| 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 | 2,255,803 | 605 | 939 | -0.017 | 0.000 | 0.001 | 0.017 | 0.009 | 0.009 | 0.602 | 1 |
| 1 | True | 26,715,210 | 1,492,517 | 125 | 2,220 | -0.017 | -0.000 | -0.001 | 0.017 | 0.009 | 0.009 | 0.398 | 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 | 1,680,308 | 612 | 836 | -0.035 | 0.002 | 0.019 | 0.034 | 0.026 | 0.026 | 0.709 | 2 |
| 1 | True | 22,279,325 | 690,082 | 118 | 2,288 | -0.034 | -0.004 | -0.018 | 0.034 | 0.025 | 0.025 | 0.291 | 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 | 1,559,657 | 638 | 916 | -0.050 | 0.007 | 0.036 | 0.050 | 0.042 | 0.042 | 0.539 | 3 |
| 1 | True | 16,980,096 | 1,332,697 | 92 | 3,998 | -0.050 | -0.013 | -0.040 | 0.050 | 0.043 | 0.043 | 0.461 | 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 | 1,428,335 | 658 | 980 | -0.065 | 0.005 | 0.051 | 0.065 | 0.057 | 0.057 | 0.739 | 4 |
| 1 | True | 13,678,708 | 505,242 | 72 | 3,036 | -0.064 | -0.006 | -0.052 | 0.065 | 0.057 | 0.058 | 0.261 | 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 | 1,694,149 | 649 | 982 | -0.081 | -0.005 | -0.066 | 0.081 | 0.073 | 0.073 | 0.674 | 5 |
| 1 | True | 18,044,829 | 820,809 | 81 | 2,889 | -0.081 | -0.022 | -0.071 | 0.080 | 0.074 | 0.075 | 0.326 | 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 | 1,819,534 | 652 | 852 | -0.099 | -0.015 | -0.083 | 0.099 | 0.090 | 0.090 | 0.810 | 6 |
| 1 | True | 20,130,832 | 427,606 | 78 | 2,570 | -0.098 | -0.021 | -0.084 | 0.099 | 0.090 | 0.090 | 0.190 | 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 | 1,734,705 | 604 | 704 | -0.119 | -0.031 | -0.103 | 0.119 | 0.109 | 0.108 | 0.750 | 7 |
| 1 | True | 30,923,864 | 577,240 | 126 | 2,246 | -0.119 | -0.008 | -0.101 | 0.119 | 0.110 | 0.111 | 0.250 | 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 | 1,557,955 | 597 | 626 | -0.148 | -0.060 | -0.128 | 0.148 | 0.133 | 0.132 | 0.613 | 8 |
| 1 | True | 27,423,665 | 984,346 | 133 | 2,431 | -0.147 | 0.005 | 0.121 | 0.147 | 0.133 | 0.132 | 0.387 | 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 | 1,373,149 | 605 | 439 | -0.194 | -0.136 | -0.164 | 0.193 | 0.168 | 0.166 | 0.625 | 9 |
| 1 | True | 43,138,840 | 825,174 | 125 | 2,492 | -0.191 | 0.025 | 0.153 | 0.194 | 0.168 | 0.167 | 0.375 | 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 | 748,228 | 663 | 204 | -0.389 | -0.235 | -0.234 | 0.270 | 0.241 | 0.235 | 0.581 | 10 |
| 1 | True | 31,755,859 | 538,891 | 67 | 3,877 | -0.292 | 0.047 | 0.201 | 0.305 | 0.222 | 0.213 | 0.419 | 10 |