| 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 | 2,968,372 | 655 | 841 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.886 | 1 |
| 1 | True | 14,651,019 | 381,279 | 99 | 1,687 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.114 | 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 | 1,880,834 | 645 | 900 | -0.026 | 0.002 | 0.014 | 0.026 | 0.019 | 0.019 | 0.698 | 2 |
| 1 | True | 19,175,442 | 814,334 | 109 | 3,387 | -0.025 | 0.000 | 0.013 | 0.025 | 0.019 | 0.018 | 0.302 | 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 | 2,063,488 | 661 | 902 | -0.038 | -0.001 | -0.026 | 0.038 | 0.032 | 0.031 | 0.762 | 3 |
| 1 | True | 16,876,458 | 644,379 | 92 | 2,221 | -0.038 | -0.003 | -0.027 | 0.038 | 0.032 | 0.032 | 0.238 | 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 | 1,858,640 | 665 | 939 | -0.053 | 0.003 | 0.039 | 0.053 | 0.046 | 0.046 | 0.756 | 4 |
| 1 | True | 13,637,933 | 599,244 | 89 | 2,310 | -0.052 | -0.013 | -0.043 | 0.053 | 0.045 | 0.045 | 0.244 | 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 | 1,531,532 | 660 | 916 | -0.069 | -0.004 | -0.054 | 0.069 | 0.061 | 0.061 | 0.723 | 5 |
| 1 | True | 19,863,792 | 586,067 | 93 | 2,224 | -0.069 | -0.021 | -0.057 | 0.069 | 0.061 | 0.061 | 0.277 | 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 | 1,538,210 | 645 | 863 | -0.088 | -0.008 | -0.071 | 0.088 | 0.078 | 0.078 | 0.711 | 6 |
| 1 | True | 13,756,400 | 626,498 | 109 | 1,452 | -0.088 | -0.016 | -0.072 | 0.088 | 0.078 | 0.079 | 0.289 | 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 | 1,796,169 | 609 | 809 | -0.114 | -0.029 | -0.093 | 0.114 | 0.100 | 0.099 | 0.603 | 7 |
| 1 | True | 26,866,003 | 1,184,838 | 144 | 2,016 | -0.114 | 0.003 | 0.089 | 0.113 | 0.100 | 0.099 | 0.397 | 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 | 2,076,108 | 613 | 662 | -0.150 | -0.071 | -0.126 | 0.150 | 0.131 | 0.130 | 0.696 | 8 |
| 1 | True | 26,033,961 | 904,962 | 141 | 1,712 | -0.146 | 0.049 | 0.120 | 0.150 | 0.130 | 0.130 | 0.304 | 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 | 1,404,820 | 635 | 576 | -0.214 | -0.155 | -0.176 | 0.208 | 0.180 | 0.178 | 0.604 | 9 |
| 1 | True | 43,420,884 | 922,013 | 118 | 2,573 | -0.213 | 0.062 | 0.157 | 0.212 | 0.173 | 0.169 | 0.396 | 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 | 941,107 | 738 | 207 | -0.443 | -0.266 | -0.260 | 0.245 | 0.268 | 0.260 | 0.837 | 10 |
| 1 | True | 7,971,564 | 183,295 | 16 | 4,627 | -0.268 | 0.161 | 0.231 | 0.321 | 0.256 | 0.242 | 0.163 | 10 |