| 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 | 3,278,154 | 791 | 1,016 | -0.015 | 0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.745 | 1 |
| 1 | True | 3,986,969 | 1,123,283 | 99 | 2,558 | -0.015 | -0.000 | -0.000 | 0.015 | 0.008 | 0.008 | 0.255 | 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 | 3,244,812 | 800 | 1,027 | -0.030 | -0.002 | -0.017 | 0.030 | 0.023 | 0.023 | 0.844 | 2 |
| 1 | True | 3,673,503 | 597,864 | 90 | 2,502 | -0.030 | -0.000 | -0.000 | 0.030 | 0.023 | 0.023 | 0.156 | 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 | 2,979,044 | 809 | 941 | -0.046 | -0.005 | -0.032 | 0.046 | 0.038 | 0.038 | 0.837 | 3 |
| 1 | True | 3,148,422 | 581,654 | 81 | 2,127 | -0.046 | 0.005 | 0.032 | 0.045 | 0.038 | 0.038 | 0.163 | 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 | 3,179,644 | 801 | 824 | -0.062 | -0.013 | -0.049 | 0.062 | 0.054 | 0.054 | 0.824 | 4 |
| 1 | True | 4,266,811 | 681,468 | 89 | 2,349 | -0.062 | 0.011 | 0.047 | 0.062 | 0.053 | 0.054 | 0.176 | 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 | 3,196,545 | 801 | 920 | -0.081 | -0.024 | -0.067 | 0.081 | 0.072 | 0.072 | 0.773 | 5 |
| 1 | True | 3,602,616 | 936,865 | 89 | 1,974 | -0.080 | 0.020 | 0.066 | 0.081 | 0.072 | 0.072 | 0.227 | 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 | 2,827,525 | 819 | 845 | -0.100 | -0.028 | -0.085 | 0.100 | 0.090 | 0.090 | 0.848 | 6 |
| 1 | True | 2,984,411 | 505,632 | 70 | 2,728 | -0.099 | 0.028 | 0.086 | 0.100 | 0.091 | 0.091 | 0.152 | 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 | 1,695,785 | 804 | 736 | -0.124 | -0.042 | -0.107 | 0.124 | 0.112 | 0.112 | 0.557 | 7 |
| 1 | True | 4,851,427 | 1,351,380 | 86 | 3,713 | -0.123 | 0.042 | 0.107 | 0.123 | 0.112 | 0.112 | 0.443 | 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 | 1,480,851 | 814 | 742 | -0.154 | -0.054 | -0.131 | 0.154 | 0.139 | 0.139 | 0.712 | 8 |
| 1 | True | 3,816,343 | 599,259 | 76 | 2,389 | -0.153 | 0.052 | 0.128 | 0.153 | 0.137 | 0.135 | 0.288 | 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 | 1,776,562 | 803 | 667 | -0.198 | -0.062 | -0.164 | 0.197 | 0.175 | 0.174 | 0.664 | 9 |
| 1 | True | 4,771,528 | 897,714 | 87 | 2,483 | -0.198 | 0.051 | 0.161 | 0.196 | 0.175 | 0.175 | 0.336 | 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 | 1,455,044 | 737 | 562 | -0.454 | -0.074 | -0.210 | 0.396 | 0.242 | 0.231 | 0.234 | 10 |
| 1 | True | 6,506,327 | 4,774,994 | 153 | 1,718 | -0.465 | 0.072 | 0.217 | 0.493 | 0.262 | 0.247 | 0.766 | 10 |