| 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 | 1,555,348 | 601 | 855 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.627 | 1 |
| 1 | True | 31,461,435 | 926,278 | 122 | 2,574 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.373 | 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 | 1,498,711 | 618 | 864 | -0.028 | 0.001 | 0.015 | 0.028 | 0.021 | 0.021 | 0.655 | 2 |
| 1 | True | 26,545,787 | 788,384 | 105 | 2,834 | -0.028 | -0.005 | -0.016 | 0.027 | 0.020 | 0.020 | 0.345 | 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 | 2,202,420 | 601 | 959 | -0.044 | -0.000 | -0.028 | 0.043 | 0.036 | 0.036 | 0.708 | 3 |
| 1 | True | 26,247,673 | 906,213 | 122 | 2,806 | -0.043 | -0.018 | -0.034 | 0.043 | 0.037 | 0.037 | 0.292 | 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 | 1,611,621 | 622 | 898 | -0.059 | -0.002 | -0.044 | 0.059 | 0.051 | 0.051 | 0.677 | 4 |
| 1 | True | 23,869,295 | 770,195 | 101 | 2,846 | -0.059 | -0.016 | -0.048 | 0.059 | 0.051 | 0.051 | 0.323 | 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 | 1,280,035 | 625 | 900 | -0.076 | -0.016 | -0.062 | 0.076 | 0.067 | 0.067 | 0.618 | 5 |
| 1 | True | 23,861,390 | 791,137 | 98 | 3,233 | -0.076 | -0.034 | -0.066 | 0.076 | 0.068 | 0.068 | 0.382 | 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 | 1,587,385 | 608 | 757 | -0.094 | -0.028 | -0.080 | 0.093 | 0.085 | 0.085 | 0.613 | 6 |
| 1 | True | 25,669,207 | 1,003,713 | 115 | 3,297 | -0.094 | -0.019 | -0.079 | 0.094 | 0.084 | 0.084 | 0.387 | 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 | 1,370,486 | 594 | 669 | -0.117 | -0.052 | -0.102 | 0.117 | 0.105 | 0.104 | 0.662 | 7 |
| 1 | True | 27,833,541 | 701,192 | 129 | 1,788 | -0.117 | 0.009 | 0.095 | 0.117 | 0.105 | 0.105 | 0.338 | 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 | 1,251,730 | 593 | 545 | -0.145 | -0.086 | -0.127 | 0.144 | 0.130 | 0.129 | 0.683 | 8 |
| 1 | True | 39,636,092 | 580,100 | 130 | 1,486 | -0.145 | 0.014 | 0.120 | 0.145 | 0.131 | 0.131 | 0.317 | 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 | 798,116 | 566 | 349 | -0.191 | -0.113 | -0.160 | 0.191 | 0.165 | 0.163 | 0.386 | 9 |
| 1 | True | 56,602,390 | 1,268,238 | 157 | 2,544 | -0.191 | 0.008 | 0.146 | 0.190 | 0.165 | 0.164 | 0.614 | 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 | 696,500 | 609 | 232 | -0.457 | -0.225 | -0.236 | 0.306 | 0.249 | 0.238 | 0.289 | 10 |
| 1 | True | 41,191,011 | 1,712,150 | 114 | 1,816 | -0.453 | -0.047 | -0.205 | 0.270 | 0.245 | 0.228 | 0.711 | 10 |