| 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 | 2,441,522 | 623 | 874 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.714 | 1 |
| 1 | True | 23,904,747 | 979,257 | 112 | 2,609 | -0.014 | 0.000 | 0.001 | 0.014 | 0.007 | 0.008 | 0.286 | 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 | 1,627,954 | 641 | 823 | -0.029 | 0.002 | 0.015 | 0.029 | 0.022 | 0.022 | 0.606 | 2 |
| 1 | True | 19,418,094 | 1,060,163 | 94 | 2,608 | -0.029 | -0.002 | -0.015 | 0.029 | 0.021 | 0.021 | 0.394 | 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 | 2,048,821 | 630 | 869 | -0.044 | -0.000 | -0.029 | 0.044 | 0.036 | 0.036 | 0.796 | 3 |
| 1 | True | 12,433,632 | 523,628 | 105 | 2,477 | -0.043 | -0.010 | -0.032 | 0.043 | 0.036 | 0.036 | 0.204 | 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 | 1,411,405 | 640 | 1,005 | -0.057 | 0.002 | 0.044 | 0.057 | 0.050 | 0.051 | 0.788 | 4 |
| 1 | True | 17,358,323 | 378,967 | 95 | 2,063 | -0.057 | -0.006 | -0.045 | 0.057 | 0.051 | 0.051 | 0.212 | 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 | 1,768,470 | 652 | 940 | -0.072 | -0.005 | -0.058 | 0.072 | 0.065 | 0.064 | 0.799 | 5 |
| 1 | True | 16,599,927 | 445,436 | 83 | 2,033 | -0.072 | -0.028 | -0.063 | 0.071 | 0.065 | 0.066 | 0.201 | 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 | 1,157,308 | 642 | 820 | -0.089 | -0.016 | -0.075 | 0.089 | 0.080 | 0.080 | 0.457 | 6 |
| 1 | True | 13,923,202 | 1,376,390 | 93 | 2,191 | -0.088 | -0.015 | -0.076 | 0.089 | 0.081 | 0.082 | 0.543 | 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 | 1,334,033 | 615 | 775 | -0.109 | -0.031 | -0.094 | 0.109 | 0.099 | 0.099 | 0.616 | 7 |
| 1 | True | 22,880,987 | 832,620 | 120 | 1,856 | -0.109 | -0.006 | -0.090 | 0.109 | 0.100 | 0.099 | 0.384 | 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 | 1,886,776 | 592 | 654 | -0.136 | -0.055 | -0.116 | 0.136 | 0.121 | 0.120 | 0.585 | 8 |
| 1 | True | 30,485,325 | 1,340,721 | 143 | 2,286 | -0.136 | 0.024 | 0.113 | 0.136 | 0.122 | 0.121 | 0.415 | 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 | 1,265,882 | 594 | 484 | -0.186 | -0.134 | -0.157 | 0.185 | 0.159 | 0.158 | 0.613 | 9 |
| 1 | True | 52,213,662 | 800,656 | 141 | 1,887 | -0.185 | 0.040 | 0.144 | 0.184 | 0.157 | 0.155 | 0.387 | 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 | 786,895 | 684 | 225 | -0.406 | -0.225 | -0.224 | 0.237 | 0.232 | 0.224 | 0.663 | 10 |
| 1 | True | 28,086,540 | 400,405 | 51 | 2,580 | -0.241 | 0.034 | 0.190 | 0.339 | 0.213 | 0.206 | 0.337 | 10 |