| 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 | 2,203,505 | 648 | 969 | -0.012 | 0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.745 | 1 |
| 1 | True | 13,530,928 | 754,837 | 90 | 2,288 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.005 | 0.255 | 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 | 1,611,352 | 656 | 942 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.708 | 2 |
| 1 | True | 16,249,687 | 664,425 | 82 | 2,904 | -0.024 | -0.004 | -0.014 | 0.024 | 0.018 | 0.018 | 0.292 | 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 | 1,659,468 | 654 | 885 | -0.037 | 0.001 | 0.025 | 0.037 | 0.031 | 0.031 | 0.730 | 3 |
| 1 | True | 16,466,454 | 614,933 | 84 | 2,407 | -0.036 | -0.008 | -0.027 | 0.036 | 0.031 | 0.031 | 0.270 | 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 | 1,697,700 | 655 | 923 | -0.050 | -0.003 | -0.038 | 0.050 | 0.044 | 0.044 | 0.813 | 4 |
| 1 | True | 9,864,580 | 389,408 | 82 | 1,399 | -0.050 | -0.020 | -0.041 | 0.050 | 0.044 | 0.043 | 0.187 | 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 | 1,771,837 | 645 | 925 | -0.065 | -0.008 | -0.052 | 0.064 | 0.057 | 0.057 | 0.626 | 5 |
| 1 | True | 14,479,670 | 1,059,798 | 93 | 2,581 | -0.065 | 0.000 | 0.050 | 0.064 | 0.057 | 0.058 | 0.374 | 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 | 1,437,945 | 629 | 793 | -0.083 | -0.022 | -0.068 | 0.083 | 0.073 | 0.073 | 0.721 | 6 |
| 1 | True | 17,610,902 | 555,130 | 109 | 1,693 | -0.082 | -0.005 | -0.067 | 0.083 | 0.073 | 0.072 | 0.279 | 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 | 1,888,779 | 588 | 727 | -0.105 | -0.042 | -0.089 | 0.105 | 0.093 | 0.092 | 0.554 | 7 |
| 1 | True | 31,721,389 | 1,519,191 | 149 | 1,919 | -0.104 | -0.017 | -0.087 | 0.104 | 0.094 | 0.094 | 0.446 | 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 | 2,069,041 | 591 | 642 | -0.135 | -0.066 | -0.115 | 0.135 | 0.119 | 0.119 | 0.737 | 8 |
| 1 | True | 28,633,805 | 738,165 | 147 | 1,987 | -0.135 | 0.009 | 0.107 | 0.135 | 0.119 | 0.118 | 0.263 | 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 | 1,393,829 | 618 | 526 | -0.193 | -0.126 | -0.156 | 0.193 | 0.162 | 0.160 | 0.562 | 9 |
| 1 | True | 42,833,099 | 1,086,759 | 120 | 2,879 | -0.185 | 0.042 | 0.142 | 0.194 | 0.156 | 0.153 | 0.438 | 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 | 584,203 | 697 | 199 | -0.402 | -0.232 | -0.236 | 0.307 | 0.243 | 0.237 | 0.488 | 10 |
| 1 | True | 18,185,107 | 613,176 | 41 | 4,829 | -0.274 | 0.118 | 0.212 | 0.306 | 0.234 | 0.224 | 0.512 | 10 |