| 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 | 1,905,257 | 663 | 974 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.747 | 1 |
| 1 | True | 16,283,330 | 645,787 | 91 | 2,790 | -0.013 | -0.001 | -0.000 | 0.012 | 0.006 | 0.007 | 0.253 | 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 | 2,220,200 | 672 | 890 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.839 | 2 |
| 1 | True | 10,871,501 | 424,861 | 82 | 2,004 | -0.026 | -0.001 | -0.014 | 0.025 | 0.019 | 0.019 | 0.161 | 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 | 2,310,456 | 665 | 947 | -0.040 | -0.001 | -0.026 | 0.040 | 0.032 | 0.032 | 0.801 | 3 |
| 1 | True | 14,720,459 | 573,893 | 88 | 2,937 | -0.039 | -0.002 | -0.027 | 0.040 | 0.032 | 0.032 | 0.199 | 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 | 1,930,309 | 656 | 1,000 | -0.055 | -0.003 | -0.041 | 0.055 | 0.047 | 0.047 | 0.789 | 4 |
| 1 | True | 11,503,087 | 516,297 | 98 | 1,762 | -0.055 | -0.009 | -0.042 | 0.055 | 0.048 | 0.048 | 0.211 | 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 | 2,612,255 | 663 | 931 | -0.071 | -0.014 | -0.058 | 0.071 | 0.063 | 0.063 | 0.812 | 5 |
| 1 | True | 20,001,087 | 604,743 | 90 | 2,192 | -0.071 | -0.029 | -0.061 | 0.070 | 0.063 | 0.064 | 0.188 | 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 | 1,681,629 | 633 | 870 | -0.089 | -0.031 | -0.076 | 0.089 | 0.080 | 0.080 | 0.776 | 6 |
| 1 | True | 17,322,344 | 484,164 | 121 | 1,604 | -0.089 | -0.007 | -0.072 | 0.089 | 0.081 | 0.082 | 0.224 | 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 | 1,374,230 | 611 | 765 | -0.110 | -0.051 | -0.096 | 0.110 | 0.100 | 0.099 | 0.639 | 7 |
| 1 | True | 25,508,563 | 775,569 | 142 | 1,534 | -0.110 | -0.007 | -0.090 | 0.110 | 0.099 | 0.099 | 0.361 | 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 | 1,900,288 | 589 | 528 | -0.140 | -0.083 | -0.122 | 0.140 | 0.124 | 0.124 | 0.668 | 8 |
| 1 | True | 30,442,155 | 946,026 | 165 | 1,895 | -0.139 | 0.030 | 0.115 | 0.140 | 0.124 | 0.125 | 0.332 | 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 | 1,638,954 | 638 | 407 | -0.181 | -0.132 | -0.156 | 0.179 | 0.159 | 0.158 | 0.667 | 9 |
| 1 | True | 31,631,035 | 818,355 | 115 | 1,867 | -0.179 | 0.018 | 0.142 | 0.181 | 0.155 | 0.153 | 0.333 | 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 | 667,942 | 688 | 229 | -0.355 | -0.210 | -0.212 | 0.252 | 0.220 | 0.212 | 0.372 | 10 |
| 1 | True | 22,328,266 | 1,127,553 | 66 | 4,554 | -0.274 | 0.089 | 0.196 | 0.345 | 0.219 | 0.212 | 0.628 | 10 |