| 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 | 1,220,347 | 620 | 807 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.588 | 1 |
| 1 | True | 19,620,256 | 855,381 | 102 | 2,286 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.412 | 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 | 2,310,073 | 626 | 890 | -0.029 | 0.001 | 0.015 | 0.029 | 0.022 | 0.021 | 0.824 | 2 |
| 1 | True | 20,444,984 | 493,463 | 96 | 2,375 | -0.029 | -0.010 | -0.019 | 0.029 | 0.021 | 0.021 | 0.176 | 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 | 1,608,231 | 625 | 821 | -0.044 | -0.001 | -0.030 | 0.044 | 0.037 | 0.037 | 0.755 | 3 |
| 1 | True | 20,973,737 | 522,291 | 96 | 2,262 | -0.044 | -0.011 | -0.033 | 0.044 | 0.037 | 0.037 | 0.245 | 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 | 1,940,261 | 645 | 956 | -0.060 | -0.007 | -0.046 | 0.059 | 0.052 | 0.052 | 0.767 | 4 |
| 1 | True | 19,025,129 | 587,965 | 77 | 3,203 | -0.059 | -0.018 | -0.047 | 0.059 | 0.051 | 0.050 | 0.233 | 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 | 1,604,264 | 603 | 866 | -0.078 | -0.020 | -0.064 | 0.078 | 0.069 | 0.069 | 0.706 | 5 |
| 1 | True | 21,872,420 | 669,313 | 119 | 2,332 | -0.078 | -0.020 | -0.063 | 0.078 | 0.069 | 0.069 | 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 | 1,424,853 | 601 | 751 | -0.099 | -0.036 | -0.084 | 0.099 | 0.088 | 0.088 | 0.636 | 6 |
| 1 | True | 23,149,427 | 816,168 | 120 | 2,217 | -0.099 | -0.027 | -0.084 | 0.099 | 0.089 | 0.089 | 0.364 | 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 | 1,534,974 | 597 | 597 | -0.123 | -0.062 | -0.108 | 0.123 | 0.111 | 0.110 | 0.653 | 7 |
| 1 | True | 30,131,931 | 816,861 | 125 | 1,718 | -0.123 | -0.006 | -0.101 | 0.123 | 0.112 | 0.112 | 0.347 | 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 | 1,027,931 | 610 | 490 | -0.153 | -0.094 | -0.135 | 0.153 | 0.137 | 0.137 | 0.595 | 8 |
| 1 | True | 33,920,238 | 698,402 | 111 | 1,979 | -0.153 | 0.000 | 0.123 | 0.153 | 0.137 | 0.136 | 0.405 | 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 | 998,313 | 609 | 357 | -0.197 | -0.120 | -0.168 | 0.197 | 0.173 | 0.171 | 0.680 | 9 |
| 1 | True | 31,720,752 | 470,179 | 113 | 1,658 | -0.196 | -0.000 | -0.154 | 0.195 | 0.173 | 0.172 | 0.320 | 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 | 662,116 | 593 | 218 | -0.421 | -0.217 | -0.235 | 0.301 | 0.249 | 0.236 | 0.265 | 10 |
| 1 | True | 29,003,625 | 1,835,619 | 129 | 2,456 | -0.412 | 0.013 | 0.201 | 0.347 | 0.248 | 0.236 | 0.735 | 10 |