| 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 | 2,156,686 | 648 | 837 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.836 | 1 |
| 1 | True | 16,464,254 | 422,913 | 107 | 1,757 | -0.013 | -0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.164 | 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 | 1,781,405 | 656 | 875 | -0.026 | 0.002 | 0.014 | 0.026 | 0.019 | 0.019 | 0.790 | 2 |
| 1 | True | 15,956,289 | 474,506 | 98 | 2,114 | -0.025 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.210 | 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 | 3,019,854 | 664 | 906 | -0.040 | 0.000 | 0.026 | 0.040 | 0.032 | 0.032 | 0.827 | 3 |
| 1 | True | 16,801,363 | 632,210 | 90 | 2,625 | -0.040 | -0.006 | -0.028 | 0.039 | 0.033 | 0.033 | 0.173 | 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 | 2,039,277 | 673 | 972 | -0.054 | 0.001 | 0.040 | 0.054 | 0.047 | 0.047 | 0.778 | 4 |
| 1 | True | 18,068,328 | 581,581 | 81 | 2,409 | -0.054 | -0.011 | -0.043 | 0.054 | 0.047 | 0.046 | 0.222 | 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 | 1,642,168 | 662 | 935 | -0.071 | 0.000 | 0.055 | 0.071 | 0.063 | 0.063 | 0.670 | 5 |
| 1 | True | 15,653,105 | 808,977 | 92 | 2,615 | -0.071 | -0.023 | -0.058 | 0.070 | 0.062 | 0.062 | 0.330 | 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 | 1,669,175 | 648 | 867 | -0.090 | -0.012 | -0.073 | 0.091 | 0.081 | 0.081 | 0.784 | 6 |
| 1 | True | 14,637,353 | 459,771 | 106 | 1,996 | -0.090 | -0.025 | -0.074 | 0.090 | 0.080 | 0.081 | 0.216 | 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 | 1,869,092 | 618 | 787 | -0.114 | -0.036 | -0.096 | 0.113 | 0.102 | 0.101 | 0.665 | 7 |
| 1 | True | 22,406,548 | 943,474 | 136 | 1,675 | -0.113 | 0.006 | 0.091 | 0.113 | 0.102 | 0.102 | 0.335 | 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 | 1,837,135 | 617 | 576 | -0.149 | -0.079 | -0.126 | 0.148 | 0.130 | 0.130 | 0.630 | 8 |
| 1 | True | 29,030,156 | 1,081,247 | 137 | 1,810 | -0.149 | 0.031 | 0.119 | 0.149 | 0.131 | 0.132 | 0.370 | 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 | 1,565,377 | 620 | 497 | -0.210 | -0.154 | -0.176 | 0.205 | 0.178 | 0.178 | 0.703 | 9 |
| 1 | True | 39,096,109 | 662,368 | 134 | 2,075 | -0.203 | 0.044 | 0.155 | 0.209 | 0.171 | 0.167 | 0.297 | 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 | 745,770 | 726 | 207 | -0.429 | -0.265 | -0.264 | 0.248 | 0.268 | 0.264 | 0.648 | 10 |
| 1 | True | 12,398,296 | 404,276 | 29 | 4,507 | -0.260 | 0.120 | 0.227 | 0.298 | 0.235 | 0.231 | 0.352 | 10 |