| 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 | 1,950,798 | 660 | 960 | -0.011 | 0.000 | 0.000 | 0.011 | 0.006 | 0.006 | 0.808 | 1 |
| 1 | True | 12,358,062 | 464,141 | 81 | 2,845 | -0.010 | 0.000 | 0.000 | 0.011 | 0.005 | 0.006 | 0.192 | 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 | 1,737,432 | 665 | 840 | -0.022 | 0.001 | 0.012 | 0.022 | 0.017 | 0.017 | 0.755 | 2 |
| 1 | True | 14,168,454 | 564,516 | 76 | 2,852 | -0.022 | -0.004 | -0.014 | 0.022 | 0.017 | 0.017 | 0.245 | 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 | 1,886,861 | 668 | 919 | -0.034 | -0.001 | -0.023 | 0.034 | 0.028 | 0.028 | 0.824 | 3 |
| 1 | True | 10,426,448 | 401,942 | 73 | 2,145 | -0.034 | -0.011 | -0.026 | 0.034 | 0.028 | 0.028 | 0.176 | 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 | 1,685,926 | 662 | 916 | -0.046 | -0.002 | -0.035 | 0.046 | 0.040 | 0.040 | 0.678 | 4 |
| 1 | True | 11,536,180 | 801,050 | 78 | 2,077 | -0.046 | -0.002 | -0.035 | 0.046 | 0.040 | 0.040 | 0.322 | 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 | 1,914,824 | 633 | 791 | -0.061 | -0.010 | -0.048 | 0.061 | 0.053 | 0.053 | 0.708 | 5 |
| 1 | True | 15,444,229 | 790,742 | 108 | 2,221 | -0.061 | -0.021 | -0.050 | 0.061 | 0.054 | 0.054 | 0.292 | 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 | 1,320,884 | 626 | 807 | -0.078 | -0.018 | -0.064 | 0.078 | 0.069 | 0.068 | 0.583 | 6 |
| 1 | True | 19,110,161 | 945,635 | 115 | 1,581 | -0.077 | -0.009 | -0.063 | 0.078 | 0.070 | 0.070 | 0.417 | 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 | 1,743,418 | 591 | 725 | -0.099 | -0.038 | -0.084 | 0.099 | 0.088 | 0.088 | 0.521 | 7 |
| 1 | True | 28,678,526 | 1,600,725 | 149 | 1,777 | -0.099 | -0.010 | -0.082 | 0.099 | 0.089 | 0.090 | 0.479 | 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 | 1,348,523 | 570 | 562 | -0.132 | -0.067 | -0.110 | 0.132 | 0.114 | 0.114 | 0.648 | 8 |
| 1 | True | 38,741,541 | 731,340 | 171 | 2,135 | -0.128 | 0.014 | 0.103 | 0.131 | 0.114 | 0.112 | 0.352 | 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 | 1,846,965 | 618 | 564 | -0.198 | -0.122 | -0.156 | 0.192 | 0.161 | 0.159 | 0.612 | 9 |
| 1 | True | 43,271,763 | 1,170,141 | 123 | 2,635 | -0.196 | 0.030 | 0.139 | 0.194 | 0.157 | 0.153 | 0.388 | 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 | 638,749 | 708 | 197 | -0.422 | -0.241 | -0.244 | 0.311 | 0.251 | 0.245 | 0.525 | 10 |
| 1 | True | 18,150,142 | 577,071 | 33 | 5,720 | -0.284 | 0.164 | 0.227 | 0.317 | 0.235 | 0.231 | 0.475 | 10 |