| 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 | 1,785,412 | 622 | 892 | -0.016 | 0.000 | 0.001 | 0.016 | 0.008 | 0.008 | 0.715 | 1 |
| 1 | True | 25,386,647 | 711,611 | 111 | 3,009 | -0.016 | -0.000 | -0.000 | 0.015 | 0.009 | 0.009 | 0.285 | 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 | 1,815,250 | 624 | 893 | -0.031 | 0.003 | 0.018 | 0.031 | 0.024 | 0.024 | 0.749 | 2 |
| 1 | True | 24,282,196 | 608,505 | 108 | 2,440 | -0.031 | -0.008 | -0.019 | 0.030 | 0.023 | 0.022 | 0.251 | 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 | 1,869,411 | 645 | 830 | -0.045 | 0.003 | 0.032 | 0.045 | 0.038 | 0.038 | 0.511 | 3 |
| 1 | True | 17,711,902 | 1,791,972 | 87 | 1,985 | -0.045 | -0.008 | -0.034 | 0.045 | 0.038 | 0.038 | 0.489 | 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 | 1,935,116 | 650 | 956 | -0.060 | -0.001 | -0.046 | 0.060 | 0.053 | 0.052 | 0.820 | 4 |
| 1 | True | 11,006,792 | 425,676 | 82 | 2,330 | -0.060 | -0.009 | -0.049 | 0.059 | 0.053 | 0.052 | 0.180 | 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 | 1,791,782 | 655 | 918 | -0.076 | -0.005 | -0.061 | 0.076 | 0.068 | 0.068 | 0.772 | 5 |
| 1 | True | 13,321,834 | 529,090 | 77 | 1,843 | -0.076 | -0.013 | -0.062 | 0.076 | 0.068 | 0.068 | 0.228 | 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 | 1,544,673 | 628 | 857 | -0.093 | -0.016 | -0.078 | 0.093 | 0.084 | 0.084 | 0.735 | 6 |
| 1 | True | 18,357,705 | 557,494 | 104 | 1,463 | -0.093 | -0.013 | -0.078 | 0.093 | 0.085 | 0.085 | 0.265 | 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 | 1,493,970 | 614 | 753 | -0.113 | -0.035 | -0.098 | 0.113 | 0.103 | 0.103 | 0.659 | 7 |
| 1 | True | 27,203,789 | 774,595 | 118 | 2,653 | -0.113 | -0.000 | -0.001 | 0.113 | 0.103 | 0.103 | 0.341 | 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 | 1,516,696 | 577 | 626 | -0.141 | -0.069 | -0.122 | 0.141 | 0.126 | 0.125 | 0.568 | 8 |
| 1 | True | 37,800,287 | 1,154,218 | 155 | 2,412 | -0.140 | 0.006 | 0.115 | 0.141 | 0.126 | 0.126 | 0.432 | 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 | 1,366,450 | 602 | 435 | -0.191 | -0.135 | -0.162 | 0.190 | 0.165 | 0.164 | 0.631 | 9 |
| 1 | True | 53,477,608 | 799,475 | 130 | 1,974 | -0.191 | 0.034 | 0.144 | 0.191 | 0.162 | 0.160 | 0.369 | 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 | 1,147,625 | 688 | 217 | -0.400 | -0.233 | -0.237 | 0.242 | 0.241 | 0.237 | 0.745 | 10 |
| 1 | True | 23,889,763 | 393,574 | 44 | 2,649 | -0.252 | 0.016 | 0.192 | 0.318 | 0.224 | 0.216 | 0.255 | 10 |