| 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 | 1,876,792 | 608 | 822 | -0.017 | 0.001 | 0.001 | 0.017 | 0.009 | 0.009 | 0.688 | 1 |
| 1 | True | 27,558,590 | 850,771 | 120 | 1,936 | -0.016 | -0.000 | -0.001 | 0.016 | 0.008 | 0.008 | 0.312 | 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 | 1,742,048 | 622 | 880 | -0.033 | 0.003 | 0.018 | 0.033 | 0.025 | 0.025 | 0.699 | 2 |
| 1 | True | 16,228,133 | 749,427 | 105 | 2,295 | -0.032 | -0.004 | -0.018 | 0.033 | 0.023 | 0.023 | 0.301 | 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 | 1,864,785 | 634 | 915 | -0.048 | 0.006 | 0.035 | 0.048 | 0.040 | 0.041 | 0.659 | 3 |
| 1 | True | 17,589,473 | 963,565 | 93 | 2,522 | -0.048 | -0.001 | -0.034 | 0.047 | 0.040 | 0.040 | 0.341 | 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 | 1,565,453 | 642 | 951 | -0.063 | 0.001 | 0.048 | 0.063 | 0.055 | 0.056 | 0.712 | 4 |
| 1 | True | 18,336,707 | 631,968 | 86 | 3,166 | -0.062 | -0.015 | -0.052 | 0.062 | 0.056 | 0.056 | 0.288 | 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 | 1,525,831 | 648 | 942 | -0.080 | -0.004 | -0.064 | 0.080 | 0.071 | 0.071 | 0.513 | 5 |
| 1 | True | 18,896,093 | 1,450,927 | 79 | 2,395 | -0.080 | -0.023 | -0.067 | 0.080 | 0.071 | 0.071 | 0.487 | 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 | 1,564,660 | 631 | 899 | -0.098 | -0.010 | -0.082 | 0.098 | 0.089 | 0.089 | 0.726 | 6 |
| 1 | True | 22,421,645 | 590,339 | 96 | 3,419 | -0.098 | -0.022 | -0.083 | 0.097 | 0.089 | 0.089 | 0.274 | 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 | 2,221,764 | 609 | 854 | -0.121 | -0.031 | -0.103 | 0.121 | 0.109 | 0.109 | 0.698 | 7 |
| 1 | True | 26,749,062 | 959,805 | 119 | 1,978 | -0.121 | -0.003 | -0.099 | 0.121 | 0.110 | 0.110 | 0.302 | 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 | 1,701,496 | 593 | 691 | -0.150 | -0.077 | -0.130 | 0.150 | 0.134 | 0.133 | 0.737 | 8 |
| 1 | True | 29,018,841 | 608,429 | 134 | 2,328 | -0.149 | 0.033 | 0.126 | 0.148 | 0.134 | 0.134 | 0.263 | 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 | 1,334,316 | 616 | 460 | -0.201 | -0.149 | -0.170 | 0.187 | 0.172 | 0.172 | 0.633 | 9 |
| 1 | True | 45,921,413 | 772,021 | 111 | 1,781 | -0.200 | 0.054 | 0.157 | 0.201 | 0.173 | 0.172 | 0.367 | 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 | 747,925 | 680 | 226 | -0.417 | -0.246 | -0.240 | 0.224 | 0.248 | 0.240 | 0.592 | 10 |
| 1 | True | 26,076,017 | 514,623 | 48 | 3,660 | -0.234 | 0.113 | 0.209 | 0.353 | 0.224 | 0.216 | 0.408 | 10 |