| 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 | 1,673,215 | 619 | 903 | -0.015 | 0.001 | 0.001 | 0.015 | 0.008 | 0.008 | 0.758 | 1 |
| 1 | True | 24,362,218 | 533,762 | 101 | 3,137 | -0.015 | -0.002 | -0.002 | 0.015 | 0.007 | 0.007 | 0.242 | 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 | 1,738,907 | 621 | 915 | -0.031 | -0.000 | -0.016 | 0.031 | 0.024 | 0.024 | 0.482 | 2 |
| 1 | True | 30,385,874 | 1,865,497 | 98 | 3,963 | -0.031 | -0.004 | -0.017 | 0.031 | 0.024 | 0.025 | 0.518 | 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 | 1,644,050 | 610 | 972 | -0.046 | -0.001 | -0.032 | 0.046 | 0.039 | 0.039 | 0.712 | 3 |
| 1 | True | 31,335,903 | 666,495 | 109 | 2,541 | -0.046 | -0.012 | -0.034 | 0.046 | 0.038 | 0.037 | 0.288 | 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 | 2,287,555 | 612 | 883 | -0.062 | -0.006 | -0.048 | 0.062 | 0.054 | 0.054 | 0.655 | 4 |
| 1 | True | 29,968,585 | 1,202,498 | 108 | 2,599 | -0.062 | -0.010 | -0.049 | 0.061 | 0.055 | 0.055 | 0.345 | 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 | 1,834,104 | 613 | 891 | -0.078 | -0.019 | -0.066 | 0.078 | 0.070 | 0.071 | 0.800 | 5 |
| 1 | True | 26,238,557 | 457,756 | 106 | 2,385 | -0.078 | -0.029 | -0.066 | 0.078 | 0.070 | 0.071 | 0.200 | 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 | 1,375,729 | 623 | 874 | -0.096 | -0.032 | -0.083 | 0.096 | 0.087 | 0.086 | 0.671 | 6 |
| 1 | True | 27,276,457 | 675,637 | 96 | 1,916 | -0.096 | -0.015 | -0.082 | 0.096 | 0.087 | 0.088 | 0.329 | 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 | 1,140,411 | 598 | 739 | -0.115 | -0.043 | -0.101 | 0.115 | 0.105 | 0.105 | 0.626 | 7 |
| 1 | True | 29,143,530 | 682,326 | 122 | 2,274 | -0.114 | -0.014 | -0.099 | 0.115 | 0.105 | 0.104 | 0.374 | 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 | 1,264,411 | 599 | 590 | -0.140 | -0.070 | -0.124 | 0.139 | 0.127 | 0.127 | 0.635 | 8 |
| 1 | True | 40,148,987 | 727,499 | 120 | 2,081 | -0.139 | -0.010 | -0.119 | 0.140 | 0.127 | 0.127 | 0.365 | 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 | 1,060,083 | 543 | 355 | -0.180 | -0.106 | -0.154 | 0.180 | 0.158 | 0.157 | 0.465 | 9 |
| 1 | True | 56,702,587 | 1,220,345 | 176 | 1,931 | -0.178 | 0.004 | 0.140 | 0.180 | 0.160 | 0.161 | 0.535 | 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 | 650,155 | 564 | 251 | -0.370 | -0.200 | -0.214 | 0.273 | 0.229 | 0.215 | 0.282 | 10 |
| 1 | True | 64,604,802 | 1,653,547 | 156 | 1,492 | -0.366 | -0.044 | -0.189 | 0.334 | 0.228 | 0.219 | 0.718 | 10 |