| 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 | 1,743,465 | 594 | 860 | -0.017 | 0.001 | 0.001 | 0.017 | 0.008 | 0.008 | 0.662 | 1 |
| 1 | True | 29,870,176 | 891,505 | 134 | 2,804 | -0.016 | -0.001 | -0.000 | 0.016 | 0.008 | 0.007 | 0.338 | 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 | 1,806,965 | 615 | 873 | -0.033 | 0.002 | 0.018 | 0.033 | 0.025 | 0.025 | 0.714 | 2 |
| 1 | True | 21,602,856 | 723,722 | 112 | 2,127 | -0.031 | -0.003 | -0.018 | 0.032 | 0.024 | 0.024 | 0.286 | 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 | 1,890,057 | 637 | 919 | -0.048 | 0.006 | 0.034 | 0.048 | 0.040 | 0.040 | 0.783 | 3 |
| 1 | True | 14,595,022 | 524,873 | 90 | 1,985 | -0.048 | -0.010 | -0.036 | 0.048 | 0.040 | 0.040 | 0.217 | 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 | 1,705,788 | 652 | 882 | -0.063 | 0.003 | 0.049 | 0.063 | 0.056 | 0.056 | 0.561 | 4 |
| 1 | True | 13,836,348 | 1,337,337 | 76 | 2,585 | -0.063 | -0.010 | -0.051 | 0.063 | 0.056 | 0.056 | 0.439 | 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 | 1,732,605 | 637 | 886 | -0.079 | -0.001 | -0.063 | 0.079 | 0.071 | 0.071 | 0.656 | 5 |
| 1 | True | 25,001,646 | 910,105 | 90 | 2,670 | -0.079 | -0.011 | -0.065 | 0.079 | 0.071 | 0.071 | 0.344 | 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 | 2,120,998 | 632 | 917 | -0.096 | -0.014 | -0.081 | 0.096 | 0.087 | 0.088 | 0.804 | 6 |
| 1 | True | 17,902,383 | 515,496 | 95 | 2,639 | -0.096 | -0.011 | -0.080 | 0.096 | 0.087 | 0.087 | 0.196 | 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 | 2,036,280 | 616 | 846 | -0.117 | -0.033 | -0.101 | 0.117 | 0.106 | 0.106 | 0.755 | 7 |
| 1 | True | 24,626,233 | 660,140 | 112 | 2,387 | -0.116 | -0.017 | -0.101 | 0.116 | 0.107 | 0.108 | 0.245 | 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 | 1,288,708 | 589 | 612 | -0.145 | -0.068 | -0.126 | 0.145 | 0.130 | 0.130 | 0.671 | 8 |
| 1 | True | 34,734,366 | 631,385 | 138 | 2,122 | -0.145 | 0.037 | 0.124 | 0.145 | 0.130 | 0.130 | 0.329 | 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 | 1,686,364 | 609 | 474 | -0.192 | -0.145 | -0.167 | 0.191 | 0.168 | 0.167 | 0.665 | 9 |
| 1 | True | 46,061,586 | 851,155 | 118 | 1,989 | -0.191 | 0.039 | 0.153 | 0.191 | 0.166 | 0.164 | 0.335 | 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 | 770,422 | 692 | 227 | -0.423 | -0.235 | -0.230 | 0.258 | 0.239 | 0.230 | 0.762 | 10 |
| 1 | True | 23,012,092 | 240,441 | 36 | 1,684 | -0.240 | 0.043 | 0.198 | 0.310 | 0.222 | 0.210 | 0.238 | 10 |