| 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 | 1,710,555 | 612 | 867 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.610 | 1 |
| 1 | True | 37,146,145 | 1,095,785 | 111 | 2,670 | -0.014 | -0.002 | -0.002 | 0.012 | 0.007 | 0.007 | 0.390 | 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 | 1,196,020 | 599 | 840 | -0.028 | 0.003 | 0.016 | 0.028 | 0.021 | 0.021 | 0.547 | 2 |
| 1 | True | 31,918,369 | 989,464 | 124 | 2,575 | -0.028 | -0.007 | -0.018 | 0.028 | 0.021 | 0.022 | 0.453 | 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 | 2,067,839 | 615 | 932 | -0.044 | -0.003 | -0.030 | 0.045 | 0.036 | 0.036 | 0.734 | 3 |
| 1 | True | 21,115,833 | 749,246 | 108 | 2,882 | -0.044 | -0.010 | -0.031 | 0.044 | 0.035 | 0.035 | 0.266 | 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 | 1,569,104 | 616 | 920 | -0.061 | -0.002 | -0.045 | 0.061 | 0.053 | 0.053 | 0.704 | 4 |
| 1 | True | 26,858,346 | 660,059 | 107 | 2,692 | -0.061 | -0.029 | -0.049 | 0.060 | 0.052 | 0.052 | 0.296 | 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 | 1,486,317 | 608 | 925 | -0.078 | -0.017 | -0.065 | 0.078 | 0.069 | 0.069 | 0.468 | 5 |
| 1 | True | 20,983,388 | 1,686,979 | 115 | 2,943 | -0.078 | -0.015 | -0.064 | 0.078 | 0.069 | 0.069 | 0.532 | 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 | 1,393,242 | 608 | 826 | -0.098 | -0.040 | -0.084 | 0.097 | 0.088 | 0.088 | 0.635 | 6 |
| 1 | True | 22,675,884 | 802,400 | 114 | 2,054 | -0.097 | -0.017 | -0.082 | 0.098 | 0.088 | 0.088 | 0.365 | 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 | 1,406,309 | 583 | 636 | -0.122 | -0.057 | -0.106 | 0.122 | 0.110 | 0.109 | 0.603 | 7 |
| 1 | True | 43,186,810 | 925,815 | 140 | 1,954 | -0.121 | -0.003 | -0.100 | 0.122 | 0.110 | 0.110 | 0.397 | 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 | 866,584 | 590 | 521 | -0.152 | -0.096 | -0.134 | 0.151 | 0.136 | 0.136 | 0.516 | 8 |
| 1 | True | 47,622,217 | 813,165 | 133 | 2,044 | -0.151 | 0.013 | 0.124 | 0.151 | 0.137 | 0.136 | 0.484 | 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 | 895,209 | 591 | 345 | -0.197 | -0.123 | -0.169 | 0.195 | 0.173 | 0.172 | 0.579 | 9 |
| 1 | True | 40,361,165 | 650,147 | 132 | 1,952 | -0.196 | 0.010 | 0.154 | 0.197 | 0.171 | 0.170 | 0.421 | 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 | 670,316 | 611 | 230 | -0.443 | -0.221 | -0.237 | 0.300 | 0.251 | 0.239 | 0.280 | 10 |
| 1 | True | 37,204,157 | 1,725,959 | 112 | 1,883 | -0.448 | -0.025 | -0.200 | 0.287 | 0.246 | 0.230 | 0.720 | 10 |