| 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 | 1,804,560 | 648 | 864 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.704 | 1 |
| 1 | True | 15,048,497 | 759,866 | 89 | 2,237 | -0.013 | 0.001 | 0.002 | 0.012 | 0.007 | 0.006 | 0.296 | 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 | 1,875,614 | 644 | 849 | -0.026 | 0.002 | 0.014 | 0.026 | 0.020 | 0.020 | 0.736 | 2 |
| 1 | True | 20,358,088 | 674,233 | 93 | 2,654 | -0.026 | -0.003 | -0.014 | 0.026 | 0.019 | 0.018 | 0.264 | 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 | 1,935,447 | 637 | 849 | -0.039 | 0.001 | 0.026 | 0.039 | 0.032 | 0.032 | 0.587 | 3 |
| 1 | True | 16,408,829 | 1,360,056 | 100 | 2,257 | -0.039 | -0.006 | -0.028 | 0.039 | 0.032 | 0.032 | 0.413 | 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 | 1,651,911 | 661 | 924 | -0.053 | -0.005 | -0.041 | 0.053 | 0.046 | 0.046 | 0.717 | 4 |
| 1 | True | 14,793,277 | 653,043 | 75 | 1,809 | -0.052 | -0.014 | -0.043 | 0.052 | 0.046 | 0.047 | 0.283 | 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 | 1,471,021 | 655 | 903 | -0.068 | -0.011 | -0.055 | 0.068 | 0.060 | 0.060 | 0.761 | 5 |
| 1 | True | 12,750,484 | 462,818 | 82 | 1,939 | -0.068 | -0.014 | -0.056 | 0.068 | 0.060 | 0.060 | 0.239 | 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 | 1,320,665 | 623 | 751 | -0.084 | -0.020 | -0.071 | 0.084 | 0.076 | 0.075 | 0.683 | 6 |
| 1 | True | 18,284,832 | 612,346 | 114 | 1,846 | -0.084 | -0.016 | -0.072 | 0.083 | 0.076 | 0.077 | 0.317 | 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 | 1,383,717 | 595 | 690 | -0.105 | -0.034 | -0.090 | 0.104 | 0.095 | 0.095 | 0.694 | 7 |
| 1 | True | 24,341,467 | 611,022 | 141 | 1,544 | -0.105 | -0.024 | -0.088 | 0.105 | 0.094 | 0.094 | 0.306 | 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 | 1,658,414 | 557 | 573 | -0.134 | -0.056 | -0.112 | 0.133 | 0.118 | 0.117 | 0.553 | 8 |
| 1 | True | 46,151,509 | 1,339,537 | 180 | 2,429 | -0.132 | 0.020 | 0.109 | 0.134 | 0.118 | 0.118 | 0.447 | 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 | 1,654,544 | 604 | 514 | -0.190 | -0.117 | -0.155 | 0.190 | 0.159 | 0.158 | 0.645 | 9 |
| 1 | True | 46,345,793 | 910,189 | 133 | 1,925 | -0.189 | 0.029 | 0.141 | 0.191 | 0.159 | 0.161 | 0.355 | 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 | 669,122 | 697 | 217 | -0.455 | -0.237 | -0.239 | 0.256 | 0.246 | 0.239 | 0.548 | 10 |
| 1 | True | 18,678,840 | 551,687 | 40 | 5,777 | -0.257 | 0.084 | 0.210 | 0.310 | 0.223 | 0.214 | 0.452 | 10 |