| 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 | 3,753,139 | 810 | 1,032 | -0.015 | -0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.774 | 1 |
| 1 | True | 3,130,522 | 1,093,021 | 71 | 2,485 | -0.014 | 0.002 | 0.002 | 0.015 | 0.006 | 0.006 | 0.226 | 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 | 3,397,693 | 818 | 1,042 | -0.030 | -0.004 | -0.017 | 0.030 | 0.023 | 0.023 | 0.705 | 2 |
| 1 | True | 2,624,631 | 1,424,413 | 63 | 3,539 | -0.029 | 0.003 | 0.017 | 0.030 | 0.022 | 0.021 | 0.295 | 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 | 3,434,102 | 807 | 947 | -0.045 | -0.012 | -0.034 | 0.044 | 0.037 | 0.037 | 0.756 | 3 |
| 1 | True | 3,081,374 | 1,106,286 | 74 | 4,007 | -0.044 | 0.004 | 0.032 | 0.044 | 0.037 | 0.037 | 0.244 | 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 | 3,112,787 | 799 | 994 | -0.060 | -0.021 | -0.049 | 0.060 | 0.052 | 0.052 | 0.820 | 4 |
| 1 | True | 3,265,309 | 681,897 | 81 | 2,335 | -0.060 | -0.001 | -0.045 | 0.060 | 0.052 | 0.053 | 0.180 | 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 | 2,488,590 | 799 | 869 | -0.076 | -0.033 | -0.065 | 0.076 | 0.068 | 0.067 | 0.689 | 5 |
| 1 | True | 3,527,951 | 1,125,407 | 82 | 2,325 | -0.076 | 0.006 | 0.061 | 0.076 | 0.068 | 0.068 | 0.311 | 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 | 1,980,763 | 798 | 845 | -0.095 | -0.043 | -0.082 | 0.095 | 0.085 | 0.086 | 0.761 | 6 |
| 1 | True | 3,964,223 | 623,327 | 83 | 2,303 | -0.095 | -0.003 | -0.077 | 0.095 | 0.087 | 0.087 | 0.239 | 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 | 1,366,786 | 790 | 718 | -0.118 | -0.048 | -0.101 | 0.118 | 0.106 | 0.106 | 0.726 | 7 |
| 1 | True | 4,866,679 | 514,708 | 90 | 2,162 | -0.118 | -0.010 | -0.097 | 0.117 | 0.107 | 0.108 | 0.274 | 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 | 1,341,862 | 795 | 659 | -0.146 | -0.048 | -0.125 | 0.146 | 0.132 | 0.131 | 0.753 | 8 |
| 1 | True | 5,266,434 | 439,444 | 86 | 2,711 | -0.146 | -0.026 | -0.121 | 0.146 | 0.131 | 0.130 | 0.247 | 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 | 1,471,192 | 790 | 533 | -0.188 | -0.037 | -0.152 | 0.188 | 0.165 | 0.164 | 0.690 | 9 |
| 1 | True | 4,190,349 | 660,944 | 91 | 2,286 | -0.188 | 0.015 | 0.148 | 0.188 | 0.166 | 0.167 | 0.310 | 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 | 1,532,686 | 720 | 426 | -0.420 | -0.023 | -0.193 | 0.353 | 0.236 | 0.225 | 0.247 | 10 |
| 1 | True | 7,903,417 | 4,680,926 | 161 | 1,528 | -0.415 | 0.086 | 0.208 | 0.405 | 0.249 | 0.235 | 0.753 | 10 |