| 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 | 2,087,650 | 615 | 844 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.683 | 1 |
| 1 | True | 24,933,459 | 967,140 | 120 | 2,572 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.008 | 0.317 | 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 | 1,526,129 | 620 | 806 | -0.028 | 0.000 | 0.014 | 0.028 | 0.021 | 0.021 | 0.615 | 2 |
| 1 | True | 20,148,685 | 954,792 | 115 | 2,757 | -0.028 | 0.002 | 0.015 | 0.028 | 0.021 | 0.021 | 0.385 | 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 | 1,841,624 | 659 | 880 | -0.043 | 0.000 | 0.029 | 0.043 | 0.036 | 0.035 | 0.719 | 3 |
| 1 | True | 11,826,864 | 720,485 | 76 | 1,677 | -0.043 | -0.010 | -0.032 | 0.043 | 0.036 | 0.036 | 0.281 | 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 | 1,677,203 | 645 | 985 | -0.057 | -0.001 | -0.043 | 0.057 | 0.050 | 0.050 | 0.567 | 4 |
| 1 | True | 15,316,983 | 1,282,391 | 90 | 1,608 | -0.057 | -0.018 | -0.047 | 0.057 | 0.050 | 0.050 | 0.433 | 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 | 1,615,307 | 661 | 904 | -0.072 | -0.006 | -0.058 | 0.072 | 0.064 | 0.064 | 0.780 | 5 |
| 1 | True | 13,182,341 | 455,376 | 74 | 2,107 | -0.072 | -0.009 | -0.059 | 0.072 | 0.065 | 0.064 | 0.220 | 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 | 1,595,437 | 625 | 834 | -0.090 | -0.012 | -0.074 | 0.090 | 0.081 | 0.080 | 0.723 | 6 |
| 1 | True | 20,242,199 | 609,846 | 110 | 1,742 | -0.090 | -0.017 | -0.075 | 0.089 | 0.081 | 0.081 | 0.277 | 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 | 1,374,220 | 608 | 809 | -0.109 | -0.033 | -0.095 | 0.109 | 0.099 | 0.099 | 0.688 | 7 |
| 1 | True | 26,273,650 | 621,924 | 127 | 2,021 | -0.109 | -0.011 | -0.091 | 0.109 | 0.101 | 0.102 | 0.312 | 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 | 1,804,689 | 580 | 634 | -0.138 | -0.062 | -0.117 | 0.137 | 0.122 | 0.121 | 0.586 | 8 |
| 1 | True | 31,108,171 | 1,272,846 | 155 | 1,857 | -0.136 | 0.023 | 0.114 | 0.138 | 0.123 | 0.122 | 0.414 | 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 | 1,431,162 | 613 | 438 | -0.188 | -0.133 | -0.158 | 0.184 | 0.161 | 0.160 | 0.686 | 9 |
| 1 | True | 47,331,779 | 656,203 | 122 | 2,052 | -0.187 | 0.041 | 0.146 | 0.187 | 0.158 | 0.155 | 0.314 | 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 | 787,007 | 690 | 227 | -0.419 | -0.230 | -0.227 | 0.242 | 0.235 | 0.227 | 0.627 | 10 |
| 1 | True | 25,437,246 | 467,342 | 45 | 3,820 | -0.239 | 0.061 | 0.196 | 0.352 | 0.218 | 0.209 | 0.373 | 10 |