| 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 | 1,698,296 | 610 | 926 | -0.017 | 0.001 | 0.001 | 0.017 | 0.008 | 0.008 | 0.731 | 1 |
| 1 | True | 25,066,755 | 625,441 | 121 | 2,067 | -0.017 | -0.001 | -0.002 | 0.017 | 0.008 | 0.009 | 0.269 | 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 | 1,726,155 | 624 | 943 | -0.033 | 0.004 | 0.019 | 0.033 | 0.025 | 0.025 | 0.647 | 2 |
| 1 | True | 20,841,886 | 943,505 | 107 | 2,620 | -0.033 | -0.005 | -0.019 | 0.033 | 0.025 | 0.025 | 0.353 | 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 | 1,987,371 | 635 | 946 | -0.048 | 0.004 | 0.034 | 0.048 | 0.041 | 0.041 | 0.679 | 3 |
| 1 | True | 22,059,800 | 938,496 | 96 | 2,505 | -0.048 | -0.008 | -0.035 | 0.048 | 0.040 | 0.039 | 0.321 | 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 | 1,934,381 | 654 | 990 | -0.063 | 0.002 | 0.049 | 0.063 | 0.056 | 0.056 | 0.618 | 4 |
| 1 | True | 19,309,084 | 1,194,693 | 77 | 3,753 | -0.062 | -0.011 | -0.051 | 0.063 | 0.055 | 0.055 | 0.382 | 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 | 1,533,701 | 662 | 1,018 | -0.079 | -0.004 | -0.064 | 0.079 | 0.071 | 0.071 | 0.716 | 5 |
| 1 | True | 9,662,205 | 607,513 | 69 | 2,718 | -0.079 | -0.011 | -0.065 | 0.078 | 0.071 | 0.070 | 0.284 | 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 | 1,959,966 | 641 | 898 | -0.098 | -0.016 | -0.081 | 0.098 | 0.088 | 0.087 | 0.787 | 6 |
| 1 | True | 18,880,958 | 531,945 | 89 | 2,203 | -0.097 | -0.027 | -0.083 | 0.097 | 0.088 | 0.087 | 0.213 | 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 | 2,204,495 | 612 | 812 | -0.118 | -0.031 | -0.102 | 0.118 | 0.107 | 0.107 | 0.593 | 7 |
| 1 | True | 27,080,964 | 1,510,107 | 119 | 2,740 | -0.118 | -0.004 | -0.098 | 0.117 | 0.107 | 0.106 | 0.407 | 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 | 1,424,651 | 597 | 618 | -0.147 | -0.072 | -0.128 | 0.146 | 0.132 | 0.131 | 0.688 | 8 |
| 1 | True | 28,792,032 | 646,695 | 134 | 2,188 | -0.146 | 0.018 | 0.121 | 0.146 | 0.131 | 0.131 | 0.312 | 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 | 1,219,687 | 595 | 395 | -0.196 | -0.142 | -0.167 | 0.194 | 0.168 | 0.168 | 0.575 | 9 |
| 1 | True | 49,044,814 | 900,964 | 136 | 2,866 | -0.194 | 0.037 | 0.150 | 0.195 | 0.168 | 0.166 | 0.425 | 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 | 573,264 | 684 | 220 | -0.386 | -0.243 | -0.239 | 0.223 | 0.246 | 0.239 | 0.547 | 10 |
| 1 | True | 29,439,353 | 473,995 | 47 | 2,673 | -0.267 | 0.001 | -0.197 | 0.334 | 0.229 | 0.223 | 0.453 | 10 |