| 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 | 1,849,740 | 579 | 897 | -0.019 | 0.002 | 0.002 | 0.019 | 0.010 | 0.010 | 0.599 | 1 |
| 1 | True | 31,585,858 | 1,240,009 | 148 | 2,264 | -0.019 | -0.001 | -0.001 | 0.019 | 0.009 | 0.008 | 0.401 | 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 | 2,441,868 | 621 | 979 | -0.037 | 0.006 | 0.023 | 0.038 | 0.029 | 0.029 | 0.668 | 2 |
| 1 | True | 24,141,918 | 1,216,026 | 106 | 2,432 | -0.037 | -0.006 | -0.023 | 0.037 | 0.028 | 0.028 | 0.332 | 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 | 2,144,907 | 634 | 1,015 | -0.055 | 0.005 | 0.039 | 0.056 | 0.047 | 0.047 | 0.664 | 3 |
| 1 | True | 20,358,983 | 1,085,420 | 93 | 3,513 | -0.055 | -0.006 | -0.039 | 0.055 | 0.046 | 0.047 | 0.336 | 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 | 2,449,846 | 654 | 943 | -0.072 | 0.009 | 0.058 | 0.072 | 0.064 | 0.064 | 0.798 | 4 |
| 1 | True | 14,395,595 | 620,719 | 72 | 2,961 | -0.072 | -0.004 | -0.056 | 0.071 | 0.063 | 0.062 | 0.202 | 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 | 1,565,187 | 666 | 1,096 | -0.089 | -0.004 | -0.072 | 0.089 | 0.080 | 0.080 | 0.725 | 5 |
| 1 | True | 13,029,120 | 593,406 | 61 | 4,621 | -0.089 | -0.009 | -0.074 | 0.089 | 0.080 | 0.080 | 0.275 | 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 | 2,027,544 | 653 | 1,092 | -0.108 | -0.021 | -0.093 | 0.108 | 0.098 | 0.098 | 0.787 | 6 |
| 1 | True | 15,816,384 | 550,058 | 74 | 4,460 | -0.106 | -0.016 | -0.093 | 0.107 | 0.098 | 0.097 | 0.213 | 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 | 1,438,561 | 615 | 933 | -0.129 | -0.031 | -0.112 | 0.129 | 0.118 | 0.118 | 0.718 | 7 |
| 1 | True | 25,825,806 | 565,554 | 111 | 2,316 | -0.129 | -0.020 | -0.110 | 0.129 | 0.118 | 0.117 | 0.282 | 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 | 1,409,286 | 615 | 605 | -0.158 | -0.086 | -0.140 | 0.157 | 0.143 | 0.142 | 0.521 | 8 |
| 1 | True | 31,815,569 | 1,295,769 | 112 | 2,658 | -0.157 | 0.027 | 0.134 | 0.158 | 0.145 | 0.146 | 0.479 | 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 | 903,888 | 615 | 411 | -0.201 | -0.153 | -0.175 | 0.200 | 0.178 | 0.176 | 0.599 | 9 |
| 1 | True | 39,681,966 | 604,098 | 112 | 2,027 | -0.201 | 0.037 | 0.163 | 0.201 | 0.177 | 0.178 | 0.401 | 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 | 501,904 | 666 | 217 | -0.441 | -0.243 | -0.239 | 0.327 | 0.248 | 0.240 | 0.480 | 10 |
| 1 | True | 33,242,010 | 544,610 | 61 | 1,800 | -0.360 | 0.030 | 0.204 | 0.315 | 0.230 | 0.216 | 0.520 | 10 |