| 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 | 2,606,043 | 656 | 873 | -0.013 | 0.000 | 0.001 | 0.013 | 0.006 | 0.006 | 0.844 | 1 |
| 1 | True | 18,174,229 | 482,147 | 98 | 2,638 | -0.013 | 0.001 | 0.001 | 0.013 | 0.006 | 0.007 | 0.156 | 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 | 2,148,101 | 668 | 1,013 | -0.026 | 0.001 | 0.014 | 0.026 | 0.020 | 0.020 | 0.828 | 2 |
| 1 | True | 13,120,212 | 445,019 | 86 | 2,178 | -0.026 | -0.002 | -0.016 | 0.026 | 0.020 | 0.020 | 0.172 | 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 | 2,096,707 | 672 | 913 | -0.040 | -0.003 | -0.027 | 0.040 | 0.033 | 0.033 | 0.748 | 3 |
| 1 | True | 8,515,452 | 707,312 | 81 | 2,167 | -0.040 | -0.009 | -0.030 | 0.040 | 0.033 | 0.033 | 0.252 | 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 | 1,880,593 | 661 | 1,063 | -0.055 | -0.008 | -0.042 | 0.055 | 0.047 | 0.047 | 0.780 | 4 |
| 1 | True | 14,396,815 | 531,894 | 93 | 1,890 | -0.055 | -0.009 | -0.043 | 0.055 | 0.047 | 0.047 | 0.220 | 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 | 1,773,515 | 649 | 942 | -0.071 | -0.018 | -0.059 | 0.071 | 0.063 | 0.063 | 0.760 | 5 |
| 1 | True | 15,027,948 | 558,720 | 104 | 1,912 | -0.071 | -0.012 | -0.057 | 0.071 | 0.063 | 0.063 | 0.240 | 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 | 2,096,694 | 626 | 960 | -0.090 | -0.030 | -0.077 | 0.090 | 0.080 | 0.080 | 0.739 | 6 |
| 1 | True | 20,613,668 | 741,072 | 128 | 1,626 | -0.090 | -0.013 | -0.073 | 0.090 | 0.080 | 0.080 | 0.261 | 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 | 1,469,988 | 603 | 687 | -0.112 | -0.055 | -0.097 | 0.112 | 0.100 | 0.100 | 0.608 | 7 |
| 1 | True | 26,771,201 | 948,223 | 150 | 1,662 | -0.111 | -0.006 | -0.091 | 0.112 | 0.100 | 0.100 | 0.392 | 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 | 1,528,072 | 608 | 500 | -0.139 | -0.083 | -0.122 | 0.138 | 0.125 | 0.124 | 0.647 | 8 |
| 1 | True | 28,673,098 | 832,899 | 146 | 1,760 | -0.139 | 0.010 | 0.114 | 0.139 | 0.125 | 0.125 | 0.353 | 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 | 1,430,781 | 643 | 397 | -0.179 | -0.131 | -0.156 | 0.179 | 0.158 | 0.158 | 0.685 | 9 |
| 1 | True | 29,649,493 | 659,050 | 110 | 1,839 | -0.175 | 0.046 | 0.143 | 0.177 | 0.156 | 0.156 | 0.315 | 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 | 703,996 | 687 | 219 | -0.347 | -0.204 | -0.211 | 0.256 | 0.217 | 0.211 | 0.380 | 10 |
| 1 | True | 25,889,766 | 1,146,744 | 67 | 4,414 | -0.276 | 0.100 | 0.198 | 0.315 | 0.225 | 0.213 | 0.620 | 10 |