| 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 | 1,250,463 | 571 | 859 | -0.020 | 0.001 | 0.001 | 0.020 | 0.010 | 0.010 | 0.464 | 1 |
| 1 | True | 30,539,824 | 1,446,086 | 154 | 1,792 | -0.020 | 0.000 | 0.001 | 0.020 | 0.010 | 0.009 | 0.536 | 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 | 2,145,420 | 608 | 921 | -0.038 | 0.005 | 0.023 | 0.038 | 0.029 | 0.029 | 0.696 | 2 |
| 1 | True | 28,610,616 | 935,768 | 117 | 2,388 | -0.037 | -0.005 | -0.023 | 0.037 | 0.029 | 0.029 | 0.304 | 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 | 2,200,358 | 632 | 945 | -0.055 | 0.009 | 0.041 | 0.055 | 0.047 | 0.047 | 0.834 | 3 |
| 1 | True | 20,015,083 | 438,874 | 93 | 2,762 | -0.055 | -0.010 | -0.040 | 0.055 | 0.046 | 0.046 | 0.166 | 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 | 1,999,879 | 657 | 998 | -0.072 | 0.002 | 0.056 | 0.072 | 0.063 | 0.063 | 0.745 | 4 |
| 1 | True | 15,468,436 | 685,513 | 68 | 3,030 | -0.072 | -0.010 | -0.057 | 0.071 | 0.063 | 0.064 | 0.255 | 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 | 1,687,580 | 666 | 1,027 | -0.089 | -0.005 | -0.073 | 0.089 | 0.080 | 0.079 | 0.767 | 5 |
| 1 | True | 13,169,188 | 513,273 | 59 | 3,177 | -0.089 | -0.034 | -0.077 | 0.089 | 0.080 | 0.079 | 0.233 | 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 | 1,724,324 | 647 | 1,019 | -0.106 | -0.025 | -0.092 | 0.106 | 0.098 | 0.097 | 0.777 | 6 |
| 1 | True | 15,043,795 | 493,618 | 78 | 2,725 | -0.106 | -0.004 | -0.089 | 0.106 | 0.097 | 0.097 | 0.223 | 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 | 1,481,642 | 640 | 863 | -0.127 | -0.044 | -0.111 | 0.127 | 0.116 | 0.116 | 0.686 | 7 |
| 1 | True | 17,286,320 | 679,526 | 85 | 2,898 | -0.127 | -0.007 | -0.108 | 0.127 | 0.116 | 0.116 | 0.314 | 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 | 1,942,440 | 611 | 654 | -0.152 | -0.079 | -0.135 | 0.152 | 0.139 | 0.138 | 0.660 | 8 |
| 1 | True | 29,846,306 | 999,211 | 114 | 2,193 | -0.152 | 0.010 | 0.128 | 0.152 | 0.140 | 0.140 | 0.340 | 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 | 1,327,377 | 608 | 433 | -0.189 | -0.140 | -0.168 | 0.189 | 0.170 | 0.170 | 0.520 | 9 |
| 1 | True | 38,589,653 | 1,223,113 | 117 | 2,239 | -0.185 | 0.028 | 0.159 | 0.188 | 0.169 | 0.168 | 0.480 | 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 | 707,756 | 635 | 271 | -0.396 | -0.221 | -0.221 | 0.347 | 0.234 | 0.222 | 0.431 | 10 |
| 1 | True | 40,012,926 | 934,814 | 90 | 1,871 | -0.355 | 0.043 | 0.194 | 0.361 | 0.220 | 0.211 | 0.569 | 10 |