| 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 | 3,855,558 | 813 | 965 | -0.014 | 0.000 | 0.000 | 0.014 | 0.007 | 0.007 | 0.749 | 1 |
| 1 | True | 2,972,143 | 1,292,920 | 70 | 3,209 | -0.014 | -0.001 | -0.002 | 0.014 | 0.007 | 0.007 | 0.251 | 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 | 3,177,917 | 824 | 1,028 | -0.029 | -0.005 | -0.017 | 0.029 | 0.022 | 0.022 | 0.808 | 2 |
| 1 | True | 2,654,816 | 756,282 | 59 | 2,191 | -0.029 | 0.003 | 0.016 | 0.029 | 0.023 | 0.023 | 0.192 | 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 | 2,579,997 | 810 | 917 | -0.045 | -0.011 | -0.033 | 0.045 | 0.037 | 0.037 | 0.783 | 3 |
| 1 | True | 3,490,109 | 713,173 | 73 | 2,488 | -0.045 | 0.008 | 0.032 | 0.045 | 0.038 | 0.039 | 0.217 | 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 | 3,279,700 | 815 | 943 | -0.062 | -0.027 | -0.051 | 0.062 | 0.054 | 0.054 | 0.837 | 4 |
| 1 | True | 3,390,544 | 639,226 | 68 | 2,775 | -0.062 | 0.003 | 0.047 | 0.062 | 0.054 | 0.053 | 0.163 | 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 | 3,405,987 | 819 | 970 | -0.080 | -0.033 | -0.068 | 0.079 | 0.071 | 0.071 | 0.820 | 5 |
| 1 | True | 3,033,140 | 747,077 | 64 | 3,192 | -0.079 | -0.002 | -0.063 | 0.079 | 0.071 | 0.071 | 0.180 | 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 | 1,905,385 | 795 | 810 | -0.098 | -0.045 | -0.085 | 0.098 | 0.089 | 0.089 | 0.698 | 6 |
| 1 | True | 4,277,031 | 825,439 | 87 | 2,044 | -0.097 | -0.013 | -0.084 | 0.098 | 0.089 | 0.089 | 0.302 | 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 | 1,599,350 | 802 | 682 | -0.122 | -0.046 | -0.106 | 0.122 | 0.110 | 0.110 | 0.797 | 7 |
| 1 | True | 4,150,223 | 407,048 | 81 | 2,161 | -0.121 | -0.018 | -0.102 | 0.122 | 0.111 | 0.112 | 0.203 | 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 | 1,534,659 | 795 | 625 | -0.149 | -0.038 | -0.127 | 0.149 | 0.134 | 0.134 | 0.681 | 8 |
| 1 | True | 4,695,934 | 720,138 | 88 | 2,592 | -0.148 | -0.022 | -0.124 | 0.148 | 0.134 | 0.134 | 0.319 | 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 | 1,564,576 | 791 | 584 | -0.191 | -0.035 | -0.154 | 0.191 | 0.168 | 0.166 | 0.686 | 9 |
| 1 | True | 4,826,352 | 714,941 | 92 | 2,798 | -0.191 | -0.007 | -0.150 | 0.189 | 0.165 | 0.164 | 0.314 | 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 | 1,676,109 | 751 | 467 | -0.453 | -0.036 | -0.197 | 0.385 | 0.238 | 0.225 | 0.273 | 10 |
| 1 | True | 6,757,476 | 4,458,336 | 132 | 1,773 | -0.326 | 0.115 | 0.213 | 0.384 | 0.245 | 0.235 | 0.727 | 10 |