| 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 | 1,946,697 | 661 | 899 | -0.013 | 0.000 | 0.001 | 0.013 | 0.007 | 0.007 | 0.804 | 1 |
| 1 | True | 12,462,196 | 475,442 | 93 | 2,859 | -0.013 | 0.001 | 0.002 | 0.013 | 0.007 | 0.007 | 0.196 | 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 | 3,153,735 | 669 | 915 | -0.026 | 0.000 | 0.014 | 0.026 | 0.020 | 0.019 | 0.909 | 2 |
| 1 | True | 11,770,821 | 315,195 | 84 | 1,888 | -0.026 | 0.001 | 0.014 | 0.026 | 0.019 | 0.019 | 0.091 | 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 | 2,111,410 | 664 | 1,032 | -0.039 | 0.003 | 0.027 | 0.039 | 0.032 | 0.032 | 0.752 | 3 |
| 1 | True | 14,500,704 | 694,984 | 90 | 2,159 | -0.039 | -0.005 | -0.028 | 0.039 | 0.033 | 0.033 | 0.248 | 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 | 2,106,280 | 657 | 914 | -0.054 | -0.000 | 0.039 | 0.054 | 0.047 | 0.047 | 0.762 | 4 |
| 1 | True | 15,212,248 | 658,382 | 96 | 2,069 | -0.054 | -0.007 | -0.043 | 0.054 | 0.047 | 0.047 | 0.238 | 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 | 1,498,203 | 660 | 959 | -0.072 | -0.011 | -0.057 | 0.072 | 0.063 | 0.063 | 0.702 | 5 |
| 1 | True | 18,031,683 | 636,904 | 94 | 2,368 | -0.071 | -0.019 | -0.060 | 0.071 | 0.064 | 0.064 | 0.298 | 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 | 2,082,196 | 628 | 918 | -0.090 | -0.031 | -0.077 | 0.090 | 0.081 | 0.081 | 0.783 | 6 |
| 1 | True | 17,627,386 | 578,711 | 125 | 1,609 | -0.090 | -0.011 | -0.074 | 0.090 | 0.081 | 0.081 | 0.217 | 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 | 1,426,022 | 614 | 697 | -0.111 | -0.048 | -0.096 | 0.111 | 0.100 | 0.100 | 0.655 | 7 |
| 1 | True | 23,787,352 | 752,408 | 139 | 1,742 | -0.111 | -0.004 | -0.091 | 0.110 | 0.099 | 0.099 | 0.345 | 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 | 1,613,580 | 591 | 563 | -0.139 | -0.085 | -0.122 | 0.139 | 0.124 | 0.124 | 0.605 | 8 |
| 1 | True | 33,558,897 | 1,055,218 | 163 | 1,797 | -0.137 | 0.031 | 0.115 | 0.138 | 0.124 | 0.123 | 0.395 | 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 | 1,517,960 | 640 | 385 | -0.178 | -0.134 | -0.155 | 0.175 | 0.157 | 0.156 | 0.647 | 9 |
| 1 | True | 30,605,054 | 828,322 | 113 | 2,097 | -0.175 | 0.010 | 0.141 | 0.176 | 0.154 | 0.153 | 0.353 | 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 | 550,890 | 685 | 230 | -0.371 | -0.205 | -0.207 | 0.246 | 0.215 | 0.207 | 0.326 | 10 |
| 1 | True | 23,053,569 | 1,137,911 | 69 | 4,792 | -0.274 | 0.087 | 0.192 | 0.299 | 0.214 | 0.204 | 0.674 | 10 |