| 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 | 1,382,082 | 594 | 865 | -0.015 | 0.000 | 0.000 | 0.015 | 0.007 | 0.007 | 0.636 | 1 |
| 1 | True | 35,860,067 | 789,617 | 129 | 2,655 | -0.014 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.364 | 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 | 1,291,041 | 610 | 866 | -0.029 | 0.004 | 0.017 | 0.029 | 0.022 | 0.022 | 0.518 | 2 |
| 1 | True | 26,542,286 | 1,202,128 | 113 | 2,545 | -0.029 | -0.007 | -0.018 | 0.029 | 0.022 | 0.022 | 0.482 | 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 | 2,607,842 | 613 | 938 | -0.045 | 0.001 | 0.030 | 0.045 | 0.037 | 0.037 | 0.737 | 3 |
| 1 | True | 29,697,436 | 929,528 | 110 | 3,240 | -0.044 | -0.012 | -0.033 | 0.045 | 0.037 | 0.037 | 0.263 | 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 | 1,760,309 | 613 | 930 | -0.061 | -0.004 | -0.046 | 0.060 | 0.053 | 0.053 | 0.616 | 4 |
| 1 | True | 23,311,964 | 1,095,974 | 110 | 3,380 | -0.060 | -0.016 | -0.048 | 0.060 | 0.052 | 0.051 | 0.384 | 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 | 1,706,824 | 619 | 866 | -0.078 | -0.013 | -0.063 | 0.077 | 0.069 | 0.069 | 0.736 | 5 |
| 1 | True | 26,636,849 | 611,510 | 104 | 2,294 | -0.077 | -0.028 | -0.064 | 0.077 | 0.070 | 0.070 | 0.264 | 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 | 1,178,095 | 609 | 878 | -0.097 | -0.029 | -0.082 | 0.097 | 0.087 | 0.087 | 0.601 | 6 |
| 1 | True | 25,099,697 | 783,610 | 114 | 3,329 | -0.097 | -0.014 | -0.080 | 0.097 | 0.088 | 0.088 | 0.399 | 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 | 1,099,317 | 598 | 674 | -0.120 | -0.056 | -0.105 | 0.120 | 0.108 | 0.108 | 0.547 | 7 |
| 1 | True | 32,948,116 | 911,193 | 125 | 1,751 | -0.120 | 0.004 | 0.100 | 0.120 | 0.108 | 0.108 | 0.453 | 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 | 1,065,042 | 599 | 543 | -0.149 | -0.091 | -0.132 | 0.148 | 0.134 | 0.134 | 0.641 | 8 |
| 1 | True | 35,420,023 | 595,457 | 124 | 1,925 | -0.149 | 0.024 | 0.124 | 0.149 | 0.135 | 0.135 | 0.359 | 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 | 1,077,479 | 563 | 353 | -0.195 | -0.119 | -0.166 | 0.195 | 0.170 | 0.169 | 0.418 | 9 |
| 1 | True | 59,292,488 | 1,502,717 | 160 | 2,253 | -0.194 | 0.015 | 0.154 | 0.195 | 0.171 | 0.170 | 0.582 | 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 | 671,542 | 619 | 228 | -0.455 | -0.228 | -0.238 | 0.281 | 0.251 | 0.239 | 0.349 | 10 |
| 1 | True | 35,281,409 | 1,252,752 | 104 | 1,703 | -0.467 | -0.069 | -0.214 | 0.292 | 0.248 | 0.236 | 0.651 | 10 |