| 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 | 3,251,247 | 811 | 1,009 | -0.016 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.668 | 1 |
| 1 | True | 3,350,688 | 1,616,614 | 70 | 3,735 | -0.013 | 0.001 | 0.000 | 0.016 | 0.007 | 0.007 | 0.332 | 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 | 3,476,950 | 813 | 896 | -0.031 | -0.005 | -0.018 | 0.031 | 0.023 | 0.023 | 0.767 | 2 |
| 1 | True | 3,467,722 | 1,054,020 | 68 | 3,184 | -0.031 | 0.002 | 0.018 | 0.031 | 0.024 | 0.024 | 0.233 | 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 | 3,615,029 | 812 | 997 | -0.045 | -0.012 | -0.035 | 0.045 | 0.038 | 0.038 | 0.836 | 3 |
| 1 | True | 3,025,538 | 711,414 | 69 | 2,609 | -0.044 | 0.003 | 0.031 | 0.045 | 0.038 | 0.039 | 0.164 | 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 | 3,104,454 | 815 | 1,049 | -0.061 | -0.019 | -0.050 | 0.061 | 0.053 | 0.053 | 0.848 | 4 |
| 1 | True | 2,593,944 | 555,807 | 65 | 2,385 | -0.060 | -0.003 | -0.046 | 0.060 | 0.053 | 0.053 | 0.152 | 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 | 2,551,482 | 823 | 884 | -0.078 | -0.031 | -0.067 | 0.078 | 0.070 | 0.070 | 0.831 | 5 |
| 1 | True | 2,445,689 | 517,621 | 58 | 2,327 | -0.078 | 0.010 | 0.062 | 0.077 | 0.070 | 0.071 | 0.169 | 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 | 2,446,705 | 799 | 877 | -0.096 | -0.046 | -0.085 | 0.096 | 0.087 | 0.087 | 0.745 | 6 |
| 1 | True | 3,318,710 | 838,950 | 82 | 3,342 | -0.096 | 0.004 | 0.079 | 0.096 | 0.087 | 0.087 | 0.255 | 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 | 1,661,570 | 774 | 813 | -0.119 | -0.050 | -0.103 | 0.119 | 0.107 | 0.107 | 0.614 | 7 |
| 1 | True | 4,964,871 | 1,042,746 | 106 | 2,396 | -0.119 | -0.015 | -0.099 | 0.118 | 0.108 | 0.107 | 0.386 | 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 | 1,566,871 | 776 | 712 | -0.148 | -0.049 | -0.125 | 0.147 | 0.132 | 0.131 | 0.812 | 8 |
| 1 | True | 5,048,293 | 363,789 | 105 | 1,593 | -0.146 | -0.026 | -0.122 | 0.146 | 0.131 | 0.130 | 0.188 | 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 | 1,524,664 | 769 | 534 | -0.191 | -0.038 | -0.154 | 0.191 | 0.167 | 0.166 | 0.688 | 9 |
| 1 | True | 6,345,842 | 691,531 | 112 | 2,598 | -0.186 | -0.004 | -0.148 | 0.190 | 0.166 | 0.165 | 0.312 | 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 | 1,480,681 | 734 | 460 | -0.359 | 0.003 | 0.192 | 0.364 | 0.232 | 0.222 | 0.240 | 10 |
| 1 | True | 7,552,689 | 4,701,550 | 147 | 1,559 | -0.416 | 0.059 | 0.207 | 0.350 | 0.244 | 0.235 | 0.760 | 10 |