| 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 | 1,732,055 | 611 | 860 | -0.016 | 0.000 | 0.001 | 0.016 | 0.008 | 0.008 | 0.677 | 1 |
| 1 | True | 26,149,199 | 828,213 | 116 | 2,651 | -0.015 | -0.000 | -0.001 | 0.016 | 0.008 | 0.008 | 0.323 | 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 | 2,283,944 | 623 | 906 | -0.032 | 0.003 | 0.018 | 0.032 | 0.024 | 0.025 | 0.727 | 2 |
| 1 | True | 21,718,124 | 858,982 | 103 | 2,176 | -0.032 | -0.001 | -0.016 | 0.032 | 0.024 | 0.024 | 0.273 | 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 | 2,084,636 | 635 | 988 | -0.048 | 0.004 | 0.034 | 0.048 | 0.040 | 0.040 | 0.735 | 3 |
| 1 | True | 18,514,291 | 751,696 | 92 | 2,575 | -0.048 | -0.011 | -0.035 | 0.048 | 0.040 | 0.040 | 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 | 1,685,466 | 664 | 1,037 | -0.063 | 0.001 | 0.048 | 0.063 | 0.056 | 0.056 | 0.714 | 4 |
| 1 | True | 12,434,653 | 675,271 | 62 | 4,144 | -0.063 | -0.011 | -0.049 | 0.063 | 0.055 | 0.055 | 0.286 | 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 | 1,529,200 | 650 | 973 | -0.078 | -0.001 | -0.063 | 0.078 | 0.071 | 0.070 | 0.717 | 5 |
| 1 | True | 15,862,053 | 602,688 | 77 | 2,309 | -0.078 | -0.025 | -0.068 | 0.078 | 0.071 | 0.071 | 0.283 | 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 | 1,856,854 | 620 | 930 | -0.095 | -0.013 | -0.080 | 0.096 | 0.087 | 0.087 | 0.673 | 6 |
| 1 | True | 22,864,052 | 903,200 | 106 | 2,554 | -0.095 | -0.010 | -0.079 | 0.095 | 0.087 | 0.087 | 0.327 | 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 | 2,053,218 | 626 | 781 | -0.116 | -0.037 | -0.101 | 0.116 | 0.105 | 0.105 | 0.774 | 7 |
| 1 | True | 24,631,330 | 598,727 | 100 | 2,607 | -0.116 | -0.015 | -0.099 | 0.116 | 0.105 | 0.105 | 0.226 | 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 | 1,053,200 | 589 | 520 | -0.144 | -0.076 | -0.126 | 0.144 | 0.129 | 0.128 | 0.428 | 8 |
| 1 | True | 32,976,549 | 1,405,856 | 138 | 1,822 | -0.144 | 0.014 | 0.119 | 0.144 | 0.129 | 0.130 | 0.572 | 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 | 1,576,025 | 588 | 425 | -0.202 | -0.141 | -0.164 | 0.199 | 0.168 | 0.165 | 0.630 | 9 |
| 1 | True | 50,714,651 | 924,861 | 138 | 2,069 | -0.201 | 0.059 | 0.152 | 0.200 | 0.168 | 0.166 | 0.370 | 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 | 498,618 | 689 | 217 | -0.424 | -0.257 | -0.251 | 0.237 | 0.257 | 0.251 | 0.610 | 10 |
| 1 | True | 22,788,984 | 318,854 | 38 | 1,892 | -0.285 | -0.021 | -0.207 | 0.357 | 0.237 | 0.232 | 0.390 | 10 |