| 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 | 3,620,748 | 808 | 996 | -0.015 | -0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.743 | 1 |
| 1 | True | 3,744,439 | 1,249,910 | 74 | 4,309 | -0.014 | 0.001 | 0.002 | 0.015 | 0.007 | 0.006 | 0.257 | 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 | 3,129,715 | 810 | 880 | -0.031 | -0.006 | -0.019 | 0.031 | 0.023 | 0.024 | 0.671 | 2 |
| 1 | True | 3,948,387 | 1,533,636 | 71 | 2,492 | -0.030 | -0.002 | -0.016 | 0.031 | 0.023 | 0.023 | 0.329 | 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 | 3,334,402 | 817 | 967 | -0.046 | -0.011 | -0.034 | 0.046 | 0.038 | 0.038 | 0.843 | 3 |
| 1 | True | 2,806,457 | 621,783 | 65 | 2,463 | -0.045 | 0.006 | 0.033 | 0.046 | 0.038 | 0.037 | 0.157 | 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 | 3,121,937 | 822 | 828 | -0.061 | -0.017 | -0.049 | 0.061 | 0.053 | 0.053 | 0.875 | 4 |
| 1 | True | 2,681,307 | 445,188 | 59 | 2,400 | -0.061 | -0.014 | -0.048 | 0.061 | 0.053 | 0.053 | 0.125 | 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 | 2,213,994 | 815 | 878 | -0.079 | -0.030 | -0.066 | 0.079 | 0.070 | 0.070 | 0.785 | 5 |
| 1 | True | 2,559,150 | 605,505 | 67 | 2,243 | -0.079 | 0.005 | 0.063 | 0.079 | 0.071 | 0.071 | 0.215 | 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 | 2,235,176 | 812 | 843 | -0.099 | -0.038 | -0.085 | 0.099 | 0.089 | 0.089 | 0.796 | 6 |
| 1 | True | 3,010,226 | 571,701 | 69 | 2,917 | -0.099 | -0.014 | -0.082 | 0.097 | 0.090 | 0.091 | 0.204 | 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 | 2,222,990 | 799 | 879 | -0.120 | -0.048 | -0.105 | 0.120 | 0.109 | 0.109 | 0.718 | 7 |
| 1 | True | 3,880,170 | 871,914 | 82 | 2,776 | -0.120 | -0.011 | -0.101 | 0.120 | 0.110 | 0.111 | 0.282 | 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 | 1,499,845 | 778 | 718 | -0.147 | -0.049 | -0.127 | 0.147 | 0.133 | 0.133 | 0.733 | 8 |
| 1 | True | 5,046,086 | 547,546 | 104 | 1,547 | -0.147 | -0.045 | -0.127 | 0.147 | 0.132 | 0.131 | 0.267 | 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 | 1,577,158 | 771 | 569 | -0.187 | -0.025 | -0.151 | 0.186 | 0.164 | 0.163 | 0.672 | 9 |
| 1 | True | 5,481,490 | 768,885 | 110 | 2,635 | -0.186 | -0.003 | -0.149 | 0.187 | 0.166 | 0.165 | 0.328 | 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 | 1,632,386 | 710 | 501 | -0.500 | -0.048 | -0.195 | 0.351 | 0.230 | 0.219 | 0.260 | 10 |
| 1 | True | 8,618,920 | 4,637,722 | 172 | 1,657 | -0.362 | 0.059 | 0.202 | 0.370 | 0.241 | 0.231 | 0.740 | 10 |