| 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 | 1,902,465 | 599 | 942 | -0.018 | 0.001 | 0.001 | 0.018 | 0.009 | 0.009 | 0.517 | 1 |
| 1 | True | 27,595,009 | 1,775,364 | 131 | 2,406 | -0.018 | 0.000 | -0.001 | 0.017 | 0.008 | 0.008 | 0.483 | 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 | 1,612,875 | 622 | 863 | -0.036 | 0.004 | 0.021 | 0.036 | 0.027 | 0.027 | 0.734 | 2 |
| 1 | True | 22,073,634 | 585,641 | 108 | 2,055 | -0.035 | -0.005 | -0.020 | 0.036 | 0.027 | 0.026 | 0.266 | 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 | 1,758,373 | 638 | 939 | -0.052 | 0.005 | 0.037 | 0.052 | 0.044 | 0.044 | 0.667 | 3 |
| 1 | True | 18,149,129 | 877,945 | 92 | 2,984 | -0.052 | -0.003 | -0.038 | 0.052 | 0.044 | 0.044 | 0.333 | 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 | 1,751,661 | 650 | 954 | -0.067 | 0.004 | 0.053 | 0.067 | 0.059 | 0.059 | 0.617 | 4 |
| 1 | True | 19,192,417 | 1,087,195 | 80 | 4,320 | -0.066 | -0.009 | -0.055 | 0.067 | 0.060 | 0.059 | 0.383 | 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 | 1,503,632 | 668 | 961 | -0.083 | -0.010 | -0.069 | 0.083 | 0.075 | 0.075 | 0.732 | 5 |
| 1 | True | 10,420,728 | 551,333 | 62 | 2,986 | -0.083 | -0.010 | -0.069 | 0.083 | 0.075 | 0.075 | 0.268 | 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 | 1,717,071 | 636 | 858 | -0.100 | -0.013 | -0.086 | 0.100 | 0.091 | 0.091 | 0.720 | 6 |
| 1 | True | 17,912,021 | 668,162 | 94 | 2,108 | -0.100 | -0.033 | -0.086 | 0.100 | 0.091 | 0.090 | 0.280 | 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 | 1,678,317 | 632 | 694 | -0.121 | -0.038 | -0.105 | 0.121 | 0.111 | 0.111 | 0.744 | 7 |
| 1 | True | 25,850,377 | 578,704 | 98 | 2,396 | -0.120 | 0.000 | 0.000 | 0.120 | 0.110 | 0.109 | 0.256 | 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 | 2,035,710 | 606 | 620 | -0.146 | -0.065 | -0.128 | 0.146 | 0.132 | 0.132 | 0.767 | 8 |
| 1 | True | 32,570,141 | 617,055 | 124 | 2,496 | -0.146 | -0.007 | -0.122 | 0.146 | 0.133 | 0.134 | 0.233 | 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 | 1,402,247 | 597 | 451 | -0.192 | -0.126 | -0.162 | 0.191 | 0.166 | 0.165 | 0.682 | 9 |
| 1 | True | 43,532,941 | 653,101 | 133 | 2,336 | -0.192 | 0.029 | 0.150 | 0.191 | 0.166 | 0.163 | 0.318 | 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 | 761,414 | 664 | 205 | -0.389 | -0.232 | -0.231 | 0.279 | 0.238 | 0.231 | 0.544 | 10 |
| 1 | True | 31,463,602 | 637,626 | 66 | 3,505 | -0.299 | 0.056 | 0.210 | 0.371 | 0.228 | 0.222 | 0.456 | 10 |