| 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 | 1,776,071 | 630 | 859 | -0.016 | 0.001 | 0.001 | 0.016 | 0.008 | 0.008 | 0.792 | 1 |
| 1 | True | 19,572,251 | 465,223 | 97 | 1,934 | -0.016 | -0.001 | 0.000 | 0.014 | 0.008 | 0.007 | 0.208 | 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 | 2,075,898 | 625 | 885 | -0.030 | 0.002 | 0.017 | 0.030 | 0.023 | 0.023 | 0.773 | 2 |
| 1 | True | 22,199,741 | 610,508 | 101 | 2,959 | -0.030 | -0.005 | -0.018 | 0.030 | 0.022 | 0.022 | 0.227 | 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 | 1,941,906 | 650 | 975 | -0.047 | 0.001 | 0.031 | 0.047 | 0.039 | 0.039 | 0.735 | 3 |
| 1 | True | 15,723,216 | 698,823 | 77 | 2,436 | -0.047 | -0.009 | -0.032 | 0.046 | 0.038 | 0.039 | 0.265 | 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 | 1,492,522 | 654 | 1,005 | -0.061 | 0.001 | 0.047 | 0.061 | 0.054 | 0.054 | 0.653 | 4 |
| 1 | True | 14,732,449 | 792,800 | 72 | 2,168 | -0.061 | -0.016 | -0.051 | 0.061 | 0.054 | 0.055 | 0.347 | 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 | 2,102,808 | 641 | 942 | -0.077 | -0.004 | -0.062 | 0.077 | 0.069 | 0.069 | 0.827 | 5 |
| 1 | True | 19,802,534 | 438,634 | 86 | 2,175 | -0.077 | -0.027 | -0.065 | 0.076 | 0.068 | 0.068 | 0.173 | 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 | 1,697,909 | 626 | 921 | -0.095 | -0.015 | -0.080 | 0.095 | 0.086 | 0.086 | 0.496 | 6 |
| 1 | True | 19,964,523 | 1,727,448 | 100 | 2,711 | -0.094 | 0.001 | -0.000 | 0.095 | 0.086 | 0.086 | 0.504 | 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 | 1,676,216 | 604 | 850 | -0.117 | -0.028 | -0.099 | 0.117 | 0.105 | 0.105 | 0.618 | 7 |
| 1 | True | 30,848,309 | 1,034,140 | 122 | 3,625 | -0.116 | -0.017 | -0.098 | 0.115 | 0.106 | 0.107 | 0.382 | 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 | 1,124,784 | 582 | 553 | -0.145 | -0.081 | -0.127 | 0.144 | 0.130 | 0.129 | 0.630 | 8 |
| 1 | True | 33,415,575 | 661,587 | 145 | 1,694 | -0.144 | 0.011 | 0.118 | 0.145 | 0.129 | 0.129 | 0.370 | 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 | 1,951,474 | 594 | 426 | -0.203 | -0.143 | -0.165 | 0.190 | 0.169 | 0.166 | 0.733 | 9 |
| 1 | True | 48,016,861 | 709,668 | 132 | 2,164 | -0.203 | 0.051 | 0.155 | 0.201 | 0.170 | 0.169 | 0.267 | 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 | 460,371 | 685 | 226 | -0.453 | -0.262 | -0.256 | -0.203 | 0.262 | 0.256 | 0.414 | 10 |
| 1 | True | 24,743,469 | 650,454 | 42 | 4,533 | -0.269 | 0.038 | 0.207 | 0.295 | 0.229 | 0.221 | 0.586 | 10 |