| 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 | 2,044,989 | 584 | 968 | -0.018 | 0.001 | 0.002 | 0.018 | 0.010 | 0.010 | 0.664 | 1 |
| 1 | True | 31,894,342 | 1,035,743 | 146 | 2,292 | -0.018 | 0.001 | 0.001 | 0.017 | 0.009 | 0.010 | 0.336 | 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 | 2,115,643 | 626 | 954 | -0.035 | 0.003 | 0.020 | 0.035 | 0.027 | 0.027 | 0.574 | 2 |
| 1 | True | 25,161,965 | 1,571,993 | 104 | 2,854 | -0.034 | -0.002 | -0.020 | 0.035 | 0.027 | 0.027 | 0.426 | 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 | 2,268,947 | 646 | 979 | -0.051 | 0.007 | 0.037 | 0.051 | 0.043 | 0.043 | 0.810 | 3 |
| 1 | True | 15,837,441 | 530,574 | 84 | 2,947 | -0.051 | -0.004 | -0.036 | 0.050 | 0.043 | 0.043 | 0.190 | 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 | 1,808,628 | 662 | 1,003 | -0.067 | 0.004 | 0.052 | 0.067 | 0.059 | 0.059 | 0.644 | 4 |
| 1 | True | 15,962,012 | 1,000,966 | 68 | 3,065 | -0.067 | -0.013 | -0.056 | 0.067 | 0.060 | 0.060 | 0.356 | 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 | 1,888,939 | 673 | 947 | -0.084 | 0.001 | 0.067 | 0.084 | 0.075 | 0.075 | 0.808 | 5 |
| 1 | True | 12,892,714 | 449,444 | 57 | 2,627 | -0.083 | -0.042 | -0.075 | 0.083 | 0.076 | 0.076 | 0.192 | 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 | 1,567,287 | 644 | 888 | -0.102 | -0.012 | -0.086 | 0.102 | 0.093 | 0.093 | 0.679 | 6 |
| 1 | True | 22,679,157 | 741,006 | 85 | 3,648 | -0.100 | -0.010 | -0.086 | 0.102 | 0.093 | 0.092 | 0.321 | 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 | 1,604,454 | 626 | 821 | -0.125 | -0.034 | -0.108 | 0.125 | 0.113 | 0.113 | 0.687 | 7 |
| 1 | True | 26,674,092 | 729,731 | 104 | 2,706 | -0.125 | -0.019 | -0.105 | 0.125 | 0.113 | 0.113 | 0.313 | 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 | 1,308,207 | 606 | 680 | -0.155 | -0.073 | -0.135 | 0.155 | 0.139 | 0.138 | 0.588 | 8 |
| 1 | True | 32,022,526 | 917,970 | 124 | 2,582 | -0.155 | 0.041 | 0.134 | 0.155 | 0.140 | 0.140 | 0.412 | 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 | 1,091,541 | 609 | 444 | -0.200 | -0.151 | -0.173 | 0.199 | 0.176 | 0.174 | 0.509 | 9 |
| 1 | True | 42,885,292 | 1,051,096 | 121 | 2,593 | -0.199 | 0.040 | 0.162 | 0.199 | 0.175 | 0.173 | 0.491 | 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 | 667,585 | 689 | 239 | -0.382 | -0.241 | -0.238 | 0.255 | 0.245 | 0.238 | 0.612 | 10 |
| 1 | True | 23,405,571 | 423,628 | 41 | 2,012 | -0.277 | 0.063 | 0.210 | 0.327 | 0.230 | 0.219 | 0.388 | 10 |