| 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 | 1,863,183 | 632 | 836 | -0.013 | 0.000 | 0.000 | 0.013 | 0.006 | 0.007 | 0.767 | 1 |
| 1 | True | 18,240,650 | 564,897 | 105 | 2,265 | -0.012 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.233 | 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 | 2,134,416 | 652 | 905 | -0.026 | 0.001 | 0.013 | 0.026 | 0.019 | 0.019 | 0.834 | 2 |
| 1 | True | 15,101,538 | 424,858 | 84 | 2,233 | -0.026 | -0.005 | -0.015 | 0.025 | 0.019 | 0.019 | 0.166 | 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 | 1,537,124 | 650 | 895 | -0.038 | 0.001 | 0.026 | 0.039 | 0.032 | 0.032 | 0.707 | 3 |
| 1 | True | 16,246,623 | 637,580 | 86 | 1,978 | -0.038 | -0.004 | -0.028 | 0.038 | 0.032 | 0.031 | 0.293 | 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 | 1,540,450 | 658 | 871 | -0.053 | -0.003 | -0.040 | 0.052 | 0.045 | 0.045 | 0.736 | 4 |
| 1 | True | 17,036,720 | 553,703 | 78 | 2,426 | -0.052 | -0.008 | -0.040 | 0.052 | 0.045 | 0.045 | 0.264 | 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 | 1,915,350 | 653 | 923 | -0.067 | -0.010 | -0.055 | 0.067 | 0.060 | 0.060 | 0.587 | 5 |
| 1 | True | 11,483,568 | 1,348,189 | 83 | 1,763 | -0.067 | -0.014 | -0.056 | 0.066 | 0.060 | 0.060 | 0.413 | 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 | 1,744,314 | 620 | 831 | -0.084 | -0.018 | -0.070 | 0.084 | 0.075 | 0.075 | 0.646 | 6 |
| 1 | True | 21,547,684 | 954,808 | 116 | 2,108 | -0.083 | -0.017 | -0.070 | 0.083 | 0.075 | 0.075 | 0.354 | 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 | 1,025,071 | 579 | 637 | -0.105 | -0.040 | -0.089 | 0.104 | 0.093 | 0.093 | 0.603 | 7 |
| 1 | True | 24,485,490 | 674,843 | 157 | 1,869 | -0.105 | -0.012 | -0.086 | 0.104 | 0.094 | 0.095 | 0.397 | 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 | 1,133,444 | 566 | 563 | -0.135 | -0.054 | -0.112 | 0.135 | 0.119 | 0.117 | 0.486 | 8 |
| 1 | True | 38,167,261 | 1,200,514 | 170 | 1,942 | -0.135 | 0.002 | 0.105 | 0.135 | 0.120 | 0.119 | 0.514 | 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 | 1,797,816 | 591 | 516 | -0.194 | -0.117 | -0.155 | 0.192 | 0.160 | 0.157 | 0.657 | 9 |
| 1 | True | 47,103,356 | 937,185 | 145 | 1,876 | -0.191 | 0.039 | 0.143 | 0.194 | 0.159 | 0.157 | 0.343 | 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 | 972,960 | 701 | 208 | -0.450 | -0.246 | -0.247 | 0.253 | 0.254 | 0.247 | 0.612 | 10 |
| 1 | True | 19,280,729 | 616,193 | 36 | 4,354 | -0.256 | 0.098 | 0.202 | 0.304 | 0.222 | 0.209 | 0.388 | 10 |