| 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 | 2,795,630 | 658 | 885 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.831 | 1 |
| 1 | True | 15,815,822 | 568,686 | 97 | 2,054 | -0.013 | -0.001 | -0.002 | 0.013 | 0.007 | 0.007 | 0.169 | 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 | 2,016,895 | 659 | 898 | -0.027 | 0.001 | 0.014 | 0.027 | 0.020 | 0.020 | 0.846 | 2 |
| 1 | True | 11,130,301 | 368,216 | 96 | 2,473 | -0.026 | -0.003 | -0.016 | 0.027 | 0.020 | 0.020 | 0.154 | 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 | 1,646,175 | 640 | 848 | -0.040 | 0.001 | 0.027 | 0.040 | 0.033 | 0.033 | 0.699 | 3 |
| 1 | True | 16,296,995 | 707,302 | 114 | 2,085 | -0.040 | -0.006 | -0.028 | 0.040 | 0.033 | 0.034 | 0.301 | 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 | 1,922,099 | 672 | 1,004 | -0.056 | -0.004 | -0.042 | 0.056 | 0.048 | 0.048 | 0.783 | 4 |
| 1 | True | 13,053,773 | 533,163 | 83 | 1,827 | -0.056 | -0.018 | -0.044 | 0.055 | 0.049 | 0.049 | 0.217 | 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 | 2,009,467 | 641 | 948 | -0.072 | -0.018 | -0.059 | 0.072 | 0.064 | 0.064 | 0.722 | 5 |
| 1 | True | 16,827,356 | 774,234 | 114 | 1,830 | -0.072 | -0.006 | -0.058 | 0.072 | 0.064 | 0.064 | 0.278 | 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 | 1,569,036 | 627 | 875 | -0.091 | -0.028 | -0.078 | 0.091 | 0.082 | 0.082 | 0.703 | 6 |
| 1 | True | 18,559,052 | 662,138 | 127 | 1,950 | -0.091 | 0.006 | 0.074 | 0.091 | 0.082 | 0.082 | 0.297 | 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 | 1,746,225 | 603 | 773 | -0.115 | -0.049 | -0.098 | 0.115 | 0.103 | 0.103 | 0.674 | 7 |
| 1 | True | 26,751,902 | 844,649 | 152 | 1,643 | -0.115 | -0.002 | -0.092 | 0.115 | 0.103 | 0.104 | 0.326 | 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 | 1,327,378 | 610 | 487 | -0.145 | -0.092 | -0.127 | 0.144 | 0.130 | 0.130 | 0.607 | 8 |
| 1 | True | 27,587,320 | 859,280 | 144 | 1,604 | -0.144 | 0.005 | 0.116 | 0.144 | 0.129 | 0.128 | 0.393 | 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 | 1,543,794 | 636 | 372 | -0.191 | -0.139 | -0.163 | 0.191 | 0.166 | 0.165 | 0.695 | 9 |
| 1 | True | 31,269,515 | 677,827 | 119 | 1,893 | -0.192 | 0.030 | 0.148 | 0.186 | 0.162 | 0.160 | 0.305 | 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 | 590,618 | 694 | 193 | -0.381 | -0.226 | -0.228 | 0.264 | 0.235 | 0.229 | 0.363 | 10 |
| 1 | True | 23,052,355 | 1,037,901 | 61 | 4,307 | -0.260 | 0.079 | 0.200 | 0.345 | 0.223 | 0.217 | 0.637 | 10 |