| 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 | 2,249,610 | 665 | 907 | -0.011 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.857 | 1 |
| 1 | True | 17,280,352 | 375,017 | 88 | 1,911 | -0.011 | -0.001 | -0.001 | 0.011 | 0.006 | 0.006 | 0.143 | 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 | 1,623,153 | 669 | 859 | -0.024 | 0.000 | 0.011 | 0.024 | 0.018 | 0.018 | 0.711 | 2 |
| 1 | True | 11,461,421 | 659,205 | 84 | 3,370 | -0.024 | -0.001 | -0.012 | 0.024 | 0.017 | 0.017 | 0.289 | 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 | 1,807,985 | 668 | 908 | -0.037 | 0.001 | 0.024 | 0.037 | 0.030 | 0.030 | 0.742 | 3 |
| 1 | True | 13,123,818 | 628,825 | 84 | 2,231 | -0.037 | -0.009 | -0.029 | 0.036 | 0.031 | 0.031 | 0.258 | 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 | 2,238,415 | 672 | 922 | -0.050 | -0.002 | -0.038 | 0.050 | 0.043 | 0.043 | 0.758 | 4 |
| 1 | True | 13,579,608 | 712,837 | 81 | 2,050 | -0.050 | -0.015 | -0.040 | 0.049 | 0.044 | 0.043 | 0.242 | 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 | 1,583,301 | 651 | 846 | -0.065 | -0.006 | -0.052 | 0.065 | 0.058 | 0.058 | 0.776 | 5 |
| 1 | True | 16,807,118 | 456,976 | 101 | 1,998 | -0.065 | -0.020 | -0.053 | 0.064 | 0.057 | 0.057 | 0.224 | 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 | 2,671,120 | 642 | 823 | -0.082 | -0.015 | -0.068 | 0.082 | 0.073 | 0.073 | 0.791 | 6 |
| 1 | True | 22,250,336 | 704,828 | 111 | 1,976 | -0.082 | -0.018 | -0.069 | 0.082 | 0.074 | 0.073 | 0.209 | 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 | 1,215,803 | 593 | 711 | -0.106 | -0.029 | -0.087 | 0.106 | 0.093 | 0.093 | 0.530 | 7 |
| 1 | True | 26,473,138 | 1,079,402 | 159 | 2,100 | -0.106 | -0.010 | -0.085 | 0.106 | 0.094 | 0.093 | 0.470 | 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 | 1,414,159 | 593 | 598 | -0.141 | -0.066 | -0.118 | 0.141 | 0.122 | 0.121 | 0.670 | 8 |
| 1 | True | 33,165,983 | 697,878 | 160 | 1,753 | -0.141 | 0.030 | 0.112 | 0.140 | 0.122 | 0.121 | 0.330 | 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 | 2,400,934 | 633 | 683 | -0.218 | -0.130 | -0.167 | 0.217 | 0.175 | 0.172 | 0.672 | 9 |
| 1 | True | 39,335,837 | 1,171,571 | 119 | 2,320 | -0.204 | 0.056 | 0.152 | 0.218 | 0.169 | 0.168 | 0.328 | 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 | 606,106 | 736 | 210 | -0.471 | -0.288 | -0.287 | 0.244 | 0.291 | 0.287 | 0.744 | 10 |
| 1 | True | 7,617,048 | 209,093 | 17 | 5,427 | -0.243 | 0.110 | 0.233 | 0.301 | 0.249 | 0.237 | 0.256 | 10 |