| 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 | 1,548,836 | 600 | 892 | -0.017 | 0.001 | 0.001 | 0.017 | 0.008 | 0.008 | 0.687 | 1 |
| 1 | True | 24,426,190 | 705,818 | 125 | 2,082 | -0.017 | -0.003 | -0.004 | 0.017 | 0.008 | 0.007 | 0.313 | 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 | 1,739,771 | 633 | 876 | -0.034 | 0.003 | 0.019 | 0.034 | 0.026 | 0.026 | 0.743 | 2 |
| 1 | True | 22,840,664 | 601,001 | 92 | 2,445 | -0.033 | -0.007 | -0.020 | 0.033 | 0.025 | 0.024 | 0.257 | 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 | 1,921,042 | 633 | 972 | -0.049 | 0.006 | 0.036 | 0.049 | 0.041 | 0.041 | 0.758 | 3 |
| 1 | True | 21,729,489 | 614,899 | 91 | 3,040 | -0.048 | -0.017 | -0.038 | 0.049 | 0.042 | 0.042 | 0.242 | 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 | 2,457,165 | 645 | 1,043 | -0.065 | 0.003 | 0.050 | 0.065 | 0.057 | 0.057 | 0.810 | 4 |
| 1 | True | 20,388,595 | 575,921 | 80 | 3,950 | -0.065 | -0.017 | -0.052 | 0.065 | 0.057 | 0.057 | 0.190 | 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 | 1,505,884 | 638 | 974 | -0.083 | -0.004 | -0.066 | 0.083 | 0.074 | 0.074 | 0.706 | 5 |
| 1 | True | 16,362,746 | 626,205 | 86 | 2,468 | -0.083 | -0.031 | -0.069 | 0.083 | 0.075 | 0.075 | 0.294 | 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 | 1,939,427 | 623 | 954 | -0.104 | -0.030 | -0.088 | 0.104 | 0.094 | 0.094 | 0.814 | 6 |
| 1 | True | 22,699,354 | 443,179 | 102 | 2,113 | -0.104 | -0.011 | -0.086 | 0.104 | 0.094 | 0.094 | 0.186 | 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 | 1,576,335 | 620 | 807 | -0.127 | -0.047 | -0.111 | 0.127 | 0.116 | 0.115 | 0.671 | 7 |
| 1 | True | 26,457,856 | 773,407 | 104 | 1,922 | -0.127 | 0.002 | 0.105 | 0.127 | 0.116 | 0.116 | 0.329 | 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 | 1,399,157 | 630 | 566 | -0.156 | -0.092 | -0.138 | 0.155 | 0.141 | 0.140 | 0.552 | 8 |
| 1 | True | 31,336,829 | 1,136,700 | 95 | 2,760 | -0.155 | 0.015 | 0.131 | 0.155 | 0.141 | 0.142 | 0.448 | 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 | 1,046,304 | 607 | 351 | -0.198 | -0.137 | -0.171 | 0.198 | 0.175 | 0.173 | 0.566 | 9 |
| 1 | True | 37,914,229 | 801,054 | 117 | 2,185 | -0.198 | 0.019 | 0.160 | 0.198 | 0.176 | 0.176 | 0.434 | 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 | 1,315,905 | 639 | 246 | -0.422 | -0.227 | -0.232 | 0.249 | 0.245 | 0.234 | 0.526 | 10 |
| 1 | True | 27,137,499 | 1,184,566 | 86 | 1,779 | -0.422 | -0.045 | -0.204 | 0.309 | 0.245 | 0.232 | 0.474 | 10 |