| 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 | 3,811,342 | 809 | 1,016 | -0.015 | -0.000 | -0.001 | 0.015 | 0.007 | 0.008 | 0.689 | 1 |
| 1 | True | 3,455,695 | 1,716,761 | 71 | 3,116 | -0.015 | 0.003 | 0.004 | 0.015 | 0.008 | 0.008 | 0.311 | 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 | 3,712,194 | 818 | 1,015 | -0.030 | -0.004 | -0.018 | 0.030 | 0.023 | 0.023 | 0.827 | 2 |
| 1 | True | 2,113,081 | 776,051 | 61 | 2,124 | -0.029 | -0.002 | -0.017 | 0.029 | 0.023 | 0.022 | 0.173 | 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 | 3,057,088 | 806 | 966 | -0.045 | -0.013 | -0.034 | 0.045 | 0.038 | 0.038 | 0.775 | 3 |
| 1 | True | 2,506,472 | 885,461 | 74 | 3,451 | -0.044 | 0.001 | 0.032 | 0.044 | 0.038 | 0.038 | 0.225 | 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 | 3,258,100 | 797 | 1,023 | -0.061 | -0.020 | -0.049 | 0.061 | 0.053 | 0.053 | 0.778 | 4 |
| 1 | True | 2,925,391 | 929,731 | 82 | 2,371 | -0.061 | -0.002 | -0.045 | 0.061 | 0.054 | 0.054 | 0.222 | 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 | 2,499,257 | 799 | 840 | -0.078 | -0.030 | -0.066 | 0.078 | 0.069 | 0.070 | 0.817 | 5 |
| 1 | True | 3,154,754 | 558,866 | 81 | 1,768 | -0.077 | 0.009 | 0.063 | 0.078 | 0.070 | 0.071 | 0.183 | 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 | 1,889,653 | 788 | 841 | -0.095 | -0.040 | -0.083 | 0.095 | 0.086 | 0.086 | 0.658 | 6 |
| 1 | True | 5,012,323 | 983,431 | 91 | 2,309 | -0.094 | 0.008 | 0.079 | 0.095 | 0.086 | 0.085 | 0.342 | 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 | 1,239,691 | 774 | 745 | -0.119 | -0.046 | -0.102 | 0.119 | 0.107 | 0.107 | 0.641 | 7 |
| 1 | True | 5,182,125 | 694,681 | 105 | 2,913 | -0.119 | -0.007 | -0.096 | 0.119 | 0.107 | 0.108 | 0.359 | 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 | 1,376,595 | 797 | 670 | -0.148 | -0.051 | -0.126 | 0.148 | 0.133 | 0.132 | 0.704 | 8 |
| 1 | True | 5,166,563 | 577,581 | 83 | 3,002 | -0.147 | 0.005 | 0.120 | 0.147 | 0.133 | 0.134 | 0.296 | 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 | 1,486,841 | 783 | 529 | -0.191 | -0.043 | -0.156 | 0.191 | 0.168 | 0.167 | 0.669 | 9 |
| 1 | True | 4,936,722 | 734,115 | 96 | 2,428 | -0.190 | 0.018 | 0.150 | 0.191 | 0.167 | 0.168 | 0.331 | 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 | 1,559,510 | 735 | 435 | -0.442 | -0.032 | -0.197 | 0.410 | 0.240 | 0.227 | 0.251 | 10 |
| 1 | True | 7,351,747 | 4,642,658 | 145 | 1,434 | -0.353 | 0.081 | 0.213 | 0.419 | 0.249 | 0.236 | 0.749 | 10 |