| 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 | 1,649,058 | 615 | 898 | -0.016 | -0.000 | 0.001 | 0.016 | 0.008 | 0.008 | 0.704 | 1 |
| 1 | True | 25,077,407 | 692,774 | 105 | 2,775 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.007 | 0.296 | 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 | 1,472,962 | 607 | 914 | -0.032 | 0.003 | 0.018 | 0.032 | 0.024 | 0.025 | 0.470 | 2 |
| 1 | True | 31,061,077 | 1,664,084 | 113 | 3,422 | -0.032 | -0.004 | -0.019 | 0.032 | 0.024 | 0.023 | 0.530 | 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 | 1,620,411 | 615 | 918 | -0.048 | 0.000 | 0.033 | 0.048 | 0.040 | 0.040 | 0.636 | 3 |
| 1 | True | 28,460,607 | 927,439 | 104 | 2,663 | -0.048 | -0.014 | -0.036 | 0.048 | 0.040 | 0.040 | 0.364 | 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 | 2,156,633 | 619 | 885 | -0.064 | -0.004 | -0.049 | 0.064 | 0.056 | 0.056 | 0.671 | 4 |
| 1 | True | 36,728,281 | 1,055,807 | 101 | 3,420 | -0.064 | -0.024 | -0.053 | 0.064 | 0.057 | 0.056 | 0.329 | 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 | 1,659,343 | 607 | 921 | -0.080 | -0.018 | -0.067 | 0.080 | 0.072 | 0.072 | 0.670 | 5 |
| 1 | True | 28,816,944 | 817,990 | 112 | 1,957 | -0.080 | -0.018 | -0.068 | 0.080 | 0.072 | 0.073 | 0.330 | 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 | 1,532,046 | 612 | 862 | -0.097 | -0.028 | -0.083 | 0.097 | 0.088 | 0.087 | 0.620 | 6 |
| 1 | True | 26,148,891 | 940,049 | 108 | 2,619 | -0.097 | -0.013 | -0.083 | 0.096 | 0.089 | 0.089 | 0.380 | 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 | 1,260,261 | 605 | 842 | -0.116 | -0.046 | -0.102 | 0.116 | 0.106 | 0.107 | 0.677 | 7 |
| 1 | True | 24,665,081 | 602,010 | 114 | 1,877 | -0.116 | -0.000 | 0.000 | 0.116 | 0.107 | 0.107 | 0.323 | 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 | 1,238,962 | 600 | 546 | -0.140 | -0.072 | -0.124 | 0.139 | 0.127 | 0.127 | 0.622 | 8 |
| 1 | True | 36,271,317 | 752,036 | 120 | 2,332 | -0.140 | 0.006 | 0.117 | 0.139 | 0.128 | 0.127 | 0.378 | 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 | 1,247,834 | 561 | 355 | -0.179 | -0.110 | -0.153 | 0.178 | 0.157 | 0.156 | 0.455 | 9 |
| 1 | True | 56,909,901 | 1,494,368 | 158 | 1,921 | -0.178 | -0.004 | -0.141 | 0.178 | 0.159 | 0.160 | 0.545 | 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 | 495,935 | 561 | 233 | -0.376 | -0.204 | -0.213 | 0.261 | 0.228 | 0.214 | 0.357 | 10 |
| 1 | True | 61,267,694 | 892,269 | 159 | 1,395 | -0.379 | -0.064 | -0.190 | 0.323 | 0.226 | 0.216 | 0.643 | 10 |