| 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 | 1,979,293 | 672 | 883 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.007 | 0.851 | 1 |
| 1 | True | 9,301,249 | 345,644 | 82 | 2,504 | -0.012 | -0.001 | -0.001 | 0.012 | 0.006 | 0.006 | 0.149 | 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 | 2,019,727 | 663 | 944 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.815 | 2 |
| 1 | True | 16,845,526 | 459,930 | 90 | 1,955 | -0.026 | -0.001 | -0.014 | 0.026 | 0.019 | 0.019 | 0.185 | 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 | 3,157,437 | 658 | 952 | -0.039 | -0.000 | -0.000 | 0.039 | 0.032 | 0.032 | 0.820 | 3 |
| 1 | True | 13,126,570 | 692,748 | 96 | 2,260 | -0.039 | -0.000 | 0.026 | 0.039 | 0.032 | 0.032 | 0.180 | 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 | 2,078,064 | 667 | 938 | -0.054 | -0.006 | -0.041 | 0.054 | 0.046 | 0.046 | 0.819 | 4 |
| 1 | True | 14,573,500 | 458,782 | 86 | 2,747 | -0.054 | -0.012 | -0.043 | 0.054 | 0.047 | 0.047 | 0.181 | 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 | 1,497,651 | 644 | 933 | -0.070 | -0.015 | -0.056 | 0.070 | 0.062 | 0.061 | 0.714 | 5 |
| 1 | True | 15,611,460 | 598,924 | 110 | 1,880 | -0.069 | -0.018 | -0.057 | 0.069 | 0.061 | 0.061 | 0.286 | 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 | 1,921,083 | 623 | 839 | -0.088 | -0.029 | -0.075 | 0.088 | 0.079 | 0.079 | 0.692 | 6 |
| 1 | True | 21,248,286 | 855,062 | 130 | 1,836 | -0.088 | -0.014 | -0.072 | 0.087 | 0.079 | 0.079 | 0.308 | 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 | 1,737,055 | 614 | 773 | -0.109 | -0.043 | -0.094 | 0.109 | 0.098 | 0.098 | 0.679 | 7 |
| 1 | True | 21,932,625 | 820,747 | 139 | 1,734 | -0.109 | 0.003 | 0.089 | 0.109 | 0.098 | 0.097 | 0.321 | 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 | 1,520,213 | 600 | 504 | -0.136 | -0.082 | -0.120 | 0.136 | 0.123 | 0.123 | 0.657 | 8 |
| 1 | True | 29,786,904 | 793,914 | 154 | 1,680 | -0.136 | 0.007 | 0.112 | 0.136 | 0.122 | 0.122 | 0.343 | 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 | 1,211,643 | 621 | 404 | -0.176 | -0.129 | -0.153 | 0.175 | 0.155 | 0.154 | 0.468 | 9 |
| 1 | True | 36,710,972 | 1,374,731 | 132 | 2,115 | -0.174 | 0.031 | 0.141 | 0.176 | 0.154 | 0.152 | 0.532 | 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 | 760,895 | 694 | 240 | -0.393 | -0.203 | -0.205 | 0.247 | 0.213 | 0.206 | 0.470 | 10 |
| 1 | True | 21,456,123 | 856,440 | 60 | 4,534 | -0.266 | 0.095 | 0.193 | 0.313 | 0.213 | 0.202 | 0.530 | 10 |