| 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 | 4,240,290 | 813 | 971 | -0.015 | -0.000 | 0.000 | 0.015 | 0.008 | 0.008 | 0.728 | 1 |
| 1 | True | 2,831,273 | 1,586,128 | 67 | 3,337 | -0.015 | -0.001 | -0.001 | 0.013 | 0.007 | 0.007 | 0.272 | 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 | 3,814,231 | 806 | 1,081 | -0.030 | -0.005 | -0.018 | 0.030 | 0.023 | 0.023 | 0.816 | 2 |
| 1 | True | 3,370,526 | 860,894 | 74 | 2,403 | -0.030 | 0.001 | 0.015 | 0.030 | 0.022 | 0.021 | 0.184 | 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 | 3,073,417 | 812 | 970 | -0.046 | -0.013 | -0.035 | 0.046 | 0.038 | 0.038 | 0.815 | 3 |
| 1 | True | 2,704,132 | 698,655 | 68 | 2,511 | -0.045 | 0.006 | 0.033 | 0.046 | 0.038 | 0.037 | 0.185 | 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 | 2,461,189 | 814 | 960 | -0.062 | -0.019 | -0.050 | 0.061 | 0.054 | 0.054 | 0.761 | 4 |
| 1 | True | 2,813,923 | 772,310 | 66 | 2,457 | -0.061 | 0.015 | 0.048 | 0.061 | 0.053 | 0.054 | 0.239 | 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 | 2,486,129 | 808 | 929 | -0.078 | -0.028 | -0.067 | 0.078 | 0.070 | 0.070 | 0.861 | 5 |
| 1 | True | 2,410,554 | 399,712 | 72 | 3,063 | -0.077 | -0.007 | -0.063 | 0.077 | 0.069 | 0.068 | 0.139 | 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 | 1,676,963 | 784 | 801 | -0.096 | -0.043 | -0.083 | 0.095 | 0.086 | 0.086 | 0.775 | 6 |
| 1 | True | 5,478,973 | 488,207 | 96 | 2,240 | -0.095 | 0.000 | -0.000 | 0.096 | 0.086 | 0.087 | 0.225 | 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 | 2,021,995 | 780 | 741 | -0.117 | -0.040 | -0.101 | 0.117 | 0.106 | 0.106 | 0.734 | 7 |
| 1 | True | 4,757,867 | 733,870 | 100 | 2,023 | -0.117 | -0.024 | -0.101 | 0.117 | 0.107 | 0.107 | 0.266 | 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 | 1,671,631 | 789 | 713 | -0.144 | -0.049 | -0.123 | 0.144 | 0.130 | 0.129 | 0.655 | 8 |
| 1 | True | 4,880,298 | 878,740 | 91 | 2,642 | -0.143 | 0.012 | 0.119 | 0.143 | 0.131 | 0.130 | 0.345 | 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 | 1,782,401 | 765 | 582 | -0.185 | -0.056 | -0.151 | 0.185 | 0.162 | 0.161 | 0.671 | 9 |
| 1 | True | 4,887,644 | 874,892 | 115 | 2,693 | -0.185 | 0.040 | 0.151 | 0.185 | 0.163 | 0.163 | 0.329 | 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 | 1,216,469 | 733 | 459 | -0.431 | -0.063 | -0.198 | 0.398 | 0.233 | 0.220 | 0.206 | 10 |
| 1 | True | 7,781,413 | 4,684,440 | 147 | 1,408 | -0.386 | 0.062 | 0.206 | 0.344 | 0.243 | 0.239 | 0.794 | 10 |