| 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 | 1,726,567 | 661 | 853 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.702 | 1 |
| 1 | True | 19,255,064 | 733,821 | 93 | 2,497 | -0.012 | 0.000 | 0.001 | 0.012 | 0.007 | 0.007 | 0.298 | 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 | 2,977,861 | 667 | 870 | -0.024 | 0.000 | 0.012 | 0.024 | 0.018 | 0.018 | 0.901 | 2 |
| 1 | True | 12,654,418 | 326,955 | 87 | 1,911 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.017 | 0.099 | 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 | 1,966,524 | 663 | 969 | -0.037 | 0.002 | 0.025 | 0.037 | 0.031 | 0.030 | 0.796 | 3 |
| 1 | True | 15,243,065 | 505,236 | 90 | 2,502 | -0.037 | -0.003 | -0.026 | 0.037 | 0.031 | 0.031 | 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 | 2,233,674 | 671 | 923 | -0.051 | -0.001 | -0.037 | 0.051 | 0.044 | 0.044 | 0.796 | 4 |
| 1 | True | 13,627,934 | 573,678 | 83 | 2,640 | -0.051 | -0.011 | -0.039 | 0.051 | 0.044 | 0.044 | 0.204 | 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 | 1,300,843 | 645 | 954 | -0.067 | -0.004 | -0.052 | 0.067 | 0.059 | 0.058 | 0.742 | 5 |
| 1 | True | 14,430,909 | 453,083 | 108 | 1,613 | -0.067 | -0.021 | -0.056 | 0.067 | 0.059 | 0.060 | 0.258 | 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 | 1,785,353 | 643 | 818 | -0.085 | -0.011 | -0.069 | 0.085 | 0.075 | 0.075 | 0.594 | 6 |
| 1 | True | 20,413,241 | 1,221,257 | 111 | 1,849 | -0.085 | -0.024 | -0.072 | 0.085 | 0.076 | 0.075 | 0.406 | 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 | 1,770,096 | 607 | 760 | -0.111 | -0.030 | -0.091 | 0.111 | 0.097 | 0.097 | 0.650 | 7 |
| 1 | True | 23,241,969 | 951,227 | 146 | 2,081 | -0.111 | 0.010 | 0.088 | 0.111 | 0.098 | 0.097 | 0.350 | 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 | 1,613,268 | 597 | 723 | -0.149 | -0.067 | -0.124 | 0.149 | 0.129 | 0.129 | 0.635 | 8 |
| 1 | True | 35,848,265 | 926,957 | 157 | 1,670 | -0.149 | 0.046 | 0.118 | 0.150 | 0.129 | 0.128 | 0.365 | 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 | 2,141,346 | 648 | 652 | -0.221 | -0.155 | -0.179 | 0.219 | 0.183 | 0.181 | 0.675 | 9 |
| 1 | True | 38,134,703 | 1,030,146 | 105 | 3,266 | -0.214 | 0.070 | 0.157 | 0.220 | 0.174 | 0.170 | 0.325 | 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 | 603,602 | 736 | 205 | -0.468 | -0.278 | -0.276 | 0.237 | 0.281 | 0.276 | 0.860 | 10 |
| 1 | True | 7,771,753 | 98,515 | 18 | 3,910 | -0.254 | 0.143 | 0.234 | 0.303 | 0.248 | 0.240 | 0.140 | 10 |