| 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 | 2,423,023 | 610 | 974 | -0.016 | 0.000 | 0.001 | 0.016 | 0.008 | 0.008 | 0.826 | 1 |
| 1 | True | 22,056,988 | 510,526 | 121 | 2,337 | -0.016 | -0.000 | -0.000 | 0.014 | 0.008 | 0.008 | 0.174 | 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 | 1,798,035 | 623 | 933 | -0.032 | 0.002 | 0.017 | 0.033 | 0.024 | 0.024 | 0.650 | 2 |
| 1 | True | 24,716,674 | 969,404 | 108 | 2,496 | -0.032 | -0.005 | -0.019 | 0.033 | 0.025 | 0.025 | 0.350 | 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 | 1,457,675 | 640 | 938 | -0.047 | 0.004 | 0.034 | 0.047 | 0.040 | 0.040 | 0.622 | 3 |
| 1 | True | 18,166,207 | 886,581 | 91 | 2,898 | -0.047 | -0.004 | -0.033 | 0.046 | 0.039 | 0.039 | 0.378 | 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 | 2,071,909 | 655 | 968 | -0.062 | 0.004 | 0.048 | 0.062 | 0.055 | 0.055 | 0.718 | 4 |
| 1 | True | 13,670,348 | 814,684 | 76 | 2,503 | -0.062 | -0.019 | -0.050 | 0.062 | 0.054 | 0.054 | 0.282 | 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 | 2,000,796 | 645 | 1,051 | -0.077 | -0.001 | -0.062 | 0.077 | 0.069 | 0.069 | 0.541 | 5 |
| 1 | True | 20,515,038 | 1,698,064 | 86 | 3,096 | -0.077 | -0.015 | -0.066 | 0.076 | 0.070 | 0.070 | 0.459 | 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 | 1,558,017 | 644 | 893 | -0.095 | -0.013 | -0.079 | 0.095 | 0.086 | 0.085 | 0.691 | 6 |
| 1 | True | 20,697,647 | 695,228 | 86 | 4,222 | -0.094 | -0.019 | -0.080 | 0.095 | 0.087 | 0.087 | 0.309 | 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 | 2,150,451 | 629 | 729 | -0.117 | -0.024 | -0.100 | 0.117 | 0.106 | 0.106 | 0.733 | 7 |
| 1 | True | 23,991,557 | 782,413 | 102 | 2,151 | -0.117 | -0.015 | -0.097 | 0.117 | 0.106 | 0.105 | 0.267 | 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 | 1,384,287 | 606 | 732 | -0.145 | -0.062 | -0.125 | 0.144 | 0.130 | 0.129 | 0.720 | 8 |
| 1 | True | 23,796,325 | 538,615 | 125 | 2,142 | -0.145 | 0.029 | 0.121 | 0.145 | 0.130 | 0.129 | 0.280 | 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 | 1,103,779 | 590 | 420 | -0.195 | -0.135 | -0.164 | 0.184 | 0.167 | 0.165 | 0.579 | 9 |
| 1 | True | 48,087,368 | 803,701 | 141 | 2,622 | -0.195 | 0.037 | 0.150 | 0.195 | 0.165 | 0.163 | 0.421 | 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 | 629,266 | 677 | 218 | -0.400 | -0.248 | -0.245 | 0.236 | 0.251 | 0.245 | 0.542 | 10 |
| 1 | True | 33,429,396 | 532,119 | 54 | 1,907 | -0.250 | 0.005 | -0.000 | 0.320 | 0.221 | 0.218 | 0.458 | 10 |