| 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 | 1,930,572 | 624 | 869 | -0.015 | 0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.674 | 1 |
| 1 | True | 24,637,926 | 933,094 | 111 | 2,715 | -0.014 | -0.001 | -0.002 | 0.014 | 0.007 | 0.008 | 0.326 | 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 | 1,804,894 | 637 | 834 | -0.029 | 0.000 | 0.015 | 0.029 | 0.022 | 0.022 | 0.774 | 2 |
| 1 | True | 15,731,693 | 526,988 | 98 | 1,946 | -0.028 | -0.003 | -0.017 | 0.029 | 0.022 | 0.022 | 0.226 | 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 | 1,969,754 | 636 | 939 | -0.043 | 0.003 | 0.030 | 0.043 | 0.036 | 0.037 | 0.759 | 3 |
| 1 | True | 15,881,976 | 625,466 | 99 | 2,488 | -0.043 | -0.005 | -0.031 | 0.043 | 0.036 | 0.035 | 0.241 | 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 | 1,609,517 | 650 | 905 | -0.058 | 0.001 | 0.043 | 0.058 | 0.051 | 0.051 | 0.829 | 4 |
| 1 | True | 15,003,709 | 332,784 | 85 | 1,649 | -0.058 | -0.014 | -0.046 | 0.057 | 0.050 | 0.050 | 0.171 | 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 | 1,398,024 | 658 | 884 | -0.072 | -0.011 | -0.060 | 0.072 | 0.065 | 0.065 | 0.473 | 5 |
| 1 | True | 15,712,154 | 1,559,350 | 77 | 2,096 | -0.072 | -0.004 | -0.059 | 0.072 | 0.065 | 0.065 | 0.527 | 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 | 1,447,825 | 646 | 879 | -0.089 | -0.016 | -0.075 | 0.089 | 0.080 | 0.080 | 0.717 | 6 |
| 1 | True | 13,164,821 | 572,291 | 89 | 2,072 | -0.088 | -0.015 | -0.074 | 0.089 | 0.081 | 0.081 | 0.283 | 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 | 1,259,400 | 614 | 757 | -0.108 | -0.032 | -0.094 | 0.108 | 0.098 | 0.098 | 0.555 | 7 |
| 1 | True | 25,131,760 | 1,011,453 | 121 | 2,213 | -0.107 | -0.012 | -0.091 | 0.108 | 0.098 | 0.097 | 0.445 | 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 | 1,608,135 | 582 | 619 | -0.134 | -0.056 | -0.115 | 0.134 | 0.120 | 0.120 | 0.531 | 8 |
| 1 | True | 28,245,767 | 1,421,801 | 153 | 1,864 | -0.134 | 0.019 | 0.111 | 0.134 | 0.120 | 0.119 | 0.469 | 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 | 2,020,379 | 595 | 455 | -0.186 | -0.122 | -0.153 | 0.183 | 0.157 | 0.155 | 0.721 | 9 |
| 1 | True | 54,381,307 | 781,934 | 140 | 2,066 | -0.184 | 0.037 | 0.142 | 0.185 | 0.155 | 0.152 | 0.279 | 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 | 708,539 | 680 | 225 | -0.399 | -0.226 | -0.224 | 0.239 | 0.231 | 0.224 | 0.664 | 10 |
| 1 | True | 29,235,426 | 358,596 | 55 | 2,701 | -0.247 | 0.015 | 0.188 | 0.320 | 0.211 | 0.203 | 0.336 | 10 |