| 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 | 1,735,588 | 606 | 897 | -0.017 | 0.000 | 0.000 | 0.017 | 0.009 | 0.009 | 0.668 | 1 |
| 1 | True | 27,122,288 | 862,917 | 127 | 2,936 | -0.016 | -0.001 | -0.000 | 0.017 | 0.008 | 0.009 | 0.332 | 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 | 1,582,424 | 634 | 850 | -0.032 | 0.003 | 0.018 | 0.032 | 0.024 | 0.025 | 0.702 | 2 |
| 1 | True | 22,492,493 | 672,522 | 98 | 2,171 | -0.031 | -0.006 | -0.019 | 0.031 | 0.024 | 0.023 | 0.298 | 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 | 1,798,951 | 636 | 848 | -0.047 | 0.005 | 0.033 | 0.047 | 0.039 | 0.039 | 0.532 | 3 |
| 1 | True | 17,927,833 | 1,580,304 | 96 | 2,049 | -0.047 | -0.013 | -0.034 | 0.047 | 0.039 | 0.039 | 0.468 | 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 | 2,052,194 | 652 | 908 | -0.062 | 0.004 | 0.048 | 0.062 | 0.055 | 0.055 | 0.728 | 4 |
| 1 | True | 15,420,740 | 768,211 | 80 | 2,585 | -0.062 | -0.006 | -0.049 | 0.062 | 0.055 | 0.055 | 0.272 | 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 | 1,595,154 | 651 | 877 | -0.078 | -0.005 | -0.063 | 0.078 | 0.070 | 0.070 | 0.768 | 5 |
| 1 | True | 13,079,467 | 482,302 | 81 | 1,938 | -0.078 | -0.009 | -0.064 | 0.077 | 0.070 | 0.070 | 0.232 | 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 | 1,399,076 | 637 | 912 | -0.095 | -0.018 | -0.081 | 0.095 | 0.087 | 0.087 | 0.697 | 6 |
| 1 | True | 19,108,345 | 608,311 | 95 | 1,979 | -0.095 | -0.014 | -0.082 | 0.095 | 0.087 | 0.087 | 0.303 | 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 | 1,567,521 | 603 | 813 | -0.115 | -0.035 | -0.099 | 0.115 | 0.104 | 0.104 | 0.592 | 7 |
| 1 | True | 29,839,454 | 1,080,199 | 129 | 2,565 | -0.115 | -0.002 | -0.095 | 0.115 | 0.106 | 0.106 | 0.408 | 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 | 1,711,649 | 587 | 595 | -0.144 | -0.071 | -0.124 | 0.143 | 0.128 | 0.127 | 0.705 | 8 |
| 1 | True | 34,669,157 | 716,624 | 145 | 2,180 | -0.144 | 0.015 | 0.118 | 0.143 | 0.128 | 0.127 | 0.295 | 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 | 1,555,550 | 617 | 462 | -0.187 | -0.136 | -0.160 | 0.187 | 0.164 | 0.163 | 0.664 | 9 |
| 1 | True | 47,113,578 | 786,366 | 115 | 2,401 | -0.187 | 0.031 | 0.149 | 0.187 | 0.164 | 0.164 | 0.336 | 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 | 1,123,671 | 685 | 217 | -0.387 | -0.225 | -0.225 | 0.235 | 0.231 | 0.225 | 0.758 | 10 |
| 1 | True | 25,200,815 | 359,220 | 47 | 1,842 | -0.250 | 0.025 | 0.189 | 0.314 | 0.213 | 0.208 | 0.242 | 10 |