| 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 | 2,150,414 | 656 | 876 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.839 | 1 |
| 1 | True | 12,969,501 | 412,045 | 98 | 2,393 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 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 | 2,171,612 | 668 | 897 | -0.025 | -0.001 | -0.012 | 0.025 | 0.018 | 0.018 | 0.642 | 2 |
| 1 | True | 11,035,568 | 1,209,267 | 85 | 2,203 | -0.024 | -0.003 | -0.014 | 0.024 | 0.018 | 0.018 | 0.358 | 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 | 1,500,721 | 649 | 904 | -0.038 | -0.001 | -0.025 | 0.038 | 0.031 | 0.031 | 0.699 | 3 |
| 1 | True | 16,458,816 | 646,346 | 105 | 2,243 | -0.038 | -0.004 | -0.026 | 0.037 | 0.031 | 0.031 | 0.301 | 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 | 1,968,659 | 669 | 966 | -0.052 | -0.002 | -0.038 | 0.051 | 0.044 | 0.044 | 0.768 | 4 |
| 1 | True | 15,444,341 | 596,353 | 84 | 2,088 | -0.051 | -0.009 | -0.040 | 0.051 | 0.045 | 0.044 | 0.232 | 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 | 1,751,920 | 641 | 860 | -0.067 | -0.009 | -0.054 | 0.067 | 0.060 | 0.059 | 0.583 | 5 |
| 1 | True | 17,547,657 | 1,250,755 | 113 | 2,991 | -0.067 | -0.017 | -0.055 | 0.067 | 0.059 | 0.058 | 0.417 | 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 | 2,232,675 | 632 | 824 | -0.085 | -0.023 | -0.071 | 0.085 | 0.076 | 0.076 | 0.805 | 6 |
| 1 | True | 16,506,849 | 542,218 | 121 | 1,709 | -0.085 | -0.001 | -0.068 | 0.085 | 0.076 | 0.077 | 0.195 | 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 | 1,668,615 | 609 | 732 | -0.106 | -0.045 | -0.092 | 0.106 | 0.095 | 0.095 | 0.643 | 7 |
| 1 | True | 25,670,147 | 925,054 | 144 | 1,636 | -0.105 | 0.015 | 0.087 | 0.106 | 0.094 | 0.094 | 0.357 | 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 | 1,415,491 | 607 | 580 | -0.135 | -0.072 | -0.116 | 0.134 | 0.119 | 0.119 | 0.578 | 8 |
| 1 | True | 28,139,725 | 1,032,712 | 147 | 1,604 | -0.134 | 0.019 | 0.110 | 0.134 | 0.120 | 0.119 | 0.422 | 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 | 1,046,558 | 616 | 406 | -0.179 | -0.127 | -0.153 | 0.176 | 0.155 | 0.154 | 0.559 | 9 |
| 1 | True | 36,160,121 | 825,040 | 137 | 1,791 | -0.178 | 0.022 | 0.137 | 0.178 | 0.153 | 0.152 | 0.441 | 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 | 702,910 | 699 | 232 | -0.374 | -0.212 | -0.210 | 0.228 | 0.218 | 0.211 | 0.557 | 10 |
| 1 | True | 20,800,460 | 558,527 | 55 | 3,941 | -0.274 | 0.065 | 0.191 | 0.281 | 0.211 | 0.201 | 0.443 | 10 |