| 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 | 2,889,728 | 670 | 877 | -0.013 | 0.000 | 0.001 | 0.012 | 0.006 | 0.006 | 0.890 | 1 |
| 1 | True | 14,010,149 | 358,615 | 85 | 2,349 | -0.012 | -0.001 | -0.000 | 0.012 | 0.006 | 0.007 | 0.110 | 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 | 1,715,782 | 646 | 896 | -0.025 | 0.000 | 0.013 | 0.025 | 0.018 | 0.018 | 0.709 | 2 |
| 1 | True | 16,424,751 | 705,856 | 109 | 2,622 | -0.025 | -0.003 | -0.014 | 0.025 | 0.019 | 0.019 | 0.291 | 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 | 2,150,204 | 664 | 910 | -0.037 | 0.001 | 0.025 | 0.037 | 0.031 | 0.031 | 0.806 | 3 |
| 1 | True | 12,749,470 | 516,995 | 91 | 1,715 | -0.037 | -0.005 | -0.026 | 0.037 | 0.031 | 0.031 | 0.194 | 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 | 1,801,291 | 678 | 896 | -0.052 | -0.007 | -0.039 | 0.052 | 0.044 | 0.044 | 0.826 | 4 |
| 1 | True | 11,339,276 | 379,132 | 77 | 2,280 | -0.052 | -0.017 | -0.042 | 0.052 | 0.045 | 0.044 | 0.174 | 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 | 1,574,138 | 642 | 951 | -0.069 | -0.010 | -0.055 | 0.069 | 0.060 | 0.060 | 0.666 | 5 |
| 1 | True | 16,561,286 | 789,951 | 113 | 1,813 | -0.069 | -0.011 | -0.055 | 0.069 | 0.061 | 0.061 | 0.334 | 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 | 1,852,869 | 608 | 841 | -0.089 | -0.024 | -0.073 | 0.088 | 0.079 | 0.079 | 0.740 | 6 |
| 1 | True | 23,344,759 | 652,211 | 146 | 1,732 | -0.089 | -0.010 | -0.071 | 0.089 | 0.078 | 0.077 | 0.260 | 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 | 1,466,734 | 633 | 651 | -0.113 | -0.045 | -0.097 | 0.113 | 0.101 | 0.101 | 0.723 | 7 |
| 1 | True | 19,960,437 | 563,205 | 122 | 1,804 | -0.113 | 0.001 | 0.090 | 0.113 | 0.100 | 0.100 | 0.277 | 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 | 1,798,154 | 595 | 552 | -0.144 | -0.085 | -0.125 | 0.144 | 0.128 | 0.128 | 0.679 | 8 |
| 1 | True | 32,327,635 | 848,569 | 160 | 1,602 | -0.143 | 0.024 | 0.117 | 0.143 | 0.127 | 0.127 | 0.321 | 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 | 1,937,073 | 637 | 453 | -0.195 | -0.135 | -0.164 | 0.195 | 0.167 | 0.166 | 0.666 | 9 |
| 1 | True | 32,786,602 | 971,442 | 118 | 2,321 | -0.189 | 0.038 | 0.153 | 0.194 | 0.165 | 0.161 | 0.334 | 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 | 598,157 | 704 | 211 | -0.407 | -0.236 | -0.239 | 0.254 | 0.244 | 0.239 | 0.429 | 10 |
| 1 | True | 21,313,503 | 794,826 | 51 | 4,668 | -0.236 | 0.114 | 0.204 | 0.352 | 0.224 | 0.213 | 0.571 | 10 |