| 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 | 1,661,241 | 612 | 885 | -0.016 | 0.000 | 0.000 | 0.016 | 0.008 | 0.009 | 0.734 | 1 |
| 1 | True | 23,787,704 | 602,366 | 115 | 2,478 | -0.016 | -0.001 | -0.002 | 0.015 | 0.008 | 0.007 | 0.266 | 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 | 1,915,548 | 631 | 892 | -0.031 | 0.003 | 0.018 | 0.031 | 0.024 | 0.024 | 0.789 | 2 |
| 1 | True | 16,878,746 | 511,781 | 95 | 2,156 | -0.031 | -0.003 | -0.018 | 0.031 | 0.024 | 0.024 | 0.211 | 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 | 2,373,016 | 638 | 859 | -0.047 | 0.003 | 0.032 | 0.047 | 0.040 | 0.040 | 0.748 | 3 |
| 1 | True | 20,664,104 | 798,069 | 89 | 3,101 | -0.046 | -0.009 | -0.034 | 0.046 | 0.038 | 0.037 | 0.252 | 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 | 1,574,237 | 652 | 990 | -0.062 | 0.003 | 0.048 | 0.062 | 0.055 | 0.055 | 0.702 | 4 |
| 1 | True | 14,299,809 | 668,810 | 74 | 2,011 | -0.061 | -0.018 | -0.052 | 0.061 | 0.055 | 0.055 | 0.298 | 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 | 1,420,280 | 637 | 969 | -0.078 | -0.005 | -0.063 | 0.078 | 0.070 | 0.070 | 0.509 | 5 |
| 1 | True | 22,775,317 | 1,370,767 | 90 | 2,590 | -0.077 | -0.012 | -0.063 | 0.078 | 0.069 | 0.069 | 0.491 | 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 | 1,541,638 | 639 | 963 | -0.097 | -0.011 | -0.081 | 0.097 | 0.088 | 0.087 | 0.704 | 6 |
| 1 | True | 17,465,012 | 648,830 | 87 | 2,896 | -0.097 | -0.009 | -0.080 | 0.096 | 0.088 | 0.088 | 0.296 | 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 | 2,453,895 | 611 | 879 | -0.118 | -0.037 | -0.103 | 0.117 | 0.107 | 0.107 | 0.755 | 7 |
| 1 | True | 28,242,965 | 797,919 | 115 | 3,185 | -0.117 | -0.023 | -0.103 | 0.116 | 0.108 | 0.107 | 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 | 1,440,228 | 583 | 573 | -0.146 | -0.078 | -0.128 | 0.146 | 0.131 | 0.130 | 0.606 | 8 |
| 1 | True | 36,423,350 | 935,686 | 144 | 1,783 | -0.146 | 0.023 | 0.122 | 0.146 | 0.131 | 0.131 | 0.394 | 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 | 1,500,990 | 601 | 438 | -0.201 | -0.146 | -0.166 | 0.195 | 0.170 | 0.167 | 0.598 | 9 |
| 1 | True | 48,566,476 | 1,007,532 | 125 | 2,561 | -0.201 | 0.071 | 0.158 | 0.201 | 0.171 | 0.171 | 0.402 | 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 | 511,067 | 689 | 220 | -0.442 | -0.256 | -0.251 | 0.208 | 0.257 | 0.251 | 0.511 | 10 |
| 1 | True | 21,930,244 | 488,328 | 38 | 3,118 | -0.248 | 0.031 | 0.207 | 0.292 | 0.226 | 0.219 | 0.489 | 10 |