | 0.015 | 0.146 | 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 | 1,731,997 | 679 | 821 | -0.030 | -0.006 | -0.022 | 0.030 | 0.025 | 0.025 | 0.810 | 3 |
| 1 | True | 12,092,973 | 405,522 | 76 | 2,436 | -0.030 | -0.001 | -0.020 | 0.030 | 0.025 | 0.025 | 0.190 | 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 | 1,968,711 | 658 | 877 | -0.042 | -0.013 | -0.033 | 0.042 | 0.036 | 0.036 | 0.705 | 4 |
| 1 | True | 13,684,872 | 823,441 | 96 | 2,580 | -0.042 | 0.008 | 0.033 | 0.042 | 0.036 | 0.036 | 0.295 | 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 | 1,234,439 | 627 | 782 | -0.055 | -0.021 | -0.045 | 0.055 | 0.048 | 0.048 | 0.546 | 5 |
| 1 | True | 18,020,836 | 1,024,572 | 128 | 2,188 | -0.054 | -0.001 | -0.042 | 0.054 | 0.048 | 0.047 | 0.454 | 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 | 1,186,273 | 594 | 724 | -0.072 | -0.034 | -0.060 | 0.072 | 0.063 | 0.063 | 0.549 | 6 |
| 1 | True | 25,915,319 | 975,613 | 160 | 1,774 | -0.072 | -0.004 | -0.056 | 0.072 | 0.063 | 0.063 | 0.451 | 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 | 1,300,304 | 580 | 648 | -0.094 | -0.049 | -0.079 | 0.094 | 0.082 | 0.082 | 0.553 | 7 |
| 1 | True | 35,075,336 | 1,052,933 | 174 | 2,014 | -0.094 | -0.001 | -0.072 | 0.094 | 0.082 | 0.082 | 0.447 | 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 | 1,594,425 | 606 | 562 | -0.123 | -0.072 | -0.105 | 0.123 | 0.108 | 0.108 | 0.458 | 8 |
| 1 | True | 28,212,900 | 1,885,154 | 149 | 1,725 | -0.123 | -0.033 | -0.099 | 0.122 | 0.107 | 0.107 | 0.542 | 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 | 1,419,708 | 641 | 448 | -0.161 | -0.102 | -0.139 | 0.160 | 0.142 | 0.141 | 0.629 | 9 |
| 1 | True | 27,986,545 | 835,902 | 113 | 1,641 | -0.160 | -0.033 | -0.132 | 0.161 | 0.141 | 0.142 | 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 | 1,610,604 | 664 | 351 | -0.378 | -0.157 | -0.186 | 0.247 | 0.200 | 0.192 | 0.508 | 10 |
| 1 | True | 26,776,795 | 1,559,602 | 91 | 3,915 | -0.270 | 0.050 | 0.174 | 0.289 | 0.198 | 0.190 | 0.492 | 10 |