| 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 | 1,839,733 | 605 | 958 | -0.017 | 0.000 | 0.000 | 0.018 | 0.009 | 0.009 | 0.544 | 1 |
| 1 | True | 24,167,347 | 1,543,520 | 125 | 2,369 | -0.017 | -0.001 | -0.001 | 0.018 | 0.008 | 0.008 | 0.456 | 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 | 1,892,608 | 618 | 962 | -0.035 | 0.004 | 0.020 | 0.035 | 0.026 | 0.026 | 0.709 | 2 |
| 1 | True | 24,290,153 | 778,221 | 111 | 2,412 | -0.035 | -0.003 | -0.018 | 0.034 | 0.026 | 0.026 | 0.291 | 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 | 2,065,971 | 644 | 923 | -0.050 | 0.006 | 0.037 | 0.051 | 0.043 | 0.043 | 0.774 | 3 |
| 1 | True | 18,176,932 | 601,839 | 85 | 3,088 | -0.050 | -0.004 | -0.036 | 0.050 | 0.042 | 0.042 | 0.226 | 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 | 1,516,119 | 659 | 973 | -0.066 | 0.003 | 0.052 | 0.066 | 0.058 | 0.058 | 0.734 | 4 |
| 1 | True | 19,409,864 | 548,654 | 70 | 2,809 | -0.066 | -0.024 | -0.054 | 0.066 | 0.058 | 0.057 | 0.266 | 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 | 1,777,464 | 653 | 979 | -0.083 | -0.005 | -0.068 | 0.083 | 0.075 | 0.075 | 0.750 | 5 |
| 1 | True | 16,584,943 | 591,717 | 77 | 3,034 | -0.082 | -0.005 | -0.069 | 0.083 | 0.075 | 0.075 | 0.250 | 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 | 1,589,451 | 671 | 918 | -0.100 | -0.017 | -0.086 | 0.100 | 0.092 | 0.092 | 0.825 | 6 |
| 1 | True | 15,070,606 | 337,751 | 58 | 3,067 | -0.100 | -0.022 | -0.087 | 0.100 | 0.092 | 0.092 | 0.175 | 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 | 2,402,342 | 621 | 836 | -0.121 | -0.038 | -0.105 | 0.121 | 0.111 | 0.111 | 0.745 | 7 |
| 1 | True | 29,303,374 | 820,308 | 108 | 2,303 | -0.121 | -0.006 | -0.101 | 0.121 | 0.111 | 0.111 | 0.255 | 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 | 1,070,000 | 608 | 642 | -0.149 | -0.066 | -0.129 | 0.149 | 0.135 | 0.135 | 0.432 | 8 |
| 1 | True | 28,000,560 | 1,408,954 | 121 | 2,718 | -0.149 | 0.023 | 0.126 | 0.149 | 0.135 | 0.136 | 0.568 | 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 | 1,074,184 | 602 | 408 | -0.193 | -0.140 | -0.167 | 0.192 | 0.169 | 0.168 | 0.477 | 9 |
| 1 | True | 39,977,124 | 1,178,595 | 127 | 2,645 | -0.193 | 0.012 | 0.153 | 0.192 | 0.169 | 0.167 | 0.523 | 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 | 770,186 | 666 | 214 | -0.407 | -0.235 | -0.235 | 0.288 | 0.241 | 0.235 | 0.561 | 10 |
| 1 | True | 33,823,116 | 603,887 | 64 | 2,055 | -0.303 | 0.059 | 0.198 | 0.306 | 0.224 | 0.216 | 0.439 | 10 |