| 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 | 2,206,981 | 586 | 967 | -0.018 | 0.001 | 0.002 | 0.018 | 0.009 | 0.009 | 0.560 | 1 |
| 1 | True | 34,101,668 | 1,736,999 | 144 | 2,527 | -0.018 | -0.000 | -0.001 | 0.018 | 0.009 | 0.009 | 0.440 | 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 | 2,020,717 | 621 | 939 | -0.036 | 0.003 | 0.020 | 0.036 | 0.027 | 0.027 | 0.730 | 2 |
| 1 | True | 20,052,731 | 748,218 | 108 | 2,798 | -0.036 | 0.001 | 0.019 | 0.036 | 0.027 | 0.028 | 0.270 | 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 | 2,234,710 | 641 | 964 | -0.053 | 0.009 | 0.039 | 0.053 | 0.045 | 0.044 | 0.778 | 3 |
| 1 | True | 21,267,968 | 638,572 | 88 | 2,529 | -0.052 | -0.003 | -0.037 | 0.053 | 0.045 | 0.044 | 0.222 | 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 | 1,584,773 | 672 | 997 | -0.068 | 0.006 | 0.054 | 0.068 | 0.060 | 0.060 | 0.691 | 4 |
| 1 | True | 13,171,411 | 709,145 | 57 | 3,045 | -0.068 | -0.031 | -0.058 | 0.066 | 0.061 | 0.060 | 0.309 | 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 | 2,070,586 | 662 | 999 | -0.086 | -0.002 | -0.069 | 0.086 | 0.077 | 0.077 | 0.767 | 5 |
| 1 | True | 18,417,332 | 630,441 | 68 | 3,547 | -0.085 | -0.023 | -0.072 | 0.086 | 0.077 | 0.077 | 0.233 | 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 | 1,895,811 | 657 | 909 | -0.103 | -0.015 | -0.088 | 0.103 | 0.094 | 0.094 | 0.688 | 6 |
| 1 | True | 17,306,447 | 858,834 | 72 | 3,501 | -0.103 | -0.015 | -0.087 | 0.103 | 0.095 | 0.095 | 0.312 | 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 | 1,216,940 | 629 | 798 | -0.125 | -0.036 | -0.108 | 0.125 | 0.113 | 0.113 | 0.615 | 7 |
| 1 | True | 19,807,088 | 761,391 | 100 | 2,228 | -0.125 | -0.010 | -0.104 | 0.124 | 0.115 | 0.114 | 0.385 | 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 | 1,333,249 | 602 | 671 | -0.153 | -0.072 | -0.135 | 0.153 | 0.138 | 0.138 | 0.665 | 8 |
| 1 | True | 33,601,371 | 671,811 | 127 | 2,608 | -0.152 | 0.021 | 0.129 | 0.153 | 0.139 | 0.138 | 0.335 | 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 | 1,150,315 | 608 | 426 | -0.197 | -0.149 | -0.171 | 0.196 | 0.173 | 0.171 | 0.551 | 9 |
| 1 | True | 42,937,840 | 937,848 | 121 | 2,591 | -0.190 | 0.030 | 0.157 | 0.197 | 0.173 | 0.172 | 0.449 | 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 | 627,061 | 671 | 227 | -0.378 | -0.236 | -0.235 | 0.246 | 0.241 | 0.235 | 0.497 | 10 |
| 1 | True | 28,868,237 | 633,681 | 59 | 1,637 | -0.277 | 0.058 | 0.204 | 0.328 | 0.229 | 0.217 | 0.503 | 10 |