| 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 | 1,751,777 | 651 | 830 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.742 | 1 |
| 1 | True | 15,992,057 | 607,910 | 103 | 2,266 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.258 | 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 | 3,055,178 | 654 | 948 | -0.026 | 0.003 | 0.014 | 0.026 | 0.019 | 0.019 | 0.823 | 2 |
| 1 | True | 15,032,324 | 656,424 | 99 | 2,256 | -0.026 | -0.003 | -0.015 | 0.026 | 0.019 | 0.019 | 0.177 | 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 | 1,731,256 | 653 | 834 | -0.040 | 0.000 | -0.026 | 0.040 | 0.033 | 0.032 | 0.765 | 3 |
| 1 | True | 15,906,712 | 531,591 | 100 | 1,912 | -0.040 | -0.005 | -0.027 | 0.039 | 0.033 | 0.033 | 0.235 | 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 | 1,745,103 | 672 | 912 | -0.055 | -0.006 | -0.041 | 0.055 | 0.047 | 0.048 | 0.725 | 4 |
| 1 | True | 12,273,426 | 661,345 | 81 | 1,716 | -0.055 | -0.012 | -0.044 | 0.054 | 0.048 | 0.048 | 0.275 | 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 | 2,179,459 | 654 | 975 | -0.072 | -0.011 | -0.057 | 0.072 | 0.063 | 0.063 | 0.826 | 5 |
| 1 | True | 16,936,616 | 459,412 | 99 | 2,024 | -0.071 | -0.009 | -0.058 | 0.072 | 0.063 | 0.063 | 0.174 | 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 | 1,707,459 | 620 | 865 | -0.092 | -0.034 | -0.077 | 0.092 | 0.082 | 0.082 | 0.682 | 6 |
| 1 | True | 19,395,798 | 794,904 | 133 | 1,836 | -0.092 | -0.012 | -0.074 | 0.092 | 0.082 | 0.082 | 0.318 | 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 | 1,318,898 | 621 | 677 | -0.116 | -0.041 | -0.099 | 0.115 | 0.104 | 0.103 | 0.684 | 7 |
| 1 | True | 23,223,577 | 609,734 | 132 | 1,750 | -0.115 | 0.009 | 0.094 | 0.116 | 0.104 | 0.102 | 0.316 | 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 | 1,707,803 | 609 | 559 | -0.144 | -0.087 | -0.127 | 0.144 | 0.129 | 0.129 | 0.708 | 8 |
| 1 | True | 25,307,442 | 703,461 | 144 | 1,488 | -0.144 | 0.015 | 0.119 | 0.144 | 0.130 | 0.130 | 0.292 | 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 | 1,663,141 | 627 | 362 | -0.192 | -0.134 | -0.163 | 0.192 | 0.166 | 0.165 | 0.684 | 9 |
| 1 | True | 34,896,939 | 769,167 | 126 | 2,197 | -0.192 | 0.042 | 0.151 | 0.191 | 0.165 | 0.164 | 0.316 | 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 | 583,593 | 698 | 209 | -0.400 | -0.231 | -0.232 | 0.262 | 0.239 | 0.233 | 0.412 | 10 |
| 1 | True | 21,401,799 | 833,918 | 55 | 4,206 | -0.239 | 0.109 | 0.206 | 0.330 | 0.224 | 0.214 | 0.588 | 10 |