| 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 | 1,990,182 | 649 | 964 | -0.011 | -0.000 | -0.001 | 0.011 | 0.005 | 0.005 | 0.770 | 1 |
| 1 | True | 23,097,132 | 595,194 | 71 | 4,426 | -0.011 | -0.001 | -0.001 | 0.011 | 0.005 | 0.005 | 0.230 | 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 | 1,613,841 | 645 | 895 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.758 | 2 |
| 1 | True | 23,372,742 | 515,547 | 75 | 2,607 | -0.022 | 0.000 | 0.011 | 0.022 | 0.016 | 0.016 | 0.242 | 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 | 1,796,095 | 647 | 891 | -0.034 | -0.005 | -0.024 | 0.034 | 0.028 | 0.028 | 0.708 | 3 |
| 1 | True | 19,258,610 | 742,155 | 72 | 3,238 | -0.034 | 0.002 | 0.024 | 0.034 | 0.028 | 0.029 | 0.292 | 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 | 1,625,059 | 631 | 907 | -0.047 | -0.009 | -0.036 | 0.046 | 0.040 | 0.040 | 0.686 | 4 |
| 1 | True | 35,510,561 | 743,660 | 89 | 2,776 | -0.046 | 0.011 | 0.038 | 0.046 | 0.040 | 0.040 | 0.314 | 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 | 1,712,559 | 627 | 840 | -0.061 | -0.019 | -0.050 | 0.061 | 0.053 | 0.053 | 0.707 | 5 |
| 1 | True | 30,086,288 | 711,238 | 92 | 2,929 | -0.061 | 0.006 | 0.048 | 0.061 | 0.054 | 0.054 | 0.293 | 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 | 1,465,140 | 608 | 780 | -0.080 | -0.031 | -0.066 | 0.080 | 0.070 | 0.069 | 0.629 | 6 |
| 1 | True | 29,676,275 | 864,331 | 112 | 2,594 | -0.079 | -0.000 | -0.000 | 0.079 | 0.071 | 0.071 | 0.371 | 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 | 1,314,704 | 580 | 791 | -0.102 | -0.050 | -0.087 | 0.101 | 0.090 | 0.090 | 0.364 | 7 |
| 1 | True | 60,765,515 | 2,299,554 | 139 | 2,629 | -0.101 | 0.010 | 0.081 | 0.101 | 0.090 | 0.090 | 0.636 | 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 | 1,675,382 | 588 | 694 | -0.129 | -0.070 | -0.112 | 0.129 | 0.115 | 0.115 | 0.637 | 8 |
| 1 | True | 52,068,566 | 955,694 | 132 | 1,929 | -0.128 | -0.009 | -0.103 | 0.128 | 0.116 | 0.117 | 0.363 | 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 | 1,229,762 | 586 | 689 | -0.168 | -0.099 | -0.144 | 0.167 | 0.147 | 0.147 | 0.578 | 9 |
| 1 | True | 60,615,649 | 898,151 | 133 | 1,789 | -0.167 | -0.031 | -0.135 | 0.167 | 0.148 | 0.147 | 0.422 | 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 | 1,062,700 | 574 | 432 | -0.353 | -0.170 | -0.197 | 0.276 | 0.212 | 0.202 | 0.376 | 10 |
| 1 | True | 64,700,936 | 1,763,457 | 146 | 2,297 | -0.305 | -0.009 | -0.170 | 0.294 | 0.212 | 0.206 | 0.624 | 10 |