| 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 | 3,624,672 | 820 | 994 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.008 | 0.911 | 1 |
| 1 | True | 2,856,734 | 356,000 | 61 | 2,876 | -0.014 | -0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.089 | 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 | 3,033,776 | 805 | 899 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.867 | 2 |
| 1 | True | 2,526,304 | 465,496 | 76 | 2,058 | -0.029 | 0.002 | 0.016 | 0.028 | 0.022 | 0.022 | 0.133 | 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 | 3,280,750 | 808 | 965 | -0.044 | -0.009 | -0.032 | 0.044 | 0.037 | 0.036 | 0.808 | 3 |
| 1 | True | 2,547,795 | 780,210 | 72 | 2,547 | -0.044 | 0.000 | -0.000 | 0.044 | 0.036 | 0.036 | 0.192 | 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 | 3,122,837 | 815 | 886 | -0.059 | -0.020 | -0.048 | 0.059 | 0.052 | 0.052 | 0.873 | 4 |
| 1 | True | 3,445,641 | 453,098 | 66 | 1,670 | -0.059 | -0.005 | -0.046 | 0.059 | 0.051 | 0.051 | 0.127 | 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 | 2,945,741 | 806 | 778 | -0.076 | -0.024 | -0.065 | 0.076 | 0.068 | 0.068 | 0.818 | 5 |
| 1 | True | 4,060,273 | 656,310 | 74 | 2,556 | -0.075 | -0.006 | -0.060 | 0.076 | 0.067 | 0.067 | 0.182 | 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 | 1,724,867 | 788 | 730 | -0.094 | -0.036 | -0.081 | 0.094 | 0.085 | 0.085 | 0.750 | 6 |
| 1 | True | 4,832,373 | 575,820 | 93 | 2,070 | -0.094 | -0.001 | -0.076 | 0.093 | 0.085 | 0.085 | 0.250 | 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 | 1,986,786 | 789 | 659 | -0.114 | -0.034 | -0.099 | 0.114 | 0.104 | 0.104 | 0.627 | 7 |
| 1 | True | 4,325,850 | 1,181,511 | 91 | 3,121 | -0.114 | 0.042 | 0.099 | 0.114 | 0.104 | 0.103 | 0.373 | 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 | 1,399,497 | 816 | 678 | -0.139 | -0.044 | -0.120 | 0.139 | 0.126 | 0.125 | 0.678 | 8 |
| 1 | True | 4,079,120 | 665,286 | 65 | 2,946 | -0.138 | 0.057 | 0.121 | 0.139 | 0.126 | 0.125 | 0.322 | 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 | 1,403,792 | 800 | 628 | -0.177 | -0.039 | -0.145 | 0.177 | 0.156 | 0.155 | 0.707 | 9 |
| 1 | True | 4,595,019 | 582,752 | 80 | 2,646 | -0.176 | 0.082 | 0.150 | 0.176 | 0.157 | 0.157 | 0.293 | 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 | 1,710,908 | 769 | 514 | -0.384 | -0.056 | -0.188 | 0.342 | 0.219 | 0.208 | 0.294 | 10 |
| 1 | True | 6,115,626 | 4,113,701 | 112 | 2,117 | -0.336 | 0.136 | 0.202 | 0.357 | 0.229 | 0.215 | 0.706 | 10 |