| 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 | 1,996,134 | 616 | 970 | -0.016 | 0.001 | 0.000 | 0.016 | 0.008 | 0.008 | 0.753 | 1 |
| 1 | True | 20,597,417 | 654,266 | 115 | 1,895 | -0.016 | -0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.247 | 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 | 1,611,545 | 630 | 912 | -0.032 | 0.004 | 0.018 | 0.032 | 0.024 | 0.024 | 0.603 | 2 |
| 1 | True | 24,457,656 | 1,061,341 | 101 | 2,788 | -0.032 | -0.004 | -0.019 | 0.032 | 0.024 | 0.024 | 0.397 | 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 | 2,461,139 | 630 | 974 | -0.047 | 0.007 | 0.034 | 0.047 | 0.039 | 0.040 | 0.744 | 3 |
| 1 | True | 19,832,912 | 845,164 | 100 | 2,188 | -0.047 | -0.010 | -0.035 | 0.046 | 0.039 | 0.039 | 0.256 | 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 | 2,077,309 | 646 | 967 | -0.062 | 0.002 | 0.048 | 0.062 | 0.054 | 0.055 | 0.679 | 4 |
| 1 | True | 21,121,678 | 982,479 | 85 | 3,401 | -0.061 | -0.007 | -0.048 | 0.061 | 0.054 | 0.054 | 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 | 1,771,618 | 662 | 972 | -0.077 | -0.001 | -0.062 | 0.077 | 0.069 | 0.069 | 0.564 | 5 |
| 1 | True | 17,783,038 | 1,371,017 | 68 | 4,215 | -0.077 | -0.009 | -0.063 | 0.077 | 0.069 | 0.069 | 0.436 | 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 | 2,296,343 | 642 | 933 | -0.095 | -0.011 | -0.079 | 0.095 | 0.085 | 0.085 | 0.781 | 6 |
| 1 | True | 19,238,670 | 644,787 | 89 | 3,522 | -0.093 | 0.001 | 0.077 | 0.095 | 0.086 | 0.086 | 0.219 | 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 | 1,248,545 | 614 | 799 | -0.117 | -0.029 | -0.099 | 0.117 | 0.105 | 0.105 | 0.670 | 7 |
| 1 | True | 25,184,770 | 615,660 | 116 | 1,983 | -0.117 | -0.012 | -0.097 | 0.117 | 0.106 | 0.106 | 0.330 | 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 | 1,782,432 | 598 | 716 | -0.146 | -0.073 | -0.127 | 0.146 | 0.131 | 0.130 | 0.709 | 8 |
| 1 | True | 31,937,065 | 731,652 | 133 | 2,139 | -0.146 | 0.014 | 0.120 | 0.145 | 0.131 | 0.131 | 0.291 | 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 | 1,105,851 | 609 | 428 | -0.197 | -0.142 | -0.168 | 0.196 | 0.169 | 0.169 | 0.560 | 9 |
| 1 | True | 47,381,326 | 867,615 | 121 | 2,868 | -0.196 | 0.042 | 0.154 | 0.196 | 0.170 | 0.170 | 0.440 | 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 | 526,878 | 693 | 221 | -0.410 | -0.249 | -0.245 | 0.232 | 0.251 | 0.245 | 0.644 | 10 |
| 1 | True | 23,808,947 | 291,600 | 38 | 2,029 | -0.251 | 0.014 | 0.198 | 0.310 | 0.227 | 0.227 | 0.356 | 10 |