| 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 | 1,818,874 | 622 | 827 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.006 | 0.728 | 1 |
| 1 | True | 20,977,504 | 679,479 | 113 | 2,352 | -0.014 | -0.001 | 0.000 | 0.013 | 0.006 | 0.006 | 0.272 | 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 | 1,461,358 | 636 | 859 | -0.027 | 0.001 | 0.014 | 0.027 | 0.020 | 0.020 | 0.482 | 2 |
| 1 | True | 21,730,219 | 1,568,447 | 99 | 2,647 | -0.026 | 0.004 | 0.016 | 0.026 | 0.020 | 0.020 | 0.518 | 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 | 2,010,236 | 658 | 905 | -0.041 | -0.000 | -0.027 | 0.041 | 0.034 | 0.034 | 0.802 | 3 |
| 1 | True | 13,198,804 | 495,339 | 77 | 1,714 | -0.040 | -0.007 | -0.029 | 0.040 | 0.034 | 0.034 | 0.198 | 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 | 2,084,173 | 658 | 892 | -0.054 | -0.000 | -0.041 | 0.054 | 0.047 | 0.047 | 0.761 | 4 |
| 1 | True | 13,098,045 | 653,880 | 76 | 2,262 | -0.054 | -0.017 | -0.044 | 0.053 | 0.047 | 0.047 | 0.239 | 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 | 1,761,957 | 655 | 862 | -0.070 | -0.007 | -0.056 | 0.070 | 0.062 | 0.062 | 0.833 | 5 |
| 1 | True | 12,500,686 | 354,444 | 80 | 1,947 | -0.070 | -0.014 | -0.057 | 0.069 | 0.062 | 0.061 | 0.167 | 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 | 1,431,288 | 630 | 831 | -0.087 | -0.013 | -0.072 | 0.087 | 0.078 | 0.078 | 0.720 | 6 |
| 1 | True | 19,194,592 | 555,750 | 105 | 2,005 | -0.087 | -0.017 | -0.073 | 0.087 | 0.078 | 0.078 | 0.280 | 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 | 1,016,350 | 591 | 748 | -0.108 | -0.031 | -0.092 | 0.108 | 0.098 | 0.098 | 0.602 | 7 |
| 1 | True | 22,022,766 | 671,268 | 143 | 1,814 | -0.108 | -0.015 | -0.090 | 0.108 | 0.098 | 0.098 | 0.398 | 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 | 1,972,487 | 582 | 708 | -0.139 | -0.060 | -0.115 | 0.138 | 0.121 | 0.120 | 0.672 | 8 |
| 1 | True | 35,501,952 | 963,870 | 153 | 1,863 | -0.138 | 0.025 | 0.115 | 0.139 | 0.123 | 0.123 | 0.328 | 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 | 1,566,468 | 604 | 485 | -0.188 | -0.124 | -0.156 | 0.182 | 0.160 | 0.158 | 0.586 | 9 |
| 1 | True | 50,205,792 | 1,106,605 | 131 | 2,174 | -0.186 | 0.030 | 0.142 | 0.188 | 0.158 | 0.155 | 0.414 | 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 | 724,657 | 685 | 218 | -0.419 | -0.232 | -0.232 | 0.248 | 0.237 | 0.232 | 0.519 | 10 |
| 1 | True | 27,195,129 | 672,756 | 50 | 5,270 | -0.272 | 0.062 | 0.195 | 0.343 | 0.215 | 0.209 | 0.481 | 10 |