| 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 | 1,757,580 | 614 | 941 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.615 | 1 |
| 1 | True | 25,751,750 | 1,098,594 | 119 | 2,868 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.385 | 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 | 1,815,478 | 619 | 853 | -0.029 | 0.002 | 0.016 | 0.029 | 0.023 | 0.023 | 0.667 | 2 |
| 1 | True | 23,545,574 | 905,714 | 113 | 3,181 | -0.029 | -0.004 | -0.017 | 0.029 | 0.023 | 0.023 | 0.333 | 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 | 1,697,854 | 654 | 877 | -0.044 | 0.004 | 0.031 | 0.044 | 0.036 | 0.036 | 0.755 | 3 |
| 1 | True | 13,122,143 | 550,834 | 78 | 1,710 | -0.044 | -0.015 | -0.034 | 0.044 | 0.037 | 0.038 | 0.245 | 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 | 1,459,239 | 647 | 844 | -0.059 | 0.001 | 0.045 | 0.059 | 0.051 | 0.051 | 0.485 | 4 |
| 1 | True | 16,469,617 | 1,547,374 | 85 | 2,101 | -0.058 | -0.007 | -0.045 | 0.058 | 0.051 | 0.051 | 0.515 | 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 | 1,554,508 | 652 | 910 | -0.073 | -0.008 | -0.060 | 0.073 | 0.066 | 0.065 | 0.724 | 5 |
| 1 | True | 13,679,792 | 593,291 | 80 | 2,455 | -0.073 | -0.010 | -0.061 | 0.073 | 0.066 | 0.066 | 0.276 | 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 | 1,890,878 | 644 | 892 | -0.090 | -0.016 | -0.076 | 0.090 | 0.082 | 0.082 | 0.750 | 6 |
| 1 | True | 13,773,999 | 630,938 | 88 | 2,059 | -0.090 | -0.014 | -0.075 | 0.090 | 0.081 | 0.080 | 0.250 | 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 | 1,345,429 | 590 | 747 | -0.110 | -0.035 | -0.095 | 0.110 | 0.100 | 0.100 | 0.641 | 7 |
| 1 | True | 25,653,658 | 753,776 | 142 | 2,360 | -0.110 | -0.029 | -0.096 | 0.109 | 0.100 | 0.100 | 0.359 | 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 | 1,831,033 | 587 | 664 | -0.137 | -0.061 | -0.118 | 0.137 | 0.122 | 0.122 | 0.696 | 8 |
| 1 | True | 29,196,559 | 800,007 | 145 | 1,948 | -0.137 | 0.024 | 0.115 | 0.137 | 0.123 | 0.123 | 0.304 | 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 | 1,304,039 | 600 | 437 | -0.184 | -0.127 | -0.156 | 0.183 | 0.159 | 0.157 | 0.538 | 9 |
| 1 | True | 50,562,542 | 1,118,248 | 132 | 2,542 | -0.184 | 0.038 | 0.144 | 0.183 | 0.158 | 0.154 | 0.462 | 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 | 855,481 | 673 | 226 | -0.414 | -0.224 | -0.225 | 0.216 | 0.231 | 0.225 | 0.626 | 10 |
| 1 | True | 32,123,822 | 510,652 | 59 | 2,767 | -0.239 | 0.005 | 0.184 | 0.362 | 0.209 | 0.203 | 0.374 | 10 |