| 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 | 3,599,199 | 820 | 963 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.007 | 0.775 | 1 |
| 1 | True | 2,013,749 | 1,045,184 | 61 | 3,227 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.006 | 0.225 | 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 | 3,505,256 | 798 | 1,066 | -0.032 | -0.005 | -0.018 | 0.032 | 0.023 | 0.024 | 0.681 | 2 |
| 1 | True | 3,707,814 | 1,642,200 | 82 | 4,058 | -0.031 | -0.001 | -0.016 | 0.030 | 0.022 | 0.023 | 0.319 | 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 | 3,200,090 | 799 | 949 | -0.047 | -0.013 | -0.036 | 0.047 | 0.040 | 0.040 | 0.786 | 3 |
| 1 | True | 3,747,412 | 873,676 | 81 | 2,334 | -0.047 | 0.007 | 0.034 | 0.047 | 0.039 | 0.039 | 0.214 | 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 | 3,255,854 | 808 | 872 | -0.062 | -0.020 | -0.051 | 0.062 | 0.054 | 0.054 | 0.823 | 4 |
| 1 | True | 2,563,361 | 698,419 | 72 | 2,780 | -0.061 | 0.007 | 0.049 | 0.062 | 0.054 | 0.054 | 0.177 | 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 | 2,412,047 | 806 | 889 | -0.079 | -0.032 | -0.067 | 0.079 | 0.070 | 0.070 | 0.798 | 5 |
| 1 | True | 2,793,487 | 610,620 | 74 | 2,298 | -0.079 | -0.011 | -0.064 | 0.079 | 0.071 | 0.071 | 0.202 | 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 | 1,855,922 | 795 | 867 | -0.098 | -0.040 | -0.084 | 0.098 | 0.088 | 0.088 | 0.821 | 6 |
| 1 | True | 4,343,627 | 405,076 | 85 | 1,998 | -0.098 | -0.016 | -0.081 | 0.098 | 0.089 | 0.088 | 0.179 | 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 | 1,784,812 | 792 | 679 | -0.120 | -0.045 | -0.103 | 0.120 | 0.109 | 0.108 | 0.670 | 7 |
| 1 | True | 4,277,545 | 879,009 | 88 | 2,723 | -0.118 | -0.013 | -0.101 | 0.119 | 0.108 | 0.108 | 0.330 | 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 | 1,274,382 | 781 | 680 | -0.149 | -0.047 | -0.127 | 0.149 | 0.134 | 0.134 | 0.675 | 8 |
| 1 | True | 5,487,479 | 614,439 | 99 | 2,597 | -0.148 | 0.012 | 0.121 | 0.148 | 0.134 | 0.134 | 0.325 | 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 | 1,483,309 | 773 | 577 | -0.190 | -0.046 | -0.155 | 0.190 | 0.167 | 0.166 | 0.623 | 9 |
| 1 | True | 5,420,978 | 896,574 | 107 | 2,914 | -0.190 | 0.019 | 0.151 | 0.189 | 0.168 | 0.169 | 0.377 | 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 | 1,541,949 | 736 | 425 | -0.457 | -0.052 | -0.199 | 0.411 | 0.238 | 0.226 | 0.256 | 10 |
| 1 | True | 7,447,199 | 4,472,540 | 145 | 1,474 | -0.341 | 0.078 | 0.215 | 0.394 | 0.247 | 0.234 | 0.744 | 10 |