| 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 | 2,051,108 | 595 | 937 | -0.018 | 0.001 | 0.001 | 0.018 | 0.009 | 0.009 | 0.734 | 1 |
| 1 | True | 27,371,264 | 742,269 | 132 | 2,563 | -0.018 | 0.000 | 0.001 | 0.018 | 0.009 | 0.010 | 0.266 | 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 | 1,999,004 | 611 | 930 | -0.036 | 0.004 | 0.020 | 0.036 | 0.027 | 0.027 | 0.739 | 2 |
| 1 | True | 23,912,228 | 705,345 | 116 | 2,414 | -0.036 | -0.003 | -0.019 | 0.035 | 0.027 | 0.027 | 0.261 | 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 | 2,035,791 | 633 | 981 | -0.053 | 0.005 | 0.038 | 0.053 | 0.045 | 0.044 | 0.564 | 3 |
| 1 | True | 22,185,418 | 1,576,367 | 94 | 3,022 | -0.052 | -0.009 | -0.039 | 0.053 | 0.043 | 0.042 | 0.436 | 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 | 1,764,452 | 665 | 1,028 | -0.069 | 0.004 | 0.054 | 0.069 | 0.061 | 0.061 | 0.771 | 4 |
| 1 | True | 14,333,366 | 525,356 | 62 | 2,891 | -0.069 | 0.002 | 0.053 | 0.068 | 0.061 | 0.061 | 0.229 | 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 | 1,926,847 | 666 | 1,002 | -0.085 | 0.000 | 0.069 | 0.085 | 0.077 | 0.076 | 0.716 | 5 |
| 1 | True | 11,593,651 | 764,380 | 61 | 4,119 | -0.084 | -0.009 | -0.071 | 0.084 | 0.076 | 0.076 | 0.284 | 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 | 1,560,603 | 650 | 954 | -0.104 | -0.017 | -0.087 | 0.104 | 0.094 | 0.093 | 0.755 | 6 |
| 1 | True | 18,408,201 | 505,654 | 76 | 2,171 | -0.103 | -0.009 | -0.086 | 0.103 | 0.094 | 0.094 | 0.245 | 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 | 1,960,466 | 624 | 897 | -0.124 | -0.037 | -0.109 | 0.124 | 0.114 | 0.114 | 0.696 | 7 |
| 1 | True | 26,575,487 | 855,868 | 103 | 2,792 | -0.124 | -0.007 | -0.105 | 0.124 | 0.114 | 0.115 | 0.304 | 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 | 1,527,171 | 621 | 598 | -0.153 | -0.066 | -0.133 | 0.152 | 0.138 | 0.138 | 0.685 | 8 |
| 1 | True | 24,680,519 | 701,105 | 106 | 2,767 | -0.153 | -0.011 | -0.128 | 0.153 | 0.139 | 0.140 | 0.315 | 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 | 1,079,672 | 578 | 389 | -0.201 | -0.152 | -0.172 | 0.189 | 0.174 | 0.173 | 0.444 | 9 |
| 1 | True | 51,816,364 | 1,350,572 | 149 | 2,155 | -0.199 | 0.026 | 0.158 | 0.200 | 0.175 | 0.172 | 0.556 | 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 | 507,674 | 673 | 218 | -0.425 | -0.251 | -0.246 | 0.282 | 0.254 | 0.246 | 0.540 | 10 |
| 1 | True | 27,669,651 | 432,361 | 54 | 1,639 | -0.370 | 0.009 | 0.204 | 0.322 | 0.236 | 0.228 | 0.460 | 10 |