| 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 | 1,921,711 | 663 | 861 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.785 | 1 |
| 1 | True | 16,991,598 | 525,888 | 90 | 2,197 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.215 | 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 | 1,792,396 | 669 | 876 | -0.025 | 0.000 | 0.013 | 0.025 | 0.018 | 0.018 | 0.788 | 2 |
| 1 | True | 12,002,933 | 482,119 | 84 | 2,489 | -0.025 | -0.001 | -0.013 | 0.024 | 0.018 | 0.018 | 0.212 | 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 | 2,274,093 | 660 | 896 | -0.037 | -0.000 | -0.025 | 0.037 | 0.031 | 0.031 | 0.800 | 3 |
| 1 | True | 12,196,714 | 567,815 | 92 | 2,234 | -0.037 | -0.007 | -0.027 | 0.035 | 0.030 | 0.030 | 0.200 | 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 | 1,821,626 | 676 | 921 | -0.051 | -0.002 | -0.038 | 0.051 | 0.044 | 0.044 | 0.699 | 4 |
| 1 | True | 15,281,419 | 782,746 | 77 | 3,009 | -0.050 | -0.004 | -0.039 | 0.051 | 0.044 | 0.043 | 0.301 | 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 | 1,521,626 | 648 | 869 | -0.066 | -0.011 | -0.054 | 0.066 | 0.058 | 0.058 | 0.689 | 5 |
| 1 | True | 14,088,232 | 688,226 | 104 | 2,049 | -0.066 | -0.018 | -0.055 | 0.063 | 0.059 | 0.059 | 0.311 | 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 | 1,552,318 | 638 | 802 | -0.083 | -0.013 | -0.068 | 0.083 | 0.074 | 0.074 | 0.650 | 6 |
| 1 | True | 23,499,439 | 837,503 | 115 | 2,144 | -0.083 | -0.014 | -0.068 | 0.083 | 0.074 | 0.073 | 0.350 | 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 | 1,875,910 | 598 | 668 | -0.107 | -0.028 | -0.087 | 0.107 | 0.094 | 0.092 | 0.704 | 7 |
| 1 | True | 25,871,189 | 788,621 | 154 | 1,957 | -0.107 | -0.015 | -0.086 | 0.107 | 0.095 | 0.096 | 0.296 | 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 | 2,287,964 | 602 | 610 | -0.141 | -0.061 | -0.117 | 0.140 | 0.122 | 0.121 | 0.765 | 8 |
| 1 | True | 30,347,994 | 703,371 | 151 | 1,873 | -0.140 | 0.026 | 0.112 | 0.140 | 0.123 | 0.123 | 0.235 | 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 | 1,925,990 | 634 | 712 | -0.215 | -0.128 | -0.166 | 0.213 | 0.172 | 0.169 | 0.642 | 9 |
| 1 | True | 37,305,121 | 1,075,574 | 118 | 2,157 | -0.191 | 0.050 | 0.153 | 0.213 | 0.166 | 0.162 | 0.358 | 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 | 507,085 | 730 | 207 | -0.452 | -0.270 | -0.272 | 0.247 | 0.277 | 0.272 | 0.604 | 10 |
| 1 | True | 13,802,849 | 331,905 | 23 | 8,242 | -0.244 | 0.164 | 0.235 | 0.318 | 0.247 | 0.237 | 0.396 | 10 |