| 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 | 1,874,815 | 667 | 857 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.765 | 1 |
| 1 | True | 17,052,087 | 575,752 | 86 | 2,329 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.006 | 0.235 | 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 | 1,870,077 | 674 | 889 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.018 | 0.861 | 2 |
| 1 | True | 9,540,007 | 301,296 | 79 | 1,945 | -0.024 | -0.003 | -0.013 | 0.023 | 0.018 | 0.018 | 0.139 | 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 | 2,701,050 | 677 | 920 | -0.037 | 0.003 | 0.025 | 0.037 | 0.030 | 0.030 | 0.808 | 3 |
| 1 | True | 11,942,383 | 640,646 | 75 | 3,540 | -0.037 | -0.007 | -0.027 | 0.037 | 0.030 | 0.030 | 0.192 | 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 | 1,675,720 | 667 | 903 | -0.051 | -0.004 | -0.038 | 0.051 | 0.044 | 0.044 | 0.776 | 4 |
| 1 | True | 11,012,978 | 483,857 | 86 | 2,649 | -0.051 | -0.014 | -0.040 | 0.050 | 0.044 | 0.044 | 0.224 | 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 | 2,724,836 | 649 | 876 | -0.065 | -0.008 | -0.053 | 0.065 | 0.058 | 0.058 | 0.800 | 5 |
| 1 | True | 17,191,226 | 682,786 | 103 | 1,638 | -0.065 | -0.025 | -0.057 | 0.065 | 0.058 | 0.059 | 0.200 | 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 | 1,406,884 | 635 | 838 | -0.084 | -0.015 | -0.068 | 0.083 | 0.074 | 0.074 | 0.642 | 6 |
| 1 | True | 22,555,459 | 783,436 | 118 | 2,068 | -0.083 | -0.021 | -0.069 | 0.083 | 0.075 | 0.076 | 0.358 | 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 | 1,470,454 | 590 | 709 | -0.108 | -0.034 | -0.089 | 0.108 | 0.095 | 0.094 | 0.605 | 7 |
| 1 | True | 29,353,847 | 961,407 | 162 | 1,726 | -0.108 | -0.003 | -0.085 | 0.108 | 0.096 | 0.096 | 0.395 | 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 | 1,390,616 | 593 | 596 | -0.144 | -0.072 | -0.120 | 0.144 | 0.124 | 0.123 | 0.613 | 8 |
| 1 | True | 37,936,034 | 879,289 | 160 | 1,840 | -0.143 | 0.021 | 0.112 | 0.144 | 0.124 | 0.123 | 0.387 | 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 | 2,021,420 | 637 | 664 | -0.220 | -0.137 | -0.171 | 0.221 | 0.177 | 0.174 | 0.638 | 9 |
| 1 | True | 34,818,878 | 1,148,505 | 115 | 2,529 | -0.199 | 0.059 | 0.155 | 0.218 | 0.173 | 0.171 | 0.362 | 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 | 606,662 | 732 | 210 | -0.491 | -0.284 | -0.286 | 0.258 | 0.290 | 0.286 | 0.708 | 10 |
| 1 | True | 10,288,316 | 249,868 | 21 | 7,542 | -0.256 | 0.189 | 0.246 | 0.328 | 0.257 | 0.249 | 0.292 | 10 |