| 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 | 2,717,767 | 616 | 886 | -0.015 | 0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.697 | 1 |
| 1 | True | 21,327,997 | 1,183,970 | 125 | 2,549 | -0.015 | -0.001 | -0.002 | 0.015 | 0.008 | 0.007 | 0.303 | 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 | 2,054,762 | 615 | 875 | -0.030 | 0.003 | 0.017 | 0.030 | 0.023 | 0.023 | 0.644 | 2 |
| 1 | True | 19,327,313 | 1,133,767 | 126 | 2,045 | -0.030 | -0.005 | -0.018 | 0.029 | 0.022 | 0.022 | 0.356 | 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 | 1,673,628 | 644 | 930 | -0.045 | 0.004 | 0.031 | 0.045 | 0.037 | 0.037 | 0.689 | 3 |
| 1 | True | 18,869,553 | 754,837 | 97 | 3,009 | -0.044 | -0.007 | -0.032 | 0.045 | 0.037 | 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 | 1,487,237 | 659 | 1,009 | -0.059 | -0.002 | -0.045 | 0.059 | 0.051 | 0.052 | 0.796 | 4 |
| 1 | True | 12,379,365 | 380,727 | 81 | 1,725 | -0.058 | -0.008 | -0.047 | 0.058 | 0.051 | 0.051 | 0.204 | 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 | 2,055,725 | 664 | 915 | -0.074 | -0.005 | -0.060 | 0.074 | 0.066 | 0.066 | 0.552 | 5 |
| 1 | True | 14,287,753 | 1,667,339 | 77 | 2,509 | -0.074 | -0.021 | -0.062 | 0.074 | 0.066 | 0.066 | 0.448 | 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 | 1,422,353 | 647 | 876 | -0.091 | -0.026 | -0.078 | 0.091 | 0.082 | 0.082 | 0.771 | 6 |
| 1 | True | 15,144,039 | 421,755 | 94 | 1,770 | -0.091 | -0.010 | -0.076 | 0.091 | 0.082 | 0.082 | 0.229 | 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 | 1,634,571 | 616 | 719 | -0.111 | -0.047 | -0.097 | 0.111 | 0.101 | 0.101 | 0.809 | 7 |
| 1 | True | 20,028,705 | 386,535 | 124 | 1,901 | -0.111 | -0.004 | -0.092 | 0.111 | 0.101 | 0.101 | 0.191 | 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 | 877,727 | 584 | 498 | -0.138 | -0.080 | -0.121 | 0.138 | 0.124 | 0.124 | 0.561 | 8 |
| 1 | True | 37,938,747 | 686,959 | 157 | 1,803 | -0.138 | -0.000 | -0.111 | 0.138 | 0.124 | 0.124 | 0.439 | 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 | 1,425,994 | 622 | 373 | -0.185 | -0.138 | -0.157 | 0.183 | 0.159 | 0.158 | 0.725 | 9 |
| 1 | True | 37,071,728 | 540,887 | 119 | 2,025 | -0.184 | 0.042 | 0.146 | 0.184 | 0.157 | 0.156 | 0.275 | 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 | 598,219 | 686 | 195 | -0.418 | -0.228 | -0.227 | 0.254 | 0.235 | 0.228 | 0.417 | 10 |
| 1 | True | 24,238,312 | 835,001 | 55 | 4,594 | -0.301 | 0.054 | 0.193 | 0.288 | 0.211 | 0.202 | 0.583 | 10 |