| 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 | 2,264,921 | 653 | 853 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.820 | 1 |
| 1 | True | 14,725,591 | 498,483 | 101 | 1,956 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.005 | 0.180 | 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 | 2,230,132 | 667 | 912 | -0.024 | -0.001 | -0.012 | 0.024 | 0.018 | 0.018 | 0.780 | 2 |
| 1 | True | 20,388,706 | 629,143 | 87 | 2,838 | -0.023 | 0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.220 | 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 | 1,848,177 | 661 | 922 | -0.037 | 0.002 | 0.025 | 0.037 | 0.031 | 0.031 | 0.796 | 3 |
| 1 | True | 15,152,576 | 473,744 | 92 | 2,417 | -0.037 | 0.002 | 0.024 | 0.037 | 0.029 | 0.029 | 0.204 | 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 | 1,645,543 | 664 | 852 | -0.052 | 0.001 | 0.037 | 0.052 | 0.044 | 0.044 | 0.639 | 4 |
| 1 | True | 14,818,446 | 929,131 | 90 | 2,750 | -0.052 | -0.013 | -0.040 | 0.052 | 0.044 | 0.045 | 0.361 | 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 | 2,004,422 | 650 | 925 | -0.067 | -0.002 | -0.052 | 0.067 | 0.060 | 0.060 | 0.715 | 5 |
| 1 | True | 18,399,851 | 798,032 | 103 | 1,992 | -0.067 | -0.017 | -0.055 | 0.067 | 0.060 | 0.060 | 0.285 | 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 | 1,909,480 | 650 | 851 | -0.086 | -0.013 | -0.070 | 0.086 | 0.076 | 0.076 | 0.729 | 6 |
| 1 | True | 14,833,682 | 710,838 | 104 | 1,541 | -0.086 | -0.023 | -0.073 | 0.086 | 0.077 | 0.077 | 0.271 | 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 | 2,209,497 | 618 | 811 | -0.111 | -0.027 | -0.091 | 0.111 | 0.098 | 0.097 | 0.765 | 7 |
| 1 | True | 24,848,472 | 680,347 | 135 | 1,860 | -0.111 | 0.010 | 0.089 | 0.111 | 0.100 | 0.101 | 0.235 | 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 | 1,553,482 | 612 | 691 | -0.149 | -0.072 | -0.124 | 0.149 | 0.129 | 0.128 | 0.704 | 8 |
| 1 | True | 27,841,491 | 651,669 | 142 | 1,729 | -0.146 | 0.037 | 0.119 | 0.148 | 0.129 | 0.127 | 0.296 | 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 | 1,555,621 | 641 | 592 | -0.217 | -0.150 | -0.177 | 0.217 | 0.181 | 0.179 | 0.600 | 9 |
| 1 | True | 39,366,013 | 1,037,069 | 112 | 2,708 | -0.217 | 0.065 | 0.157 | 0.217 | 0.173 | 0.167 | 0.400 | 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 | 961,194 | 732 | 218 | -0.438 | -0.271 | -0.267 | 0.253 | 0.273 | 0.267 | 0.788 | 10 |
| 1 | True | 9,929,772 | 258,590 | 22 | 4,809 | -0.265 | 0.138 | 0.229 | 0.306 | 0.245 | 0.233 | 0.212 | 10 |