| 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 | 1,899,297 | 604 | 963 | -0.018 | 0.001 | 0.001 | 0.018 | 0.009 | 0.010 | 0.531 | 1 |
| 1 | True | 25,347,693 | 1,676,534 | 126 | 2,384 | -0.018 | 0.000 | 0.000 | 0.018 | 0.008 | 0.009 | 0.469 | 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 | 1,713,313 | 610 | 959 | -0.035 | 0.003 | 0.019 | 0.035 | 0.027 | 0.027 | 0.748 | 2 |
| 1 | True | 26,336,198 | 576,481 | 119 | 2,353 | -0.035 | -0.002 | -0.018 | 0.035 | 0.026 | 0.026 | 0.252 | 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 | 1,696,639 | 644 | 973 | -0.052 | 0.008 | 0.038 | 0.051 | 0.043 | 0.044 | 0.712 | 3 |
| 1 | True | 19,671,365 | 684,972 | 85 | 3,096 | -0.051 | -0.006 | -0.038 | 0.051 | 0.043 | 0.042 | 0.288 | 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 | 2,017,678 | 654 | 977 | -0.066 | 0.003 | 0.052 | 0.066 | 0.059 | 0.058 | 0.724 | 4 |
| 1 | True | 19,688,157 | 769,768 | 75 | 3,115 | -0.066 | -0.018 | -0.054 | 0.066 | 0.059 | 0.059 | 0.276 | 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 | 2,132,477 | 664 | 992 | -0.083 | -0.002 | -0.067 | 0.083 | 0.074 | 0.074 | 0.766 | 5 |
| 1 | True | 13,590,788 | 650,506 | 66 | 3,689 | -0.082 | -0.012 | -0.069 | 0.082 | 0.075 | 0.076 | 0.234 | 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 | 1,469,868 | 670 | 884 | -0.101 | -0.017 | -0.085 | 0.100 | 0.091 | 0.091 | 0.696 | 6 |
| 1 | True | 13,699,668 | 642,192 | 59 | 2,791 | -0.100 | -0.012 | -0.087 | 0.100 | 0.093 | 0.094 | 0.304 | 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 | 2,298,099 | 624 | 801 | -0.122 | -0.036 | -0.105 | 0.122 | 0.111 | 0.111 | 0.805 | 7 |
| 1 | True | 23,201,731 | 555,594 | 105 | 1,832 | -0.121 | -0.017 | -0.104 | 0.121 | 0.111 | 0.112 | 0.195 | 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 | 1,113,420 | 600 | 638 | -0.149 | -0.061 | -0.130 | 0.149 | 0.135 | 0.135 | 0.517 | 8 |
| 1 | True | 34,715,107 | 1,038,734 | 129 | 2,589 | -0.148 | 0.026 | 0.126 | 0.149 | 0.135 | 0.136 | 0.483 | 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 | 937,460 | 605 | 425 | -0.195 | -0.144 | -0.168 | 0.190 | 0.170 | 0.169 | 0.441 | 9 |
| 1 | True | 40,291,953 | 1,189,356 | 124 | 2,907 | -0.193 | 0.009 | 0.150 | 0.192 | 0.168 | 0.166 | 0.559 | 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 | 746,918 | 669 | 223 | -0.404 | -0.235 | -0.235 | 0.277 | 0.242 | 0.235 | 0.509 | 10 |
| 1 | True | 32,209,347 | 719,103 | 61 | 1,979 | -0.293 | 0.065 | 0.203 | 0.312 | 0.225 | 0.217 | 0.491 | 10 |