| 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 | 3,376,049 | 818 | 1,061 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.843 | 1 |
| 1 | True | 2,359,935 | 627,958 | 72 | 3,338 | -0.015 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.157 | 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 | 3,076,782 | 786 | 940 | -0.030 | -0.002 | -0.017 | 0.030 | 0.023 | 0.023 | 0.743 | 2 |
| 1 | True | 4,392,299 | 1,066,789 | 104 | 2,478 | -0.030 | -0.002 | -0.016 | 0.029 | 0.022 | 0.021 | 0.257 | 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 | 3,542,889 | 796 | 944 | -0.045 | -0.005 | -0.032 | 0.045 | 0.038 | 0.037 | 0.828 | 3 |
| 1 | True | 3,536,722 | 734,307 | 94 | 2,351 | -0.045 | 0.006 | 0.032 | 0.045 | 0.037 | 0.036 | 0.172 | 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 | 2,430,894 | 802 | 884 | -0.061 | -0.013 | -0.048 | 0.061 | 0.053 | 0.053 | 0.722 | 4 |
| 1 | True | 4,263,080 | 938,200 | 88 | 2,292 | -0.061 | 0.010 | 0.048 | 0.061 | 0.053 | 0.053 | 0.278 | 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 | 2,818,406 | 823 | 824 | -0.081 | -0.024 | -0.066 | 0.080 | 0.071 | 0.071 | 0.808 | 5 |
| 1 | True | 3,015,520 | 668,881 | 67 | 2,095 | -0.080 | 0.012 | 0.064 | 0.080 | 0.071 | 0.072 | 0.192 | 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 | 2,503,492 | 786 | 850 | -0.100 | -0.036 | -0.086 | 0.100 | 0.090 | 0.091 | 0.756 | 6 |
| 1 | True | 4,518,669 | 807,083 | 103 | 2,270 | -0.100 | 0.026 | 0.083 | 0.100 | 0.088 | 0.088 | 0.244 | 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 | 2,387,715 | 810 | 743 | -0.123 | -0.040 | -0.107 | 0.123 | 0.112 | 0.112 | 0.662 | 7 |
| 1 | True | 4,169,605 | 1,219,895 | 80 | 2,859 | -0.123 | 0.049 | 0.106 | 0.123 | 0.110 | 0.110 | 0.338 | 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 | 1,574,754 | 808 | 697 | -0.154 | -0.054 | -0.131 | 0.154 | 0.138 | 0.138 | 0.747 | 8 |
| 1 | True | 4,231,316 | 534,503 | 82 | 2,122 | -0.151 | 0.041 | 0.130 | 0.154 | 0.138 | 0.139 | 0.253 | 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 | 2,098,588 | 800 | 706 | -0.196 | -0.058 | -0.163 | 0.196 | 0.174 | 0.173 | 0.747 | 9 |
| 1 | True | 4,211,999 | 710,403 | 90 | 2,761 | -0.195 | 0.059 | 0.164 | 0.196 | 0.175 | 0.175 | 0.253 | 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 | 1,149,295 | 732 | 542 | -0.463 | -0.093 | -0.211 | 0.384 | 0.242 | 0.230 | 0.194 | 10 |
| 1 | True | 6,990,356 | 4,773,161 | 158 | 1,508 | -0.450 | 0.047 | 0.212 | 0.436 | 0.260 | 0.250 | 0.806 | 10 |