| 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 | 1,820,913 | 580 | 906 | -0.019 | 0.001 | 0.002 | 0.019 | 0.010 | 0.010 | 0.624 | 1 |
| 1 | True | 34,874,743 | 1,098,536 | 147 | 2,216 | -0.019 | -0.001 | -0.001 | 0.019 | 0.010 | 0.009 | 0.376 | 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 | 1,709,327 | 615 | 916 | -0.037 | 0.006 | 0.023 | 0.037 | 0.028 | 0.029 | 0.535 | 2 |
| 1 | True | 24,419,754 | 1,485,964 | 112 | 2,423 | -0.037 | -0.007 | -0.023 | 0.036 | 0.028 | 0.028 | 0.465 | 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 | 2,526,045 | 648 | 1,025 | -0.055 | 0.006 | 0.039 | 0.055 | 0.046 | 0.046 | 0.874 | 3 |
| 1 | True | 15,895,940 | 363,094 | 79 | 2,635 | -0.054 | -0.005 | -0.039 | 0.055 | 0.046 | 0.046 | 0.126 | 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 | 2,057,685 | 671 | 1,008 | -0.071 | 0.005 | 0.056 | 0.071 | 0.063 | 0.064 | 0.804 | 4 |
| 1 | True | 13,128,898 | 500,353 | 55 | 2,806 | -0.071 | -0.020 | -0.060 | 0.070 | 0.063 | 0.064 | 0.196 | 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 | 1,987,033 | 668 | 1,102 | -0.089 | -0.006 | -0.073 | 0.089 | 0.080 | 0.080 | 0.752 | 5 |
| 1 | True | 14,936,081 | 655,600 | 59 | 4,637 | -0.089 | -0.011 | -0.073 | 0.088 | 0.080 | 0.080 | 0.248 | 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 | 1,623,514 | 637 | 985 | -0.105 | -0.021 | -0.091 | 0.105 | 0.097 | 0.097 | 0.645 | 6 |
| 1 | True | 17,853,291 | 895,339 | 90 | 3,971 | -0.106 | -0.029 | -0.093 | 0.105 | 0.098 | 0.098 | 0.355 | 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 | 1,294,116 | 641 | 819 | -0.126 | -0.036 | -0.110 | 0.126 | 0.116 | 0.115 | 0.721 | 7 |
| 1 | True | 20,435,361 | 500,415 | 85 | 2,096 | -0.126 | -0.020 | -0.109 | 0.126 | 0.116 | 0.116 | 0.279 | 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 | 1,959,723 | 608 | 654 | -0.153 | -0.073 | -0.134 | 0.152 | 0.139 | 0.138 | 0.583 | 8 |
| 1 | True | 32,454,381 | 1,401,685 | 119 | 2,836 | -0.153 | 0.021 | 0.130 | 0.152 | 0.139 | 0.139 | 0.417 | 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 | 1,196,705 | 607 | 424 | -0.190 | -0.141 | -0.169 | 0.189 | 0.170 | 0.170 | 0.647 | 9 |
| 1 | True | 37,354,290 | 652,894 | 120 | 2,202 | -0.189 | 0.022 | 0.156 | 0.190 | 0.170 | 0.170 | 0.353 | 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 | 704,531 | 643 | 255 | -0.432 | -0.220 | -0.221 | 0.336 | 0.233 | 0.222 | 0.542 | 10 |
| 1 | True | 39,195,295 | 596,461 | 84 | 1,810 | -0.351 | 0.055 | 0.198 | 0.357 | 0.222 | 0.212 | 0.458 | 10 |