| 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 | 1,698,055 | 634 | 908 | -0.013 | -0.000 | -0.000 | 0.013 | 0.007 | 0.007 | 0.770 | 1 |
| 1 | True | 15,237,510 | 506,164 | 88 | 2,302 | -0.013 | -0.001 | -0.003 | 0.013 | 0.007 | 0.007 | 0.230 | 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 | 1,627,816 | 612 | 914 | -0.028 | 0.000 | 0.014 | 0.028 | 0.021 | 0.020 | 0.704 | 2 |
| 1 | True | 27,832,417 | 684,422 | 110 | 2,148 | -0.028 | -0.009 | -0.018 | 0.027 | 0.020 | 0.020 | 0.296 | 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 | 2,116,446 | 637 | 942 | -0.042 | 0.001 | 0.028 | 0.041 | 0.034 | 0.034 | 0.776 | 3 |
| 1 | True | 18,511,902 | 612,598 | 84 | 2,623 | -0.042 | -0.008 | -0.030 | 0.041 | 0.035 | 0.035 | 0.224 | 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 | 1,908,451 | 633 | 967 | -0.058 | 0.003 | 0.042 | 0.058 | 0.050 | 0.049 | 0.828 | 4 |
| 1 | True | 21,742,691 | 395,585 | 89 | 2,819 | -0.058 | -0.018 | -0.045 | 0.058 | 0.049 | 0.049 | 0.172 | 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 | 1,320,529 | 608 | 981 | -0.078 | -0.009 | -0.060 | 0.078 | 0.068 | 0.068 | 0.642 | 5 |
| 1 | True | 24,057,733 | 735,628 | 114 | 2,153 | -0.078 | -0.028 | -0.066 | 0.078 | 0.069 | 0.068 | 0.358 | 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 | 1,841,477 | 603 | 969 | -0.101 | -0.029 | -0.083 | 0.101 | 0.089 | 0.089 | 0.785 | 6 |
| 1 | True | 23,029,901 | 503,263 | 118 | 1,794 | -0.100 | -0.006 | -0.080 | 0.100 | 0.089 | 0.088 | 0.215 | 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 | 1,733,009 | 621 | 879 | -0.127 | -0.057 | -0.110 | 0.127 | 0.114 | 0.114 | 0.693 | 7 |
| 1 | True | 23,594,661 | 768,543 | 101 | 2,639 | -0.126 | 0.009 | 0.102 | 0.127 | 0.113 | 0.113 | 0.307 | 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 | 1,356,902 | 606 | 622 | -0.157 | -0.092 | -0.137 | 0.156 | 0.141 | 0.141 | 0.507 | 8 |
| 1 | True | 40,824,796 | 1,319,369 | 115 | 2,454 | -0.157 | 0.034 | 0.131 | 0.157 | 0.139 | 0.139 | 0.493 | 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 | 1,190,266 | 616 | 360 | -0.202 | -0.141 | -0.175 | 0.200 | 0.178 | 0.178 | 0.552 | 9 |
| 1 | True | 33,517,273 | 964,111 | 106 | 2,049 | -0.202 | -0.019 | -0.166 | 0.199 | 0.180 | 0.179 | 0.448 | 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 | 1,274,700 | 635 | 230 | -0.423 | -0.231 | -0.240 | 0.265 | 0.252 | 0.242 | 0.548 | 10 |
| 1 | True | 23,684,518 | 1,053,007 | 87 | 2,501 | -0.437 | -0.025 | -0.204 | 0.274 | 0.255 | 0.237 | 0.452 | 10 |