| 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 | 1,894,035 | 600 | 873 | -0.017 | 0.001 | 0.001 | 0.017 | 0.008 | 0.009 | 0.712 | 1 |
| 1 | True | 30,600,706 | 766,076 | 127 | 2,636 | -0.017 | 0.000 | 0.000 | 0.017 | 0.008 | 0.009 | 0.288 | 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 | 2,920,211 | 615 | 968 | -0.032 | 0.002 | 0.018 | 0.032 | 0.025 | 0.025 | 0.846 | 2 |
| 1 | True | 12,855,724 | 531,450 | 111 | 2,088 | -0.032 | -0.002 | -0.017 | 0.031 | 0.024 | 0.024 | 0.154 | 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 | 2,324,563 | 645 | 931 | -0.047 | 0.003 | 0.033 | 0.047 | 0.039 | 0.040 | 0.639 | 3 |
| 1 | True | 18,313,579 | 1,315,658 | 81 | 3,942 | -0.046 | -0.006 | -0.034 | 0.046 | 0.039 | 0.039 | 0.361 | 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 | 1,541,037 | 634 | 1,041 | -0.063 | 0.005 | 0.048 | 0.063 | 0.055 | 0.055 | 0.603 | 4 |
| 1 | True | 18,768,382 | 1,014,773 | 93 | 2,877 | -0.063 | -0.016 | -0.050 | 0.063 | 0.055 | 0.054 | 0.397 | 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 | 1,664,265 | 648 | 965 | -0.078 | -0.003 | -0.063 | 0.078 | 0.070 | 0.070 | 0.813 | 5 |
| 1 | True | 17,727,509 | 382,238 | 78 | 2,803 | -0.077 | -0.014 | -0.065 | 0.078 | 0.070 | 0.069 | 0.187 | 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 | 1,329,765 | 646 | 884 | -0.095 | -0.012 | -0.080 | 0.095 | 0.086 | 0.086 | 0.645 | 6 |
| 1 | True | 19,638,002 | 733,069 | 80 | 2,734 | -0.094 | -0.015 | -0.082 | 0.094 | 0.087 | 0.088 | 0.355 | 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 | 1,481,551 | 616 | 778 | -0.117 | -0.032 | -0.100 | 0.117 | 0.106 | 0.106 | 0.462 | 7 |
| 1 | True | 27,818,377 | 1,723,354 | 111 | 2,804 | -0.116 | -0.004 | -0.095 | 0.116 | 0.106 | 0.107 | 0.538 | 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 | 1,394,627 | 584 | 579 | -0.146 | -0.072 | -0.127 | 0.146 | 0.130 | 0.130 | 0.683 | 8 |
| 1 | True | 34,231,911 | 646,881 | 142 | 1,907 | -0.144 | 0.016 | 0.121 | 0.145 | 0.132 | 0.132 | 0.317 | 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 | 1,340,615 | 597 | 387 | -0.203 | -0.145 | -0.168 | 0.199 | 0.170 | 0.169 | 0.653 | 9 |
| 1 | True | 47,874,388 | 713,324 | 129 | 2,053 | -0.203 | 0.051 | 0.153 | 0.200 | 0.170 | 0.168 | 0.347 | 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 | 471,704 | 693 | 223 | -0.438 | -0.265 | -0.262 | 0.238 | 0.266 | 0.262 | 0.550 | 10 |
| 1 | True | 21,003,899 | 386,280 | 34 | 1,928 | -0.259 | -0.008 | -0.205 | 0.308 | 0.234 | 0.229 | 0.450 | 10 |