| 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 | 1,624,214 | 653 | 935 | -0.011 | 0.000 | 0.001 | 0.011 | 0.006 | 0.005 | 0.710 | 1 |
| 1 | True | 16,211,394 | 662,696 | 69 | 5,315 | -0.010 | 0.001 | -0.000 | 0.011 | 0.006 | 0.006 | 0.290 | 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 | 1,498,765 | 668 | 849 | -0.022 | -0.002 | -0.012 | 0.022 | 0.017 | 0.017 | 0.766 | 2 |
| 1 | True | 15,300,832 | 458,745 | 53 | 3,112 | -0.022 | 0.001 | 0.012 | 0.022 | 0.016 | 0.016 | 0.234 | 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 | 1,861,364 | 630 | 985 | -0.036 | -0.004 | -0.024 | 0.036 | 0.029 | 0.029 | 0.766 | 3 |
| 1 | True | 19,676,733 | 568,328 | 91 | 2,763 | -0.035 | 0.002 | 0.023 | 0.036 | 0.029 | 0.029 | 0.234 | 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 | 1,566,454 | 631 | 900 | -0.049 | -0.010 | -0.039 | 0.049 | 0.042 | 0.042 | 0.683 | 4 |
| 1 | True | 30,131,473 | 725,979 | 90 | 2,768 | -0.047 | 0.010 | 0.038 | 0.048 | 0.041 | 0.042 | 0.317 | 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 | 2,219,104 | 618 | 802 | -0.065 | -0.020 | -0.054 | 0.065 | 0.057 | 0.057 | 0.597 | 5 |
| 1 | True | 36,090,661 | 1,499,689 | 103 | 2,448 | -0.065 | 0.016 | 0.054 | 0.065 | 0.058 | 0.057 | 0.403 | 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 | 2,105,500 | 598 | 905 | -0.083 | -0.038 | -0.071 | 0.083 | 0.074 | 0.074 | 0.736 | 6 |
| 1 | True | 49,853,707 | 756,657 | 123 | 2,730 | -0.083 | 0.007 | 0.067 | 0.082 | 0.074 | 0.073 | 0.264 | 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 | 1,690,132 | 596 | 868 | -0.103 | -0.054 | -0.090 | 0.103 | 0.092 | 0.092 | 0.663 | 7 |
| 1 | True | 49,561,276 | 859,724 | 125 | 2,624 | -0.102 | -0.005 | -0.083 | 0.103 | 0.092 | 0.092 | 0.337 | 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 | 1,206,638 | 601 | 762 | -0.131 | -0.076 | -0.114 | 0.130 | 0.117 | 0.117 | 0.523 | 8 |
| 1 | True | 51,822,120 | 1,100,250 | 120 | 2,599 | -0.130 | -0.004 | -0.104 | 0.130 | 0.117 | 0.118 | 0.477 | 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 | 912,401 | 573 | 561 | -0.172 | -0.095 | -0.145 | 0.171 | 0.150 | 0.149 | 0.385 | 9 |
| 1 | True | 65,636,053 | 1,456,313 | 148 | 1,961 | -0.171 | -0.024 | -0.137 | 0.172 | 0.150 | 0.150 | 0.615 | 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 | 724,012 | 549 | 311 | -0.408 | -0.157 | -0.200 | 0.324 | 0.220 | 0.208 | 0.271 | 10 |
| 1 | True | 65,189,733 | 1,946,273 | 172 | 2,624 | -0.358 | -0.011 | -0.174 | 0.363 | 0.221 | 0.211 | 0.729 | 10 |