| 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 | 2,983,860 | 654 | 856 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.837 | 1 |
| 1 | True | 16,241,108 | 581,136 | 101 | 2,414 | -0.013 | -0.001 | -0.003 | 0.013 | 0.007 | 0.007 | 0.163 | 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 | 1,696,962 | 664 | 847 | -0.026 | 0.001 | 0.014 | 0.026 | 0.019 | 0.020 | 0.773 | 2 |
| 1 | True | 13,639,339 | 498,187 | 91 | 2,557 | -0.025 | -0.004 | -0.015 | 0.026 | 0.019 | 0.019 | 0.227 | 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 | 1,462,543 | 681 | 827 | -0.039 | 0.002 | 0.027 | 0.039 | 0.032 | 0.032 | 0.745 | 3 |
| 1 | True | 11,145,601 | 501,002 | 74 | 2,227 | -0.038 | -0.008 | -0.028 | 0.038 | 0.031 | 0.031 | 0.255 | 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 | 2,454,747 | 661 | 994 | -0.053 | -0.005 | -0.040 | 0.053 | 0.046 | 0.046 | 0.774 | 4 |
| 1 | True | 13,866,426 | 717,113 | 94 | 1,818 | -0.052 | -0.010 | -0.040 | 0.053 | 0.045 | 0.045 | 0.226 | 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 | 1,910,340 | 651 | 986 | -0.070 | -0.007 | -0.054 | 0.070 | 0.061 | 0.061 | 0.784 | 5 |
| 1 | True | 14,827,628 | 527,083 | 104 | 2,113 | -0.070 | -0.016 | -0.056 | 0.070 | 0.062 | 0.062 | 0.216 | 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 | 1,809,212 | 609 | 848 | -0.090 | -0.026 | -0.076 | 0.090 | 0.080 | 0.080 | 0.751 | 6 |
| 1 | True | 23,256,420 | 598,334 | 145 | 1,840 | -0.090 | -0.010 | -0.073 | 0.090 | 0.080 | 0.080 | 0.249 | 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 | 1,420,885 | 613 | 684 | -0.114 | -0.048 | -0.097 | 0.114 | 0.101 | 0.101 | 0.702 | 7 |
| 1 | True | 22,008,047 | 602,217 | 142 | 1,611 | -0.113 | 0.006 | 0.092 | 0.112 | 0.101 | 0.101 | 0.298 | 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 | 1,836,864 | 609 | 546 | -0.143 | -0.083 | -0.125 | 0.142 | 0.128 | 0.127 | 0.677 | 8 |
| 1 | True | 31,017,270 | 875,573 | 146 | 1,658 | -0.142 | 0.016 | 0.116 | 0.142 | 0.127 | 0.126 | 0.323 | 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 | 1,261,033 | 626 | 389 | -0.195 | -0.139 | -0.162 | 0.193 | 0.166 | 0.164 | 0.572 | 9 |
| 1 | True | 35,467,067 | 944,010 | 129 | 2,471 | -0.191 | 0.031 | 0.149 | 0.194 | 0.163 | 0.160 | 0.428 | 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 | 749,877 | 703 | 204 | -0.425 | -0.239 | -0.240 | 0.243 | 0.244 | 0.240 | 0.455 | 10 |
| 1 | True | 19,200,247 | 896,883 | 52 | 4,540 | -0.237 | 0.105 | 0.205 | 0.345 | 0.221 | 0.216 | 0.545 | 10 |