| 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 | 1,787,362 | 601 | 953 | -0.016 | 0.000 | 0.000 | 0.016 | 0.008 | 0.008 | 0.659 | 1 |
| 1 | True | 25,453,394 | 926,796 | 126 | 2,463 | -0.016 | -0.001 | 0.000 | 0.016 | 0.008 | 0.008 | 0.341 | 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 | 2,423,959 | 617 | 912 | -0.031 | 0.003 | 0.018 | 0.031 | 0.023 | 0.024 | 0.736 | 2 |
| 1 | True | 20,852,978 | 868,140 | 109 | 2,293 | -0.030 | 0.000 | 0.017 | 0.030 | 0.023 | 0.022 | 0.264 | 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 | 2,558,102 | 653 | 933 | -0.046 | 0.004 | 0.032 | 0.046 | 0.038 | 0.038 | 0.828 | 3 |
| 1 | True | 14,164,602 | 531,268 | 73 | 2,847 | -0.046 | 0.001 | 0.032 | 0.046 | 0.038 | 0.037 | 0.172 | 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 | 2,088,899 | 635 | 1,029 | -0.061 | 0.001 | 0.046 | 0.061 | 0.054 | 0.053 | 0.773 | 4 |
| 1 | True | 22,216,850 | 614,564 | 92 | 2,846 | -0.060 | -0.013 | -0.048 | 0.060 | 0.052 | 0.052 | 0.227 | 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 | 1,469,198 | 658 | 946 | -0.076 | -0.000 | -0.061 | 0.076 | 0.068 | 0.068 | 0.755 | 5 |
| 1 | True | 13,136,796 | 476,336 | 68 | 2,829 | -0.075 | -0.016 | -0.063 | 0.076 | 0.068 | 0.068 | 0.245 | 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 | 1,375,382 | 641 | 835 | -0.094 | -0.011 | -0.078 | 0.094 | 0.084 | 0.084 | 0.491 | 6 |
| 1 | True | 16,665,511 | 1,427,340 | 85 | 3,053 | -0.094 | -0.008 | -0.077 | 0.093 | 0.085 | 0.085 | 0.509 | 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 | 1,579,385 | 619 | 856 | -0.115 | -0.029 | -0.098 | 0.115 | 0.104 | 0.104 | 0.629 | 7 |
| 1 | True | 30,104,888 | 929,729 | 108 | 2,156 | -0.114 | -0.017 | -0.097 | 0.115 | 0.104 | 0.104 | 0.371 | 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 | 1,714,273 | 587 | 650 | -0.143 | -0.065 | -0.124 | 0.143 | 0.128 | 0.127 | 0.717 | 8 |
| 1 | True | 31,195,255 | 677,505 | 139 | 1,943 | -0.143 | 0.013 | 0.118 | 0.143 | 0.129 | 0.127 | 0.283 | 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 | 1,380,067 | 604 | 412 | -0.198 | -0.144 | -0.163 | 0.197 | 0.167 | 0.165 | 0.630 | 9 |
| 1 | True | 48,799,578 | 809,260 | 122 | 1,958 | -0.198 | 0.048 | 0.153 | 0.198 | 0.167 | 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 | 520,969 | 687 | 228 | -0.425 | -0.260 | -0.257 | 0.215 | 0.261 | 0.257 | 0.543 | 10 |
| 1 | True | 26,819,553 | 439,048 | 40 | 3,320 | -0.248 | 0.052 | 0.206 | 0.318 | 0.228 | 0.218 | 0.457 | 10 |