| 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 | 1,306,647 | 615 | 814 | -0.014 | 0.000 | 0.000 | 0.013 | 0.006 | 0.006 | 0.631 | 1 |
| 1 | True | 26,614,378 | 763,745 | 107 | 2,552 | -0.014 | -0.001 | -0.002 | 0.014 | 0.006 | 0.006 | 0.369 | 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 | 1,618,065 | 637 | 921 | -0.029 | 0.000 | 0.014 | 0.029 | 0.021 | 0.021 | 0.778 | 2 |
| 1 | True | 16,645,827 | 460,658 | 85 | 2,181 | -0.028 | -0.004 | -0.016 | 0.028 | 0.021 | 0.020 | 0.222 | 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 | 1,371,264 | 610 | 841 | -0.044 | 0.000 | 0.029 | 0.044 | 0.036 | 0.036 | 0.577 | 3 |
| 1 | True | 30,510,765 | 1,004,262 | 111 | 3,415 | -0.043 | -0.015 | -0.033 | 0.043 | 0.036 | 0.036 | 0.423 | 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 | 1,277,591 | 623 | 868 | -0.059 | -0.008 | -0.046 | 0.059 | 0.051 | 0.051 | 0.688 | 4 |
| 1 | True | 22,296,559 | 579,938 | 99 | 2,514 | -0.059 | -0.023 | -0.049 | 0.057 | 0.051 | 0.051 | 0.312 | 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 | 2,293,874 | 621 | 879 | -0.075 | -0.017 | -0.061 | 0.075 | 0.067 | 0.067 | 0.746 | 5 |
| 1 | True | 17,919,817 | 780,232 | 101 | 2,122 | -0.075 | -0.028 | -0.062 | 0.074 | 0.066 | 0.067 | 0.254 | 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 | 1,648,116 | 619 | 753 | -0.093 | -0.033 | -0.080 | 0.093 | 0.084 | 0.084 | 0.690 | 6 |
| 1 | True | 19,468,592 | 740,198 | 102 | 2,858 | -0.093 | -0.013 | -0.079 | 0.092 | 0.084 | 0.084 | 0.310 | 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 | 1,662,528 | 591 | 657 | -0.115 | -0.056 | -0.101 | 0.114 | 0.104 | 0.104 | 0.730 | 7 |
| 1 | True | 28,468,743 | 614,073 | 131 | 1,650 | -0.114 | -0.026 | -0.097 | 0.114 | 0.104 | 0.104 | 0.270 | 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 | 938,236 | 588 | 461 | -0.142 | -0.083 | -0.125 | 0.142 | 0.128 | 0.127 | 0.608 | 8 |
| 1 | True | 38,756,886 | 603,727 | 133 | 1,784 | -0.142 | 0.005 | 0.115 | 0.142 | 0.128 | 0.130 | 0.392 | 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 | 1,156,130 | 592 | 380 | -0.188 | -0.103 | -0.157 | 0.188 | 0.163 | 0.162 | 0.519 | 9 |
| 1 | True | 44,912,760 | 1,070,309 | 130 | 2,480 | -0.186 | 0.007 | 0.143 | 0.188 | 0.162 | 0.160 | 0.481 | 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 | 747,700 | 573 | 228 | -0.402 | -0.201 | -0.226 | 0.274 | 0.242 | 0.229 | 0.260 | 10 |
| 1 | True | 44,046,112 | 2,129,439 | 149 | 2,244 | -0.399 | -0.003 | 0.189 | 0.345 | 0.239 | 0.226 | 0.740 | 10 |