| 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 | 3,166,503 | 803 | 952 | -0.016 | -0.000 | -0.000 | 0.016 | 0.008 | 0.008 | 0.692 | 1 |
| 1 | True | 3,997,127 | 1,406,445 | 78 | 3,283 | -0.015 | 0.000 | 0.001 | 0.015 | 0.009 | 0.010 | 0.308 | 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 | 3,464,019 | 817 | 1,036 | -0.032 | -0.004 | -0.018 | 0.032 | 0.024 | 0.024 | 0.712 | 2 |
| 1 | True | 3,509,283 | 1,398,914 | 64 | 4,085 | -0.032 | 0.003 | 0.018 | 0.032 | 0.024 | 0.024 | 0.288 | 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 | 3,713,985 | 806 | 914 | -0.047 | -0.013 | -0.036 | 0.047 | 0.040 | 0.040 | 0.837 | 3 |
| 1 | True | 3,422,393 | 721,971 | 75 | 2,555 | -0.046 | -0.006 | -0.034 | 0.047 | 0.039 | 0.039 | 0.163 | 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 | 2,645,297 | 834 | 925 | -0.063 | -0.019 | -0.051 | 0.063 | 0.055 | 0.055 | 0.909 | 4 |
| 1 | True | 1,857,484 | 265,844 | 46 | 1,908 | -0.062 | 0.009 | 0.049 | 0.063 | 0.055 | 0.055 | 0.091 | 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 | 2,473,356 | 819 | 840 | -0.081 | -0.031 | -0.069 | 0.081 | 0.072 | 0.072 | 0.826 | 5 |
| 1 | True | 2,124,515 | 521,348 | 62 | 2,370 | -0.081 | 0.003 | 0.063 | 0.080 | 0.072 | 0.072 | 0.174 | 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 | 2,329,857 | 812 | 931 | -0.100 | -0.043 | -0.087 | 0.100 | 0.091 | 0.091 | 0.778 | 6 |
| 1 | True | 3,090,964 | 663,843 | 69 | 2,383 | -0.100 | -0.002 | -0.081 | 0.099 | 0.090 | 0.090 | 0.222 | 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 | 2,106,319 | 791 | 783 | -0.121 | -0.052 | -0.106 | 0.121 | 0.110 | 0.110 | 0.752 | 7 |
| 1 | True | 3,552,341 | 693,865 | 89 | 2,166 | -0.121 | -0.019 | -0.103 | 0.119 | 0.110 | 0.110 | 0.248 | 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 | 1,537,749 | 760 | 736 | -0.148 | -0.050 | -0.127 | 0.148 | 0.133 | 0.133 | 0.637 | 8 |
| 1 | True | 5,538,654 | 875,416 | 121 | 2,212 | -0.147 | -0.017 | -0.124 | 0.147 | 0.134 | 0.133 | 0.363 | 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 | 1,735,176 | 769 | 580 | -0.188 | -0.022 | -0.151 | 0.188 | 0.166 | 0.164 | 0.702 | 9 |
| 1 | True | 6,309,756 | 736,777 | 112 | 2,282 | -0.186 | -0.020 | -0.153 | 0.188 | 0.167 | 0.165 | 0.298 | 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 | 1,442,127 | 722 | 445 | -0.413 | -0.040 | -0.195 | 0.352 | 0.230 | 0.219 | 0.237 | 10 |
| 1 | True | 8,426,574 | 4,639,131 | 159 | 1,581 | -0.401 | 0.056 | 0.205 | 0.353 | 0.239 | 0.229 | 0.763 | 10 |