| 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 | 2,081,743 | 625 | 889 | -0.015 | 0.001 | 0.001 | 0.015 | 0.008 | 0.008 | 0.655 | 1 |
| 1 | True | 20,189,739 | 1,098,661 | 102 | 1,938 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.007 | 0.345 | 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 | 2,254,865 | 637 | 944 | -0.029 | 0.004 | 0.017 | 0.029 | 0.022 | 0.022 | 0.855 | 2 |
| 1 | True | 16,213,415 | 383,444 | 89 | 2,451 | -0.029 | -0.004 | -0.018 | 0.029 | 0.022 | 0.022 | 0.145 | 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 | 2,304,355 | 635 | 915 | -0.043 | 0.002 | 0.030 | 0.043 | 0.036 | 0.036 | 0.738 | 3 |
| 1 | True | 17,180,741 | 818,604 | 91 | 2,224 | -0.043 | -0.001 | -0.029 | 0.043 | 0.036 | 0.035 | 0.262 | 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 | 1,864,349 | 629 | 1,007 | -0.058 | 0.005 | 0.044 | 0.058 | 0.050 | 0.050 | 0.679 | 4 |
| 1 | True | 17,356,409 | 879,395 | 98 | 3,876 | -0.058 | -0.007 | -0.045 | 0.058 | 0.051 | 0.051 | 0.321 | 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 | 1,430,682 | 634 | 921 | -0.073 | -0.005 | -0.059 | 0.073 | 0.065 | 0.065 | 0.651 | 5 |
| 1 | True | 23,488,863 | 767,055 | 92 | 2,963 | -0.072 | -0.009 | -0.061 | 0.073 | 0.066 | 0.066 | 0.349 | 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 | 1,700,480 | 634 | 884 | -0.092 | -0.003 | -0.074 | 0.092 | 0.082 | 0.082 | 0.731 | 6 |
| 1 | True | 19,379,582 | 626,629 | 92 | 2,094 | -0.092 | -0.014 | -0.076 | 0.092 | 0.083 | 0.084 | 0.269 | 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 | 1,430,449 | 613 | 789 | -0.114 | -0.028 | -0.097 | 0.114 | 0.102 | 0.102 | 0.480 | 7 |
| 1 | True | 29,142,533 | 1,549,150 | 114 | 2,252 | -0.114 | -0.002 | -0.092 | 0.114 | 0.103 | 0.103 | 0.520 | 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 | 1,397,629 | 587 | 685 | -0.145 | -0.077 | -0.126 | 0.144 | 0.129 | 0.129 | 0.676 | 8 |
| 1 | True | 32,453,379 | 671,174 | 139 | 2,032 | -0.144 | 0.015 | 0.119 | 0.145 | 0.129 | 0.128 | 0.324 | 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 | 1,487,077 | 605 | 437 | -0.202 | -0.146 | -0.166 | 0.198 | 0.169 | 0.167 | 0.670 | 9 |
| 1 | True | 52,615,245 | 732,238 | 121 | 2,465 | -0.199 | 0.027 | 0.149 | 0.199 | 0.167 | 0.166 | 0.330 | 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 | 596,655 | 694 | 225 | -0.426 | -0.259 | -0.255 | 0.238 | 0.261 | 0.255 | 0.590 | 10 |
| 1 | True | 21,676,167 | 414,340 | 33 | 6,791 | -0.254 | 0.093 | 0.214 | 0.325 | 0.230 | 0.227 | 0.410 | 10 |