| 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 | 2,249,599 | 583 | 873 | -0.022 | 0.002 | 0.003 | 0.022 | 0.011 | 0.011 | 0.766 | 1 |
| 1 | True | 31,344,241 | 685,815 | 142 | 2,226 | -0.022 | -0.002 | -0.003 | 0.021 | 0.011 | 0.011 | 0.234 | 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 | 2,419,985 | 610 | 931 | -0.041 | 0.007 | 0.026 | 0.041 | 0.032 | 0.032 | 0.784 | 2 |
| 1 | True | 26,644,802 | 665,979 | 114 | 2,259 | -0.041 | -0.006 | -0.025 | 0.040 | 0.031 | 0.031 | 0.216 | 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 | 1,746,340 | 635 | 959 | -0.058 | 0.008 | 0.043 | 0.058 | 0.050 | 0.050 | 0.750 | 3 |
| 1 | True | 22,938,949 | 582,600 | 90 | 2,664 | -0.058 | -0.024 | -0.045 | 0.057 | 0.048 | 0.049 | 0.250 | 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 | 2,178,665 | 657 | 1,010 | -0.074 | 0.002 | 0.058 | 0.074 | 0.066 | 0.066 | 0.776 | 4 |
| 1 | True | 12,324,829 | 629,683 | 67 | 2,030 | -0.073 | -0.020 | -0.061 | 0.073 | 0.066 | 0.066 | 0.224 | 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 | 1,966,880 | 671 | 967 | -0.089 | -0.008 | -0.075 | 0.089 | 0.081 | 0.081 | 0.718 | 5 |
| 1 | True | 9,082,491 | 773,580 | 54 | 5,675 | -0.089 | -0.014 | -0.075 | 0.089 | 0.081 | 0.082 | 0.282 | 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 | 1,747,355 | 660 | 944 | -0.106 | -0.032 | -0.093 | 0.106 | 0.097 | 0.097 | 0.817 | 6 |
| 1 | True | 15,807,257 | 390,092 | 64 | 3,600 | -0.105 | -0.013 | -0.091 | 0.105 | 0.096 | 0.096 | 0.183 | 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 | 1,438,180 | 640 | 846 | -0.124 | -0.044 | -0.110 | 0.124 | 0.115 | 0.114 | 0.736 | 7 |
| 1 | True | 15,309,777 | 515,694 | 84 | 2,627 | -0.121 | 0.012 | 0.108 | 0.123 | 0.115 | 0.114 | 0.264 | 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 | 1,335,388 | 601 | 618 | -0.149 | -0.075 | -0.132 | 0.149 | 0.136 | 0.136 | 0.617 | 8 |
| 1 | True | 35,429,460 | 829,649 | 124 | 1,937 | -0.149 | -0.004 | -0.125 | 0.149 | 0.136 | 0.136 | 0.383 | 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 | 1,398,854 | 604 | 386 | -0.188 | -0.132 | -0.163 | 0.186 | 0.166 | 0.165 | 0.576 | 9 |
| 1 | True | 40,270,288 | 1,030,683 | 120 | 1,810 | -0.186 | 0.018 | 0.151 | 0.188 | 0.166 | 0.167 | 0.424 | 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 | 884,510 | 622 | 231 | -0.402 | -0.221 | -0.222 | 0.331 | 0.236 | 0.223 | 0.465 | 10 |
| 1 | True | 40,347,130 | 1,016,645 | 103 | 1,923 | -0.373 | 0.010 | 0.190 | 0.315 | 0.227 | 0.210 | 0.535 | 10 |