| 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 | 2,203,667 | 630 | 815 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.746 | 1 |
| 1 | True | 20,238,348 | 748,433 | 107 | 2,620 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.254 | 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 | 1,454,480 | 644 | 819 | -0.026 | 0.001 | 0.014 | 0.026 | 0.020 | 0.020 | 0.691 | 2 |
| 1 | True | 17,403,380 | 649,730 | 93 | 2,003 | -0.026 | -0.001 | -0.015 | 0.025 | 0.020 | 0.021 | 0.309 | 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 | 1,581,112 | 654 | 819 | -0.040 | 0.000 | 0.026 | 0.040 | 0.033 | 0.033 | 0.734 | 3 |
| 1 | True | 17,479,799 | 572,056 | 83 | 2,483 | -0.040 | -0.008 | -0.029 | 0.039 | 0.033 | 0.033 | 0.266 | 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 | 1,611,824 | 653 | 913 | -0.054 | -0.003 | -0.041 | 0.054 | 0.047 | 0.047 | 0.713 | 4 |
| 1 | True | 17,011,799 | 647,638 | 83 | 1,934 | -0.054 | -0.014 | -0.042 | 0.054 | 0.046 | 0.045 | 0.287 | 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 | 1,380,987 | 665 | 856 | -0.069 | -0.010 | -0.057 | 0.068 | 0.061 | 0.061 | 0.773 | 5 |
| 1 | True | 7,173,509 | 405,595 | 72 | 1,386 | -0.069 | -0.011 | -0.059 | 0.068 | 0.063 | 0.064 | 0.227 | 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 | 1,402,760 | 634 | 769 | -0.084 | -0.021 | -0.072 | 0.084 | 0.076 | 0.076 | 0.494 | 6 |
| 1 | True | 17,635,356 | 1,438,698 | 103 | 1,949 | -0.084 | -0.020 | -0.073 | 0.084 | 0.077 | 0.076 | 0.506 | 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 | 2,018,492 | 597 | 736 | -0.105 | -0.030 | -0.089 | 0.105 | 0.094 | 0.094 | 0.763 | 7 |
| 1 | True | 23,053,353 | 628,623 | 139 | 2,085 | -0.105 | -0.016 | -0.086 | 0.105 | 0.094 | 0.093 | 0.237 | 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 | 1,067,366 | 543 | 547 | -0.133 | -0.046 | -0.112 | 0.133 | 0.118 | 0.117 | 0.517 | 8 |
| 1 | True | 37,763,209 | 997,608 | 194 | 1,985 | -0.133 | -0.003 | -0.106 | 0.133 | 0.119 | 0.119 | 0.483 | 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 | 1,520,076 | 586 | 476 | -0.190 | -0.116 | -0.153 | 0.185 | 0.157 | 0.155 | 0.574 | 9 |
| 1 | True | 53,927,724 | 1,127,857 | 151 | 1,859 | -0.191 | 0.046 | 0.140 | 0.190 | 0.159 | 0.158 | 0.426 | 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 | 745,202 | 694 | 208 | -0.488 | -0.238 | -0.240 | 0.259 | 0.247 | 0.240 | 0.458 | 10 |
| 1 | True | 20,562,850 | 883,151 | 43 | 5,404 | -0.292 | 0.077 | 0.197 | 0.314 | 0.217 | 0.209 | 0.542 | 10 |