| 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 | 2,187,280 | 593 | 909 | -0.019 | 0.000 | -0.000 | 0.018 | 0.010 | 0.010 | 0.572 | 1 |
| 1 | True | 30,221,187 | 1,637,393 | 134 | 2,086 | -0.018 | 0.000 | 0.000 | 0.018 | 0.010 | 0.010 | 0.428 | 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 | 1,934,545 | 607 | 951 | -0.037 | 0.005 | 0.021 | 0.037 | 0.028 | 0.028 | 0.697 | 2 |
| 1 | True | 27,891,830 | 840,835 | 120 | 2,740 | -0.037 | -0.002 | -0.019 | 0.037 | 0.028 | 0.027 | 0.303 | 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 | 2,021,678 | 643 | 961 | -0.053 | 0.007 | 0.039 | 0.053 | 0.045 | 0.045 | 0.790 | 3 |
| 1 | True | 16,675,289 | 536,017 | 84 | 2,727 | -0.053 | -0.007 | -0.039 | 0.053 | 0.045 | 0.045 | 0.210 | 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 | 2,195,683 | 662 | 985 | -0.070 | 0.003 | 0.054 | 0.070 | 0.062 | 0.062 | 0.761 | 4 |
| 1 | True | 11,558,943 | 688,244 | 65 | 3,968 | -0.069 | -0.018 | -0.058 | 0.070 | 0.062 | 0.061 | 0.239 | 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 | 1,680,820 | 671 | 1,092 | -0.086 | -0.000 | 0.070 | 0.086 | 0.078 | 0.078 | 0.841 | 5 |
| 1 | True | 10,753,167 | 318,585 | 56 | 3,109 | -0.086 | -0.003 | -0.070 | 0.086 | 0.077 | 0.076 | 0.159 | 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 | 2,014,269 | 640 | 975 | -0.104 | -0.018 | -0.089 | 0.104 | 0.095 | 0.094 | 0.648 | 6 |
| 1 | True | 23,801,887 | 1,093,855 | 86 | 4,030 | -0.103 | -0.013 | -0.088 | 0.103 | 0.096 | 0.097 | 0.352 | 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 | 1,615,043 | 642 | 849 | -0.124 | -0.032 | -0.108 | 0.124 | 0.114 | 0.113 | 0.795 | 7 |
| 1 | True | 19,549,716 | 415,876 | 85 | 2,901 | -0.124 | -0.010 | -0.104 | 0.124 | 0.115 | 0.115 | 0.205 | 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 | 1,201,381 | 614 | 636 | -0.153 | -0.074 | -0.136 | 0.153 | 0.139 | 0.139 | 0.494 | 8 |
| 1 | True | 26,501,985 | 1,232,110 | 113 | 2,220 | -0.153 | 0.017 | 0.127 | 0.153 | 0.138 | 0.137 | 0.506 | 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 | 1,179,759 | 588 | 409 | -0.201 | -0.142 | -0.171 | 0.201 | 0.174 | 0.173 | 0.563 | 9 |
| 1 | True | 44,265,206 | 916,768 | 139 | 2,131 | -0.201 | 0.018 | 0.155 | 0.200 | 0.176 | 0.177 | 0.437 | 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 | 524,706 | 659 | 217 | -0.437 | -0.249 | -0.245 | 0.277 | 0.253 | 0.245 | 0.500 | 10 |
| 1 | True | 37,502,480 | 525,005 | 68 | 1,911 | -0.387 | 0.015 | 0.203 | 0.313 | 0.234 | 0.228 | 0.500 | 10 |