| 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 | 2,298,190 | 658 | 855 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.855 | 1 |
| 1 | True | 15,127,564 | 389,647 | 97 | 2,043 | -0.011 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 0.145 | 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 | 1,732,625 | 648 | 901 | -0.025 | 0.001 | 0.013 | 0.025 | 0.019 | 0.019 | 0.760 | 2 |
| 1 | True | 17,190,790 | 547,417 | 106 | 1,940 | -0.025 | 0.002 | 0.013 | 0.025 | 0.019 | 0.019 | 0.240 | 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 | 2,772,564 | 671 | 883 | -0.039 | 0.001 | 0.026 | 0.039 | 0.032 | 0.032 | 0.829 | 3 |
| 1 | True | 19,701,354 | 572,957 | 83 | 2,176 | -0.039 | -0.007 | -0.029 | 0.038 | 0.032 | 0.032 | 0.171 | 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 | 1,866,404 | 665 | 927 | -0.054 | -0.000 | -0.039 | 0.054 | 0.047 | 0.047 | 0.683 | 4 |
| 1 | True | 16,173,109 | 864,367 | 89 | 3,467 | -0.054 | -0.011 | -0.042 | 0.053 | 0.047 | 0.047 | 0.317 | 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 | 2,015,227 | 658 | 958 | -0.071 | -0.005 | -0.056 | 0.071 | 0.063 | 0.062 | 0.770 | 5 |
| 1 | True | 17,588,326 | 600,896 | 96 | 2,254 | -0.071 | -0.015 | -0.056 | 0.070 | 0.062 | 0.061 | 0.230 | 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 | 1,657,504 | 659 | 874 | -0.090 | -0.017 | -0.074 | 0.090 | 0.080 | 0.080 | 0.725 | 6 |
| 1 | True | 12,499,130 | 627,337 | 95 | 2,110 | -0.089 | -0.029 | -0.075 | 0.089 | 0.080 | 0.081 | 0.275 | 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 | 1,730,536 | 619 | 771 | -0.113 | -0.031 | -0.094 | 0.113 | 0.100 | 0.100 | 0.666 | 7 |
| 1 | True | 24,182,609 | 867,549 | 135 | 1,545 | -0.113 | -0.001 | -0.091 | 0.113 | 0.101 | 0.101 | 0.334 | 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 | 1,971,679 | 624 | 674 | -0.147 | -0.071 | -0.125 | 0.146 | 0.129 | 0.129 | 0.760 | 8 |
| 1 | True | 23,497,883 | 622,979 | 130 | 1,801 | -0.147 | 0.036 | 0.120 | 0.147 | 0.130 | 0.129 | 0.240 | 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 | 1,532,513 | 624 | 499 | -0.210 | -0.148 | -0.173 | 0.207 | 0.176 | 0.174 | 0.630 | 9 |
| 1 | True | 41,192,801 | 900,838 | 130 | 2,392 | -0.203 | 0.065 | 0.157 | 0.210 | 0.170 | 0.165 | 0.370 | 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 | 703,401 | 724 | 211 | -0.423 | -0.262 | -0.259 | 0.236 | 0.265 | 0.259 | 0.588 | 10 |
| 1 | True | 13,876,182 | 493,406 | 31 | 4,924 | -0.259 | 0.117 | 0.229 | 0.284 | 0.240 | 0.234 | 0.412 | 10 |