| 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 | 1,418,358 | 654 | 898 | -0.011 | -0.000 | -0.000 | 0.011 | 0.005 | 0.005 | 0.706 | 1 |
| 1 | True | 18,509,052 | 589,639 | 68 | 4,307 | -0.011 | -0.001 | -0.001 | 0.010 | 0.006 | 0.006 | 0.294 | 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 | 1,702,197 | 645 | 879 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.767 | 2 |
| 1 | True | 20,470,371 | 515,757 | 76 | 3,372 | -0.022 | 0.002 | 0.012 | 0.022 | 0.017 | 0.017 | 0.233 | 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 | 1,541,771 | 639 | 854 | -0.035 | -0.004 | -0.024 | 0.035 | 0.029 | 0.029 | 0.768 | 3 |
| 1 | True | 23,983,469 | 464,993 | 82 | 3,098 | -0.035 | 0.004 | 0.023 | 0.035 | 0.028 | 0.028 | 0.232 | 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 | 1,710,881 | 616 | 833 | -0.050 | -0.009 | -0.037 | 0.050 | 0.042 | 0.042 | 0.648 | 4 |
| 1 | True | 32,183,230 | 928,856 | 105 | 2,608 | -0.049 | 0.005 | 0.036 | 0.050 | 0.043 | 0.043 | 0.352 | 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 | 2,178,663 | 615 | 854 | -0.065 | -0.014 | -0.052 | 0.065 | 0.057 | 0.057 | 0.817 | 5 |
| 1 | True | 25,920,273 | 487,359 | 106 | 2,433 | -0.065 | 0.015 | 0.051 | 0.065 | 0.056 | 0.056 | 0.183 | 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 | 2,056,581 | 601 | 852 | -0.084 | -0.032 | -0.070 | 0.083 | 0.074 | 0.074 | 0.688 | 6 |
| 1 | True | 49,857,358 | 931,812 | 120 | 3,565 | -0.083 | 0.000 | 0.000 | 0.083 | 0.074 | 0.075 | 0.312 | 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 | 2,033,713 | 579 | 914 | -0.104 | -0.051 | -0.091 | 0.104 | 0.094 | 0.093 | 0.521 | 7 |
| 1 | True | 53,130,574 | 1,871,336 | 142 | 2,470 | -0.104 | -0.001 | -0.084 | 0.104 | 0.093 | 0.093 | 0.479 | 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 | 1,090,808 | 599 | 725 | -0.133 | -0.074 | -0.114 | 0.133 | 0.117 | 0.116 | 0.590 | 8 |
| 1 | True | 48,474,046 | 759,177 | 122 | 2,095 | -0.132 | -0.011 | -0.105 | 0.132 | 0.117 | 0.115 | 0.410 | 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 | 1,001,023 | 582 | 624 | -0.171 | -0.095 | -0.146 | 0.171 | 0.151 | 0.150 | 0.442 | 9 |
| 1 | True | 56,842,633 | 1,263,463 | 139 | 1,728 | -0.171 | -0.035 | -0.138 | 0.171 | 0.150 | 0.149 | 0.558 | 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 | 769,028 | 546 | 333 | -0.379 | -0.145 | -0.195 | 0.346 | 0.218 | 0.203 | 0.282 | 10 |
| 1 | True | 70,051,604 | 1,960,471 | 175 | 2,073 | -0.338 | 0.000 | -0.173 | 0.374 | 0.221 | 0.211 | 0.718 | 10 |