| 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 | 2,315,322 | 642 | 871 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.819 | 1 |
| 1 | True | 20,285,502 | 513,378 | 113 | 2,470 | -0.013 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.181 | 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 | 1,912,532 | 667 | 859 | -0.025 | 0.003 | 0.014 | 0.025 | 0.019 | 0.019 | 0.824 | 2 |
| 1 | True | 13,592,110 | 407,342 | 87 | 1,892 | -0.025 | 0.000 | -0.013 | 0.025 | 0.019 | 0.019 | 0.176 | 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 | 1,318,779 | 670 | 850 | -0.038 | -0.001 | -0.025 | 0.038 | 0.032 | 0.032 | 0.642 | 3 |
| 1 | True | 13,557,338 | 735,213 | 84 | 2,562 | -0.038 | -0.001 | -0.025 | 0.038 | 0.032 | 0.031 | 0.358 | 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 | 2,259,639 | 660 | 982 | -0.053 | -0.001 | -0.039 | 0.053 | 0.046 | 0.045 | 0.749 | 4 |
| 1 | True | 17,584,825 | 756,274 | 94 | 2,473 | -0.053 | -0.017 | -0.042 | 0.053 | 0.046 | 0.047 | 0.251 | 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 | 1,677,268 | 641 | 854 | -0.071 | -0.005 | -0.055 | 0.071 | 0.062 | 0.062 | 0.667 | 5 |
| 1 | True | 17,824,993 | 839,241 | 113 | 2,377 | -0.071 | -0.022 | -0.058 | 0.070 | 0.062 | 0.062 | 0.333 | 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 | 2,004,908 | 642 | 856 | -0.091 | -0.016 | -0.074 | 0.091 | 0.081 | 0.081 | 0.777 | 6 |
| 1 | True | 14,298,560 | 574,090 | 112 | 1,485 | -0.091 | -0.010 | -0.074 | 0.091 | 0.083 | 0.084 | 0.223 | 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 | 1,834,758 | 633 | 814 | -0.115 | -0.046 | -0.098 | 0.115 | 0.103 | 0.102 | 0.759 | 7 |
| 1 | True | 18,732,120 | 581,845 | 121 | 1,736 | -0.115 | 0.005 | 0.092 | 0.115 | 0.103 | 0.103 | 0.241 | 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 | 1,629,854 | 596 | 604 | -0.149 | -0.086 | -0.129 | 0.147 | 0.131 | 0.131 | 0.651 | 8 |
| 1 | True | 31,099,525 | 872,477 | 158 | 1,916 | -0.149 | 0.027 | 0.120 | 0.149 | 0.132 | 0.131 | 0.349 | 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 | 2,087,401 | 651 | 473 | -0.200 | -0.144 | -0.170 | 0.199 | 0.172 | 0.171 | 0.689 | 9 |
| 1 | True | 33,381,197 | 940,788 | 103 | 2,584 | -0.196 | 0.029 | 0.153 | 0.200 | 0.170 | 0.165 | 0.311 | 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 | 615,490 | 709 | 226 | -0.439 | -0.243 | -0.244 | 0.257 | 0.250 | 0.244 | 0.527 | 10 |
| 1 | True | 20,063,343 | 551,575 | 46 | 4,744 | -0.272 | 0.095 | 0.214 | 0.298 | 0.229 | 0.223 | 0.473 | 10 |