| 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 | 4,263,302 | 811 | 961 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.785 | 1 |
| 1 | True | 3,425,327 | 1,168,871 | 70 | 2,216 | -0.015 | -0.000 | 0.001 | 0.014 | 0.009 | 0.009 | 0.215 | 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 | 3,469,548 | 813 | 1,056 | -0.031 | -0.004 | -0.017 | 0.031 | 0.023 | 0.023 | 0.728 | 2 |
| 1 | True | 3,287,442 | 1,296,046 | 68 | 4,089 | -0.030 | -0.000 | -0.000 | 0.030 | 0.022 | 0.022 | 0.272 | 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 | 3,103,834 | 815 | 1,035 | -0.046 | -0.012 | -0.034 | 0.046 | 0.038 | 0.039 | 0.827 | 3 |
| 1 | True | 3,050,255 | 650,999 | 66 | 2,530 | -0.046 | 0.003 | 0.033 | 0.046 | 0.039 | 0.039 | 0.173 | 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 | 2,954,543 | 815 | 937 | -0.061 | -0.022 | -0.050 | 0.061 | 0.053 | 0.053 | 0.838 | 4 |
| 1 | True | 2,335,189 | 569,400 | 65 | 2,369 | -0.061 | 0.015 | 0.048 | 0.061 | 0.053 | 0.053 | 0.162 | 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 | 2,277,991 | 800 | 935 | -0.078 | -0.032 | -0.067 | 0.078 | 0.069 | 0.070 | 0.733 | 5 |
| 1 | True | 2,824,193 | 828,875 | 81 | 3,503 | -0.078 | 0.006 | 0.063 | 0.078 | 0.069 | 0.069 | 0.267 | 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 | 2,219,476 | 788 | 853 | -0.096 | -0.048 | -0.084 | 0.096 | 0.087 | 0.086 | 0.660 | 6 |
| 1 | True | 4,873,737 | 1,144,319 | 93 | 2,062 | -0.095 | 0.001 | 0.080 | 0.096 | 0.087 | 0.087 | 0.340 | 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 | 1,827,294 | 770 | 727 | -0.119 | -0.047 | -0.103 | 0.119 | 0.107 | 0.107 | 0.743 | 7 |
| 1 | True | 5,382,078 | 633,066 | 110 | 2,577 | -0.119 | -0.023 | -0.099 | 0.119 | 0.108 | 0.107 | 0.257 | 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 | 1,330,984 | 782 | 680 | -0.147 | -0.051 | -0.126 | 0.147 | 0.133 | 0.133 | 0.728 | 8 |
| 1 | True | 4,907,348 | 496,926 | 99 | 2,092 | -0.147 | -0.010 | -0.120 | 0.146 | 0.133 | 0.133 | 0.272 | 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 | 1,546,946 | 798 | 582 | -0.191 | -0.035 | -0.153 | 0.191 | 0.167 | 0.168 | 0.735 | 9 |
| 1 | True | 4,564,144 | 557,021 | 83 | 2,894 | -0.191 | 0.004 | 0.151 | 0.190 | 0.167 | 0.166 | 0.265 | 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 | 1,506,351 | 732 | 421 | -0.359 | 0.012 | 0.193 | 0.354 | 0.236 | 0.227 | 0.242 | 10 |
| 1 | True | 7,013,290 | 4,712,296 | 149 | 1,635 | -0.380 | 0.089 | 0.218 | 0.413 | 0.244 | 0.233 | 0.758 | 10 |