| 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 | 3,320,661 | 811 | 1,067 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.828 | 1 |
| 1 | True | 2,831,727 | 691,963 | 79 | 2,596 | -0.014 | 0.001 | 0.002 | 0.013 | 0.007 | 0.008 | 0.172 | 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 | 4,106,548 | 797 | 1,087 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.769 | 2 |
| 1 | True | 3,629,063 | 1,236,376 | 93 | 2,449 | -0.028 | -0.001 | -0.015 | 0.028 | 0.021 | 0.021 | 0.231 | 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 | 3,030,747 | 810 | 957 | -0.043 | -0.006 | -0.030 | 0.043 | 0.035 | 0.035 | 0.847 | 3 |
| 1 | True | 3,946,007 | 546,722 | 80 | 2,732 | -0.042 | 0.005 | 0.030 | 0.043 | 0.035 | 0.035 | 0.153 | 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 | 3,936,418 | 794 | 923 | -0.059 | -0.013 | -0.046 | 0.059 | 0.051 | 0.051 | 0.815 | 4 |
| 1 | True | 4,257,285 | 896,184 | 96 | 2,259 | -0.059 | 0.005 | 0.044 | 0.058 | 0.050 | 0.050 | 0.185 | 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 | 1,933,215 | 806 | 824 | -0.076 | -0.022 | -0.062 | 0.076 | 0.067 | 0.067 | 0.755 | 5 |
| 1 | True | 3,407,850 | 626,917 | 84 | 1,888 | -0.076 | 0.007 | 0.061 | 0.075 | 0.068 | 0.067 | 0.245 | 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 | 2,626,210 | 806 | 767 | -0.096 | -0.033 | -0.081 | 0.096 | 0.086 | 0.085 | 0.863 | 6 |
| 1 | True | 4,080,675 | 415,554 | 83 | 2,451 | -0.096 | 0.022 | 0.082 | 0.095 | 0.087 | 0.088 | 0.137 | 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 | 1,490,082 | 798 | 691 | -0.118 | -0.045 | -0.102 | 0.118 | 0.107 | 0.106 | 0.522 | 7 |
| 1 | True | 5,276,170 | 1,366,668 | 92 | 2,353 | -0.118 | 0.035 | 0.100 | 0.118 | 0.106 | 0.105 | 0.478 | 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 | 1,419,550 | 823 | 734 | -0.147 | -0.048 | -0.126 | 0.147 | 0.133 | 0.133 | 0.763 | 8 |
| 1 | True | 3,641,951 | 440,485 | 67 | 2,566 | -0.144 | 0.053 | 0.125 | 0.145 | 0.131 | 0.130 | 0.237 | 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 | 1,896,656 | 799 | 679 | -0.189 | -0.053 | -0.155 | 0.189 | 0.166 | 0.164 | 0.666 | 9 |
| 1 | True | 4,166,948 | 951,710 | 91 | 2,801 | -0.186 | 0.045 | 0.157 | 0.189 | 0.167 | 0.168 | 0.334 | 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 | 1,345,825 | 738 | 555 | -0.450 | -0.074 | -0.203 | 0.376 | 0.235 | 0.224 | 0.226 | 10 |
| 1 | True | 6,557,490 | 4,612,241 | 152 | 1,844 | -0.500 | 0.063 | 0.209 | 0.471 | 0.251 | 0.240 | 0.774 | 10 |