| 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 | 1,392,742 | 581 | 826 | -0.016 | 0.001 | 0.002 | 0.016 | 0.008 | 0.008 | 0.668 | 1 |
| 1 | True | 29,629,962 | 692,676 | 147 | 1,935 | -0.015 | -0.000 | 0.000 | 0.016 | 0.008 | 0.008 | 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 | 1,899,284 | 623 | 795 | -0.031 | 0.001 | 0.016 | 0.031 | 0.024 | 0.024 | 0.778 | 2 |
| 1 | True | 22,810,489 | 542,216 | 104 | 2,154 | -0.031 | -0.002 | -0.017 | 0.031 | 0.024 | 0.024 | 0.222 | 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 | 2,010,060 | 651 | 894 | -0.046 | 0.005 | 0.033 | 0.046 | 0.039 | 0.039 | 0.782 | 3 |
| 1 | True | 10,828,350 | 559,649 | 76 | 2,278 | -0.046 | -0.008 | -0.033 | 0.045 | 0.038 | 0.038 | 0.218 | 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 | 1,628,026 | 639 | 882 | -0.061 | 0.009 | 0.048 | 0.061 | 0.053 | 0.053 | 0.692 | 4 |
| 1 | True | 17,506,171 | 724,358 | 89 | 2,923 | -0.061 | -0.015 | -0.049 | 0.061 | 0.053 | 0.053 | 0.308 | 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 | 1,840,862 | 644 | 982 | -0.076 | 0.002 | 0.061 | 0.076 | 0.069 | 0.068 | 0.694 | 5 |
| 1 | True | 16,654,445 | 810,298 | 83 | 2,485 | -0.076 | -0.011 | -0.063 | 0.076 | 0.068 | 0.068 | 0.306 | 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 | 1,606,440 | 626 | 841 | -0.094 | -0.005 | -0.077 | 0.094 | 0.085 | 0.085 | 0.668 | 6 |
| 1 | True | 28,469,922 | 798,315 | 101 | 2,924 | -0.094 | -0.022 | -0.081 | 0.093 | 0.085 | 0.085 | 0.332 | 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 | 1,997,385 | 602 | 810 | -0.116 | -0.024 | -0.098 | 0.116 | 0.105 | 0.105 | 0.509 | 7 |
| 1 | True | 33,327,817 | 1,928,425 | 126 | 3,053 | -0.116 | 0.000 | -0.000 | 0.116 | 0.105 | 0.106 | 0.491 | 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 | 1,302,070 | 584 | 661 | -0.147 | -0.068 | -0.125 | 0.147 | 0.130 | 0.130 | 0.675 | 8 |
| 1 | True | 30,266,063 | 626,685 | 143 | 1,668 | -0.145 | 0.038 | 0.121 | 0.146 | 0.130 | 0.129 | 0.325 | 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 | 1,809,016 | 619 | 484 | -0.197 | -0.155 | -0.168 | 0.194 | 0.170 | 0.168 | 0.749 | 9 |
| 1 | True | 40,223,366 | 604,828 | 108 | 2,263 | -0.194 | 0.055 | 0.156 | 0.197 | 0.168 | 0.166 | 0.251 | 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 | 878,860 | 697 | 231 | -0.414 | -0.241 | -0.235 | 0.227 | 0.244 | 0.235 | 0.769 | 10 |
| 1 | True | 21,484,216 | 263,978 | 31 | 1,589 | -0.244 | 0.054 | 0.204 | 0.313 | 0.223 | 0.214 | 0.231 | 10 |