| 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 | 4,468,470 | 823 | 1,067 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.844 | 1 |
| 1 | True | 3,147,426 | 824,079 | 59 | 2,821 | -0.015 | -0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.156 | 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 | 3,254,115 | 814 | 995 | -0.030 | -0.007 | -0.019 | 0.030 | 0.023 | 0.023 | 0.716 | 2 |
| 1 | True | 3,293,943 | 1,292,964 | 68 | 3,128 | -0.030 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.284 | 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 | 3,480,592 | 809 | 946 | -0.045 | -0.014 | -0.034 | 0.045 | 0.038 | 0.038 | 0.821 | 3 |
| 1 | True | 3,606,215 | 758,021 | 72 | 4,442 | -0.045 | 0.004 | 0.031 | 0.045 | 0.038 | 0.038 | 0.179 | 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 | 2,342,992 | 803 | 920 | -0.061 | -0.026 | -0.050 | 0.061 | 0.053 | 0.053 | 0.761 | 4 |
| 1 | True | 3,161,593 | 737,466 | 79 | 2,650 | -0.061 | -0.009 | -0.047 | 0.061 | 0.053 | 0.053 | 0.239 | 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 | 2,590,734 | 808 | 875 | -0.078 | -0.031 | -0.066 | 0.078 | 0.069 | 0.069 | 0.801 | 5 |
| 1 | True | 3,347,713 | 641,800 | 73 | 2,054 | -0.077 | 0.003 | 0.063 | 0.078 | 0.069 | 0.069 | 0.199 | 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 | 2,500,602 | 800 | 822 | -0.095 | -0.044 | -0.084 | 0.095 | 0.086 | 0.086 | 0.776 | 6 |
| 1 | True | 3,769,579 | 723,730 | 82 | 2,649 | -0.094 | -0.010 | -0.079 | 0.094 | 0.086 | 0.087 | 0.224 | 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 | 1,639,750 | 790 | 776 | -0.117 | -0.049 | -0.101 | 0.117 | 0.105 | 0.105 | 0.681 | 7 |
| 1 | True | 4,947,933 | 769,716 | 91 | 2,035 | -0.117 | -0.016 | -0.097 | 0.116 | 0.106 | 0.107 | 0.319 | 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 | 1,338,513 | 800 | 648 | -0.144 | -0.040 | -0.122 | 0.144 | 0.130 | 0.129 | 0.783 | 8 |
| 1 | True | 4,419,305 | 371,509 | 82 | 2,258 | -0.143 | -0.025 | -0.120 | 0.144 | 0.130 | 0.129 | 0.217 | 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 | 1,563,463 | 807 | 607 | -0.185 | -0.027 | -0.148 | 0.185 | 0.162 | 0.161 | 0.731 | 9 |
| 1 | True | 3,288,445 | 576,519 | 74 | 2,223 | -0.185 | -0.006 | -0.148 | 0.183 | 0.162 | 0.158 | 0.269 | 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 | 1,709,036 | 720 | 516 | -0.408 | -0.006 | -0.186 | 0.333 | 0.227 | 0.216 | 0.272 | 10 |
| 1 | True | 8,233,164 | 4,579,424 | 162 | 2,164 | -0.328 | 0.110 | 0.208 | 0.396 | 0.233 | 0.223 | 0.728 | 10 |