| 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 | 3,753,296 | 823 | 993 | -0.016 | -0.001 | -0.002 | 0.016 | 0.008 | 0.008 | 0.708 | 1 |
| 1 | True | 3,270,612 | 1,544,296 | 59 | 3,708 | -0.016 | 0.001 | 0.000 | 0.015 | 0.008 | 0.007 | 0.292 | 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 | 2,882,518 | 796 | 887 | -0.031 | -0.006 | -0.019 | 0.031 | 0.023 | 0.024 | 0.759 | 2 |
| 1 | True | 3,790,285 | 917,379 | 85 | 3,120 | -0.031 | -0.000 | 0.016 | 0.031 | 0.023 | 0.023 | 0.241 | 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 | 3,524,058 | 815 | 1,001 | -0.046 | -0.012 | -0.035 | 0.046 | 0.039 | 0.039 | 0.822 | 3 |
| 1 | True | 3,058,017 | 761,019 | 67 | 2,696 | -0.046 | 0.002 | 0.031 | 0.046 | 0.038 | 0.038 | 0.178 | 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 | 3,220,023 | 822 | 864 | -0.060 | -0.020 | -0.050 | 0.061 | 0.053 | 0.053 | 0.882 | 4 |
| 1 | True | 2,971,977 | 430,262 | 59 | 1,674 | -0.060 | 0.011 | 0.051 | 0.060 | 0.054 | 0.054 | 0.118 | 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 | 2,269,064 | 820 | 888 | -0.078 | -0.026 | -0.065 | 0.078 | 0.070 | 0.070 | 0.802 | 5 |
| 1 | True | 3,287,458 | 559,105 | 62 | 2,731 | -0.078 | -0.016 | -0.064 | 0.077 | 0.069 | 0.069 | 0.198 | 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 | 2,145,011 | 800 | 892 | -0.097 | -0.041 | -0.084 | 0.097 | 0.087 | 0.087 | 0.795 | 6 |
| 1 | True | 3,297,232 | 552,818 | 81 | 2,232 | -0.096 | -0.028 | -0.084 | 0.096 | 0.088 | 0.088 | 0.205 | 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 | 2,201,666 | 793 | 797 | -0.118 | -0.044 | -0.103 | 0.118 | 0.107 | 0.107 | 0.723 | 7 |
| 1 | True | 3,461,675 | 842,976 | 88 | 2,144 | -0.118 | -0.000 | -0.000 | 0.117 | 0.107 | 0.107 | 0.277 | 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 | 1,422,656 | 791 | 705 | -0.146 | -0.046 | -0.124 | 0.146 | 0.131 | 0.131 | 0.674 | 8 |
| 1 | True | 5,150,131 | 687,649 | 91 | 2,506 | -0.144 | -0.030 | -0.122 | 0.145 | 0.130 | 0.130 | 0.326 | 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 | 1,677,905 | 779 | 616 | -0.185 | -0.030 | -0.151 | 0.185 | 0.163 | 0.162 | 0.738 | 9 |
| 1 | True | 4,190,471 | 595,006 | 102 | 2,280 | -0.185 | -0.009 | -0.146 | 0.181 | 0.162 | 0.158 | 0.262 | 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 | 1,594,211 | 705 | 523 | -0.497 | -0.031 | -0.191 | 0.336 | 0.227 | 0.215 | 0.252 | 10 |
| 1 | True | 9,167,574 | 4,734,389 | 177 | 1,738 | -0.388 | 0.068 | 0.201 | 0.377 | 0.234 | 0.221 | 0.748 | 10 |