| 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 | 2,903,190 | 668 | 834 | -0.012 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.822 | 1 |
| 1 | True | 16,088,882 | 629,101 | 85 | 2,497 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.005 | 0.178 | 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 | 2,494,902 | 666 | 870 | -0.023 | 0.000 | 0.012 | 0.023 | 0.017 | 0.017 | 0.812 | 2 |
| 1 | True | 14,380,572 | 579,467 | 87 | 2,917 | -0.022 | -0.001 | -0.012 | 0.023 | 0.017 | 0.017 | 0.188 | 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 | 1,558,107 | 680 | 918 | -0.035 | -0.000 | -0.023 | 0.035 | 0.029 | 0.029 | 0.783 | 3 |
| 1 | True | 12,095,333 | 431,044 | 72 | 2,551 | -0.034 | -0.006 | -0.026 | 0.035 | 0.029 | 0.029 | 0.217 | 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 | 1,359,261 | 675 | 916 | -0.048 | -0.004 | -0.037 | 0.048 | 0.042 | 0.042 | 0.617 | 4 |
| 1 | True | 12,778,127 | 842,142 | 78 | 2,628 | -0.048 | -0.004 | -0.036 | 0.048 | 0.042 | 0.042 | 0.383 | 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 | 1,992,407 | 634 | 847 | -0.062 | -0.010 | -0.050 | 0.062 | 0.055 | 0.055 | 0.719 | 5 |
| 1 | True | 14,267,045 | 777,410 | 118 | 2,184 | -0.062 | -0.019 | -0.052 | 0.062 | 0.055 | 0.057 | 0.281 | 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 | 1,466,355 | 642 | 898 | -0.080 | -0.015 | -0.065 | 0.080 | 0.071 | 0.071 | 0.710 | 6 |
| 1 | True | 18,336,747 | 599,067 | 111 | 1,760 | -0.080 | -0.018 | -0.065 | 0.080 | 0.071 | 0.071 | 0.290 | 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 | 1,602,064 | 586 | 766 | -0.103 | -0.036 | -0.086 | 0.103 | 0.091 | 0.090 | 0.653 | 7 |
| 1 | True | 30,522,020 | 852,355 | 166 | 1,532 | -0.103 | -0.014 | -0.082 | 0.103 | 0.092 | 0.091 | 0.347 | 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 | 1,829,953 | 591 | 657 | -0.140 | -0.065 | -0.115 | 0.140 | 0.120 | 0.119 | 0.718 | 8 |
| 1 | True | 34,675,607 | 719,993 | 162 | 1,978 | -0.140 | 0.014 | 0.106 | 0.139 | 0.118 | 0.117 | 0.282 | 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 | 1,808,604 | 633 | 639 | -0.217 | -0.128 | -0.166 | 0.216 | 0.173 | 0.169 | 0.618 | 9 |
| 1 | True | 35,851,166 | 1,117,823 | 119 | 2,559 | -0.217 | 0.070 | 0.151 | 0.215 | 0.168 | 0.162 | 0.382 | 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 | 576,724 | 730 | 205 | -0.507 | -0.291 | -0.292 | 0.237 | 0.293 | 0.292 | 0.547 | 10 |
| 1 | True | 11,472,387 | 476,989 | 23 | 9,587 | -0.241 | 0.209 | 0.237 | 0.313 | 0.249 | 0.237 | 0.453 | 10 |