| 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 | 1,786,363 | 601 | 872 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.675 | 1 |
| 1 | True | 25,467,988 | 858,941 | 127 | 2,800 | -0.015 | -0.001 | 0.000 | 0.015 | 0.007 | 0.007 | 0.325 | 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 | 1,700,727 | 614 | 835 | -0.030 | 0.002 | 0.017 | 0.030 | 0.023 | 0.024 | 0.762 | 2 |
| 1 | True | 25,751,388 | 530,996 | 113 | 2,217 | -0.030 | -0.003 | -0.016 | 0.030 | 0.022 | 0.022 | 0.238 | 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 | 1,527,482 | 651 | 865 | -0.045 | 0.007 | 0.033 | 0.045 | 0.038 | 0.038 | 0.714 | 3 |
| 1 | True | 14,661,767 | 611,914 | 76 | 1,603 | -0.044 | -0.015 | -0.034 | 0.044 | 0.037 | 0.037 | 0.286 | 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 | 1,745,039 | 651 | 845 | -0.060 | 0.003 | 0.046 | 0.060 | 0.052 | 0.052 | 0.771 | 4 |
| 1 | True | 14,816,623 | 517,718 | 77 | 2,570 | -0.059 | -0.008 | -0.047 | 0.059 | 0.051 | 0.050 | 0.229 | 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 | 1,723,120 | 639 | 911 | -0.075 | -0.002 | -0.060 | 0.075 | 0.067 | 0.067 | 0.789 | 5 |
| 1 | True | 18,185,051 | 461,863 | 88 | 2,007 | -0.075 | -0.011 | -0.061 | 0.074 | 0.068 | 0.068 | 0.211 | 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 | 1,304,907 | 619 | 840 | -0.093 | -0.005 | -0.076 | 0.093 | 0.084 | 0.084 | 0.610 | 6 |
| 1 | True | 22,944,379 | 834,715 | 108 | 2,800 | -0.093 | -0.022 | -0.080 | 0.093 | 0.085 | 0.085 | 0.390 | 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 | 2,768,915 | 608 | 870 | -0.114 | -0.026 | -0.097 | 0.114 | 0.103 | 0.103 | 0.748 | 7 |
| 1 | True | 27,341,991 | 930,643 | 120 | 2,052 | -0.114 | -0.004 | -0.094 | 0.114 | 0.104 | 0.105 | 0.252 | 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 | 1,195,379 | 579 | 639 | -0.144 | -0.072 | -0.124 | 0.144 | 0.128 | 0.127 | 0.435 | 8 |
| 1 | True | 36,999,450 | 1,553,714 | 148 | 1,937 | -0.144 | 0.039 | 0.122 | 0.143 | 0.129 | 0.128 | 0.565 | 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 | 1,715,933 | 617 | 488 | -0.195 | -0.146 | -0.167 | 0.184 | 0.168 | 0.167 | 0.702 | 9 |
| 1 | True | 42,014,465 | 729,794 | 110 | 2,479 | -0.194 | 0.052 | 0.155 | 0.195 | 0.165 | 0.164 | 0.298 | 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 | 904,352 | 690 | 229 | -0.413 | -0.236 | -0.231 | 0.210 | 0.240 | 0.231 | 0.737 | 10 |
| 1 | True | 22,453,635 | 322,592 | 38 | 1,783 | -0.235 | 0.014 | 0.196 | 0.310 | 0.214 | 0.206 | 0.263 | 10 |