| 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 | 1,810,480 | 570 | 908 | -0.020 | 0.000 | 0.001 | 0.020 | 0.010 | 0.010 | 0.542 | 1 |
| 1 | True | 33,135,967 | 1,530,441 | 156 | 1,892 | -0.020 | 0.001 | 0.000 | 0.020 | 0.010 | 0.010 | 0.458 | 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 | 2,414,878 | 601 | 912 | -0.039 | 0.005 | 0.023 | 0.039 | 0.030 | 0.030 | 0.731 | 2 |
| 1 | True | 25,913,266 | 887,121 | 124 | 2,658 | -0.038 | -0.006 | -0.023 | 0.039 | 0.028 | 0.027 | 0.269 | 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 | 1,903,456 | 634 | 1,006 | -0.057 | 0.007 | 0.042 | 0.057 | 0.049 | 0.049 | 0.755 | 3 |
| 1 | True | 26,983,699 | 617,359 | 91 | 2,655 | -0.057 | -0.012 | -0.042 | 0.056 | 0.047 | 0.047 | 0.245 | 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 | 1,730,648 | 644 | 1,009 | -0.073 | 0.003 | 0.058 | 0.073 | 0.066 | 0.066 | 0.573 | 4 |
| 1 | True | 11,557,545 | 1,289,312 | 81 | 3,489 | -0.073 | -0.011 | -0.060 | 0.073 | 0.066 | 0.066 | 0.427 | 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 | 1,298,221 | 659 | 974 | -0.090 | -0.001 | -0.074 | 0.090 | 0.082 | 0.082 | 0.650 | 5 |
| 1 | True | 15,563,568 | 698,506 | 67 | 3,361 | -0.090 | -0.028 | -0.078 | 0.090 | 0.082 | 0.082 | 0.350 | 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 | 1,446,896 | 650 | 977 | -0.109 | -0.018 | -0.093 | 0.109 | 0.099 | 0.099 | 0.736 | 6 |
| 1 | True | 16,785,813 | 519,731 | 75 | 3,683 | -0.109 | -0.015 | -0.094 | 0.108 | 0.099 | 0.098 | 0.264 | 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 | 1,443,332 | 630 | 843 | -0.130 | -0.037 | -0.113 | 0.130 | 0.119 | 0.119 | 0.663 | 7 |
| 1 | True | 17,168,566 | 735,195 | 95 | 2,870 | -0.129 | -0.001 | -0.109 | 0.129 | 0.120 | 0.121 | 0.337 | 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 | 1,464,009 | 627 | 674 | -0.157 | -0.077 | -0.139 | 0.156 | 0.143 | 0.142 | 0.693 | 8 |
| 1 | True | 27,301,897 | 647,423 | 98 | 1,914 | -0.156 | -0.005 | -0.131 | 0.157 | 0.145 | 0.146 | 0.307 | 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 | 1,808,077 | 594 | 426 | -0.198 | -0.149 | -0.176 | 0.197 | 0.177 | 0.177 | 0.558 | 9 |
| 1 | True | 42,446,636 | 1,433,980 | 131 | 2,085 | -0.194 | 0.055 | 0.164 | 0.197 | 0.175 | 0.174 | 0.442 | 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 | 660,055 | 661 | 260 | -0.418 | -0.236 | -0.232 | 0.346 | 0.244 | 0.233 | 0.565 | 10 |
| 1 | True | 32,922,078 | 508,443 | 65 | 1,540 | -0.357 | 0.034 | 0.205 | 0.332 | 0.230 | 0.219 | 0.435 | 10 |