| 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 | 3,475,752 | 816 | 955 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.916 | 1 |
| 1 | True | 2,582,918 | 317,551 | 65 | 2,352 | -0.015 | -0.001 | -0.002 | 0.014 | 0.007 | 0.006 | 0.084 | 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 | 2,820,553 | 803 | 850 | -0.029 | -0.003 | -0.016 | 0.029 | 0.022 | 0.022 | 0.883 | 2 |
| 1 | True | 2,789,839 | 372,212 | 78 | 2,017 | -0.028 | -0.003 | -0.017 | 0.029 | 0.021 | 0.022 | 0.117 | 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 | 2,924,127 | 801 | 966 | -0.044 | -0.009 | -0.032 | 0.044 | 0.036 | 0.036 | 0.738 | 3 |
| 1 | True | 3,444,497 | 1,037,570 | 79 | 2,263 | -0.044 | -0.002 | -0.029 | 0.044 | 0.036 | 0.036 | 0.262 | 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 | 3,156,470 | 814 | 817 | -0.059 | -0.017 | -0.047 | 0.059 | 0.051 | 0.051 | 0.869 | 4 |
| 1 | True | 3,206,873 | 477,708 | 67 | 1,652 | -0.059 | 0.001 | 0.044 | 0.059 | 0.051 | 0.051 | 0.131 | 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 | 2,497,003 | 788 | 769 | -0.076 | -0.024 | -0.064 | 0.076 | 0.068 | 0.067 | 0.637 | 5 |
| 1 | True | 4,659,386 | 1,422,445 | 92 | 3,111 | -0.076 | -0.002 | -0.061 | 0.076 | 0.067 | 0.067 | 0.363 | 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 | 1,776,060 | 799 | 755 | -0.095 | -0.034 | -0.081 | 0.095 | 0.085 | 0.085 | 0.782 | 6 |
| 1 | True | 4,123,485 | 494,931 | 82 | 2,141 | -0.095 | 0.017 | 0.078 | 0.095 | 0.085 | 0.086 | 0.218 | 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 | 2,256,787 | 796 | 700 | -0.116 | -0.040 | -0.101 | 0.116 | 0.105 | 0.105 | 0.674 | 7 |
| 1 | True | 4,331,236 | 1,092,936 | 84 | 2,559 | -0.116 | 0.052 | 0.102 | 0.115 | 0.105 | 0.105 | 0.326 | 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 | 1,452,832 | 821 | 634 | -0.141 | -0.039 | -0.121 | 0.141 | 0.127 | 0.127 | 0.701 | 8 |
| 1 | True | 4,047,955 | 620,187 | 60 | 2,806 | -0.140 | 0.080 | 0.123 | 0.140 | 0.127 | 0.127 | 0.299 | 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 | 1,342,630 | 801 | 613 | -0.179 | -0.036 | -0.146 | 0.179 | 0.158 | 0.157 | 0.692 | 9 |
| 1 | True | 4,473,499 | 597,520 | 79 | 2,360 | -0.176 | 0.085 | 0.152 | 0.179 | 0.158 | 0.155 | 0.308 | 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 | 2,261,965 | 781 | 491 | -0.391 | -0.032 | -0.187 | 0.347 | 0.222 | 0.211 | 0.405 | 10 |
| 1 | True | 5,507,923 | 3,319,682 | 100 | 2,145 | -0.338 | 0.148 | 0.215 | 0.356 | 0.234 | 0.234 | 0.595 | 10 |