| 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 | 1,419,713 | 629 | 844 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.667 | 1 |
| 1 | True | 24,690,055 | 708,255 | 93 | 3,040 | -0.013 | 0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.333 | 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 | 1,354,683 | 616 | 797 | -0.028 | -0.000 | -0.014 | 0.028 | 0.021 | 0.021 | 0.644 | 2 |
| 1 | True | 25,836,583 | 749,450 | 105 | 2,483 | -0.028 | -0.007 | -0.017 | 0.028 | 0.021 | 0.020 | 0.356 | 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 | 1,752,395 | 609 | 850 | -0.043 | -0.000 | -0.028 | 0.043 | 0.035 | 0.036 | 0.732 | 3 |
| 1 | True | 23,913,659 | 643,198 | 112 | 2,813 | -0.042 | -0.015 | -0.032 | 0.043 | 0.035 | 0.035 | 0.268 | 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 | 1,805,009 | 610 | 907 | -0.058 | -0.006 | -0.044 | 0.058 | 0.051 | 0.051 | 0.678 | 4 |
| 1 | True | 31,201,217 | 855,977 | 111 | 3,150 | -0.058 | -0.018 | -0.048 | 0.058 | 0.051 | 0.051 | 0.322 | 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 | 1,615,844 | 617 | 896 | -0.075 | -0.016 | -0.062 | 0.075 | 0.067 | 0.067 | 0.513 | 5 |
| 1 | True | 25,143,648 | 1,534,092 | 105 | 1,933 | -0.074 | -0.020 | -0.063 | 0.074 | 0.067 | 0.067 | 0.487 | 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 | 1,576,463 | 598 | 876 | -0.093 | -0.031 | -0.080 | 0.093 | 0.084 | 0.084 | 0.673 | 6 |
| 1 | True | 31,004,982 | 764,867 | 123 | 2,575 | -0.093 | -0.024 | -0.078 | 0.094 | 0.084 | 0.083 | 0.327 | 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 | 1,686,971 | 599 | 826 | -0.114 | -0.051 | -0.100 | 0.114 | 0.104 | 0.103 | 0.661 | 7 |
| 1 | True | 27,476,631 | 865,505 | 122 | 2,414 | -0.114 | -0.007 | -0.095 | 0.114 | 0.103 | 0.103 | 0.339 | 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 | 1,060,504 | 569 | 612 | -0.142 | -0.074 | -0.124 | 0.141 | 0.127 | 0.127 | 0.481 | 8 |
| 1 | True | 39,781,467 | 1,145,756 | 152 | 1,772 | -0.140 | -0.002 | -0.115 | 0.142 | 0.128 | 0.127 | 0.519 | 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 | 896,569 | 566 | 397 | -0.184 | -0.110 | -0.156 | 0.183 | 0.161 | 0.160 | 0.487 | 9 |
| 1 | True | 63,686,805 | 945,736 | 155 | 1,827 | -0.183 | 0.006 | 0.144 | 0.183 | 0.162 | 0.162 | 0.513 | 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 | 661,675 | 575 | 247 | -0.425 | -0.188 | -0.219 | 0.308 | 0.237 | 0.226 | 0.270 | 10 |
| 1 | True | 51,543,899 | 1,786,379 | 147 | 2,108 | -0.400 | -0.025 | -0.188 | 0.311 | 0.234 | 0.225 | 0.730 | 10 |