| 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 | 4,101,313 | 815 | 1,072 | -0.015 | -0.000 | -0.000 | 0.015 | 0.007 | 0.007 | 0.800 | 1 |
| 1 | True | 3,350,327 | 1,024,317 | 76 | 2,584 | -0.014 | 0.000 | 0.001 | 0.014 | 0.008 | 0.009 | 0.200 | 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 | 3,414,607 | 825 | 908 | -0.031 | -0.003 | -0.017 | 0.030 | 0.022 | 0.022 | 0.814 | 2 |
| 1 | True | 2,388,312 | 782,145 | 65 | 2,621 | -0.028 | 0.002 | 0.016 | 0.031 | 0.024 | 0.024 | 0.186 | 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 | 3,177,001 | 804 | 991 | -0.046 | -0.012 | -0.034 | 0.046 | 0.038 | 0.038 | 0.822 | 3 |
| 1 | True | 3,616,119 | 688,222 | 86 | 2,341 | -0.045 | 0.004 | 0.032 | 0.046 | 0.039 | 0.039 | 0.178 | 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 | 3,056,679 | 805 | 933 | -0.061 | -0.017 | -0.050 | 0.061 | 0.054 | 0.054 | 0.805 | 4 |
| 1 | True | 4,161,257 | 738,477 | 85 | 2,549 | -0.061 | 0.003 | 0.047 | 0.060 | 0.053 | 0.052 | 0.195 | 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 | 2,577,053 | 802 | 844 | -0.078 | -0.023 | -0.066 | 0.078 | 0.070 | 0.069 | 0.764 | 5 |
| 1 | True | 4,523,645 | 795,953 | 89 | 2,541 | -0.078 | -0.003 | -0.062 | 0.078 | 0.070 | 0.070 | 0.236 | 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 | 1,832,492 | 810 | 810 | -0.096 | -0.031 | -0.082 | 0.096 | 0.086 | 0.086 | 0.702 | 6 |
| 1 | True | 3,771,012 | 776,333 | 80 | 2,077 | -0.095 | -0.005 | -0.080 | 0.095 | 0.087 | 0.086 | 0.298 | 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 | 1,835,901 | 805 | 774 | -0.117 | -0.041 | -0.100 | 0.117 | 0.106 | 0.106 | 0.790 | 7 |
| 1 | True | 3,829,454 | 487,985 | 85 | 2,266 | -0.116 | 0.010 | 0.099 | 0.116 | 0.106 | 0.106 | 0.210 | 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 | 2,361,242 | 802 | 735 | -0.143 | -0.043 | -0.123 | 0.142 | 0.129 | 0.129 | 0.735 | 8 |
| 1 | True | 3,432,146 | 853,068 | 88 | 1,926 | -0.142 | 0.032 | 0.119 | 0.142 | 0.130 | 0.131 | 0.265 | 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 | 1,794,133 | 781 | 674 | -0.183 | -0.050 | -0.150 | 0.182 | 0.160 | 0.159 | 0.658 | 9 |
| 1 | True | 5,737,125 | 933,695 | 109 | 2,763 | -0.182 | 0.059 | 0.155 | 0.183 | 0.162 | 0.162 | 0.342 | 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 | 1,215,932 | 746 | 531 | -0.463 | -0.073 | -0.196 | 0.442 | 0.228 | 0.215 | 0.210 | 10 |
| 1 | True | 6,942,096 | 4,578,618 | 145 | 1,682 | -0.429 | 0.059 | 0.203 | 0.398 | 0.240 | 0.229 | 0.790 | 10 |