| 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 | 1,894,162 | 661 | 860 | -0.012 | 0.001 | 0.001 | 0.012 | 0.006 | 0.006 | 0.775 | 1 |
| 1 | True | 16,649,117 | 549,787 | 93 | 2,965 | -0.011 | 0.001 | 0.000 | 0.012 | 0.006 | 0.006 | 0.225 | 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 | 1,842,853 | 688 | 902 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.880 | 2 |
| 1 | True | 12,286,307 | 251,230 | 66 | 2,107 | -0.023 | -0.002 | -0.013 | 0.023 | 0.017 | 0.017 | 0.120 | 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 | 1,923,914 | 668 | 953 | -0.037 | -0.000 | 0.024 | 0.037 | 0.030 | 0.030 | 0.766 | 3 |
| 1 | True | 13,879,505 | 586,182 | 85 | 2,512 | -0.036 | -0.009 | -0.028 | 0.036 | 0.030 | 0.030 | 0.234 | 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 | 1,690,588 | 676 | 923 | -0.050 | -0.004 | -0.038 | 0.050 | 0.043 | 0.043 | 0.734 | 4 |
| 1 | True | 9,715,179 | 611,181 | 78 | 1,833 | -0.049 | -0.007 | -0.038 | 0.049 | 0.043 | 0.044 | 0.266 | 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 | 1,572,797 | 641 | 883 | -0.064 | -0.007 | -0.051 | 0.064 | 0.057 | 0.057 | 0.655 | 5 |
| 1 | True | 17,953,904 | 827,199 | 112 | 2,131 | -0.064 | -0.013 | -0.053 | 0.064 | 0.057 | 0.057 | 0.345 | 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 | 2,019,956 | 642 | 872 | -0.083 | -0.013 | -0.067 | 0.083 | 0.073 | 0.073 | 0.748 | 6 |
| 1 | True | 18,827,733 | 679,244 | 112 | 1,908 | -0.083 | -0.022 | -0.069 | 0.082 | 0.074 | 0.074 | 0.252 | 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 | 2,477,717 | 580 | 802 | -0.108 | -0.035 | -0.089 | 0.108 | 0.095 | 0.094 | 0.677 | 7 |
| 1 | True | 35,908,829 | 1,180,376 | 173 | 2,048 | -0.107 | 0.001 | 0.083 | 0.108 | 0.094 | 0.095 | 0.323 | 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 | 1,759,250 | 616 | 674 | -0.145 | -0.063 | -0.120 | 0.145 | 0.125 | 0.124 | 0.671 | 8 |
| 1 | True | 29,900,286 | 863,548 | 138 | 1,620 | -0.145 | 0.037 | 0.114 | 0.145 | 0.125 | 0.123 | 0.329 | 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 | 2,125,858 | 636 | 701 | -0.224 | -0.147 | -0.176 | 0.223 | 0.181 | 0.178 | 0.668 | 9 |
| 1 | True | 39,363,891 | 1,055,662 | 117 | 2,846 | -0.219 | 0.073 | 0.155 | 0.224 | 0.172 | 0.170 | 0.332 | 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 | 721,970 | 736 | 200 | -0.503 | -0.286 | -0.285 | 0.234 | 0.289 | 0.285 | 0.732 | 10 |
| 1 | True | 7,657,151 | 263,755 | 18 | 5,944 | -0.251 | 0.209 | 0.246 | 0.323 | 0.263 | 0.249 | 0.268 | 10 |