| 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 | 1,899,985 | 635 | 839 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.761 | 1 |
| 1 | True | 18,066,484 | 596,935 | 102 | 2,074 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.239 | 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 | 1,779,638 | 633 | 851 | -0.026 | -0.001 | -0.014 | 0.026 | 0.020 | 0.020 | 0.754 | 2 |
| 1 | True | 19,581,376 | 579,767 | 104 | 2,531 | -0.026 | -0.002 | -0.015 | 0.026 | 0.019 | 0.019 | 0.246 | 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 | 1,601,903 | 652 | 867 | -0.039 | 0.002 | 0.027 | 0.039 | 0.033 | 0.033 | 0.668 | 3 |
| 1 | True | 13,163,884 | 795,170 | 85 | 2,226 | -0.039 | -0.002 | -0.027 | 0.039 | 0.033 | 0.033 | 0.332 | 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 | 1,841,913 | 663 | 944 | -0.053 | -0.004 | -0.041 | 0.053 | 0.046 | 0.046 | 0.785 | 4 |
| 1 | True | 18,219,362 | 504,512 | 73 | 2,071 | -0.052 | -0.007 | -0.042 | 0.053 | 0.046 | 0.046 | 0.215 | 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 | 1,791,125 | 646 | 832 | -0.068 | -0.010 | -0.055 | 0.068 | 0.060 | 0.060 | 0.518 | 5 |
| 1 | True | 15,488,981 | 1,668,720 | 91 | 2,462 | -0.067 | -0.015 | -0.057 | 0.068 | 0.061 | 0.061 | 0.482 | 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 | 1,434,285 | 622 | 763 | -0.085 | -0.017 | -0.070 | 0.085 | 0.076 | 0.075 | 0.698 | 6 |
| 1 | True | 18,250,461 | 621,110 | 115 | 1,851 | -0.085 | -0.016 | -0.071 | 0.085 | 0.077 | 0.078 | 0.302 | 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 | 1,043,425 | 608 | 651 | -0.105 | -0.032 | -0.089 | 0.105 | 0.094 | 0.094 | 0.731 | 7 |
| 1 | True | 22,112,985 | 384,880 | 128 | 1,775 | -0.105 | -0.028 | -0.090 | 0.105 | 0.096 | 0.096 | 0.269 | 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 | 1,301,442 | 559 | 530 | -0.135 | -0.048 | -0.113 | 0.135 | 0.119 | 0.119 | 0.476 | 8 |
| 1 | True | 36,788,094 | 1,431,729 | 178 | 2,009 | -0.135 | 0.015 | 0.108 | 0.135 | 0.119 | 0.119 | 0.524 | 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 | 1,635,114 | 589 | 523 | -0.192 | -0.121 | -0.155 | 0.186 | 0.159 | 0.157 | 0.610 | 9 |
| 1 | True | 51,913,823 | 1,044,489 | 148 | 1,832 | -0.190 | 0.041 | 0.142 | 0.191 | 0.159 | 0.158 | 0.390 | 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 | 592,278 | 699 | 204 | -0.456 | -0.248 | -0.248 | 0.255 | 0.254 | 0.248 | 0.440 | 10 |
| 1 | True | 19,289,836 | 753,471 | 38 | 5,983 | -0.261 | 0.094 | 0.204 | 0.321 | 0.221 | 0.212 | 0.560 | 10 |