| 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 | 2,989,096 | 635 | 876 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.745 | 1 |
| 1 | True | 22,287,986 | 1,024,586 | 119 | 3,048 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.255 | 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 | 2,048,175 | 661 | 841 | -0.024 | 0.001 | 0.013 | 0.025 | 0.018 | 0.018 | 0.811 | 2 |
| 1 | True | 14,454,566 | 475,905 | 92 | 2,288 | -0.024 | -0.001 | -0.012 | 0.025 | 0.018 | 0.017 | 0.189 | 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 | 1,923,018 | 675 | 876 | -0.038 | -0.000 | -0.025 | 0.038 | 0.031 | 0.031 | 0.832 | 3 |
| 1 | True | 13,500,422 | 388,432 | 78 | 2,201 | -0.037 | -0.004 | -0.028 | 0.037 | 0.031 | 0.031 | 0.168 | 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 | 1,572,723 | 669 | 892 | -0.052 | 0.000 | 0.038 | 0.052 | 0.045 | 0.045 | 0.793 | 4 |
| 1 | True | 15,620,407 | 411,441 | 84 | 1,950 | -0.052 | -0.016 | -0.041 | 0.052 | 0.044 | 0.044 | 0.207 | 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 | 1,618,865 | 651 | 868 | -0.069 | -0.010 | -0.055 | 0.069 | 0.061 | 0.061 | 0.750 | 5 |
| 1 | True | 15,110,256 | 540,561 | 102 | 2,014 | -0.069 | -0.014 | -0.058 | 0.068 | 0.062 | 0.063 | 0.250 | 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 | 1,828,763 | 648 | 835 | -0.090 | -0.021 | -0.073 | 0.090 | 0.080 | 0.080 | 0.748 | 6 |
| 1 | True | 15,942,023 | 615,410 | 105 | 1,781 | -0.089 | -0.019 | -0.072 | 0.090 | 0.080 | 0.080 | 0.252 | 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 | 1,404,373 | 625 | 729 | -0.113 | -0.044 | -0.096 | 0.113 | 0.101 | 0.101 | 0.656 | 7 |
| 1 | True | 20,623,194 | 737,078 | 128 | 1,890 | -0.113 | -0.011 | -0.093 | 0.113 | 0.101 | 0.101 | 0.344 | 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 | 1,428,034 | 588 | 576 | -0.146 | -0.080 | -0.124 | 0.146 | 0.129 | 0.128 | 0.646 | 8 |
| 1 | True | 30,706,859 | 784,003 | 165 | 1,671 | -0.146 | 0.026 | 0.117 | 0.145 | 0.127 | 0.127 | 0.354 | 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 | 2,203,903 | 645 | 518 | -0.203 | -0.138 | -0.169 | 0.195 | 0.172 | 0.171 | 0.690 | 9 |
| 1 | True | 34,416,728 | 990,755 | 108 | 2,045 | -0.197 | 0.038 | 0.151 | 0.203 | 0.167 | 0.164 | 0.310 | 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 | 726,362 | 709 | 226 | -0.425 | -0.245 | -0.248 | 0.266 | 0.253 | 0.248 | 0.554 | 10 |
| 1 | True | 17,983,035 | 585,225 | 44 | 5,938 | -0.251 | 0.140 | 0.215 | 0.329 | 0.231 | 0.223 | 0.446 | 10 |