| 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 | 1,777,594 | 616 | 917 | -0.015 | 0.000 | 0.001 | 0.015 | 0.008 | 0.008 | 0.702 | 1 |
| 1 | True | 25,357,126 | 753,638 | 120 | 2,639 | -0.015 | 0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.298 | 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 | 1,695,405 | 631 | 850 | -0.031 | 0.002 | 0.017 | 0.031 | 0.023 | 0.023 | 0.790 | 2 |
| 1 | True | 19,077,312 | 449,956 | 104 | 2,183 | -0.030 | -0.007 | -0.019 | 0.030 | 0.024 | 0.024 | 0.210 | 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 | 1,705,295 | 646 | 870 | -0.045 | 0.003 | 0.032 | 0.045 | 0.038 | 0.038 | 0.754 | 3 |
| 1 | True | 17,719,420 | 556,643 | 89 | 1,641 | -0.045 | -0.005 | -0.032 | 0.045 | 0.038 | 0.039 | 0.246 | 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 | 2,041,763 | 664 | 889 | -0.060 | 0.002 | 0.046 | 0.060 | 0.053 | 0.053 | 0.555 | 4 |
| 1 | True | 10,688,305 | 1,636,323 | 71 | 2,695 | -0.060 | -0.013 | -0.047 | 0.059 | 0.052 | 0.053 | 0.445 | 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 | 1,405,189 | 656 | 881 | -0.075 | -0.013 | -0.063 | 0.075 | 0.068 | 0.068 | 0.651 | 5 |
| 1 | True | 16,141,720 | 752,802 | 79 | 2,095 | -0.075 | -0.012 | -0.064 | 0.073 | 0.068 | 0.068 | 0.349 | 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 | 2,052,688 | 639 | 882 | -0.092 | -0.021 | -0.078 | 0.092 | 0.084 | 0.084 | 0.769 | 6 |
| 1 | True | 18,300,965 | 616,534 | 96 | 2,007 | -0.092 | -0.013 | -0.077 | 0.092 | 0.084 | 0.085 | 0.231 | 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 | 1,353,740 | 618 | 799 | -0.111 | -0.036 | -0.097 | 0.111 | 0.101 | 0.101 | 0.655 | 7 |
| 1 | True | 19,492,541 | 713,329 | 117 | 1,852 | -0.111 | -0.013 | -0.096 | 0.111 | 0.102 | 0.102 | 0.345 | 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 | 1,552,800 | 579 | 618 | -0.137 | -0.054 | -0.118 | 0.137 | 0.123 | 0.122 | 0.598 | 8 |
| 1 | True | 29,907,844 | 1,043,592 | 156 | 1,934 | -0.137 | 0.019 | 0.114 | 0.137 | 0.124 | 0.123 | 0.402 | 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 | 1,391,528 | 601 | 434 | -0.185 | -0.123 | -0.155 | 0.185 | 0.159 | 0.159 | 0.529 | 9 |
| 1 | True | 50,365,441 | 1,240,372 | 134 | 2,628 | -0.185 | 0.042 | 0.146 | 0.185 | 0.158 | 0.155 | 0.471 | 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 | 708,339 | 680 | 217 | -0.414 | -0.224 | -0.223 | 0.236 | 0.230 | 0.223 | 0.626 | 10 |
| 1 | True | 29,032,605 | 423,929 | 55 | 2,662 | -0.239 | 0.012 | 0.190 | 0.341 | 0.210 | 0.202 | 0.374 | 10 |