| 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 | 3,990,971 | 814 | 961 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.713 | 1 |
| 1 | True | 3,337,917 | 1,607,140 | 68 | 3,598 | -0.015 | -0.003 | -0.005 | 0.016 | 0.009 | 0.009 | 0.287 | 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 | 3,552,435 | 819 | 1,084 | -0.030 | -0.007 | -0.019 | 0.030 | 0.023 | 0.023 | 0.823 | 2 |
| 1 | True | 3,207,417 | 766,089 | 62 | 3,189 | -0.030 | 0.000 | 0.016 | 0.030 | 0.023 | 0.022 | 0.177 | 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 | 3,096,183 | 811 | 859 | -0.045 | -0.013 | -0.034 | 0.045 | 0.037 | 0.038 | 0.771 | 3 |
| 1 | True | 3,520,240 | 919,000 | 71 | 2,499 | -0.045 | 0.004 | 0.031 | 0.044 | 0.037 | 0.037 | 0.229 | 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 | 2,635,750 | 822 | 909 | -0.060 | -0.019 | -0.050 | 0.060 | 0.053 | 0.053 | 0.859 | 4 |
| 1 | True | 2,914,979 | 431,705 | 59 | 2,371 | -0.059 | -0.004 | -0.046 | 0.060 | 0.052 | 0.051 | 0.141 | 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 | 2,512,234 | 813 | 899 | -0.077 | -0.033 | -0.066 | 0.077 | 0.068 | 0.068 | 0.835 | 5 |
| 1 | True | 2,862,148 | 497,261 | 69 | 2,423 | -0.077 | -0.008 | -0.063 | 0.077 | 0.068 | 0.068 | 0.165 | 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 | 2,591,333 | 798 | 855 | -0.095 | -0.041 | -0.083 | 0.095 | 0.086 | 0.085 | 0.769 | 6 |
| 1 | True | 3,874,201 | 778,471 | 83 | 2,891 | -0.095 | -0.010 | -0.078 | 0.095 | 0.086 | 0.087 | 0.231 | 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 | 1,597,106 | 793 | 720 | -0.118 | -0.049 | -0.102 | 0.118 | 0.106 | 0.106 | 0.676 | 7 |
| 1 | True | 3,896,794 | 765,637 | 88 | 2,120 | -0.118 | -0.011 | -0.096 | 0.116 | 0.106 | 0.106 | 0.324 | 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 | 1,718,075 | 793 | 693 | -0.145 | -0.047 | -0.124 | 0.145 | 0.131 | 0.130 | 0.815 | 8 |
| 1 | True | 4,475,561 | 389,658 | 89 | 2,163 | -0.145 | -0.033 | -0.122 | 0.144 | 0.131 | 0.130 | 0.185 | 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 | 1,325,433 | 780 | 570 | -0.187 | -0.021 | -0.148 | 0.187 | 0.163 | 0.163 | 0.654 | 9 |
| 1 | True | 4,752,233 | 701,527 | 101 | 2,458 | -0.185 | -0.014 | -0.146 | 0.186 | 0.162 | 0.159 | 0.346 | 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 | 1,584,790 | 712 | 515 | -0.491 | -0.016 | -0.190 | 0.350 | 0.229 | 0.219 | 0.256 | 10 |
| 1 | True | 8,597,493 | 4,615,737 | 170 | 1,816 | -0.422 | 0.078 | 0.205 | 0.402 | 0.239 | 0.230 | 0.744 | 10 |