| 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 | 1,367,025 | 625 | 863 | -0.013 | -0.000 | -0.001 | 0.013 | 0.006 | 0.006 | 0.676 | 1 |
| 1 | True | 18,249,456 | 656,519 | 97 | 3,064 | -0.013 | -0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.324 | 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 | 1,793,994 | 631 | 752 | -0.026 | -0.001 | -0.013 | 0.026 | 0.019 | 0.019 | 0.647 | 2 |
| 1 | True | 17,815,151 | 976,671 | 91 | 2,941 | -0.026 | -0.007 | -0.016 | 0.025 | 0.019 | 0.018 | 0.353 | 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 | 1,354,285 | 632 | 865 | -0.040 | -0.003 | -0.028 | 0.040 | 0.033 | 0.034 | 0.797 | 3 |
| 1 | True | 22,295,261 | 344,062 | 89 | 2,356 | -0.040 | -0.009 | -0.028 | 0.040 | 0.032 | 0.031 | 0.203 | 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 | 1,482,901 | 609 | 853 | -0.055 | -0.010 | -0.043 | 0.055 | 0.048 | 0.047 | 0.691 | 4 |
| 1 | True | 25,004,549 | 662,821 | 113 | 2,573 | -0.055 | -0.015 | -0.043 | 0.055 | 0.048 | 0.048 | 0.309 | 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 | 1,566,120 | 614 | 741 | -0.073 | -0.019 | -0.059 | 0.073 | 0.064 | 0.064 | 0.716 | 5 |
| 1 | True | 18,625,210 | 621,739 | 108 | 2,739 | -0.073 | -0.020 | -0.058 | 0.073 | 0.064 | 0.064 | 0.284 | 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 | 1,405,613 | 575 | 758 | -0.094 | -0.031 | -0.079 | 0.094 | 0.083 | 0.083 | 0.624 | 6 |
| 1 | True | 26,370,758 | 847,735 | 146 | 1,782 | -0.094 | -0.027 | -0.077 | 0.094 | 0.083 | 0.083 | 0.376 | 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 | 1,265,833 | 574 | 578 | -0.120 | -0.052 | -0.102 | 0.120 | 0.106 | 0.106 | 0.624 | 7 |
| 1 | True | 33,492,208 | 762,192 | 148 | 1,687 | -0.119 | -0.010 | -0.095 | 0.119 | 0.106 | 0.105 | 0.376 | 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 | 1,681,709 | 598 | 614 | -0.151 | -0.091 | -0.132 | 0.151 | 0.135 | 0.134 | 0.691 | 8 |
| 1 | True | 38,358,937 | 750,641 | 123 | 1,482 | -0.151 | -0.011 | -0.122 | 0.151 | 0.134 | 0.133 | 0.309 | 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 | 1,099,862 | 623 | 383 | -0.195 | -0.118 | -0.166 | 0.194 | 0.171 | 0.170 | 0.636 | 9 |
| 1 | True | 29,095,489 | 629,343 | 99 | 2,161 | -0.190 | 0.003 | 0.151 | 0.195 | 0.172 | 0.173 | 0.364 | 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 | 667,316 | 585 | 228 | -0.409 | -0.208 | -0.231 | 0.312 | 0.246 | 0.234 | 0.259 | 10 |
| 1 | True | 34,672,608 | 1,913,127 | 137 | 2,579 | -0.396 | 0.019 | 0.204 | 0.304 | 0.246 | 0.236 | 0.741 | 10 |