| 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 | 2,768,815 | 644 | 787 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.873 | 1 |
| 1 | True | 17,380,582 | 403,388 | 110 | 1,884 | -0.013 | 0.001 | 0.001 | 0.013 | 0.006 | 0.006 | 0.127 | 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 | 1,876,811 | 658 | 908 | -0.026 | 0.002 | 0.014 | 0.026 | 0.020 | 0.020 | 0.725 | 2 |
| 1 | True | 17,292,169 | 712,982 | 95 | 2,519 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.021 | 0.275 | 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 | 1,754,816 | 647 | 853 | -0.040 | 0.002 | 0.027 | 0.040 | 0.033 | 0.033 | 0.732 | 3 |
| 1 | True | 16,486,826 | 642,859 | 106 | 1,682 | -0.040 | -0.007 | -0.029 | 0.040 | 0.033 | 0.034 | 0.268 | 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 | 1,652,396 | 660 | 943 | -0.055 | -0.003 | -0.041 | 0.055 | 0.048 | 0.048 | 0.663 | 4 |
| 1 | True | 18,102,717 | 840,408 | 93 | 2,589 | -0.055 | -0.009 | -0.044 | 0.055 | 0.048 | 0.048 | 0.337 | 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 | 1,967,346 | 655 | 841 | -0.072 | -0.010 | -0.058 | 0.072 | 0.063 | 0.063 | 0.757 | 5 |
| 1 | True | 12,922,004 | 632,397 | 98 | 2,439 | -0.072 | -0.020 | -0.058 | 0.072 | 0.064 | 0.064 | 0.243 | 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 | 1,724,250 | 629 | 896 | -0.093 | -0.023 | -0.077 | 0.093 | 0.082 | 0.082 | 0.646 | 6 |
| 1 | True | 21,242,556 | 945,649 | 124 | 1,936 | -0.093 | -0.006 | -0.074 | 0.093 | 0.084 | 0.084 | 0.354 | 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 | 1,547,521 | 631 | 740 | -0.117 | -0.046 | -0.099 | 0.117 | 0.104 | 0.104 | 0.745 | 7 |
| 1 | True | 18,375,875 | 530,522 | 122 | 1,545 | -0.116 | 0.013 | 0.096 | 0.117 | 0.105 | 0.105 | 0.255 | 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 | 1,555,146 | 597 | 564 | -0.146 | -0.080 | -0.128 | 0.145 | 0.131 | 0.131 | 0.706 | 8 |
| 1 | True | 28,196,187 | 648,541 | 156 | 1,863 | -0.144 | 0.020 | 0.120 | 0.146 | 0.130 | 0.129 | 0.294 | 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 | 2,026,964 | 638 | 442 | -0.201 | -0.144 | -0.166 | 0.197 | 0.170 | 0.168 | 0.682 | 9 |
| 1 | True | 34,760,775 | 943,279 | 115 | 2,232 | -0.194 | 0.041 | 0.153 | 0.200 | 0.169 | 0.169 | 0.318 | 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 | 533,257 | 715 | 212 | -0.442 | -0.246 | -0.248 | 0.260 | 0.252 | 0.249 | 0.571 | 10 |
| 1 | True | 16,056,544 | 400,228 | 38 | 4,239 | -0.266 | 0.115 | 0.218 | 0.333 | 0.234 | 0.230 | 0.429 | 10 |