| 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 | 1,546,023 | 652 | 840 | -0.012 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.768 | 1 |
| 1 | True | 13,942,712 | 466,440 | 103 | 2,432 | -0.012 | 0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.232 | 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 | 2,191,243 | 662 | 877 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.823 | 2 |
| 1 | True | 17,732,850 | 472,426 | 92 | 2,012 | -0.026 | -0.000 | -0.013 | 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 | 2,154,578 | 645 | 878 | -0.040 | 0.001 | 0.027 | 0.040 | 0.033 | 0.033 | 0.778 | 3 |
| 1 | True | 17,919,211 | 614,727 | 109 | 2,426 | -0.040 | -0.009 | -0.029 | 0.040 | 0.033 | 0.032 | 0.222 | 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 | 2,803,219 | 668 | 1,013 | -0.055 | -0.001 | -0.041 | 0.055 | 0.047 | 0.047 | 0.876 | 4 |
| 1 | True | 15,112,645 | 395,833 | 86 | 1,978 | -0.054 | -0.011 | -0.043 | 0.055 | 0.048 | 0.048 | 0.124 | 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 | 1,495,613 | 663 | 921 | -0.071 | -0.004 | -0.056 | 0.071 | 0.063 | 0.063 | 0.701 | 5 |
| 1 | True | 15,525,680 | 639,109 | 91 | 2,332 | -0.071 | -0.023 | -0.061 | 0.071 | 0.064 | 0.065 | 0.299 | 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 | 1,886,181 | 666 | 902 | -0.090 | -0.019 | -0.075 | 0.090 | 0.080 | 0.080 | 0.756 | 6 |
| 1 | True | 13,863,969 | 608,080 | 88 | 3,175 | -0.090 | -0.009 | -0.073 | 0.090 | 0.081 | 0.082 | 0.244 | 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 | 1,735,720 | 615 | 804 | -0.113 | -0.033 | -0.095 | 0.112 | 0.101 | 0.100 | 0.632 | 7 |
| 1 | True | 23,456,317 | 1,008,888 | 139 | 1,535 | -0.112 | -0.005 | -0.092 | 0.112 | 0.101 | 0.101 | 0.368 | 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 | 2,216,775 | 608 | 525 | -0.146 | -0.075 | -0.123 | 0.146 | 0.128 | 0.128 | 0.693 | 8 |
| 1 | True | 33,707,677 | 982,758 | 146 | 1,928 | -0.146 | 0.014 | 0.115 | 0.146 | 0.129 | 0.129 | 0.307 | 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 | 1,615,697 | 621 | 518 | -0.207 | -0.144 | -0.171 | 0.203 | 0.174 | 0.173 | 0.650 | 9 |
| 1 | True | 34,682,779 | 870,693 | 133 | 2,066 | -0.202 | 0.064 | 0.155 | 0.204 | 0.168 | 0.166 | 0.350 | 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 | 683,532 | 721 | 215 | -0.425 | -0.258 | -0.259 | 0.244 | 0.262 | 0.259 | 0.588 | 10 |
| 1 | True | 14,677,657 | 478,093 | 34 | 4,582 | -0.245 | 0.115 | 0.218 | 0.306 | 0.232 | 0.221 | 0.412 | 10 |