| 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 | 1,875,865 | 606 | 956 | -0.017 | 0.001 | 0.001 | 0.017 | 0.008 | 0.009 | 0.542 | 1 |
| 1 | True | 27,110,347 | 1,587,396 | 124 | 2,067 | -0.017 | -0.000 | -0.001 | 0.017 | 0.009 | 0.009 | 0.458 | 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 | 2,051,199 | 630 | 931 | -0.034 | 0.003 | 0.019 | 0.034 | 0.026 | 0.026 | 0.743 | 2 |
| 1 | True | 21,224,874 | 709,929 | 99 | 2,633 | -0.034 | -0.004 | -0.020 | 0.034 | 0.025 | 0.026 | 0.257 | 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 | 1,814,196 | 632 | 1,006 | -0.050 | 0.008 | 0.036 | 0.050 | 0.042 | 0.042 | 0.811 | 3 |
| 1 | True | 18,822,476 | 421,799 | 97 | 2,850 | -0.050 | -0.010 | -0.038 | 0.050 | 0.042 | 0.042 | 0.189 | 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 | 1,866,575 | 647 | 1,006 | -0.066 | 0.005 | 0.052 | 0.066 | 0.058 | 0.058 | 0.784 | 4 |
| 1 | True | 17,857,831 | 515,385 | 82 | 2,536 | -0.066 | -0.023 | -0.056 | 0.066 | 0.059 | 0.059 | 0.216 | 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 | 1,583,565 | 662 | 996 | -0.083 | -0.005 | -0.067 | 0.083 | 0.075 | 0.075 | 0.739 | 5 |
| 1 | True | 15,525,611 | 558,705 | 68 | 2,864 | -0.083 | -0.011 | -0.068 | 0.083 | 0.076 | 0.077 | 0.261 | 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 | 1,685,527 | 651 | 879 | -0.101 | -0.024 | -0.087 | 0.101 | 0.092 | 0.092 | 0.773 | 6 |
| 1 | True | 24,174,716 | 494,958 | 78 | 2,285 | -0.100 | -0.009 | -0.085 | 0.101 | 0.092 | 0.092 | 0.227 | 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 | 1,205,023 | 631 | 839 | -0.123 | -0.036 | -0.106 | 0.123 | 0.112 | 0.111 | 0.591 | 7 |
| 1 | True | 18,873,932 | 834,802 | 98 | 2,127 | -0.122 | -0.018 | -0.105 | 0.122 | 0.111 | 0.111 | 0.409 | 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 | 1,712,738 | 607 | 585 | -0.150 | -0.067 | -0.130 | 0.150 | 0.135 | 0.135 | 0.653 | 8 |
| 1 | True | 29,721,086 | 908,741 | 122 | 2,640 | -0.149 | -0.002 | -0.123 | 0.150 | 0.135 | 0.135 | 0.347 | 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 | 1,459,219 | 591 | 409 | -0.197 | -0.139 | -0.169 | 0.194 | 0.171 | 0.170 | 0.500 | 9 |
| 1 | True | 48,877,305 | 1,461,692 | 138 | 2,703 | -0.197 | 0.034 | 0.156 | 0.196 | 0.171 | 0.169 | 0.500 | 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 | 999,664 | 674 | 221 | -0.418 | -0.239 | -0.237 | 0.269 | 0.246 | 0.238 | 0.582 | 10 |
| 1 | True | 28,810,397 | 718,201 | 56 | 2,612 | -0.279 | 0.071 | 0.209 | 0.313 | 0.229 | 0.225 | 0.418 | 10 |