| 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 | 2,413,947 | 598 | 936 | -0.019 | 0.002 | 0.002 | 0.019 | 0.010 | 0.010 | 0.772 | 1 |
| 1 | True | 25,245,091 | 712,177 | 127 | 2,311 | -0.019 | -0.002 | -0.003 | 0.019 | 0.009 | 0.008 | 0.228 | 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 | 2,239,040 | 614 | 875 | -0.038 | 0.005 | 0.022 | 0.038 | 0.029 | 0.028 | 0.773 | 2 |
| 1 | True | 25,435,174 | 656,405 | 111 | 2,224 | -0.038 | -0.007 | -0.023 | 0.037 | 0.029 | 0.029 | 0.227 | 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 | 1,577,288 | 635 | 911 | -0.055 | 0.006 | 0.039 | 0.055 | 0.046 | 0.046 | 0.675 | 3 |
| 1 | True | 20,174,601 | 758,254 | 89 | 2,302 | -0.053 | -0.019 | -0.041 | 0.055 | 0.045 | 0.045 | 0.325 | 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 | 2,002,715 | 656 | 1,051 | -0.071 | 0.001 | 0.055 | 0.071 | 0.063 | 0.063 | 0.797 | 4 |
| 1 | True | 17,218,658 | 509,860 | 69 | 2,642 | -0.071 | -0.033 | -0.060 | 0.071 | 0.063 | 0.063 | 0.203 | 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 | 1,738,658 | 659 | 892 | -0.086 | -0.011 | -0.073 | 0.086 | 0.078 | 0.078 | 0.764 | 5 |
| 1 | True | 14,964,340 | 538,128 | 65 | 3,778 | -0.086 | -0.011 | -0.072 | 0.086 | 0.079 | 0.079 | 0.236 | 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 | 1,423,488 | 654 | 865 | -0.104 | -0.031 | -0.090 | 0.104 | 0.095 | 0.094 | 0.735 | 6 |
| 1 | True | 13,195,398 | 512,442 | 71 | 3,730 | -0.104 | -0.019 | -0.089 | 0.103 | 0.095 | 0.095 | 0.265 | 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 | 1,814,378 | 618 | 757 | -0.123 | -0.049 | -0.109 | 0.123 | 0.113 | 0.112 | 0.738 | 7 |
| 1 | True | 21,526,628 | 643,432 | 106 | 1,293 | -0.123 | 0.006 | 0.105 | 0.123 | 0.114 | 0.114 | 0.262 | 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 | 1,096,927 | 615 | 592 | -0.148 | -0.075 | -0.131 | 0.148 | 0.135 | 0.135 | 0.530 | 8 |
| 1 | True | 29,027,950 | 970,925 | 110 | 2,189 | -0.148 | -0.007 | -0.124 | 0.148 | 0.134 | 0.134 | 0.470 | 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 | 864,230 | 605 | 379 | -0.187 | -0.127 | -0.163 | 0.186 | 0.166 | 0.165 | 0.426 | 9 |
| 1 | True | 44,044,941 | 1,162,416 | 119 | 2,039 | -0.185 | 0.021 | 0.151 | 0.186 | 0.166 | 0.165 | 0.574 | 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 | 1,486,827 | 620 | 254 | -0.417 | -0.210 | -0.220 | 0.329 | 0.236 | 0.222 | 0.616 | 10 |
| 1 | True | 38,456,510 | 925,157 | 105 | 2,877 | -0.394 | 0.017 | 0.192 | 0.295 | 0.227 | 0.214 | 0.384 | 10 |