| 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 | 1,742,107 | 647 | 907 | -0.012 | -0.000 | -0.001 | 0.012 | 0.006 | 0.005 | 0.750 | 1 |
| 1 | True | 18,285,407 | 579,667 | 73 | 2,924 | -0.012 | -0.001 | 0.000 | 0.009 | 0.005 | 0.005 | 0.250 | 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 | 1,669,974 | 640 | 852 | -0.024 | 0.000 | 0.013 | 0.024 | 0.018 | 0.018 | 0.751 | 2 |
| 1 | True | 20,715,136 | 552,582 | 80 | 2,843 | -0.023 | 0.000 | -0.000 | 0.024 | 0.019 | 0.018 | 0.249 | 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 | 1,796,953 | 634 | 897 | -0.037 | -0.001 | -0.025 | 0.037 | 0.030 | 0.030 | 0.766 | 3 |
| 1 | True | 26,350,692 | 547,936 | 86 | 2,804 | -0.037 | 0.007 | 0.026 | 0.037 | 0.030 | 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 | 1,793,403 | 630 | 850 | -0.050 | -0.006 | -0.038 | 0.050 | 0.043 | 0.043 | 0.814 | 4 |
| 1 | True | 30,703,238 | 410,816 | 90 | 2,224 | -0.050 | 0.008 | 0.039 | 0.050 | 0.044 | 0.043 | 0.186 | 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 | 2,034,559 | 616 | 843 | -0.066 | -0.018 | -0.054 | 0.066 | 0.058 | 0.058 | 0.735 | 5 |
| 1 | True | 38,369,132 | 735,188 | 104 | 3,074 | -0.066 | 0.011 | 0.054 | 0.066 | 0.058 | 0.058 | 0.265 | 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 | 1,372,467 | 616 | 843 | -0.085 | -0.030 | -0.071 | 0.085 | 0.075 | 0.075 | 0.574 | 6 |
| 1 | True | 38,638,221 | 1,017,916 | 103 | 3,117 | -0.084 | 0.012 | 0.068 | 0.085 | 0.075 | 0.075 | 0.426 | 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 | 1,362,369 | 591 | 794 | -0.105 | -0.051 | -0.092 | 0.105 | 0.095 | 0.095 | 0.397 | 7 |
| 1 | True | 50,205,860 | 2,065,847 | 129 | 2,401 | -0.105 | 0.008 | 0.087 | 0.105 | 0.095 | 0.095 | 0.603 | 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 | 1,714,807 | 606 | 719 | -0.132 | -0.071 | -0.114 | 0.131 | 0.118 | 0.118 | 0.617 | 8 |
| 1 | True | 60,751,063 | 1,064,793 | 114 | 3,055 | -0.131 | 0.018 | 0.109 | 0.132 | 0.119 | 0.119 | 0.383 | 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 | 1,314,432 | 587 | 668 | -0.170 | -0.099 | -0.143 | 0.170 | 0.149 | 0.148 | 0.513 | 9 |
| 1 | True | 43,299,179 | 1,247,278 | 133 | 1,770 | -0.170 | -0.032 | -0.139 | 0.170 | 0.151 | 0.152 | 0.487 | 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 | 867,567 | 557 | 475 | -0.363 | -0.165 | -0.196 | 0.313 | 0.211 | 0.200 | 0.376 | 10 |
| 1 | True | 72,963,475 | 1,439,882 | 163 | 2,118 | -0.290 | -0.013 | -0.173 | 0.358 | 0.212 | 0.207 | 0.624 | 10 |