| 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 | 2,114,418 | 658 | 945 | -0.011 | 0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.859 | 1 |
| 1 | True | 11,316,883 | 346,066 | 80 | 2,305 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.141 | 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 | 1,906,119 | 666 | 937 | -0.023 | 0.001 | 0.012 | 0.023 | 0.017 | 0.017 | 0.818 | 2 |
| 1 | True | 11,085,986 | 424,441 | 72 | 2,330 | -0.023 | -0.003 | -0.012 | 0.023 | 0.017 | 0.016 | 0.182 | 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 | 1,553,927 | 647 | 907 | -0.034 | -0.002 | -0.023 | 0.034 | 0.029 | 0.029 | 0.653 | 3 |
| 1 | True | 18,794,332 | 826,950 | 91 | 3,271 | -0.034 | -0.008 | -0.025 | 0.034 | 0.028 | 0.028 | 0.347 | 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 | 1,843,882 | 655 | 925 | -0.047 | -0.002 | -0.035 | 0.047 | 0.041 | 0.040 | 0.734 | 4 |
| 1 | True | 13,089,254 | 669,819 | 82 | 2,220 | -0.047 | -0.007 | -0.035 | 0.047 | 0.041 | 0.041 | 0.266 | 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 | 1,293,756 | 642 | 830 | -0.062 | -0.008 | -0.049 | 0.062 | 0.054 | 0.054 | 0.588 | 5 |
| 1 | True | 12,137,539 | 907,041 | 96 | 1,928 | -0.062 | -0.015 | -0.050 | 0.062 | 0.054 | 0.055 | 0.412 | 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 | 1,605,997 | 619 | 825 | -0.080 | -0.018 | -0.065 | 0.080 | 0.071 | 0.071 | 0.641 | 6 |
| 1 | True | 23,594,054 | 897,598 | 119 | 1,829 | -0.080 | -0.004 | -0.063 | 0.080 | 0.071 | 0.071 | 0.359 | 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 | 2,069,332 | 588 | 708 | -0.101 | -0.040 | -0.086 | 0.101 | 0.090 | 0.090 | 0.735 | 7 |
| 1 | True | 26,545,290 | 747,404 | 149 | 1,678 | -0.101 | -0.012 | -0.083 | 0.101 | 0.091 | 0.091 | 0.265 | 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 | 1,651,072 | 576 | 587 | -0.134 | -0.069 | -0.113 | 0.134 | 0.117 | 0.117 | 0.480 | 8 |
| 1 | True | 35,446,728 | 1,787,611 | 162 | 2,322 | -0.134 | 0.013 | 0.105 | 0.132 | 0.116 | 0.114 | 0.520 | 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 | 1,448,165 | 617 | 565 | -0.200 | -0.128 | -0.159 | 0.197 | 0.164 | 0.163 | 0.618 | 9 |
| 1 | True | 46,150,482 | 894,107 | 121 | 2,211 | -0.200 | 0.029 | 0.140 | 0.200 | 0.158 | 0.154 | 0.382 | 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 | 670,314 | 704 | 200 | -0.422 | -0.241 | -0.244 | 0.315 | 0.253 | 0.245 | 0.525 | 10 |
| 1 | True | 14,310,276 | 605,683 | 34 | 6,071 | -0.280 | 0.147 | 0.232 | 0.320 | 0.243 | 0.233 | 0.475 | 10 |