| 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 | 4,281,701 | 808 | 970 | -0.015 | -0.001 | -0.002 | 0.015 | 0.008 | 0.007 | 0.754 | 1 |
| 1 | True | 3,230,083 | 1,399,330 | 72 | 3,277 | -0.015 | -0.002 | -0.004 | 0.015 | 0.007 | 0.006 | 0.246 | 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 | 3,460,413 | 823 | 1,024 | -0.030 | -0.006 | -0.018 | 0.030 | 0.023 | 0.023 | 0.873 | 2 |
| 1 | True | 2,300,127 | 505,668 | 57 | 2,342 | -0.030 | -0.001 | -0.016 | 0.028 | 0.022 | 0.022 | 0.127 | 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 | 3,507,188 | 802 | 1,053 | -0.045 | -0.012 | -0.033 | 0.045 | 0.037 | 0.037 | 0.842 | 3 |
| 1 | True | 2,817,200 | 659,576 | 78 | 2,451 | -0.045 | 0.000 | 0.000 | 0.045 | 0.037 | 0.037 | 0.158 | 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 | 2,462,623 | 805 | 861 | -0.061 | -0.017 | -0.048 | 0.060 | 0.053 | 0.053 | 0.798 | 4 |
| 1 | True | 2,913,925 | 621,762 | 75 | 2,588 | -0.060 | 0.009 | 0.047 | 0.060 | 0.053 | 0.053 | 0.202 | 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 | 2,411,073 | 791 | 864 | -0.076 | -0.027 | -0.065 | 0.076 | 0.068 | 0.068 | 0.772 | 5 |
| 1 | True | 3,620,422 | 713,855 | 89 | 2,724 | -0.076 | -0.001 | -0.061 | 0.076 | 0.069 | 0.068 | 0.228 | 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 | 1,769,801 | 787 | 815 | -0.094 | -0.037 | -0.081 | 0.094 | 0.085 | 0.084 | 0.725 | 6 |
| 1 | True | 4,918,432 | 670,028 | 93 | 1,879 | -0.094 | -0.011 | -0.079 | 0.093 | 0.086 | 0.086 | 0.275 | 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 | 1,978,873 | 779 | 737 | -0.114 | -0.043 | -0.100 | 0.114 | 0.104 | 0.104 | 0.773 | 7 |
| 1 | True | 5,115,286 | 581,934 | 101 | 2,128 | -0.114 | -0.007 | -0.096 | 0.114 | 0.104 | 0.104 | 0.227 | 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 | 1,848,281 | 796 | 781 | -0.141 | -0.048 | -0.122 | 0.141 | 0.128 | 0.128 | 0.658 | 8 |
| 1 | True | 4,040,762 | 960,607 | 84 | 2,189 | -0.141 | 0.041 | 0.123 | 0.141 | 0.128 | 0.128 | 0.342 | 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 | 1,681,941 | 779 | 636 | -0.182 | -0.051 | -0.148 | 0.181 | 0.159 | 0.158 | 0.664 | 9 |
| 1 | True | 5,050,567 | 850,740 | 101 | 2,895 | -0.181 | 0.035 | 0.148 | 0.181 | 0.160 | 0.159 | 0.336 | 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 | 1,422,332 | 724 | 505 | -0.423 | -0.065 | -0.192 | 0.394 | 0.224 | 0.213 | 0.228 | 10 |
| 1 | True | 7,878,315 | 4,807,536 | 156 | 1,646 | -0.360 | 0.068 | 0.195 | 0.377 | 0.234 | 0.223 | 0.772 | 10 |