| 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 | 1,643,212 | 603 | 870 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.670 | 1 |
| 1 | True | 31,215,125 | 809,340 | 120 | 2,401 | -0.014 | -0.001 | -0.001 | 0.013 | 0.006 | 0.006 | 0.330 | 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 | 1,390,929 | 615 | 880 | -0.029 | 0.001 | 0.014 | 0.029 | 0.022 | 0.022 | 0.582 | 2 |
| 1 | True | 25,895,762 | 997,811 | 108 | 2,252 | -0.029 | -0.008 | -0.018 | 0.028 | 0.021 | 0.021 | 0.418 | 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 | 1,738,588 | 618 | 899 | -0.044 | -0.001 | -0.030 | 0.044 | 0.037 | 0.038 | 0.706 | 3 |
| 1 | True | 21,952,690 | 725,594 | 105 | 3,231 | -0.044 | -0.015 | -0.034 | 0.044 | 0.037 | 0.038 | 0.294 | 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 | 2,021,524 | 617 | 890 | -0.060 | -0.003 | -0.045 | 0.060 | 0.052 | 0.052 | 0.754 | 4 |
| 1 | True | 23,725,123 | 657,769 | 106 | 2,714 | -0.060 | -0.020 | -0.049 | 0.059 | 0.052 | 0.052 | 0.246 | 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 | 1,470,620 | 614 | 924 | -0.078 | -0.020 | -0.064 | 0.078 | 0.068 | 0.068 | 0.689 | 5 |
| 1 | True | 20,261,536 | 663,414 | 109 | 2,995 | -0.077 | -0.018 | -0.064 | 0.077 | 0.069 | 0.069 | 0.311 | 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 | 1,984,910 | 616 | 773 | -0.096 | -0.029 | -0.082 | 0.096 | 0.087 | 0.086 | 0.699 | 6 |
| 1 | True | 23,446,499 | 853,317 | 107 | 2,751 | -0.096 | -0.033 | -0.082 | 0.095 | 0.087 | 0.086 | 0.301 | 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 | 1,033,648 | 591 | 709 | -0.120 | -0.047 | -0.103 | 0.119 | 0.107 | 0.107 | 0.577 | 7 |
| 1 | True | 34,068,872 | 757,996 | 132 | 1,885 | -0.120 | -0.013 | -0.097 | 0.120 | 0.106 | 0.104 | 0.423 | 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 | 1,112,518 | 581 | 511 | -0.149 | -0.087 | -0.130 | 0.148 | 0.134 | 0.133 | 0.546 | 8 |
| 1 | True | 43,843,183 | 923,594 | 142 | 1,909 | -0.147 | 0.028 | 0.124 | 0.149 | 0.133 | 0.132 | 0.454 | 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 | 968,863 | 588 | 354 | -0.195 | -0.124 | -0.162 | 0.194 | 0.168 | 0.167 | 0.436 | 9 |
| 1 | True | 44,327,578 | 1,252,906 | 135 | 2,076 | -0.194 | 0.012 | 0.153 | 0.193 | 0.171 | 0.171 | 0.564 | 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 | 650,594 | 605 | 225 | -0.455 | -0.225 | -0.238 | 0.294 | 0.254 | 0.241 | 0.312 | 10 |
| 1 | True | 37,240,379 | 1,433,864 | 118 | 1,749 | -0.447 | -0.049 | -0.201 | 0.335 | 0.252 | 0.235 | 0.688 | 10 |