| 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 | 3,328,973 | 811 | 1,016 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.007 | 0.773 | 1 |
| 1 | True | 2,730,142 | 976,026 | 79 | 2,221 | -0.015 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.227 | 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 | 3,177,696 | 788 | 939 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.788 | 2 |
| 1 | True | 3,275,325 | 857,398 | 101 | 3,166 | -0.029 | 0.001 | 0.017 | 0.028 | 0.022 | 0.022 | 0.212 | 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 | 3,183,803 | 794 | 884 | -0.045 | -0.006 | -0.031 | 0.045 | 0.037 | 0.037 | 0.834 | 3 |
| 1 | True | 4,747,898 | 632,312 | 95 | 2,449 | -0.045 | 0.005 | 0.030 | 0.045 | 0.038 | 0.038 | 0.166 | 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 | 2,736,839 | 801 | 831 | -0.061 | -0.017 | -0.049 | 0.061 | 0.053 | 0.053 | 0.681 | 4 |
| 1 | True | 3,933,097 | 1,283,819 | 88 | 2,341 | -0.061 | 0.001 | 0.046 | 0.061 | 0.053 | 0.053 | 0.319 | 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 | 2,562,094 | 814 | 854 | -0.078 | -0.028 | -0.065 | 0.078 | 0.070 | 0.070 | 0.844 | 5 |
| 1 | True | 3,365,794 | 474,787 | 75 | 1,825 | -0.078 | 0.003 | 0.061 | 0.078 | 0.070 | 0.071 | 0.156 | 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 | 2,931,652 | 793 | 752 | -0.099 | -0.034 | -0.083 | 0.099 | 0.088 | 0.088 | 0.835 | 6 |
| 1 | True | 4,583,824 | 578,860 | 96 | 2,215 | -0.098 | 0.029 | 0.081 | 0.099 | 0.086 | 0.085 | 0.165 | 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 | 1,667,274 | 811 | 725 | -0.121 | -0.042 | -0.105 | 0.121 | 0.110 | 0.110 | 0.582 | 7 |
| 1 | True | 3,789,410 | 1,199,773 | 78 | 2,447 | -0.120 | 0.006 | 0.100 | 0.121 | 0.111 | 0.111 | 0.418 | 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 | 1,761,475 | 809 | 755 | -0.152 | -0.058 | -0.129 | 0.152 | 0.136 | 0.135 | 0.756 | 8 |
| 1 | True | 3,616,970 | 567,352 | 80 | 2,263 | -0.150 | 0.040 | 0.127 | 0.152 | 0.137 | 0.136 | 0.244 | 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 | 1,652,781 | 789 | 687 | -0.195 | -0.056 | -0.161 | 0.194 | 0.172 | 0.170 | 0.742 | 9 |
| 1 | True | 4,626,334 | 575,824 | 100 | 1,890 | -0.193 | 0.029 | 0.160 | 0.194 | 0.171 | 0.171 | 0.258 | 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 | 1,586,764 | 731 | 534 | -0.485 | -0.076 | -0.209 | 0.374 | 0.240 | 0.229 | 0.247 | 10 |
| 1 | True | 7,000,234 | 4,849,718 | 158 | 1,815 | -0.421 | 0.086 | 0.214 | 0.442 | 0.254 | 0.236 | 0.753 | 10 |