| 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 | 2,777,403 | 586 | 893 | -0.020 | 0.001 | 0.000 | 0.020 | 0.010 | 0.010 | 0.804 | 1 |
| 1 | True | 33,367,160 | 677,594 | 140 | 2,287 | -0.020 | -0.001 | 0.000 | 0.020 | 0.009 | 0.009 | 0.196 | 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 | 2,097,118 | 609 | 913 | -0.038 | 0.005 | 0.022 | 0.038 | 0.029 | 0.029 | 0.807 | 2 |
| 1 | True | 27,079,753 | 502,022 | 116 | 2,211 | -0.038 | -0.008 | -0.024 | 0.038 | 0.029 | 0.029 | 0.193 | 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 | 1,668,564 | 645 | 926 | -0.055 | 0.006 | 0.040 | 0.055 | 0.047 | 0.047 | 0.788 | 3 |
| 1 | True | 18,712,441 | 449,524 | 80 | 1,985 | -0.055 | -0.008 | -0.040 | 0.054 | 0.046 | 0.047 | 0.212 | 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 | 2,163,168 | 658 | 1,056 | -0.072 | 0.002 | 0.056 | 0.072 | 0.064 | 0.064 | 0.703 | 4 |
| 1 | True | 13,328,399 | 913,441 | 67 | 4,318 | -0.072 | -0.030 | -0.061 | 0.071 | 0.064 | 0.064 | 0.297 | 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 | 1,856,897 | 663 | 1,045 | -0.088 | -0.010 | -0.074 | 0.088 | 0.080 | 0.080 | 0.811 | 5 |
| 1 | True | 15,618,111 | 433,881 | 62 | 3,300 | -0.088 | -0.013 | -0.074 | 0.088 | 0.080 | 0.080 | 0.189 | 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 | 1,394,142 | 645 | 938 | -0.104 | -0.024 | -0.092 | 0.104 | 0.096 | 0.096 | 0.667 | 6 |
| 1 | True | 17,946,894 | 695,895 | 80 | 3,340 | -0.104 | -0.017 | -0.091 | 0.104 | 0.097 | 0.096 | 0.333 | 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 | 1,405,134 | 649 | 862 | -0.125 | -0.047 | -0.109 | 0.125 | 0.114 | 0.115 | 0.695 | 7 |
| 1 | True | 13,006,353 | 615,868 | 76 | 1,988 | -0.124 | -0.016 | -0.109 | 0.123 | 0.115 | 0.116 | 0.305 | 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 | 1,547,002 | 607 | 625 | -0.152 | -0.079 | -0.135 | 0.151 | 0.138 | 0.138 | 0.657 | 8 |
| 1 | True | 36,536,929 | 807,977 | 118 | 2,946 | -0.152 | 0.000 | 0.000 | 0.151 | 0.137 | 0.137 | 0.343 | 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 | 1,586,947 | 595 | 411 | -0.192 | -0.130 | -0.168 | 0.191 | 0.170 | 0.169 | 0.500 | 9 |
| 1 | True | 32,697,179 | 1,587,921 | 130 | 1,730 | -0.192 | 0.037 | 0.157 | 0.192 | 0.170 | 0.168 | 0.500 | 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 | 892,567 | 637 | 246 | -0.404 | -0.227 | -0.227 | 0.326 | 0.241 | 0.227 | 0.569 | 10 |
| 1 | True | 41,475,436 | 675,037 | 89 | 1,800 | -0.364 | 0.025 | 0.195 | 0.341 | 0.226 | 0.211 | 0.431 | 10 |