| 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 | 2,230,028 | 656 | 792 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.846 | 1 |
| 1 | True | 15,060,542 | 404,975 | 98 | 2,060 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.154 | 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 | 2,004,939 | 665 | 903 | -0.026 | 0.003 | 0.015 | 0.026 | 0.020 | 0.020 | 0.787 | 2 |
| 1 | True | 16,332,746 | 541,518 | 88 | 2,288 | -0.026 | -0.001 | -0.013 | 0.025 | 0.020 | 0.020 | 0.213 | 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 | 1,911,544 | 652 | 908 | -0.040 | 0.001 | 0.026 | 0.040 | 0.033 | 0.033 | 0.789 | 3 |
| 1 | True | 18,387,179 | 510,749 | 101 | 2,290 | -0.040 | -0.005 | -0.027 | 0.039 | 0.032 | 0.032 | 0.211 | 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 | 2,417,543 | 664 | 897 | -0.054 | -0.003 | -0.041 | 0.054 | 0.047 | 0.046 | 0.752 | 4 |
| 1 | True | 17,221,858 | 797,994 | 89 | 3,229 | -0.053 | -0.011 | -0.044 | 0.054 | 0.047 | 0.047 | 0.248 | 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 | 1,698,325 | 656 | 915 | -0.072 | -0.007 | -0.056 | 0.072 | 0.063 | 0.062 | 0.655 | 5 |
| 1 | True | 17,371,631 | 893,097 | 97 | 2,442 | -0.072 | -0.023 | -0.059 | 0.070 | 0.063 | 0.063 | 0.345 | 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 | 1,532,796 | 623 | 858 | -0.093 | -0.017 | -0.076 | 0.092 | 0.082 | 0.082 | 0.614 | 6 |
| 1 | True | 20,308,930 | 965,385 | 130 | 1,946 | -0.091 | -0.007 | -0.074 | 0.092 | 0.083 | 0.083 | 0.386 | 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 | 1,789,402 | 617 | 728 | -0.117 | -0.046 | -0.099 | 0.117 | 0.104 | 0.104 | 0.745 | 7 |
| 1 | True | 22,606,984 | 614,081 | 136 | 1,637 | -0.117 | 0.010 | 0.094 | 0.117 | 0.104 | 0.104 | 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 | 1,484,339 | 603 | 615 | -0.149 | -0.083 | -0.128 | 0.149 | 0.132 | 0.131 | 0.636 | 8 |
| 1 | True | 27,573,821 | 850,910 | 150 | 1,882 | -0.148 | 0.031 | 0.121 | 0.148 | 0.132 | 0.132 | 0.364 | 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 | 1,902,525 | 651 | 420 | -0.205 | -0.150 | -0.170 | 0.200 | 0.173 | 0.172 | 0.779 | 9 |
| 1 | True | 31,740,560 | 538,469 | 102 | 1,840 | -0.203 | 0.034 | 0.155 | 0.203 | 0.172 | 0.170 | 0.221 | 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 | 796,606 | 718 | 215 | -0.445 | -0.251 | -0.253 | 0.262 | 0.257 | 0.253 | 0.685 | 10 |
| 1 | True | 14,903,870 | 365,788 | 35 | 4,707 | -0.273 | 0.128 | 0.218 | 0.329 | 0.234 | 0.226 | 0.315 | 10 |