| 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 | 1,645,689 | 633 | 984 | -0.012 | -0.000 | -0.000 | 0.012 | 0.006 | 0.006 | 0.688 | 1 |
| 1 | True | 19,296,468 | 745,607 | 89 | 2,675 | -0.012 | 0.001 | 0.002 | 0.012 | 0.006 | 0.006 | 0.312 | 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 | 1,651,790 | 632 | 883 | -0.023 | -0.003 | -0.014 | 0.023 | 0.017 | 0.017 | 0.722 | 2 |
| 1 | True | 24,732,192 | 634,622 | 89 | 3,498 | -0.023 | -0.003 | -0.014 | 0.023 | 0.018 | 0.017 | 0.278 | 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 | 1,530,891 | 631 | 769 | -0.035 | -0.007 | -0.025 | 0.035 | 0.029 | 0.029 | 0.639 | 3 |
| 1 | True | 26,304,445 | 863,336 | 91 | 3,196 | -0.035 | 0.008 | 0.026 | 0.035 | 0.029 | 0.029 | 0.361 | 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 | 1,779,422 | 619 | 808 | -0.049 | -0.012 | -0.038 | 0.049 | 0.042 | 0.042 | 0.808 | 4 |
| 1 | True | 30,956,567 | 423,037 | 102 | 2,530 | -0.049 | 0.007 | 0.038 | 0.049 | 0.042 | 0.042 | 0.192 | 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 | 2,432,400 | 610 | 871 | -0.064 | -0.021 | -0.053 | 0.064 | 0.057 | 0.056 | 0.703 | 5 |
| 1 | True | 40,903,750 | 1,025,812 | 112 | 3,349 | -0.064 | 0.009 | 0.051 | 0.064 | 0.056 | 0.055 | 0.297 | 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 | 1,571,386 | 618 | 782 | -0.081 | -0.032 | -0.069 | 0.081 | 0.072 | 0.072 | 0.642 | 6 |
| 1 | True | 42,477,902 | 875,906 | 103 | 3,086 | -0.081 | 0.001 | -0.064 | 0.081 | 0.073 | 0.073 | 0.358 | 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 | 1,308,172 | 621 | 782 | -0.101 | -0.051 | -0.088 | 0.101 | 0.091 | 0.090 | 0.627 | 7 |
| 1 | True | 38,189,712 | 778,317 | 100 | 2,604 | -0.101 | -0.005 | -0.082 | 0.101 | 0.091 | 0.091 | 0.373 | 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 | 1,180,127 | 601 | 800 | -0.126 | -0.067 | -0.110 | 0.125 | 0.113 | 0.113 | 0.421 | 8 |
| 1 | True | 54,685,719 | 1,620,022 | 121 | 1,984 | -0.126 | -0.021 | -0.104 | 0.126 | 0.114 | 0.114 | 0.579 | 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 | 963,363 | 582 | 596 | -0.167 | -0.070 | -0.138 | 0.167 | 0.146 | 0.145 | 0.522 | 9 |
| 1 | True | 41,248,727 | 881,224 | 139 | 1,795 | -0.167 | -0.049 | -0.138 | 0.167 | 0.148 | 0.148 | 0.478 | 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 | 883,858 | 497 | 392 | -0.364 | -0.100 | -0.189 | 0.339 | 0.214 | 0.202 | 0.279 | 10 |
| 1 | True | 81,676,387 | 2,283,523 | 225 | 2,194 | -0.330 | -0.002 | -0.170 | 0.369 | 0.220 | 0.208 | 0.721 | 10 |