| 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 | 2,031,303 | 599 | 934 | -0.018 | 0.001 | 0.001 | 0.018 | 0.009 | 0.009 | 0.574 | 1 |
| 1 | True | 26,312,576 | 1,505,380 | 131 | 2,296 | -0.017 | -0.000 | -0.000 | 0.017 | 0.009 | 0.010 | 0.426 | 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 | 1,820,363 | 609 | 971 | -0.034 | 0.004 | 0.021 | 0.035 | 0.027 | 0.027 | 0.689 | 2 |
| 1 | True | 27,311,080 | 821,725 | 121 | 2,940 | -0.034 | -0.004 | -0.021 | 0.034 | 0.026 | 0.026 | 0.311 | 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 | 1,562,969 | 633 | 924 | -0.050 | 0.006 | 0.037 | 0.050 | 0.043 | 0.043 | 0.681 | 3 |
| 1 | True | 14,965,588 | 732,900 | 97 | 2,397 | -0.049 | -0.004 | -0.037 | 0.050 | 0.043 | 0.042 | 0.319 | 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 | 1,619,499 | 661 | 1,004 | -0.066 | 0.006 | 0.052 | 0.066 | 0.058 | 0.058 | 0.681 | 4 |
| 1 | True | 20,878,426 | 759,585 | 69 | 4,695 | -0.066 | -0.011 | -0.053 | 0.066 | 0.058 | 0.059 | 0.319 | 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 | 2,451,212 | 669 | 953 | -0.083 | 0.001 | 0.067 | 0.083 | 0.075 | 0.075 | 0.793 | 5 |
| 1 | True | 15,935,210 | 639,809 | 61 | 3,017 | -0.083 | -0.030 | -0.072 | 0.083 | 0.075 | 0.076 | 0.207 | 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 | 1,960,381 | 645 | 907 | -0.103 | -0.012 | -0.085 | 0.103 | 0.092 | 0.092 | 0.752 | 6 |
| 1 | True | 17,040,129 | 645,476 | 84 | 3,320 | -0.102 | -0.024 | -0.087 | 0.103 | 0.093 | 0.093 | 0.248 | 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 | 1,429,050 | 635 | 711 | -0.124 | -0.034 | -0.107 | 0.124 | 0.112 | 0.112 | 0.627 | 7 |
| 1 | True | 20,960,250 | 849,453 | 95 | 2,527 | -0.124 | -0.006 | -0.104 | 0.124 | 0.113 | 0.112 | 0.373 | 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 | 1,228,114 | 603 | 690 | -0.154 | -0.073 | -0.133 | 0.154 | 0.138 | 0.137 | 0.602 | 8 |
| 1 | True | 36,525,354 | 810,264 | 127 | 2,671 | -0.153 | 0.032 | 0.130 | 0.154 | 0.139 | 0.139 | 0.398 | 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 | 844,115 | 608 | 419 | -0.199 | -0.149 | -0.170 | 0.192 | 0.173 | 0.170 | 0.394 | 9 |
| 1 | True | 45,918,522 | 1,296,777 | 122 | 2,383 | -0.198 | 0.028 | 0.157 | 0.199 | 0.173 | 0.173 | 0.606 | 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 | 837,750 | 684 | 237 | -0.396 | -0.235 | -0.234 | 0.257 | 0.241 | 0.234 | 0.589 | 10 |
| 1 | True | 22,864,323 | 585,026 | 46 | 1,839 | -0.285 | 0.082 | 0.204 | 0.301 | 0.228 | 0.221 | 0.411 | 10 |