| 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 | 2,356,630 | 598 | 966 | -0.016 | 0.001 | 0.002 | 0.016 | 0.008 | 0.008 | 0.748 | 1 |
| 1 | True | 24,922,482 | 794,096 | 133 | 2,527 | -0.016 | -0.002 | -0.003 | 0.016 | 0.008 | 0.008 | 0.252 | 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 | 1,920,945 | 621 | 906 | -0.032 | 0.002 | 0.017 | 0.032 | 0.024 | 0.024 | 0.633 | 2 |
| 1 | True | 21,468,042 | 1,114,057 | 110 | 2,054 | -0.032 | -0.003 | -0.018 | 0.032 | 0.024 | 0.024 | 0.367 | 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 | 1,512,898 | 641 | 935 | -0.047 | 0.002 | 0.033 | 0.047 | 0.040 | 0.040 | 0.657 | 3 |
| 1 | True | 20,127,101 | 789,422 | 90 | 3,438 | -0.047 | -0.004 | -0.033 | 0.046 | 0.040 | 0.039 | 0.343 | 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 | 1,989,439 | 653 | 916 | -0.061 | 0.003 | 0.048 | 0.061 | 0.054 | 0.054 | 0.547 | 4 |
| 1 | True | 17,231,630 | 1,649,654 | 78 | 4,918 | -0.061 | -0.014 | -0.049 | 0.061 | 0.053 | 0.053 | 0.453 | 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 | 1,802,836 | 654 | 981 | -0.076 | -0.001 | -0.061 | 0.076 | 0.069 | 0.069 | 0.781 | 5 |
| 1 | True | 14,281,757 | 505,480 | 77 | 2,133 | -0.076 | -0.018 | -0.063 | 0.076 | 0.069 | 0.069 | 0.219 | 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 | 1,595,174 | 651 | 908 | -0.094 | -0.010 | -0.078 | 0.094 | 0.085 | 0.085 | 0.689 | 6 |
| 1 | True | 17,836,763 | 720,756 | 79 | 3,194 | -0.094 | -0.020 | -0.084 | 0.092 | 0.086 | 0.087 | 0.311 | 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 | 1,664,236 | 635 | 706 | -0.115 | -0.025 | -0.098 | 0.115 | 0.105 | 0.105 | 0.752 | 7 |
| 1 | True | 19,697,555 | 547,914 | 96 | 1,914 | -0.115 | -0.026 | -0.098 | 0.115 | 0.105 | 0.105 | 0.248 | 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 | 1,709,575 | 596 | 702 | -0.142 | -0.056 | -0.123 | 0.142 | 0.128 | 0.128 | 0.695 | 8 |
| 1 | True | 34,031,262 | 748,805 | 135 | 2,708 | -0.142 | 0.001 | 0.115 | 0.142 | 0.129 | 0.129 | 0.305 | 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 | 1,201,297 | 586 | 449 | -0.193 | -0.128 | -0.162 | 0.186 | 0.165 | 0.164 | 0.597 | 9 |
| 1 | True | 48,735,186 | 812,427 | 145 | 2,586 | -0.191 | 0.038 | 0.147 | 0.193 | 0.163 | 0.161 | 0.403 | 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 | 805,427 | 674 | 226 | -0.403 | -0.243 | -0.243 | 0.234 | 0.248 | 0.243 | 0.611 | 10 |
| 1 | True | 32,100,860 | 513,588 | 57 | 3,612 | -0.259 | 0.069 | 0.201 | 0.310 | 0.222 | 0.213 | 0.389 | 10 |