| 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 | 1,799,420 | 593 | 890 | -0.019 | 0.001 | 0.002 | 0.019 | 0.009 | 0.009 | 0.510 | 1 |
| 1 | True | 30,356,051 | 1,725,765 | 137 | 2,461 | -0.018 | -0.001 | -0.000 | 0.019 | 0.009 | 0.009 | 0.490 | 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 | 2,054,722 | 637 | 957 | -0.036 | 0.005 | 0.021 | 0.036 | 0.027 | 0.027 | 0.784 | 2 |
| 1 | True | 21,207,369 | 564,449 | 92 | 2,472 | -0.036 | -0.003 | -0.021 | 0.035 | 0.027 | 0.027 | 0.216 | 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 | 1,766,690 | 639 | 961 | -0.052 | 0.004 | 0.037 | 0.052 | 0.044 | 0.044 | 0.817 | 3 |
| 1 | True | 19,306,417 | 395,920 | 90 | 2,570 | -0.052 | -0.015 | -0.040 | 0.051 | 0.043 | 0.043 | 0.183 | 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 | 1,616,992 | 648 | 1,003 | -0.068 | 0.007 | 0.053 | 0.068 | 0.060 | 0.060 | 0.662 | 4 |
| 1 | True | 18,263,086 | 824,913 | 81 | 3,470 | -0.067 | -0.012 | -0.054 | 0.067 | 0.060 | 0.061 | 0.338 | 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 | 2,160,912 | 666 | 1,027 | -0.085 | -0.006 | -0.069 | 0.085 | 0.076 | 0.076 | 0.823 | 5 |
| 1 | True | 14,439,555 | 465,885 | 64 | 3,696 | -0.085 | -0.013 | -0.072 | 0.083 | 0.077 | 0.077 | 0.177 | 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 | 1,398,184 | 660 | 927 | -0.104 | -0.023 | -0.089 | 0.104 | 0.094 | 0.094 | 0.773 | 6 |
| 1 | True | 19,180,437 | 409,494 | 69 | 1,891 | -0.104 | -0.029 | -0.091 | 0.103 | 0.094 | 0.095 | 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 | 1,441,450 | 614 | 818 | -0.124 | -0.044 | -0.109 | 0.124 | 0.114 | 0.114 | 0.637 | 7 |
| 1 | True | 23,669,292 | 822,825 | 115 | 2,250 | -0.123 | -0.009 | -0.105 | 0.124 | 0.114 | 0.113 | 0.363 | 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 | 1,627,392 | 618 | 579 | -0.151 | -0.068 | -0.132 | 0.151 | 0.137 | 0.136 | 0.650 | 8 |
| 1 | True | 30,606,881 | 877,286 | 111 | 2,610 | -0.150 | 0.007 | 0.126 | 0.149 | 0.138 | 0.138 | 0.350 | 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 | 1,400,371 | 593 | 415 | -0.197 | -0.137 | -0.170 | 0.196 | 0.172 | 0.172 | 0.514 | 9 |
| 1 | True | 47,107,112 | 1,321,859 | 136 | 2,057 | -0.197 | 0.020 | 0.154 | 0.197 | 0.172 | 0.170 | 0.486 | 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 | 908,917 | 672 | 211 | -0.413 | -0.242 | -0.241 | 0.287 | 0.249 | 0.241 | 0.550 | 10 |
| 1 | True | 26,563,466 | 742,198 | 58 | 2,500 | -0.282 | 0.075 | 0.209 | 0.313 | 0.228 | 0.222 | 0.450 | 10 |