| 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 | 1,650,986 | 603 | 925 | -0.015 | -0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.632 | 1 |
| 1 | True | 27,579,785 | 961,442 | 124 | 2,803 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.368 | 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 | 2,679,977 | 635 | 908 | -0.030 | 0.003 | 0.017 | 0.030 | 0.023 | 0.023 | 0.883 | 2 |
| 1 | True | 12,906,044 | 355,996 | 91 | 2,076 | -0.030 | -0.002 | -0.017 | 0.030 | 0.022 | 0.023 | 0.117 | 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 | 1,940,659 | 639 | 1,063 | -0.045 | 0.002 | 0.031 | 0.045 | 0.038 | 0.038 | 0.671 | 3 |
| 1 | True | 17,723,597 | 952,592 | 87 | 2,477 | -0.045 | -0.012 | -0.032 | 0.044 | 0.037 | 0.038 | 0.329 | 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 | 1,969,985 | 641 | 1,054 | -0.061 | 0.005 | 0.047 | 0.060 | 0.053 | 0.053 | 0.723 | 4 |
| 1 | True | 19,414,130 | 753,435 | 85 | 3,827 | -0.060 | -0.018 | -0.048 | 0.061 | 0.053 | 0.053 | 0.277 | 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 | 1,749,840 | 637 | 911 | -0.076 | -0.004 | -0.061 | 0.076 | 0.068 | 0.068 | 0.620 | 5 |
| 1 | True | 19,491,287 | 1,072,373 | 90 | 3,393 | -0.075 | -0.004 | -0.061 | 0.076 | 0.068 | 0.068 | 0.380 | 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 | 1,514,237 | 636 | 893 | -0.093 | -0.012 | -0.078 | 0.093 | 0.084 | 0.084 | 0.749 | 6 |
| 1 | True | 18,376,367 | 508,372 | 90 | 2,823 | -0.093 | -0.010 | -0.078 | 0.092 | 0.085 | 0.085 | 0.251 | 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 | 1,681,971 | 625 | 823 | -0.115 | -0.026 | -0.097 | 0.115 | 0.103 | 0.103 | 0.681 | 7 |
| 1 | True | 28,741,622 | 789,237 | 101 | 2,953 | -0.115 | 0.002 | 0.093 | 0.115 | 0.104 | 0.105 | 0.319 | 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 | 1,395,948 | 579 | 560 | -0.144 | -0.076 | -0.126 | 0.143 | 0.129 | 0.129 | 0.463 | 8 |
| 1 | True | 33,105,814 | 1,617,287 | 147 | 2,047 | -0.143 | 0.014 | 0.119 | 0.144 | 0.130 | 0.131 | 0.537 | 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 | 1,367,531 | 593 | 401 | -0.205 | -0.146 | -0.167 | 0.189 | 0.171 | 0.168 | 0.639 | 9 |
| 1 | True | 48,088,849 | 772,237 | 133 | 1,887 | -0.205 | 0.042 | 0.149 | 0.199 | 0.167 | 0.163 | 0.361 | 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 | 490,000 | 689 | 229 | -0.429 | -0.267 | -0.264 | 0.237 | 0.268 | 0.264 | 0.585 | 10 |
| 1 | True | 24,697,311 | 347,327 | 38 | 3,110 | -0.255 | -0.014 | -0.207 | 0.291 | 0.232 | 0.232 | 0.415 | 10 |