| 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 | 2,355,763 | 621 | 981 | -0.016 | 0.001 | 0.001 | 0.016 | 0.008 | 0.008 | 0.786 | 1 |
| 1 | True | 19,987,486 | 640,904 | 110 | 2,086 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.214 | 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 | 1,575,428 | 623 | 858 | -0.032 | 0.002 | 0.017 | 0.032 | 0.024 | 0.024 | 0.609 | 2 |
| 1 | True | 26,307,167 | 1,011,469 | 108 | 2,313 | -0.032 | -0.004 | -0.018 | 0.031 | 0.024 | 0.024 | 0.391 | 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 | 1,913,041 | 639 | 1,060 | -0.047 | 0.005 | 0.034 | 0.047 | 0.040 | 0.040 | 0.651 | 3 |
| 1 | True | 19,868,782 | 1,026,136 | 92 | 3,443 | -0.046 | -0.002 | -0.033 | 0.047 | 0.039 | 0.039 | 0.349 | 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 | 1,737,075 | 652 | 1,007 | -0.062 | 0.002 | 0.048 | 0.062 | 0.055 | 0.055 | 0.679 | 4 |
| 1 | True | 20,407,015 | 820,651 | 79 | 2,371 | -0.061 | -0.020 | -0.051 | 0.062 | 0.054 | 0.053 | 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 | 1,752,539 | 667 | 909 | -0.077 | -0.005 | -0.063 | 0.077 | 0.069 | 0.069 | 0.832 | 5 |
| 1 | True | 13,599,875 | 354,801 | 64 | 3,184 | -0.077 | -0.006 | -0.064 | 0.076 | 0.070 | 0.070 | 0.168 | 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 | 2,455,500 | 647 | 917 | -0.094 | -0.009 | -0.079 | 0.094 | 0.085 | 0.085 | 0.793 | 6 |
| 1 | True | 18,077,643 | 641,747 | 83 | 2,425 | -0.093 | -0.013 | -0.080 | 0.094 | 0.087 | 0.087 | 0.207 | 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 | 1,525,068 | 608 | 789 | -0.116 | -0.031 | -0.099 | 0.116 | 0.105 | 0.105 | 0.518 | 7 |
| 1 | True | 27,098,657 | 1,417,413 | 123 | 2,289 | -0.115 | 0.003 | 0.094 | 0.115 | 0.105 | 0.105 | 0.482 | 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 | 1,798,869 | 604 | 720 | -0.144 | -0.062 | -0.124 | 0.144 | 0.129 | 0.128 | 0.725 | 8 |
| 1 | True | 26,583,592 | 682,048 | 127 | 2,143 | -0.144 | 0.012 | 0.119 | 0.144 | 0.130 | 0.130 | 0.275 | 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 | 1,204,187 | 605 | 426 | -0.194 | -0.140 | -0.165 | 0.190 | 0.167 | 0.166 | 0.544 | 9 |
| 1 | True | 47,228,005 | 1,009,126 | 126 | 2,937 | -0.194 | 0.036 | 0.149 | 0.194 | 0.166 | 0.166 | 0.456 | 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 | 564,569 | 681 | 225 | -0.391 | -0.246 | -0.241 | 0.224 | 0.249 | 0.241 | 0.604 | 10 |
| 1 | True | 29,717,736 | 369,660 | 50 | 1,991 | -0.258 | -0.004 | -0.195 | 0.321 | 0.224 | 0.214 | 0.396 | 10 |