| 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 | 2,030,831 | 650 | 975 | -0.011 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.708 | 1 |
| 1 | True | 13,283,626 | 836,907 | 89 | 2,365 | -0.011 | 0.001 | 0.001 | 0.011 | 0.006 | 0.006 | 0.292 | 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 | 2,066,029 | 659 | 920 | -0.023 | -0.001 | -0.012 | 0.023 | 0.018 | 0.018 | 0.829 | 2 |
| 1 | True | 12,453,690 | 427,539 | 79 | 2,899 | -0.023 | 0.000 | -0.012 | 0.023 | 0.017 | 0.016 | 0.171 | 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 | 1,641,073 | 657 | 965 | -0.035 | 0.001 | 0.023 | 0.035 | 0.029 | 0.029 | 0.799 | 3 |
| 1 | True | 12,303,823 | 413,792 | 81 | 2,105 | -0.035 | -0.008 | -0.025 | 0.035 | 0.029 | 0.029 | 0.201 | 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 | 1,825,368 | 657 | 945 | -0.049 | -0.003 | -0.036 | 0.049 | 0.042 | 0.042 | 0.772 | 4 |
| 1 | True | 15,507,349 | 539,298 | 81 | 2,182 | -0.049 | -0.003 | -0.036 | 0.048 | 0.042 | 0.042 | 0.228 | 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 | 1,648,114 | 632 | 936 | -0.064 | -0.007 | -0.050 | 0.064 | 0.056 | 0.056 | 0.677 | 5 |
| 1 | True | 16,697,911 | 785,010 | 106 | 2,421 | -0.064 | -0.012 | -0.052 | 0.064 | 0.057 | 0.058 | 0.323 | 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 | 1,927,091 | 617 | 820 | -0.080 | -0.013 | -0.067 | 0.080 | 0.072 | 0.072 | 0.720 | 6 |
| 1 | True | 21,357,509 | 748,838 | 121 | 2,129 | -0.080 | -0.017 | -0.067 | 0.080 | 0.073 | 0.073 | 0.280 | 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 | 1,662,238 | 589 | 646 | -0.105 | -0.040 | -0.087 | 0.104 | 0.092 | 0.092 | 0.491 | 7 |
| 1 | True | 29,644,861 | 1,725,265 | 149 | 1,676 | -0.104 | 0.004 | 0.083 | 0.104 | 0.092 | 0.092 | 0.509 | 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 | 1,475,289 | 590 | 518 | -0.137 | -0.070 | -0.116 | 0.136 | 0.120 | 0.119 | 0.656 | 8 |
| 1 | True | 36,845,361 | 772,685 | 148 | 2,374 | -0.137 | 0.013 | 0.108 | 0.137 | 0.118 | 0.118 | 0.344 | 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 | 1,774,885 | 624 | 572 | -0.212 | -0.127 | -0.164 | 0.210 | 0.171 | 0.169 | 0.630 | 9 |
| 1 | True | 37,518,246 | 1,044,016 | 114 | 2,450 | -0.206 | 0.014 | 0.139 | 0.209 | 0.162 | 0.157 | 0.370 | 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 | 579,364 | 715 | 201 | -0.461 | -0.267 | -0.274 | 0.306 | 0.278 | 0.274 | 0.666 | 10 |
| 1 | True | 10,732,145 | 290,939 | 24 | 4,415 | -0.234 | 0.156 | 0.234 | 0.324 | 0.251 | 0.236 | 0.334 | 10 |