| 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 | 3,793,656 | 817 | 1,048 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.807 | 1 |
| 1 | True | 3,098,165 | 904,630 | 74 | 2,166 | -0.015 | 0.000 | 0.001 | 0.015 | 0.008 | 0.008 | 0.193 | 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 | 3,086,098 | 803 | 953 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.021 | 0.813 | 2 |
| 1 | True | 3,079,216 | 708,962 | 87 | 2,439 | -0.029 | 0.003 | 0.016 | 0.029 | 0.022 | 0.023 | 0.187 | 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 | 3,866,186 | 818 | 984 | -0.044 | -0.010 | -0.032 | 0.044 | 0.037 | 0.037 | 0.815 | 3 |
| 1 | True | 3,127,954 | 877,354 | 72 | 2,460 | -0.043 | 0.004 | 0.030 | 0.043 | 0.036 | 0.035 | 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 | 2,765,670 | 792 | 874 | -0.060 | -0.017 | -0.048 | 0.060 | 0.052 | 0.051 | 0.773 | 4 |
| 1 | True | 4,893,143 | 814,480 | 98 | 2,930 | -0.060 | 0.000 | -0.000 | 0.060 | 0.053 | 0.053 | 0.227 | 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 | 1,987,240 | 797 | 803 | -0.077 | -0.020 | -0.064 | 0.077 | 0.068 | 0.068 | 0.687 | 5 |
| 1 | True | 4,994,161 | 904,090 | 93 | 2,560 | -0.077 | 0.002 | 0.060 | 0.077 | 0.068 | 0.068 | 0.313 | 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 | 1,852,277 | 810 | 794 | -0.095 | -0.028 | -0.081 | 0.095 | 0.086 | 0.086 | 0.841 | 6 |
| 1 | True | 3,446,823 | 350,587 | 80 | 1,768 | -0.094 | 0.010 | 0.078 | 0.095 | 0.086 | 0.086 | 0.159 | 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 | 2,151,183 | 806 | 767 | -0.116 | -0.034 | -0.100 | 0.116 | 0.105 | 0.105 | 0.753 | 7 |
| 1 | True | 3,526,376 | 706,173 | 84 | 2,332 | -0.114 | 0.025 | 0.097 | 0.115 | 0.104 | 0.103 | 0.247 | 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 | 2,386,554 | 797 | 753 | -0.142 | -0.047 | -0.122 | 0.142 | 0.129 | 0.128 | 0.691 | 8 |
| 1 | True | 3,755,136 | 1,064,875 | 93 | 2,286 | -0.142 | 0.021 | 0.119 | 0.141 | 0.129 | 0.128 | 0.309 | 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 | 1,558,924 | 801 | 655 | -0.183 | -0.057 | -0.150 | 0.183 | 0.160 | 0.159 | 0.731 | 9 |
| 1 | True | 4,743,093 | 572,571 | 89 | 2,474 | -0.182 | 0.071 | 0.153 | 0.182 | 0.161 | 0.160 | 0.269 | 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 | 1,433,799 | 742 | 540 | -0.458 | -0.060 | -0.194 | 0.416 | 0.228 | 0.215 | 0.238 | 10 |
| 1 | True | 7,100,953 | 4,589,819 | 149 | 1,800 | -0.479 | 0.081 | 0.200 | 0.429 | 0.240 | 0.225 | 0.762 | 10 |