| 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 | 3,431,528 | 816 | 962 | -0.015 | -0.001 | -0.001 | 0.016 | 0.008 | 0.008 | 0.781 | 1 |
| 1 | True | 3,219,526 | 959,813 | 75 | 2,482 | -0.014 | 0.002 | 0.005 | 0.015 | 0.008 | 0.008 | 0.219 | 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 | 4,124,380 | 819 | 1,009 | -0.030 | -0.003 | -0.017 | 0.030 | 0.023 | 0.023 | 0.836 | 2 |
| 1 | True | 2,676,338 | 810,118 | 71 | 2,564 | -0.030 | 0.000 | 0.016 | 0.030 | 0.023 | 0.024 | 0.164 | 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 | 3,444,129 | 819 | 959 | -0.045 | -0.011 | -0.034 | 0.045 | 0.038 | 0.038 | 0.852 | 3 |
| 1 | True | 3,251,875 | 598,973 | 71 | 2,564 | -0.044 | -0.003 | -0.031 | 0.045 | 0.037 | 0.037 | 0.148 | 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 | 2,908,488 | 798 | 930 | -0.060 | -0.017 | -0.049 | 0.060 | 0.053 | 0.053 | 0.800 | 4 |
| 1 | True | 3,685,236 | 725,546 | 93 | 2,376 | -0.060 | -0.005 | -0.047 | 0.060 | 0.053 | 0.054 | 0.200 | 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 | 2,392,632 | 809 | 820 | -0.077 | -0.027 | -0.065 | 0.077 | 0.069 | 0.069 | 0.720 | 5 |
| 1 | True | 4,738,977 | 931,629 | 81 | 2,249 | -0.076 | 0.008 | 0.062 | 0.077 | 0.068 | 0.069 | 0.280 | 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 | 1,829,848 | 790 | 781 | -0.095 | -0.033 | -0.081 | 0.095 | 0.086 | 0.085 | 0.763 | 6 |
| 1 | True | 4,800,276 | 568,786 | 100 | 2,051 | -0.095 | -0.004 | -0.078 | 0.094 | 0.086 | 0.085 | 0.237 | 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 | 2,226,530 | 804 | 801 | -0.116 | -0.037 | -0.100 | 0.116 | 0.105 | 0.104 | 0.797 | 7 |
| 1 | True | 3,590,953 | 567,138 | 87 | 2,359 | -0.116 | 0.018 | 0.098 | 0.115 | 0.106 | 0.106 | 0.203 | 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 | 1,849,911 | 798 | 748 | -0.142 | -0.051 | -0.123 | 0.142 | 0.129 | 0.128 | 0.664 | 8 |
| 1 | True | 3,787,992 | 935,828 | 92 | 2,853 | -0.142 | 0.026 | 0.120 | 0.142 | 0.128 | 0.127 | 0.336 | 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 | 1,722,589 | 802 | 661 | -0.180 | -0.054 | -0.149 | 0.180 | 0.159 | 0.159 | 0.710 | 9 |
| 1 | True | 5,252,649 | 702,924 | 88 | 2,310 | -0.180 | 0.039 | 0.148 | 0.180 | 0.160 | 0.159 | 0.290 | 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 | 1,466,298 | 742 | 515 | -0.426 | -0.066 | -0.193 | 0.415 | 0.225 | 0.212 | 0.236 | 10 |
| 1 | True | 6,964,458 | 4,741,825 | 149 | 1,989 | -0.373 | 0.087 | 0.198 | 0.397 | 0.231 | 0.221 | 0.764 | 10 |