| 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 | 3,540,456 | 814 | 1,004 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.007 | 0.678 | 1 |
| 1 | True | 3,502,261 | 1,683,691 | 69 | 3,681 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.006 | 0.322 | 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 | 3,636,980 | 822 | 980 | -0.031 | -0.004 | -0.017 | 0.031 | 0.023 | 0.023 | 0.904 | 2 |
| 1 | True | 3,057,724 | 387,365 | 61 | 2,505 | -0.030 | -0.003 | -0.018 | 0.029 | 0.022 | 0.021 | 0.096 | 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 | 2,849,091 | 813 | 929 | -0.047 | -0.014 | -0.034 | 0.047 | 0.039 | 0.039 | 0.811 | 3 |
| 1 | True | 3,850,980 | 665,895 | 70 | 3,147 | -0.046 | -0.001 | -0.031 | 0.047 | 0.038 | 0.038 | 0.189 | 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 | 2,958,849 | 811 | 876 | -0.063 | -0.024 | -0.052 | 0.063 | 0.055 | 0.055 | 0.823 | 4 |
| 1 | True | 3,315,751 | 637,399 | 71 | 2,584 | -0.063 | 0.006 | 0.049 | 0.063 | 0.054 | 0.055 | 0.177 | 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 | 3,147,441 | 837 | 970 | -0.079 | -0.036 | -0.069 | 0.079 | 0.071 | 0.071 | 0.931 | 5 |
| 1 | True | 2,060,132 | 231,619 | 46 | 1,657 | -0.079 | 0.009 | 0.066 | 0.079 | 0.072 | 0.073 | 0.069 | 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 | 2,502,496 | 814 | 817 | -0.099 | -0.045 | -0.085 | 0.099 | 0.089 | 0.089 | 0.779 | 6 |
| 1 | True | 2,739,582 | 708,216 | 69 | 3,166 | -0.097 | -0.002 | -0.081 | 0.099 | 0.090 | 0.090 | 0.221 | 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 | 1,493,068 | 791 | 748 | -0.120 | -0.046 | -0.105 | 0.120 | 0.110 | 0.110 | 0.640 | 7 |
| 1 | True | 4,532,307 | 840,590 | 91 | 2,423 | -0.120 | -0.014 | -0.101 | 0.120 | 0.108 | 0.109 | 0.360 | 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 | 1,415,015 | 777 | 641 | -0.147 | -0.037 | -0.125 | 0.147 | 0.133 | 0.132 | 0.697 | 8 |
| 1 | True | 5,785,228 | 615,141 | 106 | 1,939 | -0.146 | -0.034 | -0.126 | 0.146 | 0.134 | 0.134 | 0.303 | 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 | 1,548,125 | 787 | 570 | -0.186 | -0.029 | -0.151 | 0.186 | 0.164 | 0.164 | 0.651 | 9 |
| 1 | True | 4,581,969 | 831,039 | 96 | 2,733 | -0.185 | -0.001 | -0.148 | 0.186 | 0.166 | 0.165 | 0.349 | 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 | 1,634,748 | 744 | 469 | -0.431 | -0.023 | -0.190 | 0.372 | 0.232 | 0.221 | 0.269 | 10 |
| 1 | True | 7,272,811 | 4,431,253 | 139 | 1,841 | -0.311 | 0.109 | 0.208 | 0.399 | 0.238 | 0.230 | 0.731 | 10 |