| 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 | 1,391,569 | 606 | 854 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.650 | 1 |
| 1 | True | 37,610,548 | 750,048 | 117 | 2,558 | -0.014 | -0.001 | -0.002 | 0.014 | 0.007 | 0.007 | 0.350 | 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 | 1,396,184 | 593 | 842 | -0.029 | 0.002 | 0.016 | 0.029 | 0.022 | 0.022 | 0.477 | 2 |
| 1 | True | 34,328,268 | 1,528,333 | 130 | 2,614 | -0.029 | -0.008 | -0.018 | 0.029 | 0.022 | 0.022 | 0.523 | 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 | 1,824,749 | 599 | 871 | -0.046 | 0.001 | 0.030 | 0.046 | 0.038 | 0.038 | 0.642 | 3 |
| 1 | True | 26,211,183 | 1,015,987 | 124 | 3,001 | -0.046 | -0.013 | -0.033 | 0.045 | 0.037 | 0.037 | 0.358 | 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 | 1,781,770 | 625 | 946 | -0.062 | -0.005 | -0.047 | 0.062 | 0.054 | 0.054 | 0.769 | 4 |
| 1 | True | 18,513,209 | 536,369 | 98 | 3,188 | -0.062 | -0.024 | -0.050 | 0.062 | 0.053 | 0.053 | 0.231 | 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 | 1,606,256 | 613 | 949 | -0.079 | -0.015 | -0.064 | 0.079 | 0.070 | 0.070 | 0.693 | 5 |
| 1 | True | 23,914,152 | 710,410 | 110 | 2,352 | -0.079 | -0.026 | -0.066 | 0.078 | 0.070 | 0.071 | 0.307 | 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 | 1,345,663 | 599 | 889 | -0.098 | -0.035 | -0.084 | 0.097 | 0.088 | 0.088 | 0.564 | 6 |
| 1 | True | 31,591,870 | 1,040,078 | 123 | 2,546 | -0.098 | -0.020 | -0.084 | 0.098 | 0.090 | 0.089 | 0.436 | 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 | 1,317,250 | 595 | 714 | -0.122 | -0.061 | -0.106 | 0.122 | 0.110 | 0.109 | 0.503 | 7 |
| 1 | True | 35,854,377 | 1,303,334 | 128 | 1,947 | -0.122 | 0.005 | 0.099 | 0.122 | 0.110 | 0.110 | 0.497 | 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 | 1,337,677 | 587 | 509 | -0.152 | -0.087 | -0.133 | 0.152 | 0.136 | 0.136 | 0.627 | 8 |
| 1 | True | 44,076,546 | 797,311 | 136 | 2,021 | -0.152 | 0.011 | 0.124 | 0.152 | 0.135 | 0.135 | 0.373 | 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 | 868,127 | 569 | 363 | -0.199 | -0.134 | -0.170 | 0.199 | 0.174 | 0.172 | 0.402 | 9 |
| 1 | True | 57,670,790 | 1,291,059 | 154 | 1,842 | -0.198 | 0.009 | 0.155 | 0.198 | 0.173 | 0.171 | 0.598 | 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 | 567,403 | 618 | 221 | -0.454 | -0.234 | -0.244 | 0.267 | 0.256 | 0.245 | 0.319 | 10 |
| 1 | True | 34,115,431 | 1,213,052 | 105 | 1,654 | -0.452 | -0.042 | -0.203 | 0.300 | 0.250 | 0.235 | 0.681 | 10 |