| 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 | 1,380,938 | 603 | 880 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.583 | 1 |
| 1 | True | 41,003,922 | 986,783 | 119 | 3,014 | -0.015 | -0.001 | -0.002 | 0.015 | 0.007 | 0.008 | 0.417 | 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 | 1,588,650 | 604 | 860 | -0.030 | 0.003 | 0.017 | 0.030 | 0.023 | 0.023 | 0.450 | 2 |
| 1 | True | 27,050,537 | 1,938,249 | 117 | 3,473 | -0.030 | -0.005 | -0.018 | 0.030 | 0.022 | 0.022 | 0.550 | 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 | 1,939,585 | 618 | 927 | -0.047 | 0.001 | 0.031 | 0.047 | 0.039 | 0.039 | 0.757 | 3 |
| 1 | True | 25,270,013 | 621,942 | 103 | 2,753 | -0.046 | -0.009 | -0.033 | 0.046 | 0.038 | 0.037 | 0.243 | 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 | 2,052,249 | 619 | 885 | -0.062 | -0.003 | -0.047 | 0.062 | 0.054 | 0.054 | 0.651 | 4 |
| 1 | True | 33,170,459 | 1,099,102 | 102 | 2,782 | -0.062 | -0.028 | -0.053 | 0.061 | 0.055 | 0.055 | 0.349 | 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 | 1,348,255 | 624 | 933 | -0.079 | -0.013 | -0.065 | 0.079 | 0.070 | 0.070 | 0.557 | 5 |
| 1 | True | 20,736,639 | 1,074,158 | 97 | 1,845 | -0.079 | -0.020 | -0.065 | 0.078 | 0.070 | 0.070 | 0.443 | 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 | 1,560,806 | 593 | 963 | -0.096 | -0.042 | -0.085 | 0.096 | 0.088 | 0.088 | 0.685 | 6 |
| 1 | True | 30,351,985 | 717,077 | 128 | 2,739 | -0.096 | -0.012 | -0.081 | 0.096 | 0.088 | 0.087 | 0.315 | 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 | 1,360,934 | 624 | 769 | -0.116 | -0.047 | -0.102 | 0.116 | 0.106 | 0.106 | 0.628 | 7 |
| 1 | True | 22,386,562 | 807,173 | 97 | 2,647 | -0.116 | 0.003 | 0.097 | 0.116 | 0.107 | 0.107 | 0.372 | 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 | 989,740 | 579 | 544 | -0.142 | -0.078 | -0.124 | 0.142 | 0.128 | 0.127 | 0.603 | 8 |
| 1 | True | 40,053,556 | 650,807 | 142 | 1,794 | -0.142 | -0.007 | -0.118 | 0.142 | 0.130 | 0.130 | 0.397 | 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 | 1,092,257 | 568 | 365 | -0.183 | -0.114 | -0.157 | 0.183 | 0.161 | 0.160 | 0.531 | 9 |
| 1 | True | 64,606,819 | 965,533 | 153 | 1,859 | -0.183 | 0.002 | 0.143 | 0.183 | 0.162 | 0.161 | 0.469 | 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 | 534,080 | 583 | 234 | -0.416 | -0.203 | -0.221 | 0.302 | 0.236 | 0.223 | 0.290 | 10 |
| 1 | True | 48,106,760 | 1,307,614 | 139 | 1,655 | -0.430 | -0.047 | -0.195 | 0.354 | 0.235 | 0.221 | 0.710 | 10 |