| 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 | 2,098,215 | 578 | 876 | -0.021 | 0.002 | 0.003 | 0.021 | 0.011 | 0.011 | 0.739 | 1 |
| 1 | True | 35,671,776 | 739,147 | 148 | 2,249 | -0.021 | -0.002 | -0.002 | 0.021 | 0.010 | 0.010 | 0.261 | 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 | 2,526,523 | 611 | 897 | -0.039 | 0.007 | 0.024 | 0.039 | 0.030 | 0.030 | 0.819 | 2 |
| 1 | True | 29,584,411 | 557,014 | 114 | 2,243 | -0.039 | -0.004 | -0.022 | 0.039 | 0.030 | 0.031 | 0.181 | 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 | 2,008,623 | 635 | 964 | -0.058 | 0.006 | 0.041 | 0.058 | 0.049 | 0.050 | 0.818 | 3 |
| 1 | True | 18,285,985 | 446,106 | 90 | 2,297 | -0.058 | -0.010 | -0.042 | 0.057 | 0.047 | 0.047 | 0.182 | 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 | 2,325,110 | 661 | 1,054 | -0.073 | 0.006 | 0.059 | 0.073 | 0.065 | 0.065 | 0.749 | 4 |
| 1 | True | 10,785,090 | 781,177 | 64 | 3,822 | -0.073 | -0.022 | -0.061 | 0.073 | 0.065 | 0.065 | 0.251 | 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 | 2,009,349 | 669 | 1,059 | -0.090 | -0.009 | -0.075 | 0.090 | 0.082 | 0.082 | 0.800 | 5 |
| 1 | True | 9,352,473 | 503,631 | 56 | 3,100 | -0.090 | -0.021 | -0.078 | 0.089 | 0.081 | 0.080 | 0.200 | 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 | 1,707,678 | 654 | 944 | -0.107 | -0.029 | -0.094 | 0.107 | 0.099 | 0.098 | 0.715 | 6 |
| 1 | True | 16,977,573 | 680,305 | 71 | 3,349 | -0.107 | -0.028 | -0.096 | 0.107 | 0.100 | 0.099 | 0.285 | 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 | 1,789,469 | 651 | 849 | -0.126 | -0.051 | -0.112 | 0.125 | 0.116 | 0.116 | 0.848 | 7 |
| 1 | True | 15,930,519 | 319,843 | 74 | 2,828 | -0.125 | 0.026 | 0.110 | 0.126 | 0.117 | 0.117 | 0.152 | 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 | 1,538,581 | 616 | 680 | -0.153 | -0.078 | -0.135 | 0.152 | 0.139 | 0.138 | 0.588 | 8 |
| 1 | True | 29,248,593 | 1,079,208 | 109 | 2,775 | -0.152 | 0.003 | 0.126 | 0.152 | 0.139 | 0.139 | 0.412 | 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 | 832,320 | 597 | 374 | -0.191 | -0.140 | -0.168 | 0.191 | 0.170 | 0.169 | 0.500 | 9 |
| 1 | True | 40,099,601 | 833,588 | 128 | 1,835 | -0.191 | 0.016 | 0.155 | 0.191 | 0.170 | 0.169 | 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 | 880,897 | 632 | 253 | -0.401 | -0.227 | -0.223 | 0.328 | 0.236 | 0.224 | 0.455 | 10 |
| 1 | True | 42,907,649 | 1,056,517 | 94 | 1,644 | -0.345 | 0.028 | 0.194 | 0.335 | 0.223 | 0.211 | 0.545 | 10 |