| 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 | 2,034,228 | 605 | 884 | -0.014 | 0.000 | 0.001 | 0.014 | 0.007 | 0.007 | 0.675 | 1 |
| 1 | True | 24,091,263 | 981,665 | 132 | 2,166 | -0.013 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.325 | 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 | 2,048,153 | 637 | 903 | -0.028 | 0.003 | 0.016 | 0.028 | 0.021 | 0.021 | 0.744 | 2 |
| 1 | True | 17,223,343 | 706,568 | 99 | 2,577 | -0.028 | -0.003 | -0.015 | 0.028 | 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 | 2,191,250 | 653 | 886 | -0.041 | 0.003 | 0.029 | 0.041 | 0.035 | 0.035 | 0.608 | 3 |
| 1 | True | 15,306,616 | 1,415,260 | 83 | 2,182 | -0.041 | -0.008 | -0.032 | 0.041 | 0.035 | 0.035 | 0.392 | 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 | 1,870,472 | 667 | 901 | -0.055 | 0.000 | 0.041 | 0.055 | 0.048 | 0.048 | 0.811 | 4 |
| 1 | True | 14,605,396 | 436,161 | 69 | 1,738 | -0.054 | -0.007 | -0.043 | 0.055 | 0.048 | 0.048 | 0.189 | 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 | 1,573,643 | 648 | 1,011 | -0.069 | -0.007 | -0.057 | 0.069 | 0.062 | 0.062 | 0.736 | 5 |
| 1 | True | 15,576,903 | 565,853 | 88 | 1,879 | -0.069 | -0.020 | -0.059 | 0.068 | 0.062 | 0.062 | 0.264 | 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 | 1,410,303 | 646 | 844 | -0.087 | -0.023 | -0.074 | 0.087 | 0.078 | 0.078 | 0.730 | 6 |
| 1 | True | 13,127,172 | 521,322 | 90 | 2,318 | -0.087 | -0.003 | -0.070 | 0.087 | 0.079 | 0.080 | 0.270 | 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 | 1,143,092 | 590 | 706 | -0.107 | -0.038 | -0.092 | 0.106 | 0.096 | 0.096 | 0.544 | 7 |
| 1 | True | 25,199,206 | 958,005 | 146 | 2,110 | -0.107 | -0.011 | -0.088 | 0.107 | 0.097 | 0.097 | 0.456 | 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 | 1,259,685 | 574 | 531 | -0.135 | -0.061 | -0.115 | 0.135 | 0.121 | 0.120 | 0.541 | 8 |
| 1 | True | 32,112,844 | 1,067,376 | 162 | 2,090 | -0.135 | -0.005 | -0.107 | 0.135 | 0.121 | 0.121 | 0.459 | 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 | 1,271,267 | 595 | 405 | -0.189 | -0.125 | -0.156 | 0.189 | 0.159 | 0.158 | 0.611 | 9 |
| 1 | True | 48,082,332 | 809,865 | 141 | 1,711 | -0.187 | 0.039 | 0.143 | 0.190 | 0.157 | 0.155 | 0.389 | 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 | 982,033 | 698 | 207 | -0.421 | -0.238 | -0.239 | 0.240 | 0.245 | 0.239 | 0.611 | 10 |
| 1 | True | 18,430,198 | 624,065 | 39 | 6,662 | -0.289 | 0.088 | 0.199 | 0.320 | 0.224 | 0.215 | 0.389 | 10 |