| 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 | 2,089,969 | 657 | 922 | -0.012 | 0.000 | 0.001 | 0.012 | 0.006 | 0.006 | 0.805 | 1 |
| 1 | True | 12,494,233 | 505,047 | 97 | 2,375 | -0.012 | -0.001 | -0.003 | 0.012 | 0.006 | 0.006 | 0.195 | 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 | 2,412,804 | 648 | 897 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.638 | 2 |
| 1 | True | 15,009,441 | 1,370,200 | 105 | 2,121 | -0.025 | -0.006 | -0.015 | 0.025 | 0.019 | 0.019 | 0.362 | 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 | 1,837,522 | 664 | 897 | -0.038 | 0.000 | 0.025 | 0.038 | 0.032 | 0.032 | 0.713 | 3 |
| 1 | True | 13,801,180 | 739,741 | 90 | 2,566 | -0.038 | -0.007 | -0.028 | 0.038 | 0.031 | 0.031 | 0.287 | 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 | 1,832,913 | 650 | 877 | -0.052 | -0.001 | -0.038 | 0.052 | 0.045 | 0.045 | 0.721 | 4 |
| 1 | True | 19,041,748 | 707,676 | 103 | 2,097 | -0.052 | -0.005 | -0.040 | 0.052 | 0.045 | 0.045 | 0.279 | 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 | 1,329,258 | 638 | 908 | -0.068 | -0.013 | -0.055 | 0.068 | 0.060 | 0.060 | 0.600 | 5 |
| 1 | True | 18,494,999 | 887,919 | 116 | 2,137 | -0.069 | -0.013 | -0.054 | 0.068 | 0.060 | 0.059 | 0.400 | 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 | 2,119,584 | 627 | 829 | -0.087 | -0.022 | -0.073 | 0.087 | 0.077 | 0.077 | 0.729 | 6 |
| 1 | True | 17,415,141 | 788,531 | 126 | 1,689 | -0.086 | -0.015 | -0.071 | 0.087 | 0.077 | 0.077 | 0.271 | 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 | 1,535,785 | 594 | 696 | -0.108 | -0.052 | -0.093 | 0.108 | 0.097 | 0.097 | 0.629 | 7 |
| 1 | True | 26,801,608 | 905,382 | 159 | 1,751 | -0.107 | 0.009 | 0.089 | 0.108 | 0.096 | 0.096 | 0.371 | 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 | 1,426,663 | 618 | 567 | -0.136 | -0.081 | -0.119 | 0.136 | 0.122 | 0.121 | 0.597 | 8 |
| 1 | True | 27,191,502 | 961,563 | 136 | 1,558 | -0.135 | 0.040 | 0.114 | 0.136 | 0.122 | 0.121 | 0.403 | 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 | 979,873 | 629 | 364 | -0.176 | -0.135 | -0.153 | 0.170 | 0.155 | 0.154 | 0.525 | 9 |
| 1 | True | 31,221,185 | 887,756 | 124 | 1,936 | -0.176 | 0.016 | 0.139 | 0.175 | 0.155 | 0.154 | 0.475 | 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 | 511,470 | 688 | 234 | -0.369 | -0.210 | -0.205 | 0.226 | 0.214 | 0.205 | 0.436 | 10 |
| 1 | True | 22,747,834 | 660,573 | 66 | 3,909 | -0.271 | 0.064 | 0.186 | 0.289 | 0.206 | 0.201 | 0.564 | 10 |