| 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 | 1,764,634 | 600 | 903 | -0.014 | 0.001 | 0.001 | 0.015 | 0.007 | 0.007 | 0.665 | 1 |
| 1 | True | 30,036,664 | 890,226 | 127 | 2,615 | -0.014 | -0.000 | 0.001 | 0.015 | 0.007 | 0.008 | 0.335 | 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 | 2,159,520 | 621 | 953 | -0.030 | 0.002 | 0.016 | 0.030 | 0.023 | 0.023 | 0.790 | 2 |
| 1 | True | 20,899,759 | 573,133 | 105 | 2,019 | -0.030 | 0.000 | 0.015 | 0.030 | 0.022 | 0.022 | 0.210 | 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 | 1,889,339 | 667 | 990 | -0.046 | 0.002 | 0.031 | 0.046 | 0.038 | 0.038 | 0.781 | 3 |
| 1 | True | 7,806,862 | 530,502 | 59 | 2,330 | -0.046 | -0.013 | -0.033 | 0.045 | 0.037 | 0.036 | 0.219 | 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 | 2,476,680 | 643 | 966 | -0.061 | 0.004 | 0.047 | 0.061 | 0.054 | 0.054 | 0.713 | 4 |
| 1 | True | 14,692,353 | 995,015 | 83 | 4,119 | -0.060 | -0.011 | -0.049 | 0.061 | 0.053 | 0.053 | 0.287 | 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 | 1,417,270 | 651 | 952 | -0.076 | -0.002 | -0.062 | 0.076 | 0.068 | 0.069 | 0.733 | 5 |
| 1 | True | 15,044,147 | 514,952 | 76 | 2,534 | -0.076 | -0.019 | -0.064 | 0.076 | 0.068 | 0.068 | 0.267 | 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 | 1,648,585 | 625 | 919 | -0.093 | -0.008 | -0.077 | 0.093 | 0.084 | 0.084 | 0.607 | 6 |
| 1 | True | 24,396,431 | 1,069,107 | 101 | 2,910 | -0.093 | -0.007 | -0.077 | 0.093 | 0.085 | 0.085 | 0.393 | 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 | 1,953,750 | 626 | 823 | -0.115 | -0.030 | -0.097 | 0.115 | 0.103 | 0.103 | 0.752 | 7 |
| 1 | True | 28,225,925 | 642,626 | 100 | 2,288 | -0.114 | 0.002 | 0.094 | 0.115 | 0.105 | 0.105 | 0.248 | 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 | 1,197,579 | 577 | 555 | -0.144 | -0.072 | -0.126 | 0.142 | 0.129 | 0.128 | 0.609 | 8 |
| 1 | True | 36,527,363 | 767,921 | 149 | 2,542 | -0.144 | 0.011 | 0.118 | 0.144 | 0.130 | 0.129 | 0.391 | 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 | 1,425,104 | 584 | 416 | -0.206 | -0.145 | -0.167 | 0.185 | 0.170 | 0.169 | 0.444 | 9 |
| 1 | True | 53,259,397 | 1,781,510 | 142 | 2,048 | -0.205 | 0.057 | 0.154 | 0.204 | 0.168 | 0.165 | 0.556 | 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 | 586,427 | 695 | 223 | -0.444 | -0.265 | -0.262 | 0.256 | 0.267 | 0.262 | 0.749 | 10 |
| 1 | True | 18,194,223 | 196,356 | 32 | 1,662 | -0.261 | -0.041 | -0.209 | 0.338 | 0.237 | 0.231 | 0.251 | 10 |