| 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 | 1,524,269 | 618 | 867 | -0.013 | -0.001 | -0.002 | 0.013 | 0.007 | 0.007 | 0.449 | 1 |
| 1 | True | 33,475,950 | 1,870,002 | 105 | 4,106 | -0.013 | -0.000 | 0.000 | 0.013 | 0.007 | 0.007 | 0.551 | 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 | 1,533,899 | 627 | 919 | -0.027 | -0.004 | -0.016 | 0.027 | 0.020 | 0.020 | 0.589 | 2 |
| 1 | True | 27,202,193 | 1,068,313 | 95 | 3,317 | -0.027 | -0.004 | -0.016 | 0.027 | 0.021 | 0.021 | 0.411 | 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 | 2,217,375 | 635 | 949 | -0.041 | -0.008 | -0.030 | 0.041 | 0.034 | 0.034 | 0.742 | 3 |
| 1 | True | 24,443,372 | 771,082 | 88 | 3,556 | -0.041 | -0.010 | -0.029 | 0.041 | 0.033 | 0.033 | 0.258 | 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 | 1,598,958 | 605 | 945 | -0.056 | -0.018 | -0.045 | 0.056 | 0.048 | 0.048 | 0.738 | 4 |
| 1 | True | 24,692,004 | 567,936 | 117 | 2,339 | -0.056 | -0.006 | -0.043 | 0.056 | 0.048 | 0.048 | 0.262 | 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 | 1,436,525 | 609 | 788 | -0.071 | -0.028 | -0.060 | 0.071 | 0.063 | 0.062 | 0.655 | 5 |
| 1 | True | 28,769,719 | 757,324 | 114 | 2,416 | -0.071 | -0.012 | -0.058 | 0.071 | 0.065 | 0.065 | 0.345 | 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 | 1,196,832 | 623 | 802 | -0.088 | -0.040 | -0.076 | 0.088 | 0.079 | 0.079 | 0.610 | 6 |
| 1 | True | 26,514,159 | 764,607 | 99 | 1,993 | -0.087 | -0.018 | -0.073 | 0.087 | 0.079 | 0.079 | 0.390 | 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 | 1,320,201 | 599 | 626 | -0.108 | -0.053 | -0.095 | 0.107 | 0.097 | 0.097 | 0.697 | 7 |
| 1 | True | 29,707,412 | 574,322 | 123 | 1,974 | -0.107 | -0.044 | -0.095 | 0.106 | 0.098 | 0.099 | 0.303 | 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 | 1,066,706 | 583 | 604 | -0.135 | -0.078 | -0.117 | 0.135 | 0.120 | 0.119 | 0.521 | 8 |
| 1 | True | 45,506,448 | 980,134 | 140 | 1,573 | -0.135 | -0.037 | -0.115 | 0.135 | 0.121 | 0.121 | 0.479 | 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 | 1,133,239 | 565 | 416 | -0.178 | -0.097 | -0.149 | 0.177 | 0.155 | 0.154 | 0.546 | 9 |
| 1 | True | 62,624,338 | 940,757 | 157 | 1,704 | -0.177 | -0.003 | -0.135 | 0.177 | 0.154 | 0.152 | 0.454 | 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 | 1,006,649 | 550 | 292 | -0.405 | -0.138 | -0.201 | 0.302 | 0.224 | 0.213 | 0.318 | 10 |
| 1 | True | 65,870,631 | 2,158,905 | 173 | 2,610 | -0.359 | 0.012 | 0.182 | 0.340 | 0.228 | 0.218 | 0.682 | 10 |