| 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 | 1,343,805 | 608 | 878 | -0.015 | 0.001 | 0.000 | 0.015 | 0.008 | 0.008 | 0.557 | 1 |
| 1 | True | 32,280,908 | 1,067,418 | 114 | 3,374 | -0.015 | -0.002 | -0.003 | 0.015 | 0.007 | 0.008 | 0.443 | 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 | 2,108,897 | 606 | 837 | -0.030 | 0.002 | 0.016 | 0.030 | 0.023 | 0.023 | 0.642 | 2 |
| 1 | True | 31,284,926 | 1,178,037 | 115 | 3,158 | -0.030 | -0.005 | -0.018 | 0.030 | 0.023 | 0.024 | 0.358 | 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 | 1,104,020 | 595 | 861 | -0.046 | 0.003 | 0.031 | 0.046 | 0.038 | 0.038 | 0.510 | 3 |
| 1 | True | 31,606,484 | 1,061,433 | 126 | 2,635 | -0.046 | -0.012 | -0.033 | 0.046 | 0.038 | 0.038 | 0.490 | 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 | 1,860,503 | 623 | 931 | -0.062 | -0.003 | -0.047 | 0.062 | 0.054 | 0.054 | 0.710 | 4 |
| 1 | True | 26,257,661 | 759,226 | 98 | 2,705 | -0.062 | -0.025 | -0.050 | 0.061 | 0.054 | 0.054 | 0.290 | 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 | 1,372,477 | 614 | 907 | -0.080 | -0.012 | -0.065 | 0.079 | 0.071 | 0.071 | 0.619 | 5 |
| 1 | True | 20,667,391 | 846,112 | 108 | 3,163 | -0.079 | -0.024 | -0.066 | 0.080 | 0.071 | 0.072 | 0.381 | 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 | 1,562,604 | 603 | 892 | -0.099 | -0.035 | -0.085 | 0.099 | 0.089 | 0.089 | 0.485 | 6 |
| 1 | True | 34,352,243 | 1,659,604 | 118 | 2,559 | -0.099 | -0.020 | -0.084 | 0.098 | 0.089 | 0.090 | 0.515 | 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 | 1,337,445 | 591 | 802 | -0.122 | -0.062 | -0.107 | 0.122 | 0.110 | 0.109 | 0.666 | 7 |
| 1 | True | 32,354,869 | 671,281 | 130 | 1,882 | -0.122 | 0.006 | 0.100 | 0.122 | 0.110 | 0.110 | 0.334 | 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 | 961,118 | 571 | 533 | -0.151 | -0.085 | -0.132 | 0.151 | 0.135 | 0.135 | 0.564 | 8 |
| 1 | True | 45,927,551 | 744,347 | 150 | 2,474 | -0.151 | -0.009 | -0.123 | 0.151 | 0.135 | 0.135 | 0.436 | 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 | 942,855 | 574 | 355 | -0.196 | -0.126 | -0.167 | 0.195 | 0.172 | 0.171 | 0.500 | 9 |
| 1 | True | 49,442,108 | 942,152 | 147 | 1,506 | -0.195 | 0.006 | 0.153 | 0.193 | 0.171 | 0.170 | 0.500 | 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 | 685,841 | 600 | 214 | -0.436 | -0.225 | -0.237 | 0.300 | 0.253 | 0.239 | 0.316 | 10 |
| 1 | True | 42,937,794 | 1,481,893 | 122 | 1,573 | -0.426 | -0.045 | -0.205 | 0.314 | 0.247 | 0.229 | 0.684 | 10 |