| 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 | 1,572,998 | 602 | 936 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.484 | 1 |
| 1 | True | 38,873,060 | 1,675,660 | 120 | 2,885 | -0.014 | -0.001 | -0.001 | 0.014 | 0.008 | 0.009 | 0.516 | 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 | 1,818,069 | 616 | 804 | -0.029 | 0.002 | 0.015 | 0.029 | 0.022 | 0.022 | 0.726 | 2 |
| 1 | True | 20,561,679 | 687,310 | 105 | 2,294 | -0.029 | -0.011 | -0.018 | 0.029 | 0.022 | 0.022 | 0.274 | 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 | 2,071,622 | 606 | 951 | -0.046 | -0.001 | -0.030 | 0.046 | 0.038 | 0.039 | 0.626 | 3 |
| 1 | True | 36,798,747 | 1,240,128 | 115 | 3,279 | -0.046 | -0.011 | -0.034 | 0.046 | 0.038 | 0.038 | 0.374 | 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 | 1,782,718 | 616 | 875 | -0.061 | -0.004 | -0.047 | 0.061 | 0.054 | 0.054 | 0.668 | 4 |
| 1 | True | 25,449,283 | 884,923 | 105 | 2,923 | -0.061 | -0.019 | -0.050 | 0.061 | 0.053 | 0.053 | 0.332 | 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 | 1,650,005 | 623 | 907 | -0.077 | -0.017 | -0.065 | 0.077 | 0.069 | 0.069 | 0.721 | 5 |
| 1 | True | 24,304,762 | 639,010 | 99 | 2,394 | -0.076 | -0.018 | -0.064 | 0.077 | 0.069 | 0.070 | 0.279 | 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 | 1,410,337 | 605 | 902 | -0.095 | -0.035 | -0.083 | 0.095 | 0.086 | 0.087 | 0.596 | 6 |
| 1 | True | 26,898,614 | 956,484 | 116 | 2,492 | -0.095 | -0.011 | -0.079 | 0.095 | 0.087 | 0.086 | 0.404 | 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 | 1,087,537 | 607 | 772 | -0.114 | -0.049 | -0.101 | 0.114 | 0.105 | 0.105 | 0.574 | 7 |
| 1 | True | 28,787,571 | 806,433 | 114 | 2,529 | -0.113 | 0.001 | 0.096 | 0.113 | 0.104 | 0.105 | 0.426 | 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 | 1,217,845 | 587 | 586 | -0.142 | -0.075 | -0.123 | 0.141 | 0.127 | 0.126 | 0.615 | 8 |
| 1 | True | 38,954,266 | 761,955 | 134 | 1,937 | -0.140 | -0.002 | -0.116 | 0.141 | 0.128 | 0.128 | 0.385 | 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 | 957,564 | 562 | 390 | -0.184 | -0.113 | -0.156 | 0.183 | 0.160 | 0.160 | 0.518 | 9 |
| 1 | True | 53,464,195 | 890,250 | 159 | 1,534 | -0.182 | 0.006 | 0.142 | 0.183 | 0.160 | 0.160 | 0.482 | 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 | 565,304 | 577 | 234 | -0.420 | -0.199 | -0.221 | 0.312 | 0.236 | 0.224 | 0.284 | 10 |
| 1 | True | 54,201,748 | 1,421,923 | 145 | 1,787 | -0.424 | -0.048 | -0.192 | 0.312 | 0.235 | 0.217 | 0.716 | 10 |