| 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 | 2,334,743 | 605 | 946 | -0.016 | 0.001 | 0.001 | 0.016 | 0.008 | 0.008 | 0.692 | 1 |
| 1 | True | 21,805,849 | 1,041,410 | 132 | 2,217 | -0.016 | 0.001 | 0.002 | 0.016 | 0.008 | 0.008 | 0.308 | 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 | 2,051,399 | 629 | 847 | -0.030 | 0.005 | 0.018 | 0.030 | 0.023 | 0.023 | 0.815 | 2 |
| 1 | True | 17,902,444 | 464,472 | 107 | 2,010 | -0.029 | -0.007 | -0.019 | 0.029 | 0.023 | 0.022 | 0.185 | 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 | 2,381,356 | 636 | 1,040 | -0.044 | 0.003 | 0.031 | 0.044 | 0.037 | 0.037 | 0.589 | 3 |
| 1 | True | 19,796,255 | 1,663,294 | 100 | 2,890 | -0.044 | -0.009 | -0.033 | 0.044 | 0.037 | 0.037 | 0.411 | 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 | 1,385,757 | 655 | 870 | -0.059 | 0.002 | 0.045 | 0.059 | 0.051 | 0.051 | 0.619 | 4 |
| 1 | True | 12,542,131 | 853,148 | 81 | 1,968 | -0.059 | -0.013 | -0.048 | 0.059 | 0.052 | 0.051 | 0.381 | 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 | 1,361,862 | 661 | 944 | -0.074 | -0.011 | -0.061 | 0.074 | 0.067 | 0.067 | 0.654 | 5 |
| 1 | True | 12,237,010 | 720,668 | 76 | 1,695 | -0.074 | -0.008 | -0.061 | 0.074 | 0.066 | 0.066 | 0.346 | 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 | 1,838,841 | 649 | 873 | -0.091 | -0.014 | -0.076 | 0.091 | 0.082 | 0.081 | 0.789 | 6 |
| 1 | True | 14,994,800 | 493,188 | 87 | 2,405 | -0.090 | -0.016 | -0.077 | 0.091 | 0.082 | 0.081 | 0.211 | 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 | 1,522,189 | 603 | 723 | -0.111 | -0.036 | -0.095 | 0.111 | 0.100 | 0.100 | 0.710 | 7 |
| 1 | True | 24,868,363 | 620,743 | 133 | 1,816 | -0.111 | -0.010 | -0.094 | 0.111 | 0.101 | 0.101 | 0.290 | 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 | 1,142,291 | 581 | 486 | -0.139 | -0.070 | -0.120 | 0.139 | 0.124 | 0.123 | 0.606 | 8 |
| 1 | True | 29,936,502 | 742,202 | 155 | 1,703 | -0.139 | 0.014 | 0.115 | 0.139 | 0.125 | 0.125 | 0.394 | 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 | 1,246,425 | 604 | 378 | -0.193 | -0.139 | -0.160 | 0.192 | 0.162 | 0.161 | 0.619 | 9 |
| 1 | True | 46,027,119 | 767,308 | 132 | 2,131 | -0.192 | 0.042 | 0.147 | 0.192 | 0.161 | 0.157 | 0.381 | 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 | 542,293 | 698 | 196 | -0.424 | -0.245 | -0.244 | 0.227 | 0.249 | 0.244 | 0.448 | 10 |
| 1 | True | 17,596,390 | 667,750 | 39 | 5,081 | -0.281 | 0.052 | 0.201 | 0.282 | 0.218 | 0.212 | 0.552 | 10 |