| 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 | 3,788,240 | 821 | 1,005 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.921 | 1 |
| 1 | True | 2,427,722 | 326,574 | 60 | 2,544 | -0.014 | -0.001 | 0.000 | 0.014 | 0.007 | 0.007 | 0.079 | 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 | 2,979,813 | 802 | 917 | -0.029 | -0.004 | -0.016 | 0.029 | 0.022 | 0.022 | 0.851 | 2 |
| 1 | True | 3,004,876 | 520,334 | 79 | 2,322 | -0.029 | -0.002 | -0.017 | 0.029 | 0.022 | 0.022 | 0.149 | 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 | 2,934,742 | 811 | 925 | -0.044 | -0.010 | -0.032 | 0.044 | 0.036 | 0.036 | 0.767 | 3 |
| 1 | True | 2,446,025 | 892,957 | 69 | 1,875 | -0.044 | 0.003 | 0.029 | 0.043 | 0.036 | 0.034 | 0.233 | 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 | 3,047,747 | 801 | 869 | -0.059 | -0.016 | -0.047 | 0.059 | 0.051 | 0.051 | 0.813 | 4 |
| 1 | True | 4,382,878 | 700,071 | 80 | 2,068 | -0.057 | -0.005 | -0.045 | 0.059 | 0.050 | 0.050 | 0.187 | 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 | 3,003,605 | 815 | 785 | -0.076 | -0.027 | -0.063 | 0.076 | 0.067 | 0.067 | 0.816 | 5 |
| 1 | True | 3,512,364 | 676,283 | 65 | 3,267 | -0.075 | -0.008 | -0.061 | 0.074 | 0.068 | 0.068 | 0.184 | 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 | 2,089,552 | 781 | 776 | -0.094 | -0.035 | -0.081 | 0.094 | 0.084 | 0.084 | 0.734 | 6 |
| 1 | True | 4,817,811 | 758,845 | 100 | 2,411 | -0.094 | 0.014 | 0.079 | 0.094 | 0.085 | 0.084 | 0.266 | 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 | 1,671,190 | 805 | 685 | -0.115 | -0.039 | -0.099 | 0.115 | 0.105 | 0.105 | 0.642 | 7 |
| 1 | True | 4,032,915 | 932,066 | 75 | 2,561 | -0.115 | 0.040 | 0.099 | 0.115 | 0.103 | 0.103 | 0.358 | 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 | 1,292,185 | 801 | 650 | -0.140 | -0.038 | -0.120 | 0.140 | 0.127 | 0.126 | 0.609 | 8 |
| 1 | True | 5,101,836 | 828,528 | 80 | 2,716 | -0.140 | 0.060 | 0.121 | 0.140 | 0.126 | 0.124 | 0.391 | 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 | 1,297,886 | 813 | 609 | -0.178 | -0.034 | -0.146 | 0.178 | 0.157 | 0.156 | 0.734 | 9 |
| 1 | True | 3,751,389 | 471,234 | 67 | 2,365 | -0.173 | 0.075 | 0.149 | 0.178 | 0.157 | 0.156 | 0.266 | 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 | 2,309,862 | 774 | 505 | -0.381 | -0.024 | -0.183 | 0.356 | 0.222 | 0.212 | 0.403 | 10 |
| 1 | True | 5,905,816 | 3,415,810 | 107 | 2,003 | -0.341 | 0.143 | 0.206 | 0.359 | 0.232 | 0.222 | 0.597 | 10 |