| 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 | 1,961,778 | 617 | 874 | -0.016 | 0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.725 | 1 |
| 1 | True | 24,660,336 | 742,974 | 116 | 3,020 | -0.016 | 0.000 | -0.002 | 0.015 | 0.008 | 0.009 | 0.275 | 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 | 1,593,780 | 632 | 914 | -0.031 | 0.003 | 0.017 | 0.031 | 0.023 | 0.023 | 0.647 | 2 |
| 1 | True | 18,391,299 | 867,998 | 100 | 1,929 | -0.030 | -0.009 | -0.022 | 0.029 | 0.023 | 0.023 | 0.353 | 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 | 1,741,748 | 645 | 831 | -0.045 | 0.002 | 0.031 | 0.045 | 0.038 | 0.038 | 0.522 | 3 |
| 1 | True | 20,117,268 | 1,594,226 | 87 | 2,572 | -0.045 | -0.007 | -0.033 | 0.045 | 0.037 | 0.037 | 0.478 | 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 | 1,922,844 | 644 | 950 | -0.060 | -0.002 | -0.046 | 0.060 | 0.052 | 0.052 | 0.825 | 4 |
| 1 | True | 15,703,855 | 408,302 | 88 | 2,125 | -0.060 | -0.010 | -0.047 | 0.060 | 0.052 | 0.052 | 0.175 | 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 | 1,921,097 | 655 | 906 | -0.076 | -0.006 | -0.061 | 0.075 | 0.068 | 0.068 | 0.779 | 5 |
| 1 | True | 13,702,961 | 544,460 | 77 | 2,062 | -0.075 | -0.010 | -0.063 | 0.076 | 0.068 | 0.069 | 0.221 | 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 | 1,359,504 | 632 | 916 | -0.093 | -0.017 | -0.078 | 0.093 | 0.084 | 0.084 | 0.682 | 6 |
| 1 | True | 16,733,361 | 633,977 | 100 | 1,639 | -0.093 | -0.012 | -0.079 | 0.093 | 0.085 | 0.085 | 0.318 | 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 | 1,399,583 | 607 | 791 | -0.113 | -0.039 | -0.099 | 0.113 | 0.103 | 0.103 | 0.648 | 7 |
| 1 | True | 27,175,005 | 759,228 | 125 | 2,706 | -0.113 | -0.013 | -0.096 | 0.112 | 0.103 | 0.103 | 0.352 | 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 | 1,448,046 | 571 | 575 | -0.142 | -0.067 | -0.122 | 0.142 | 0.126 | 0.126 | 0.530 | 8 |
| 1 | True | 38,861,733 | 1,284,733 | 161 | 2,123 | -0.142 | 0.012 | 0.115 | 0.141 | 0.126 | 0.124 | 0.470 | 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 | 1,549,848 | 606 | 425 | -0.195 | -0.137 | -0.165 | 0.194 | 0.166 | 0.166 | 0.710 | 9 |
| 1 | True | 48,295,761 | 632,659 | 126 | 2,191 | -0.194 | 0.037 | 0.147 | 0.194 | 0.163 | 0.160 | 0.290 | 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 | 1,128,640 | 683 | 208 | -0.401 | -0.239 | -0.240 | 0.248 | 0.245 | 0.241 | 0.705 | 10 |
| 1 | True | 28,107,547 | 472,565 | 49 | 2,854 | -0.246 | -0.009 | -0.195 | 0.323 | 0.221 | 0.214 | 0.295 | 10 |