| 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 | 3,186,758 | 795 | 1,078 | -0.015 | -0.000 | 0.000 | 0.015 | 0.008 | 0.007 | 0.803 | 1 |
| 1 | True | 4,005,238 | 783,465 | 95 | 2,874 | -0.015 | -0.000 | -0.000 | 0.015 | 0.008 | 0.009 | 0.197 | 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 | 2,933,778 | 793 | 1,016 | -0.030 | -0.002 | -0.016 | 0.030 | 0.022 | 0.022 | 0.766 | 2 |
| 1 | True | 3,732,756 | 898,388 | 97 | 2,155 | -0.028 | 0.000 | -0.015 | 0.029 | 0.021 | 0.020 | 0.234 | 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 | 4,143,585 | 809 | 1,019 | -0.046 | -0.004 | -0.031 | 0.046 | 0.037 | 0.037 | 0.917 | 3 |
| 1 | True | 3,829,109 | 374,772 | 81 | 2,099 | -0.045 | 0.000 | 0.030 | 0.045 | 0.039 | 0.039 | 0.083 | 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 | 3,325,551 | 803 | 931 | -0.062 | -0.014 | -0.049 | 0.062 | 0.054 | 0.053 | 0.771 | 4 |
| 1 | True | 3,801,852 | 989,534 | 87 | 2,304 | -0.062 | 0.012 | 0.048 | 0.062 | 0.054 | 0.055 | 0.229 | 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 | 2,565,329 | 812 | 806 | -0.080 | -0.023 | -0.066 | 0.080 | 0.071 | 0.071 | 0.746 | 5 |
| 1 | True | 2,700,228 | 874,116 | 78 | 2,412 | -0.078 | 0.025 | 0.065 | 0.080 | 0.071 | 0.071 | 0.254 | 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 | 2,730,910 | 817 | 774 | -0.100 | -0.029 | -0.085 | 0.100 | 0.090 | 0.090 | 0.842 | 6 |
| 1 | True | 3,582,951 | 511,770 | 72 | 2,078 | -0.100 | 0.024 | 0.082 | 0.100 | 0.090 | 0.091 | 0.158 | 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 | 1,398,208 | 786 | 761 | -0.124 | -0.042 | -0.106 | 0.124 | 0.111 | 0.111 | 0.549 | 7 |
| 1 | True | 5,632,467 | 1,148,085 | 104 | 3,218 | -0.123 | 0.045 | 0.106 | 0.123 | 0.111 | 0.112 | 0.451 | 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 | 1,769,804 | 817 | 689 | -0.152 | -0.052 | -0.130 | 0.152 | 0.137 | 0.137 | 0.704 | 8 |
| 1 | True | 3,257,376 | 743,594 | 73 | 1,978 | -0.150 | 0.042 | 0.127 | 0.152 | 0.137 | 0.137 | 0.296 | 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 | 2,028,188 | 801 | 730 | -0.194 | -0.055 | -0.161 | 0.193 | 0.171 | 0.170 | 0.677 | 9 |
| 1 | True | 4,485,548 | 967,783 | 89 | 3,011 | -0.193 | 0.066 | 0.161 | 0.193 | 0.172 | 0.171 | 0.323 | 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 | 1,172,753 | 747 | 558 | -0.437 | -0.064 | -0.207 | 0.398 | 0.240 | 0.228 | 0.204 | 10 |
| 1 | True | 6,613,588 | 4,568,110 | 143 | 1,550 | -0.470 | 0.083 | 0.228 | 0.492 | 0.264 | 0.247 | 0.796 | 10 |