| 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 | 2,269,418 | 598 | 970 | -0.015 | 0.000 | 0.001 | 0.015 | 0.008 | 0.008 | 0.695 | 1 |
| 1 | True | 25,701,377 | 997,310 | 143 | 2,296 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.305 | 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 | 2,180,971 | 640 | 848 | -0.030 | 0.002 | 0.017 | 0.030 | 0.023 | 0.023 | 0.744 | 2 |
| 1 | True | 14,380,195 | 751,333 | 101 | 2,337 | -0.030 | -0.006 | -0.019 | 0.030 | 0.022 | 0.022 | 0.256 | 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 | 2,091,281 | 662 | 1,028 | -0.044 | 0.004 | 0.031 | 0.044 | 0.037 | 0.037 | 0.689 | 3 |
| 1 | True | 15,711,328 | 945,096 | 79 | 2,424 | -0.044 | -0.005 | -0.032 | 0.044 | 0.036 | 0.036 | 0.311 | 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 | 1,416,590 | 657 | 947 | -0.058 | -0.001 | -0.045 | 0.058 | 0.051 | 0.051 | 0.651 | 4 |
| 1 | True | 14,607,950 | 758,188 | 83 | 2,627 | -0.058 | -0.011 | -0.046 | 0.058 | 0.051 | 0.052 | 0.349 | 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 | 2,032,760 | 656 | 918 | -0.074 | -0.004 | -0.059 | 0.074 | 0.066 | 0.066 | 0.805 | 5 |
| 1 | True | 11,945,985 | 490,908 | 85 | 2,002 | -0.074 | 0.000 | 0.059 | 0.073 | 0.065 | 0.065 | 0.195 | 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 | 1,212,788 | 645 | 882 | -0.091 | -0.026 | -0.078 | 0.091 | 0.082 | 0.082 | 0.453 | 6 |
| 1 | True | 16,540,272 | 1,462,068 | 96 | 1,797 | -0.091 | -0.009 | -0.075 | 0.091 | 0.082 | 0.083 | 0.547 | 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 | 1,621,744 | 610 | 698 | -0.111 | -0.046 | -0.098 | 0.111 | 0.101 | 0.101 | 0.665 | 7 |
| 1 | True | 23,268,187 | 815,980 | 130 | 2,209 | -0.111 | -0.005 | -0.093 | 0.111 | 0.102 | 0.103 | 0.335 | 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 | 1,227,658 | 582 | 534 | -0.140 | -0.079 | -0.122 | 0.139 | 0.125 | 0.125 | 0.620 | 8 |
| 1 | True | 33,220,658 | 752,488 | 159 | 1,825 | -0.139 | 0.007 | 0.113 | 0.138 | 0.125 | 0.125 | 0.380 | 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 | 1,276,318 | 623 | 382 | -0.188 | -0.141 | -0.158 | 0.182 | 0.161 | 0.159 | 0.648 | 9 |
| 1 | True | 42,981,998 | 692,860 | 118 | 1,932 | -0.188 | 0.035 | 0.147 | 0.186 | 0.159 | 0.156 | 0.352 | 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 | 646,855 | 695 | 195 | -0.380 | -0.230 | -0.226 | 0.207 | 0.235 | 0.226 | 0.556 | 10 |
| 1 | True | 19,862,137 | 517,302 | 46 | 5,033 | -0.305 | 0.056 | 0.194 | 0.312 | 0.213 | 0.202 | 0.444 | 10 |