| 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 | 1,624,055 | 629 | 832 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.771 | 1 |
| 1 | True | 23,728,702 | 482,240 | 93 | 2,362 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.229 | 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 | 1,660,875 | 629 | 884 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.527 | 2 |
| 1 | True | 25,485,626 | 1,489,361 | 93 | 2,653 | -0.022 | -0.001 | -0.011 | 0.022 | 0.016 | 0.016 | 0.473 | 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 | 1,684,318 | 616 | 791 | -0.034 | -0.004 | -0.024 | 0.034 | 0.028 | 0.028 | 0.638 | 3 |
| 1 | True | 28,781,688 | 955,659 | 105 | 2,664 | -0.034 | 0.005 | 0.025 | 0.034 | 0.029 | 0.029 | 0.362 | 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 | 1,200,948 | 606 | 781 | -0.048 | -0.016 | -0.038 | 0.048 | 0.041 | 0.041 | 0.473 | 4 |
| 1 | True | 31,077,458 | 1,338,147 | 116 | 3,306 | -0.047 | 0.007 | 0.036 | 0.047 | 0.041 | 0.041 | 0.527 | 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 | 1,660,492 | 620 | 789 | -0.063 | -0.024 | -0.052 | 0.063 | 0.055 | 0.055 | 0.691 | 5 |
| 1 | True | 28,252,743 | 742,775 | 102 | 2,430 | -0.063 | 0.007 | 0.049 | 0.062 | 0.055 | 0.055 | 0.309 | 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 | 1,671,593 | 602 | 823 | -0.080 | -0.039 | -0.069 | 0.080 | 0.071 | 0.071 | 0.657 | 6 |
| 1 | True | 39,552,113 | 871,413 | 119 | 2,811 | -0.080 | -0.003 | -0.063 | 0.080 | 0.071 | 0.070 | 0.343 | 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 | 1,375,516 | 603 | 784 | -0.101 | -0.054 | -0.087 | 0.101 | 0.090 | 0.089 | 0.697 | 7 |
| 1 | True | 41,595,613 | 598,133 | 119 | 2,406 | -0.101 | -0.026 | -0.085 | 0.100 | 0.091 | 0.091 | 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 | 1,310,758 | 587 | 772 | -0.130 | -0.075 | -0.110 | 0.129 | 0.114 | 0.114 | 0.689 | 8 |
| 1 | True | 45,423,207 | 592,111 | 134 | 1,509 | -0.130 | -0.041 | -0.106 | 0.129 | 0.114 | 0.111 | 0.311 | 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 | 1,182,093 | 581 | 549 | -0.174 | -0.083 | -0.144 | 0.174 | 0.151 | 0.151 | 0.536 | 9 |
| 1 | True | 47,976,411 | 1,021,970 | 141 | 1,478 | -0.174 | -0.039 | -0.137 | 0.173 | 0.150 | 0.148 | 0.464 | 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 | 893,844 | 532 | 387 | -0.421 | -0.094 | -0.192 | 0.360 | 0.224 | 0.212 | 0.277 | 10 |
| 1 | True | 65,328,193 | 2,334,596 | 190 | 2,762 | -0.357 | 0.006 | 0.176 | 0.352 | 0.231 | 0.219 | 0.723 | 10 |