| 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 | 1,575,965 | 619 | 846 | -0.013 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.672 | 1 |
| 1 | True | 22,090,160 | 769,867 | 118 | 2,228 | -0.013 | 0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.328 | 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 | 2,132,126 | 652 | 923 | -0.027 | 0.001 | 0.014 | 0.027 | 0.020 | 0.020 | 0.793 | 2 |
| 1 | True | 12,817,230 | 556,878 | 84 | 2,366 | -0.027 | -0.005 | -0.017 | 0.027 | 0.021 | 0.020 | 0.207 | 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 | 1,985,496 | 646 | 901 | -0.040 | 0.003 | 0.028 | 0.040 | 0.033 | 0.033 | 0.767 | 3 |
| 1 | True | 20,710,891 | 603,061 | 90 | 1,977 | -0.039 | -0.002 | -0.027 | 0.039 | 0.033 | 0.032 | 0.233 | 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 | 1,787,442 | 661 | 955 | -0.054 | -0.002 | -0.040 | 0.054 | 0.047 | 0.046 | 0.820 | 4 |
| 1 | True | 12,491,404 | 392,323 | 75 | 1,760 | -0.054 | -0.009 | -0.042 | 0.053 | 0.047 | 0.047 | 0.180 | 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 | 2,052,846 | 648 | 914 | -0.069 | -0.010 | -0.056 | 0.069 | 0.061 | 0.061 | 0.758 | 5 |
| 1 | True | 17,450,807 | 655,957 | 88 | 1,754 | -0.069 | -0.008 | -0.056 | 0.069 | 0.062 | 0.062 | 0.242 | 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 | 1,337,529 | 627 | 882 | -0.086 | -0.023 | -0.073 | 0.086 | 0.077 | 0.077 | 0.455 | 6 |
| 1 | True | 17,778,378 | 1,600,618 | 109 | 2,276 | -0.086 | -0.017 | -0.072 | 0.086 | 0.078 | 0.079 | 0.545 | 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 | 1,211,992 | 592 | 643 | -0.106 | -0.041 | -0.091 | 0.106 | 0.095 | 0.095 | 0.588 | 7 |
| 1 | True | 23,227,030 | 847,738 | 144 | 1,780 | -0.106 | -0.020 | -0.089 | 0.106 | 0.097 | 0.097 | 0.412 | 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 | 1,351,835 | 561 | 526 | -0.136 | -0.057 | -0.114 | 0.136 | 0.120 | 0.119 | 0.574 | 8 |
| 1 | True | 38,854,441 | 1,004,109 | 175 | 2,099 | -0.136 | 0.005 | 0.108 | 0.136 | 0.120 | 0.119 | 0.426 | 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 | 1,148,866 | 597 | 448 | -0.192 | -0.121 | -0.155 | 0.188 | 0.160 | 0.157 | 0.538 | 9 |
| 1 | True | 42,104,999 | 987,877 | 139 | 1,886 | -0.187 | 0.034 | 0.143 | 0.192 | 0.159 | 0.155 | 0.462 | 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 | 1,191,287 | 698 | 200 | -0.439 | -0.243 | -0.243 | 0.252 | 0.250 | 0.243 | 0.676 | 10 |
| 1 | True | 21,392,222 | 570,114 | 39 | 4,817 | -0.281 | 0.065 | 0.204 | 0.306 | 0.221 | 0.211 | 0.324 | 10 |