| 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 | 1,891,124 | 598 | 954 | -0.017 | 0.001 | 0.001 | 0.017 | 0.009 | 0.009 | 0.703 | 1 |
| 1 | True | 25,257,764 | 798,893 | 127 | 2,297 | -0.017 | -0.001 | -0.002 | 0.017 | 0.009 | 0.009 | 0.297 | 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 | 1,625,033 | 631 | 876 | -0.034 | 0.004 | 0.020 | 0.034 | 0.026 | 0.026 | 0.782 | 2 |
| 1 | True | 19,694,196 | 453,732 | 94 | 2,265 | -0.034 | -0.009 | -0.021 | 0.034 | 0.026 | 0.026 | 0.218 | 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 | 2,501,101 | 618 | 964 | -0.051 | 0.007 | 0.037 | 0.051 | 0.042 | 0.043 | 0.748 | 3 |
| 1 | True | 27,287,417 | 843,721 | 106 | 2,618 | -0.050 | -0.022 | -0.039 | 0.051 | 0.042 | 0.041 | 0.252 | 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 | 1,853,686 | 647 | 1,059 | -0.067 | 0.001 | 0.051 | 0.067 | 0.059 | 0.059 | 0.782 | 4 |
| 1 | True | 16,539,963 | 518,136 | 78 | 2,621 | -0.067 | -0.027 | -0.055 | 0.067 | 0.059 | 0.059 | 0.218 | 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 | 1,774,769 | 661 | 982 | -0.084 | -0.011 | -0.069 | 0.083 | 0.075 | 0.075 | 0.745 | 5 |
| 1 | True | 13,422,757 | 607,168 | 63 | 3,614 | -0.084 | -0.030 | -0.073 | 0.083 | 0.076 | 0.078 | 0.255 | 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 | 1,312,287 | 636 | 974 | -0.104 | -0.026 | -0.089 | 0.104 | 0.094 | 0.093 | 0.708 | 6 |
| 1 | True | 21,623,065 | 540,785 | 89 | 2,190 | -0.103 | -0.009 | -0.087 | 0.104 | 0.095 | 0.093 | 0.292 | 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 | 1,389,403 | 616 | 725 | -0.125 | -0.049 | -0.110 | 0.125 | 0.114 | 0.114 | 0.680 | 7 |
| 1 | True | 24,112,901 | 652,652 | 108 | 2,058 | -0.124 | -0.008 | -0.105 | 0.124 | 0.114 | 0.114 | 0.320 | 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 | 1,415,699 | 624 | 562 | -0.152 | -0.088 | -0.136 | 0.152 | 0.138 | 0.138 | 0.636 | 8 |
| 1 | True | 29,567,551 | 809,470 | 101 | 2,516 | -0.151 | -0.004 | -0.126 | 0.151 | 0.139 | 0.140 | 0.364 | 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 | 1,379,965 | 618 | 387 | -0.191 | -0.130 | -0.166 | 0.191 | 0.169 | 0.169 | 0.602 | 9 |
| 1 | True | 35,944,157 | 912,212 | 106 | 2,009 | -0.190 | 0.027 | 0.156 | 0.189 | 0.171 | 0.171 | 0.398 | 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 | 1,516,015 | 630 | 247 | -0.430 | -0.216 | -0.224 | 0.278 | 0.237 | 0.226 | 0.524 | 10 |
| 1 | True | 36,041,298 | 1,379,306 | 95 | 1,858 | -0.389 | -0.019 | -0.195 | 0.356 | 0.233 | 0.219 | 0.476 | 10 |