| 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 | 1,633,787 | 654 | 856 | -0.012 | 0.000 | 0.000 | 0.012 | 0.006 | 0.006 | 0.727 | 1 |
| 1 | True | 16,895,762 | 613,069 | 68 | 3,806 | -0.012 | 0.001 | 0.001 | 0.012 | 0.007 | 0.007 | 0.273 | 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 | 1,637,491 | 650 | 979 | -0.024 | 0.001 | 0.013 | 0.024 | 0.018 | 0.018 | 0.760 | 2 |
| 1 | True | 17,975,688 | 516,023 | 71 | 3,246 | -0.024 | -0.000 | -0.012 | 0.024 | 0.018 | 0.019 | 0.240 | 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 | 1,839,650 | 636 | 903 | -0.037 | -0.004 | -0.025 | 0.037 | 0.030 | 0.031 | 0.739 | 3 |
| 1 | True | 22,015,182 | 649,782 | 85 | 2,904 | -0.036 | 0.006 | 0.025 | 0.037 | 0.030 | 0.029 | 0.261 | 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 | 1,953,597 | 628 | 866 | -0.051 | -0.009 | -0.039 | 0.051 | 0.044 | 0.044 | 0.767 | 4 |
| 1 | True | 32,084,362 | 595,049 | 93 | 2,260 | -0.051 | 0.007 | 0.039 | 0.051 | 0.044 | 0.044 | 0.233 | 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 | 2,036,672 | 626 | 843 | -0.066 | -0.023 | -0.056 | 0.066 | 0.059 | 0.058 | 0.577 | 5 |
| 1 | True | 42,581,182 | 1,490,699 | 95 | 2,682 | -0.066 | 0.017 | 0.056 | 0.066 | 0.060 | 0.060 | 0.423 | 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 | 1,513,033 | 622 | 799 | -0.083 | -0.033 | -0.072 | 0.083 | 0.075 | 0.075 | 0.756 | 6 |
| 1 | True | 34,223,952 | 487,978 | 99 | 2,761 | -0.083 | 0.019 | 0.069 | 0.083 | 0.075 | 0.074 | 0.244 | 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 | 1,803,545 | 599 | 879 | -0.103 | -0.057 | -0.091 | 0.103 | 0.093 | 0.093 | 0.648 | 7 |
| 1 | True | 51,138,489 | 977,776 | 122 | 2,669 | -0.103 | 0.005 | 0.084 | 0.102 | 0.093 | 0.093 | 0.352 | 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 | 1,319,300 | 608 | 753 | -0.131 | -0.069 | -0.113 | 0.131 | 0.117 | 0.117 | 0.524 | 8 |
| 1 | True | 48,542,396 | 1,197,784 | 113 | 2,437 | -0.131 | -0.006 | -0.105 | 0.131 | 0.118 | 0.117 | 0.476 | 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 | 737,892 | 550 | 565 | -0.170 | -0.095 | -0.144 | 0.170 | 0.149 | 0.149 | 0.330 | 9 |
| 1 | True | 64,020,290 | 1,496,276 | 171 | 2,020 | -0.169 | -0.026 | -0.136 | 0.170 | 0.149 | 0.149 | 0.670 | 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 | 809,972 | 545 | 325 | -0.409 | -0.164 | -0.199 | 0.311 | 0.218 | 0.204 | 0.285 | 10 |
| 1 | True | 71,284,285 | 2,032,953 | 176 | 2,233 | -0.365 | -0.016 | -0.171 | 0.349 | 0.217 | 0.207 | 0.715 | 10 |