| 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 | 2,307,045 | 645 | 912 | -0.012 | -0.000 | -0.000 | 0.011 | 0.006 | 0.006 | 0.799 | 1 |
| 1 | True | 14,157,897 | 582,167 | 94 | 2,340 | -0.011 | 0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.201 | 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 | 2,246,709 | 666 | 972 | -0.023 | -0.001 | -0.012 | 0.023 | 0.017 | 0.018 | 0.857 | 2 |
| 1 | True | 10,764,046 | 374,647 | 72 | 2,586 | -0.023 | 0.001 | 0.012 | 0.023 | 0.018 | 0.018 | 0.143 | 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 | 2,037,809 | 660 | 1,076 | -0.036 | 0.002 | 0.024 | 0.036 | 0.029 | 0.029 | 0.815 | 3 |
| 1 | True | 14,583,596 | 463,616 | 78 | 2,227 | -0.036 | -0.005 | -0.025 | 0.035 | 0.029 | 0.028 | 0.185 | 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 | 1,455,922 | 655 | 925 | -0.049 | 0.002 | 0.036 | 0.049 | 0.042 | 0.042 | 0.788 | 4 |
| 1 | True | 11,112,360 | 391,697 | 83 | 1,973 | -0.049 | -0.008 | -0.037 | 0.049 | 0.043 | 0.043 | 0.212 | 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 | 1,422,819 | 624 | 948 | -0.064 | -0.007 | -0.051 | 0.064 | 0.056 | 0.057 | 0.506 | 5 |
| 1 | True | 19,060,462 | 1,388,305 | 114 | 2,501 | -0.064 | -0.007 | -0.051 | 0.064 | 0.057 | 0.058 | 0.494 | 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 | 1,980,588 | 612 | 782 | -0.082 | -0.016 | -0.067 | 0.082 | 0.072 | 0.072 | 0.576 | 6 |
| 1 | True | 21,451,272 | 1,455,503 | 126 | 1,979 | -0.081 | -0.012 | -0.067 | 0.081 | 0.073 | 0.073 | 0.424 | 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 | 1,386,185 | 583 | 655 | -0.106 | -0.041 | -0.088 | 0.106 | 0.093 | 0.093 | 0.569 | 7 |
| 1 | True | 33,449,531 | 1,049,800 | 155 | 2,203 | -0.105 | 0.000 | -0.082 | 0.105 | 0.093 | 0.093 | 0.431 | 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 | 1,778,671 | 596 | 507 | -0.139 | -0.071 | -0.117 | 0.139 | 0.121 | 0.121 | 0.681 | 8 |
| 1 | True | 37,827,348 | 831,626 | 142 | 1,727 | -0.139 | 0.014 | 0.109 | 0.139 | 0.120 | 0.118 | 0.319 | 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 | 1,391,333 | 628 | 531 | -0.214 | -0.132 | -0.165 | 0.208 | 0.172 | 0.170 | 0.624 | 9 |
| 1 | True | 34,976,462 | 837,089 | 110 | 2,146 | -0.214 | 0.023 | 0.143 | 0.214 | 0.166 | 0.160 | 0.376 | 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 | 547,599 | 717 | 200 | -0.465 | -0.270 | -0.276 | 0.301 | 0.279 | 0.276 | 0.661 | 10 |
| 1 | True | 10,302,097 | 280,424 | 22 | 5,830 | -0.255 | 0.141 | 0.238 | 0.307 | 0.252 | 0.250 | 0.339 | 10 |