| 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 | 4,573,985 | 801 | 1,032 | -0.015 | -0.000 | -0.001 | 0.016 | 0.008 | 0.008 | 0.756 | 1 |
| 1 | True | 3,489,644 | 1,475,992 | 79 | 2,594 | -0.015 | 0.002 | 0.002 | 0.016 | 0.008 | 0.008 | 0.244 | 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 | 3,403,311 | 823 | 999 | -0.030 | -0.005 | -0.018 | 0.030 | 0.023 | 0.023 | 0.870 | 2 |
| 1 | True | 2,014,467 | 506,721 | 56 | 2,411 | -0.030 | -0.003 | -0.017 | 0.029 | 0.023 | 0.022 | 0.130 | 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 | 3,237,275 | 805 | 990 | -0.046 | -0.011 | -0.035 | 0.046 | 0.038 | 0.039 | 0.853 | 3 |
| 1 | True | 3,266,178 | 557,214 | 75 | 2,353 | -0.046 | 0.006 | 0.032 | 0.046 | 0.039 | 0.039 | 0.147 | 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 | 2,927,533 | 818 | 874 | -0.061 | -0.019 | -0.050 | 0.061 | 0.054 | 0.054 | 0.802 | 4 |
| 1 | True | 2,835,845 | 724,923 | 61 | 2,595 | -0.061 | -0.003 | -0.047 | 0.061 | 0.053 | 0.053 | 0.198 | 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 | 1,853,207 | 775 | 928 | -0.078 | -0.030 | -0.066 | 0.078 | 0.070 | 0.070 | 0.709 | 5 |
| 1 | True | 4,621,351 | 761,765 | 105 | 2,480 | -0.078 | 0.003 | 0.062 | 0.078 | 0.070 | 0.070 | 0.291 | 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 | 1,567,484 | 797 | 759 | -0.095 | -0.038 | -0.083 | 0.095 | 0.086 | 0.086 | 0.692 | 6 |
| 1 | True | 4,284,927 | 698,825 | 82 | 2,201 | -0.094 | -0.000 | -0.000 | 0.095 | 0.086 | 0.086 | 0.308 | 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 | 2,122,721 | 789 | 747 | -0.116 | -0.041 | -0.100 | 0.116 | 0.105 | 0.105 | 0.829 | 7 |
| 1 | True | 4,137,474 | 436,920 | 90 | 2,016 | -0.115 | -0.004 | -0.095 | 0.115 | 0.105 | 0.105 | 0.171 | 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 | 2,134,161 | 781 | 755 | -0.141 | -0.045 | -0.122 | 0.141 | 0.128 | 0.128 | 0.771 | 8 |
| 1 | True | 3,991,974 | 635,092 | 99 | 2,061 | -0.140 | 0.013 | 0.118 | 0.140 | 0.127 | 0.127 | 0.229 | 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 | 1,703,222 | 781 | 695 | -0.180 | -0.055 | -0.150 | 0.180 | 0.159 | 0.158 | 0.590 | 9 |
| 1 | True | 5,083,438 | 1,185,028 | 98 | 2,873 | -0.178 | 0.051 | 0.148 | 0.176 | 0.158 | 0.158 | 0.410 | 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 | 1,376,273 | 729 | 503 | -0.444 | -0.084 | -0.196 | 0.427 | 0.225 | 0.214 | 0.226 | 10 |
| 1 | True | 8,214,966 | 4,716,828 | 151 | 1,782 | -0.376 | 0.085 | 0.209 | 0.358 | 0.230 | 0.220 | 0.774 | 10 |