| 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 | 2,011,182 | 582 | 921 | -0.018 | 0.001 | 0.001 | 0.018 | 0.009 | 0.009 | 0.693 | 1 |
| 1 | True | 24,519,965 | 889,310 | 143 | 2,400 | -0.018 | -0.003 | -0.003 | 0.018 | 0.009 | 0.010 | 0.307 | 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 | 2,015,815 | 642 | 867 | -0.035 | 0.005 | 0.021 | 0.035 | 0.027 | 0.027 | 0.807 | 2 |
| 1 | True | 25,854,975 | 481,247 | 83 | 1,882 | -0.035 | -0.007 | -0.023 | 0.035 | 0.028 | 0.028 | 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 | 1,422,849 | 634 | 964 | -0.052 | 0.005 | 0.037 | 0.051 | 0.043 | 0.043 | 0.650 | 3 |
| 1 | True | 19,428,391 | 766,585 | 90 | 2,585 | -0.051 | -0.021 | -0.040 | 0.050 | 0.042 | 0.042 | 0.350 | 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 | 2,402,583 | 642 | 1,000 | -0.069 | 0.001 | 0.052 | 0.069 | 0.060 | 0.060 | 0.742 | 4 |
| 1 | True | 19,062,649 | 837,353 | 83 | 3,055 | -0.068 | -0.033 | -0.057 | 0.067 | 0.059 | 0.059 | 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 | 1,632,701 | 652 | 968 | -0.085 | -0.014 | -0.071 | 0.085 | 0.077 | 0.077 | 0.739 | 5 |
| 1 | True | 13,159,458 | 576,411 | 72 | 4,339 | -0.085 | -0.021 | -0.073 | 0.085 | 0.077 | 0.078 | 0.261 | 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 | 1,329,608 | 639 | 935 | -0.104 | -0.028 | -0.089 | 0.104 | 0.094 | 0.094 | 0.714 | 6 |
| 1 | True | 22,512,692 | 533,573 | 86 | 2,464 | -0.104 | -0.025 | -0.089 | 0.103 | 0.095 | 0.095 | 0.286 | 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 | 1,462,517 | 623 | 734 | -0.125 | -0.047 | -0.110 | 0.125 | 0.114 | 0.114 | 0.782 | 7 |
| 1 | True | 20,212,733 | 408,828 | 101 | 1,911 | -0.125 | -0.004 | -0.104 | 0.124 | 0.113 | 0.113 | 0.218 | 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 | 1,495,107 | 624 | 565 | -0.151 | -0.088 | -0.135 | 0.151 | 0.138 | 0.138 | 0.699 | 8 |
| 1 | True | 24,443,467 | 645,331 | 101 | 1,838 | -0.150 | -0.004 | -0.125 | 0.150 | 0.137 | 0.136 | 0.301 | 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 | 1,129,602 | 600 | 382 | -0.191 | -0.127 | -0.166 | 0.188 | 0.169 | 0.168 | 0.424 | 9 |
| 1 | True | 43,465,722 | 1,534,919 | 124 | 2,386 | -0.190 | 0.032 | 0.156 | 0.190 | 0.170 | 0.169 | 0.576 | 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 | 1,413,803 | 628 | 249 | -0.471 | -0.217 | -0.226 | 0.322 | 0.240 | 0.228 | 0.550 | 10 |
| 1 | True | 37,042,381 | 1,155,311 | 97 | 2,344 | -0.389 | 0.001 | 0.192 | 0.339 | 0.234 | 0.219 | 0.450 | 10 |