| 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 | 1,902,702 | 611 | 963 | -0.018 | -0.000 | -0.001 | 0.018 | 0.009 | 0.010 | 0.734 | 1 |
| 1 | True | 26,084,335 | 691,142 | 119 | 2,117 | -0.018 | -0.000 | -0.000 | 0.018 | 0.009 | 0.010 | 0.266 | 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 | 1,770,032 | 612 | 868 | -0.034 | 0.003 | 0.020 | 0.034 | 0.026 | 0.026 | 0.697 | 2 |
| 1 | True | 24,018,948 | 767,983 | 118 | 2,667 | -0.034 | -0.004 | -0.021 | 0.034 | 0.026 | 0.026 | 0.303 | 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 | 1,758,959 | 641 | 985 | -0.050 | 0.009 | 0.037 | 0.050 | 0.042 | 0.043 | 0.677 | 3 |
| 1 | True | 21,091,156 | 837,569 | 89 | 2,793 | -0.049 | -0.002 | -0.035 | 0.050 | 0.041 | 0.041 | 0.323 | 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 | 1,568,972 | 655 | 929 | -0.066 | 0.002 | 0.051 | 0.066 | 0.058 | 0.058 | 0.530 | 4 |
| 1 | True | 15,689,576 | 1,390,413 | 75 | 3,414 | -0.065 | -0.026 | -0.055 | 0.065 | 0.057 | 0.056 | 0.470 | 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 | 1,578,074 | 662 | 967 | -0.082 | -0.007 | -0.067 | 0.082 | 0.074 | 0.074 | 0.815 | 5 |
| 1 | True | 16,534,414 | 357,179 | 68 | 2,530 | -0.082 | -0.020 | -0.070 | 0.081 | 0.075 | 0.075 | 0.185 | 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 | 1,691,861 | 643 | 903 | -0.101 | -0.012 | -0.084 | 0.101 | 0.091 | 0.091 | 0.727 | 6 |
| 1 | True | 15,689,185 | 634,371 | 86 | 2,659 | -0.099 | -0.006 | -0.083 | 0.100 | 0.092 | 0.092 | 0.273 | 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 | 1,637,734 | 626 | 694 | -0.122 | -0.037 | -0.106 | 0.122 | 0.111 | 0.111 | 0.686 | 7 |
| 1 | True | 22,302,073 | 750,345 | 104 | 2,542 | -0.121 | -0.013 | -0.103 | 0.122 | 0.111 | 0.112 | 0.314 | 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 | 1,860,666 | 614 | 625 | -0.149 | -0.074 | -0.131 | 0.149 | 0.135 | 0.134 | 0.616 | 8 |
| 1 | True | 30,600,038 | 1,158,182 | 116 | 2,500 | -0.149 | 0.012 | 0.124 | 0.148 | 0.135 | 0.134 | 0.384 | 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 | 1,133,184 | 597 | 418 | -0.194 | -0.141 | -0.166 | 0.191 | 0.168 | 0.167 | 0.516 | 9 |
| 1 | True | 50,278,857 | 1,063,037 | 133 | 2,501 | -0.194 | 0.015 | 0.151 | 0.194 | 0.168 | 0.168 | 0.484 | 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 | 808,768 | 674 | 225 | -0.399 | -0.230 | -0.231 | 0.267 | 0.238 | 0.231 | 0.506 | 10 |
| 1 | True | 26,552,580 | 789,760 | 56 | 3,680 | -0.300 | 0.090 | 0.205 | 0.296 | 0.225 | 0.213 | 0.494 | 10 |