| 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 | 2,305,308 | 649 | 952 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.811 | 1 |
| 1 | True | 12,594,409 | 537,998 | 90 | 2,086 | -0.012 | -0.001 | -0.002 | 0.013 | 0.006 | 0.007 | 0.189 | 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 | 1,839,988 | 644 | 888 | -0.025 | -0.001 | -0.013 | 0.025 | 0.019 | 0.019 | 0.777 | 2 |
| 1 | True | 17,095,264 | 528,224 | 94 | 2,766 | -0.025 | -0.002 | -0.013 | 0.024 | 0.019 | 0.019 | 0.223 | 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 | 1,840,217 | 657 | 1,007 | -0.038 | 0.000 | 0.025 | 0.038 | 0.031 | 0.031 | 0.841 | 3 |
| 1 | True | 11,640,357 | 348,859 | 81 | 1,602 | -0.038 | -0.009 | -0.028 | 0.038 | 0.031 | 0.032 | 0.159 | 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 | 1,862,277 | 660 | 960 | -0.052 | -0.001 | -0.038 | 0.052 | 0.044 | 0.044 | 0.742 | 4 |
| 1 | True | 14,912,141 | 649,116 | 78 | 2,698 | -0.051 | -0.010 | -0.041 | 0.051 | 0.045 | 0.045 | 0.258 | 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 | 1,584,417 | 650 | 933 | -0.067 | -0.009 | -0.054 | 0.067 | 0.059 | 0.059 | 0.558 | 5 |
| 1 | True | 12,989,820 | 1,255,635 | 88 | 1,992 | -0.066 | -0.011 | -0.054 | 0.067 | 0.060 | 0.060 | 0.442 | 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 | 1,371,440 | 613 | 830 | -0.084 | -0.018 | -0.069 | 0.084 | 0.075 | 0.075 | 0.621 | 6 |
| 1 | True | 22,412,024 | 836,249 | 125 | 2,158 | -0.084 | -0.006 | -0.067 | 0.083 | 0.075 | 0.076 | 0.379 | 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 | 1,804,089 | 597 | 650 | -0.107 | -0.046 | -0.092 | 0.107 | 0.095 | 0.095 | 0.552 | 7 |
| 1 | True | 27,372,707 | 1,467,056 | 141 | 1,881 | -0.107 | -0.009 | -0.086 | 0.107 | 0.096 | 0.095 | 0.448 | 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 | 1,912,313 | 591 | 563 | -0.140 | -0.071 | -0.118 | 0.140 | 0.123 | 0.123 | 0.747 | 8 |
| 1 | True | 36,547,821 | 646,123 | 147 | 1,776 | -0.139 | 0.001 | 0.107 | 0.140 | 0.122 | 0.122 | 0.253 | 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 | 1,375,137 | 630 | 512 | -0.204 | -0.132 | -0.164 | 0.201 | 0.169 | 0.167 | 0.574 | 9 |
| 1 | True | 37,894,721 | 1,021,730 | 108 | 2,449 | -0.198 | 0.041 | 0.148 | 0.200 | 0.164 | 0.157 | 0.426 | 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 | 523,009 | 702 | 195 | -0.428 | -0.250 | -0.253 | 0.302 | 0.260 | 0.253 | 0.472 | 10 |
| 1 | True | 16,261,887 | 584,826 | 37 | 6,352 | -0.255 | 0.147 | 0.219 | 0.309 | 0.232 | 0.224 | 0.528 | 10 |