| 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 | 4,172,608 | 814 | 963 | -0.016 | -0.001 | -0.002 | 0.016 | 0.008 | 0.008 | 0.852 | 1 |
| 1 | True | 2,959,663 | 722,590 | 67 | 2,446 | -0.016 | -0.001 | -0.000 | 0.015 | 0.008 | 0.009 | 0.148 | 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 | 3,278,683 | 821 | 1,009 | -0.030 | -0.005 | -0.018 | 0.030 | 0.023 | 0.023 | 0.714 | 2 |
| 1 | True | 2,608,207 | 1,315,970 | 60 | 3,407 | -0.030 | 0.001 | 0.017 | 0.030 | 0.023 | 0.023 | 0.286 | 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 | 3,108,739 | 811 | 996 | -0.045 | -0.013 | -0.034 | 0.045 | 0.038 | 0.038 | 0.795 | 3 |
| 1 | True | 2,933,016 | 803,785 | 70 | 3,208 | -0.045 | -0.001 | -0.031 | 0.045 | 0.038 | 0.038 | 0.205 | 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 | 2,972,636 | 800 | 937 | -0.060 | -0.020 | -0.049 | 0.059 | 0.052 | 0.052 | 0.812 | 4 |
| 1 | True | 3,266,341 | 687,945 | 80 | 2,303 | -0.059 | 0.001 | 0.045 | 0.058 | 0.053 | 0.053 | 0.188 | 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 | 2,308,945 | 794 | 847 | -0.076 | -0.032 | -0.065 | 0.076 | 0.067 | 0.067 | 0.628 | 5 |
| 1 | True | 3,609,692 | 1,364,944 | 87 | 2,944 | -0.075 | 0.012 | 0.063 | 0.075 | 0.068 | 0.068 | 0.372 | 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 | 1,971,382 | 801 | 837 | -0.094 | -0.040 | -0.082 | 0.094 | 0.085 | 0.085 | 0.715 | 6 |
| 1 | True | 3,531,783 | 785,600 | 80 | 2,286 | -0.093 | 0.002 | 0.076 | 0.094 | 0.084 | 0.084 | 0.285 | 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 | 1,648,820 | 766 | 727 | -0.117 | -0.049 | -0.101 | 0.117 | 0.105 | 0.104 | 0.737 | 7 |
| 1 | True | 5,926,442 | 588,128 | 114 | 2,073 | -0.116 | 0.001 | 0.094 | 0.117 | 0.104 | 0.104 | 0.263 | 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 | 1,288,572 | 796 | 626 | -0.146 | -0.046 | -0.124 | 0.146 | 0.131 | 0.131 | 0.768 | 8 |
| 1 | True | 4,890,841 | 388,833 | 85 | 2,145 | -0.146 | -0.027 | -0.121 | 0.143 | 0.130 | 0.129 | 0.232 | 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 | 1,390,852 | 789 | 536 | -0.187 | -0.032 | -0.151 | 0.187 | 0.165 | 0.164 | 0.659 | 9 |
| 1 | True | 4,693,687 | 720,887 | 92 | 3,054 | -0.186 | 0.022 | 0.150 | 0.187 | 0.164 | 0.165 | 0.341 | 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 | 1,640,745 | 721 | 439 | -0.393 | -0.005 | -0.188 | 0.375 | 0.233 | 0.222 | 0.270 | 10 |
| 1 | True | 7,328,153 | 4,447,217 | 160 | 1,527 | -0.390 | 0.090 | 0.209 | 0.480 | 0.247 | 0.233 | 0.730 | 10 |