| 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 | 1,855,581 | 580 | 930 | -0.020 | 0.002 | 0.003 | 0.020 | 0.010 | 0.010 | 0.655 | 1 |
| 1 | True | 31,625,434 | 975,437 | 146 | 2,282 | -0.020 | -0.001 | -0.001 | 0.019 | 0.010 | 0.010 | 0.345 | 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 | 2,054,214 | 612 | 899 | -0.039 | 0.004 | 0.022 | 0.039 | 0.030 | 0.030 | 0.803 | 2 |
| 1 | True | 22,029,800 | 505,181 | 113 | 2,249 | -0.038 | -0.008 | -0.023 | 0.038 | 0.029 | 0.028 | 0.197 | 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 | 2,233,128 | 635 | 972 | -0.057 | 0.008 | 0.042 | 0.057 | 0.048 | 0.048 | 0.822 | 3 |
| 1 | True | 23,569,522 | 482,670 | 90 | 2,640 | -0.057 | -0.015 | -0.044 | 0.056 | 0.048 | 0.047 | 0.178 | 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 | 1,895,664 | 662 | 1,073 | -0.073 | 0.002 | 0.057 | 0.073 | 0.065 | 0.065 | 0.742 | 4 |
| 1 | True | 16,351,199 | 658,738 | 63 | 4,174 | -0.073 | -0.012 | -0.060 | 0.073 | 0.065 | 0.064 | 0.258 | 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 | 2,462,880 | 658 | 984 | -0.089 | -0.008 | -0.075 | 0.089 | 0.081 | 0.082 | 0.854 | 5 |
| 1 | True | 11,458,943 | 419,719 | 67 | 2,697 | -0.089 | -0.025 | -0.076 | 0.088 | 0.081 | 0.081 | 0.146 | 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 | 1,509,563 | 655 | 996 | -0.107 | -0.021 | -0.093 | 0.107 | 0.098 | 0.098 | 0.691 | 6 |
| 1 | True | 20,808,292 | 673,697 | 70 | 3,950 | -0.106 | -0.017 | -0.093 | 0.107 | 0.099 | 0.100 | 0.309 | 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 | 1,260,982 | 630 | 804 | -0.128 | -0.044 | -0.113 | 0.128 | 0.117 | 0.117 | 0.639 | 7 |
| 1 | True | 21,168,859 | 712,264 | 95 | 2,860 | -0.127 | -0.009 | -0.108 | 0.127 | 0.117 | 0.117 | 0.361 | 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 | 1,494,221 | 609 | 668 | -0.153 | -0.076 | -0.136 | 0.153 | 0.140 | 0.140 | 0.616 | 8 |
| 1 | True | 30,599,224 | 932,331 | 116 | 1,943 | -0.153 | 0.001 | 0.000 | 0.153 | 0.140 | 0.140 | 0.384 | 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 | 1,668,423 | 600 | 393 | -0.194 | -0.139 | -0.170 | 0.191 | 0.172 | 0.172 | 0.508 | 9 |
| 1 | True | 33,584,263 | 1,615,144 | 125 | 2,140 | -0.194 | 0.046 | 0.161 | 0.193 | 0.174 | 0.176 | 0.492 | 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 | 812,476 | 645 | 255 | -0.399 | -0.228 | -0.227 | 0.370 | 0.240 | 0.228 | 0.647 | 10 |
| 1 | True | 37,430,725 | 443,227 | 81 | 1,737 | -0.359 | 0.031 | 0.198 | 0.343 | 0.227 | 0.214 | 0.353 | 10 |