| 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 | 1,764,710 | 590 | 834 | -0.016 | 0.001 | 0.002 | 0.016 | 0.008 | 0.008 | 0.693 | 1 |
| 1 | True | 30,030,689 | 781,857 | 138 | 2,243 | -0.015 | -0.000 | -0.001 | 0.016 | 0.008 | 0.009 | 0.307 | 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 | 1,449,453 | 622 | 820 | -0.031 | 0.004 | 0.018 | 0.031 | 0.024 | 0.024 | 0.697 | 2 |
| 1 | True | 14,191,015 | 629,415 | 105 | 2,170 | -0.031 | -0.002 | -0.017 | 0.031 | 0.024 | 0.024 | 0.303 | 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 | 1,797,396 | 637 | 874 | -0.047 | 0.006 | 0.034 | 0.047 | 0.039 | 0.039 | 0.757 | 3 |
| 1 | True | 18,455,359 | 575,499 | 90 | 1,954 | -0.046 | -0.008 | -0.034 | 0.046 | 0.039 | 0.039 | 0.243 | 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 | 1,590,078 | 647 | 948 | -0.062 | 0.003 | 0.047 | 0.062 | 0.055 | 0.055 | 0.481 | 4 |
| 1 | True | 16,456,955 | 1,712,764 | 81 | 3,375 | -0.062 | -0.013 | -0.051 | 0.062 | 0.055 | 0.055 | 0.519 | 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 | 2,387,659 | 639 | 951 | -0.079 | -0.006 | -0.064 | 0.079 | 0.071 | 0.071 | 0.758 | 5 |
| 1 | True | 24,180,970 | 761,119 | 88 | 2,509 | -0.079 | -0.012 | -0.064 | 0.079 | 0.071 | 0.071 | 0.242 | 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 | 1,808,216 | 621 | 889 | -0.098 | -0.008 | -0.081 | 0.098 | 0.088 | 0.088 | 0.718 | 6 |
| 1 | True | 23,892,880 | 711,352 | 106 | 2,666 | -0.098 | -0.021 | -0.083 | 0.097 | 0.088 | 0.089 | 0.282 | 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 | 1,871,973 | 614 | 869 | -0.120 | -0.032 | -0.103 | 0.120 | 0.108 | 0.107 | 0.744 | 7 |
| 1 | True | 28,473,497 | 644,385 | 114 | 2,069 | -0.118 | -0.007 | -0.098 | 0.119 | 0.108 | 0.109 | 0.256 | 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 | 1,580,078 | 577 | 653 | -0.150 | -0.078 | -0.130 | 0.148 | 0.134 | 0.134 | 0.674 | 8 |
| 1 | True | 32,067,217 | 763,212 | 150 | 1,776 | -0.149 | 0.049 | 0.130 | 0.149 | 0.134 | 0.135 | 0.326 | 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 | 1,497,179 | 628 | 472 | -0.200 | -0.154 | -0.170 | 0.199 | 0.173 | 0.171 | 0.709 | 9 |
| 1 | True | 37,145,382 | 613,369 | 99 | 1,922 | -0.198 | 0.061 | 0.162 | 0.198 | 0.174 | 0.172 | 0.291 | 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 | 608,653 | 687 | 227 | -0.414 | -0.244 | -0.238 | 0.238 | 0.246 | 0.238 | 0.576 | 10 |
| 1 | True | 26,108,134 | 447,365 | 41 | 3,969 | -0.267 | 0.066 | 0.207 | 0.351 | 0.227 | 0.217 | 0.424 | 10 |