| 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 | 2,702,437 | 670 | 849 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.848 | 1 |
| 1 | True | 14,943,865 | 485,640 | 83 | 2,893 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.005 | 0.152 | 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 | 1,782,931 | 670 | 907 | -0.023 | 0.001 | 0.012 | 0.023 | 0.017 | 0.017 | 0.767 | 2 |
| 1 | True | 13,226,774 | 542,406 | 83 | 2,476 | -0.023 | -0.002 | -0.013 | 0.023 | 0.017 | 0.017 | 0.233 | 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 | 2,014,819 | 667 | 914 | -0.036 | 0.001 | 0.024 | 0.036 | 0.029 | 0.029 | 0.691 | 3 |
| 1 | True | 15,397,531 | 902,881 | 85 | 3,173 | -0.036 | -0.004 | -0.025 | 0.036 | 0.030 | 0.030 | 0.309 | 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 | 1,541,584 | 671 | 888 | -0.049 | -0.005 | -0.037 | 0.049 | 0.042 | 0.042 | 0.703 | 4 |
| 1 | True | 10,799,931 | 650,611 | 82 | 2,133 | -0.049 | -0.010 | -0.038 | 0.048 | 0.043 | 0.043 | 0.297 | 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 | 1,984,924 | 641 | 914 | -0.063 | -0.007 | -0.050 | 0.063 | 0.056 | 0.056 | 0.792 | 5 |
| 1 | True | 17,227,468 | 521,819 | 112 | 2,311 | -0.063 | -0.018 | -0.053 | 0.063 | 0.056 | 0.056 | 0.208 | 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 | 1,743,506 | 633 | 912 | -0.081 | -0.019 | -0.067 | 0.081 | 0.072 | 0.071 | 0.688 | 6 |
| 1 | True | 22,524,738 | 789,954 | 119 | 1,859 | -0.081 | -0.019 | -0.066 | 0.081 | 0.073 | 0.073 | 0.312 | 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 | 1,500,280 | 602 | 772 | -0.105 | -0.031 | -0.086 | 0.105 | 0.092 | 0.092 | 0.648 | 7 |
| 1 | True | 30,428,963 | 815,613 | 151 | 1,538 | -0.105 | -0.006 | -0.083 | 0.105 | 0.093 | 0.093 | 0.352 | 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 | 2,017,585 | 603 | 622 | -0.142 | -0.071 | -0.118 | 0.142 | 0.122 | 0.122 | 0.749 | 8 |
| 1 | True | 27,249,599 | 675,034 | 149 | 1,709 | -0.138 | 0.032 | 0.110 | 0.142 | 0.120 | 0.120 | 0.251 | 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 | 1,873,335 | 631 | 671 | -0.221 | -0.135 | -0.168 | 0.216 | 0.175 | 0.172 | 0.624 | 9 |
| 1 | True | 39,461,999 | 1,130,056 | 122 | 2,390 | -0.216 | 0.052 | 0.151 | 0.217 | 0.168 | 0.163 | 0.376 | 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 | 601,866 | 733 | 212 | -0.485 | -0.286 | -0.286 | 0.245 | 0.289 | 0.286 | 0.583 | 10 |
| 1 | True | 10,637,889 | 430,188 | 20 | 8,752 | -0.249 | 0.239 | 0.258 | 0.315 | 0.263 | 0.258 | 0.417 | 10 |