| 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 | 3,648,859 | 816 | 1,045 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.729 | 1 |
| 1 | True | 3,714,064 | 1,355,602 | 66 | 3,073 | -0.015 | 0.000 | -0.000 | 0.015 | 0.008 | 0.007 | 0.271 | 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 | 3,225,571 | 816 | 882 | -0.031 | -0.006 | -0.019 | 0.031 | 0.023 | 0.023 | 0.802 | 2 |
| 1 | True | 2,890,670 | 798,756 | 66 | 2,612 | -0.028 | -0.001 | -0.016 | 0.029 | 0.022 | 0.022 | 0.198 | 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 | 3,173,206 | 803 | 983 | -0.046 | -0.012 | -0.035 | 0.046 | 0.039 | 0.039 | 0.832 | 3 |
| 1 | True | 3,616,093 | 642,755 | 78 | 3,394 | -0.046 | -0.000 | -0.000 | 0.046 | 0.039 | 0.039 | 0.168 | 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 | 3,277,423 | 836 | 942 | -0.062 | -0.025 | -0.052 | 0.062 | 0.054 | 0.054 | 0.868 | 4 |
| 1 | True | 1,936,315 | 499,765 | 46 | 2,697 | -0.062 | 0.016 | 0.049 | 0.061 | 0.054 | 0.054 | 0.132 | 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 | 2,339,386 | 810 | 937 | -0.080 | -0.039 | -0.068 | 0.080 | 0.071 | 0.071 | 0.764 | 5 |
| 1 | True | 3,445,020 | 721,183 | 71 | 2,161 | -0.080 | -0.008 | -0.064 | 0.080 | 0.071 | 0.072 | 0.236 | 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 | 2,953,982 | 809 | 932 | -0.098 | -0.040 | -0.085 | 0.098 | 0.089 | 0.089 | 0.834 | 6 |
| 1 | True | 3,275,441 | 587,658 | 73 | 2,944 | -0.097 | -0.011 | -0.084 | 0.097 | 0.090 | 0.091 | 0.166 | 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 | 1,607,410 | 774 | 695 | -0.118 | -0.047 | -0.104 | 0.118 | 0.108 | 0.107 | 0.625 | 7 |
| 1 | True | 5,339,750 | 962,552 | 107 | 1,846 | -0.118 | -0.010 | -0.100 | 0.117 | 0.108 | 0.108 | 0.375 | 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 | 1,326,537 | 799 | 618 | -0.145 | -0.037 | -0.123 | 0.145 | 0.130 | 0.130 | 0.780 | 8 |
| 1 | True | 4,085,668 | 374,987 | 83 | 2,158 | -0.145 | -0.043 | -0.124 | 0.141 | 0.131 | 0.131 | 0.220 | 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 | 1,517,144 | 768 | 569 | -0.185 | -0.031 | -0.150 | 0.185 | 0.163 | 0.163 | 0.628 | 9 |
| 1 | True | 5,164,702 | 897,228 | 113 | 2,691 | -0.181 | 0.003 | 0.146 | 0.184 | 0.165 | 0.165 | 0.372 | 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 | 1,702,709 | 738 | 479 | -0.397 | -0.010 | -0.186 | 0.359 | 0.229 | 0.218 | 0.282 | 10 |
| 1 | True | 7,518,504 | 4,330,860 | 144 | 1,850 | -0.305 | 0.082 | 0.204 | 0.391 | 0.235 | 0.225 | 0.718 | 10 |