| 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 | 1,754,404 | 632 | 860 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.763 | 1 |
| 1 | True | 17,558,649 | 544,068 | 105 | 2,349 | -0.012 | -0.000 | 0.000 | 0.012 | 0.006 | 0.007 | 0.237 | 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 | 2,125,952 | 652 | 847 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.802 | 2 |
| 1 | True | 14,159,277 | 524,205 | 84 | 2,182 | -0.024 | -0.002 | -0.014 | 0.025 | 0.019 | 0.019 | 0.198 | 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 | 1,561,271 | 648 | 913 | -0.039 | 0.002 | 0.027 | 0.039 | 0.032 | 0.032 | 0.745 | 3 |
| 1 | True | 18,507,654 | 535,250 | 88 | 2,021 | -0.039 | -0.004 | -0.027 | 0.038 | 0.032 | 0.032 | 0.255 | 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 | 1,524,419 | 657 | 879 | -0.053 | -0.004 | -0.040 | 0.052 | 0.045 | 0.045 | 0.734 | 4 |
| 1 | True | 15,774,634 | 552,446 | 79 | 2,355 | -0.052 | -0.004 | -0.040 | 0.052 | 0.045 | 0.045 | 0.266 | 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 | 2,255,071 | 650 | 948 | -0.067 | -0.011 | -0.055 | 0.067 | 0.060 | 0.060 | 0.644 | 5 |
| 1 | True | 12,909,429 | 1,248,165 | 86 | 1,453 | -0.067 | -0.015 | -0.055 | 0.067 | 0.060 | 0.060 | 0.356 | 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 | 1,556,359 | 624 | 775 | -0.083 | -0.019 | -0.070 | 0.083 | 0.075 | 0.075 | 0.596 | 6 |
| 1 | True | 21,853,749 | 1,057,029 | 112 | 2,244 | -0.082 | -0.027 | -0.071 | 0.082 | 0.074 | 0.074 | 0.404 | 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 | 1,036,885 | 593 | 690 | -0.104 | -0.033 | -0.088 | 0.104 | 0.093 | 0.093 | 0.678 | 7 |
| 1 | True | 18,501,044 | 492,168 | 143 | 1,796 | -0.104 | -0.004 | -0.086 | 0.104 | 0.094 | 0.094 | 0.322 | 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 | 1,216,832 | 559 | 531 | -0.134 | -0.052 | -0.112 | 0.134 | 0.118 | 0.118 | 0.493 | 8 |
| 1 | True | 41,597,039 | 1,252,722 | 177 | 2,076 | -0.134 | 0.004 | 0.105 | 0.134 | 0.119 | 0.119 | 0.507 | 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 | 1,757,444 | 590 | 541 | -0.194 | -0.117 | -0.154 | 0.190 | 0.159 | 0.157 | 0.644 | 9 |
| 1 | True | 47,279,606 | 972,224 | 146 | 1,854 | -0.194 | 0.035 | 0.141 | 0.193 | 0.158 | 0.157 | 0.356 | 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 | 999,803 | 702 | 206 | -0.447 | -0.246 | -0.246 | 0.251 | 0.254 | 0.246 | 0.621 | 10 |
| 1 | True | 20,622,815 | 610,365 | 35 | 5,096 | -0.256 | 0.106 | 0.200 | 0.304 | 0.221 | 0.211 | 0.379 | 10 |