| 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 | 1,747,679 | 649 | 846 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.744 | 1 |
| 1 | True | 16,235,159 | 600,667 | 106 | 2,731 | -0.013 | -0.001 | -0.000 | 0.013 | 0.006 | 0.007 | 0.256 | 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 | 2,586,306 | 657 | 854 | -0.026 | 0.003 | 0.015 | 0.026 | 0.019 | 0.019 | 0.781 | 2 |
| 1 | True | 14,881,894 | 726,381 | 98 | 1,967 | -0.025 | -0.001 | -0.014 | 0.025 | 0.019 | 0.018 | 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 | 2,484,336 | 673 | 922 | -0.039 | 0.000 | 0.026 | 0.039 | 0.032 | 0.032 | 0.809 | 3 |
| 1 | True | 11,903,107 | 587,721 | 82 | 2,592 | -0.038 | -0.013 | -0.031 | 0.038 | 0.033 | 0.034 | 0.191 | 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 | 1,966,151 | 665 | 884 | -0.055 | -0.003 | -0.040 | 0.054 | 0.046 | 0.046 | 0.769 | 4 |
| 1 | True | 13,331,880 | 591,989 | 90 | 1,687 | -0.055 | -0.012 | -0.041 | 0.055 | 0.046 | 0.046 | 0.231 | 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 | 1,959,830 | 648 | 966 | -0.071 | -0.012 | -0.057 | 0.071 | 0.063 | 0.062 | 0.830 | 5 |
| 1 | True | 16,535,155 | 401,452 | 107 | 1,604 | -0.071 | -0.012 | -0.057 | 0.071 | 0.063 | 0.064 | 0.170 | 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 | 2,015,862 | 606 | 884 | -0.091 | -0.025 | -0.076 | 0.091 | 0.081 | 0.081 | 0.804 | 6 |
| 1 | True | 17,404,167 | 492,009 | 148 | 1,402 | -0.091 | 0.002 | 0.072 | 0.091 | 0.082 | 0.082 | 0.196 | 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 | 1,178,403 | 611 | 687 | -0.115 | -0.051 | -0.098 | 0.114 | 0.102 | 0.103 | 0.610 | 7 |
| 1 | True | 26,652,695 | 754,578 | 144 | 1,659 | -0.115 | -0.002 | -0.092 | 0.114 | 0.104 | 0.104 | 0.390 | 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 | 1,417,744 | 597 | 495 | -0.146 | -0.095 | -0.128 | 0.145 | 0.131 | 0.130 | 0.637 | 8 |
| 1 | True | 32,536,263 | 809,645 | 158 | 1,911 | -0.145 | 0.018 | 0.118 | 0.146 | 0.130 | 0.128 | 0.363 | 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 | 1,413,635 | 632 | 388 | -0.200 | -0.145 | -0.168 | 0.199 | 0.170 | 0.169 | 0.571 | 9 |
| 1 | True | 35,714,303 | 1,062,982 | 123 | 2,450 | -0.199 | 0.038 | 0.151 | 0.199 | 0.167 | 0.165 | 0.429 | 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 | 674,215 | 711 | 197 | -0.411 | -0.248 | -0.246 | 0.249 | 0.252 | 0.246 | 0.510 | 10 |
| 1 | True | 15,855,568 | 648,873 | 44 | 4,041 | -0.243 | 0.078 | 0.215 | 0.362 | 0.226 | 0.224 | 0.490 | 10 |