| 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 | 1,605,644 | 655 | 905 | -0.012 | 0.000 | 0.001 | 0.012 | 0.006 | 0.006 | 0.725 | 1 |
| 1 | True | 14,558,866 | 608,102 | 97 | 2,514 | -0.012 | -0.001 | -0.002 | 0.012 | 0.006 | 0.006 | 0.275 | 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 | 2,044,931 | 670 | 855 | -0.024 | 0.001 | 0.012 | 0.025 | 0.018 | 0.018 | 0.758 | 2 |
| 1 | True | 14,414,405 | 652,439 | 82 | 2,304 | -0.025 | -0.000 | 0.012 | 0.024 | 0.018 | 0.019 | 0.242 | 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 | 1,990,491 | 664 | 900 | -0.038 | -0.002 | -0.025 | 0.038 | 0.031 | 0.031 | 0.868 | 3 |
| 1 | True | 10,890,048 | 301,392 | 88 | 1,499 | -0.038 | -0.008 | -0.027 | 0.038 | 0.031 | 0.032 | 0.132 | 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 | 1,672,173 | 644 | 901 | -0.052 | -0.003 | -0.039 | 0.052 | 0.045 | 0.045 | 0.647 | 4 |
| 1 | True | 16,071,593 | 911,878 | 107 | 1,910 | -0.052 | -0.009 | -0.040 | 0.052 | 0.045 | 0.044 | 0.353 | 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 | 1,934,864 | 655 | 907 | -0.067 | -0.012 | -0.054 | 0.067 | 0.059 | 0.060 | 0.715 | 5 |
| 1 | True | 13,792,297 | 769,838 | 97 | 1,751 | -0.067 | -0.014 | -0.055 | 0.067 | 0.060 | 0.060 | 0.285 | 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 | 1,666,695 | 645 | 879 | -0.084 | -0.020 | -0.070 | 0.084 | 0.075 | 0.075 | 0.727 | 6 |
| 1 | True | 16,678,175 | 625,593 | 107 | 1,827 | -0.084 | -0.028 | -0.071 | 0.083 | 0.075 | 0.074 | 0.273 | 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 | 1,576,357 | 599 | 713 | -0.106 | -0.046 | -0.091 | 0.106 | 0.094 | 0.094 | 0.656 | 7 |
| 1 | True | 30,757,994 | 827,044 | 152 | 2,195 | -0.105 | -0.008 | -0.086 | 0.106 | 0.095 | 0.094 | 0.344 | 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 | 1,508,848 | 597 | 575 | -0.137 | -0.066 | -0.115 | 0.137 | 0.120 | 0.120 | 0.704 | 8 |
| 1 | True | 31,217,368 | 633,449 | 155 | 1,895 | -0.137 | 0.013 | 0.109 | 0.137 | 0.121 | 0.121 | 0.296 | 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 | 1,843,013 | 630 | 572 | -0.206 | -0.121 | -0.159 | 0.204 | 0.166 | 0.163 | 0.523 | 9 |
| 1 | True | 40,589,287 | 1,680,990 | 122 | 2,406 | -0.204 | 0.036 | 0.144 | 0.205 | 0.164 | 0.160 | 0.477 | 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 | 512,913 | 725 | 199 | -0.440 | -0.255 | -0.261 | 0.268 | 0.265 | 0.261 | 0.423 | 10 |
| 1 | True | 12,899,576 | 698,237 | 27 | 7,227 | -0.227 | 0.171 | 0.223 | 0.324 | 0.236 | 0.224 | 0.577 | 10 |