| 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 | 2,505,103 | 646 | 860 | -0.013 | 0.000 | 0.001 | 0.013 | 0.006 | 0.006 | 0.834 | 1 |
| 1 | True | 18,060,238 | 497,008 | 108 | 2,368 | -0.013 | -0.000 | -0.001 | 0.013 | 0.007 | 0.008 | 0.166 | 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 | 1,738,029 | 668 | 957 | -0.026 | 0.000 | 0.013 | 0.026 | 0.020 | 0.020 | 0.781 | 2 |
| 1 | True | 10,272,305 | 487,103 | 86 | 2,397 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.219 | 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 | 2,523,634 | 664 | 901 | -0.040 | 0.000 | 0.026 | 0.040 | 0.033 | 0.033 | 0.851 | 3 |
| 1 | True | 10,432,126 | 442,274 | 89 | 2,191 | -0.039 | -0.009 | -0.030 | 0.039 | 0.033 | 0.033 | 0.149 | 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 | 1,603,501 | 656 | 1,001 | -0.055 | -0.010 | -0.042 | 0.055 | 0.047 | 0.048 | 0.710 | 4 |
| 1 | True | 14,020,895 | 655,225 | 98 | 2,411 | -0.054 | -0.012 | -0.043 | 0.055 | 0.047 | 0.047 | 0.290 | 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 | 1,673,169 | 633 | 942 | -0.073 | -0.017 | -0.059 | 0.073 | 0.064 | 0.063 | 0.649 | 5 |
| 1 | True | 17,374,940 | 904,715 | 121 | 1,841 | -0.072 | -0.002 | -0.056 | 0.072 | 0.064 | 0.064 | 0.351 | 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 | 1,775,140 | 628 | 854 | -0.092 | -0.027 | -0.077 | 0.092 | 0.082 | 0.081 | 0.717 | 6 |
| 1 | True | 25,272,385 | 701,283 | 125 | 1,897 | -0.092 | -0.010 | -0.076 | 0.092 | 0.083 | 0.083 | 0.283 | 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 | 1,735,860 | 604 | 692 | -0.115 | -0.052 | -0.099 | 0.115 | 0.103 | 0.103 | 0.667 | 7 |
| 1 | True | 20,993,662 | 868,239 | 150 | 1,357 | -0.114 | 0.011 | 0.095 | 0.114 | 0.103 | 0.103 | 0.333 | 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 | 1,251,408 | 608 | 480 | -0.144 | -0.086 | -0.126 | 0.143 | 0.128 | 0.128 | 0.565 | 8 |
| 1 | True | 31,569,263 | 963,165 | 145 | 1,892 | -0.144 | 0.001 | 0.115 | 0.142 | 0.129 | 0.129 | 0.435 | 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 | 1,606,085 | 651 | 375 | -0.187 | -0.133 | -0.161 | 0.186 | 0.164 | 0.163 | 0.749 | 9 |
| 1 | True | 28,161,485 | 537,018 | 103 | 1,728 | -0.187 | 0.024 | 0.147 | 0.186 | 0.161 | 0.159 | 0.251 | 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 | 704,647 | 687 | 202 | -0.349 | -0.212 | -0.219 | 0.271 | 0.227 | 0.220 | 0.392 | 10 |
| 1 | True | 24,753,334 | 1,094,202 | 67 | 4,330 | -0.277 | 0.080 | 0.198 | 0.332 | 0.222 | 0.215 | 0.608 | 10 |