| 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 | 1,798,865 | 682 | 917 | -0.011 | -0.000 | -0.001 | 0.011 | 0.006 | 0.006 | 0.807 | 1 |
| 1 | True | 7,981,985 | 430,355 | 73 | 2,623 | -0.011 | 0.000 | 0.001 | 0.011 | 0.005 | 0.005 | 0.193 | 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 | 1,612,387 | 664 | 850 | -0.022 | -0.000 | -0.012 | 0.022 | 0.017 | 0.017 | 0.776 | 2 |
| 1 | True | 10,287,758 | 466,550 | 91 | 2,285 | -0.022 | -0.002 | -0.013 | 0.022 | 0.017 | 0.016 | 0.224 | 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 | 1,850,232 | 667 | 896 | -0.034 | -0.006 | -0.024 | 0.034 | 0.028 | 0.028 | 0.759 | 3 |
| 1 | True | 12,118,447 | 588,354 | 88 | 2,188 | -0.034 | -0.003 | -0.024 | 0.034 | 0.028 | 0.028 | 0.241 | 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 | 1,735,210 | 637 | 821 | -0.047 | -0.010 | -0.037 | 0.047 | 0.041 | 0.041 | 0.753 | 4 |
| 1 | True | 17,919,746 | 569,129 | 118 | 2,073 | -0.046 | -0.008 | -0.036 | 0.047 | 0.041 | 0.041 | 0.247 | 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 | 2,297,409 | 646 | 895 | -0.062 | -0.018 | -0.051 | 0.062 | 0.054 | 0.054 | 0.570 | 5 |
| 1 | True | 17,739,291 | 1,733,097 | 109 | 2,361 | -0.062 | -0.003 | -0.049 | 0.062 | 0.055 | 0.055 | 0.430 | 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 | 1,496,594 | 629 | 728 | -0.078 | -0.031 | -0.066 | 0.078 | 0.070 | 0.070 | 0.593 | 6 |
| 1 | True | 21,000,594 | 1,026,752 | 126 | 1,849 | -0.078 | -0.015 | -0.065 | 0.078 | 0.070 | 0.070 | 0.407 | 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 | 1,238,163 | 589 | 703 | -0.099 | -0.049 | -0.085 | 0.099 | 0.088 | 0.088 | 0.521 | 7 |
| 1 | True | 26,277,358 | 1,140,566 | 166 | 2,007 | -0.099 | 0.004 | 0.080 | 0.099 | 0.089 | 0.089 | 0.479 | 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 | 1,087,990 | 595 | 523 | -0.129 | -0.080 | -0.112 | 0.129 | 0.114 | 0.114 | 0.642 | 8 |
| 1 | True | 33,347,573 | 607,541 | 160 | 1,527 | -0.129 | -0.003 | -0.100 | 0.128 | 0.113 | 0.114 | 0.358 | 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 | 1,899,528 | 653 | 431 | -0.170 | -0.116 | -0.145 | 0.170 | 0.148 | 0.147 | 0.717 | 9 |
| 1 | True | 27,232,318 | 748,881 | 102 | 1,891 | -0.170 | -0.014 | -0.131 | 0.170 | 0.148 | 0.147 | 0.283 | 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 | 722,874 | 677 | 271 | -0.375 | -0.194 | -0.200 | 0.222 | 0.208 | 0.201 | 0.314 | 10 |
| 1 | True | 26,873,985 | 1,582,265 | 78 | 4,460 | -0.233 | 0.091 | 0.186 | 0.257 | 0.200 | 0.194 | 0.686 | 10 |