| 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 | 3,664,693 | 804 | 908 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.755 | 1 |
| 1 | True | 2,898,002 | 1,190,454 | 85 | 2,379 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.245 | 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 | 3,061,120 | 802 | 913 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.804 | 2 |
| 1 | True | 2,865,286 | 745,335 | 87 | 2,447 | -0.029 | -0.002 | -0.017 | 0.029 | 0.023 | 0.023 | 0.196 | 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 | 3,065,777 | 806 | 932 | -0.043 | -0.009 | -0.032 | 0.043 | 0.036 | 0.036 | 0.789 | 3 |
| 1 | True | 3,882,779 | 819,411 | 83 | 2,367 | -0.043 | 0.004 | 0.031 | 0.043 | 0.036 | 0.036 | 0.211 | 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 | 2,444,814 | 781 | 797 | -0.059 | -0.018 | -0.048 | 0.059 | 0.051 | 0.051 | 0.713 | 4 |
| 1 | True | 4,216,585 | 983,543 | 108 | 2,279 | -0.058 | 0.006 | 0.046 | 0.059 | 0.051 | 0.052 | 0.287 | 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 | 3,142,364 | 805 | 803 | -0.076 | -0.022 | -0.063 | 0.076 | 0.067 | 0.067 | 0.820 | 5 |
| 1 | True | 4,168,671 | 690,018 | 84 | 2,496 | -0.076 | 0.003 | 0.060 | 0.075 | 0.068 | 0.068 | 0.180 | 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 | 1,857,786 | 808 | 738 | -0.095 | -0.037 | -0.082 | 0.095 | 0.085 | 0.085 | 0.769 | 6 |
| 1 | True | 3,844,698 | 558,723 | 81 | 2,212 | -0.095 | 0.001 | 0.077 | 0.095 | 0.086 | 0.086 | 0.231 | 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 | 2,004,037 | 806 | 725 | -0.117 | -0.042 | -0.101 | 0.117 | 0.106 | 0.106 | 0.766 | 7 |
| 1 | True | 3,769,093 | 611,494 | 83 | 1,616 | -0.116 | 0.016 | 0.098 | 0.117 | 0.106 | 0.106 | 0.234 | 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 | 1,486,479 | 813 | 697 | -0.146 | -0.053 | -0.124 | 0.146 | 0.131 | 0.131 | 0.607 | 8 |
| 1 | True | 3,944,502 | 964,190 | 76 | 3,005 | -0.145 | 0.018 | 0.121 | 0.145 | 0.132 | 0.133 | 0.393 | 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 | 1,711,018 | 782 | 748 | -0.188 | -0.056 | -0.155 | 0.188 | 0.165 | 0.164 | 0.729 | 9 |
| 1 | True | 5,480,696 | 634,971 | 107 | 1,828 | -0.188 | 0.024 | 0.151 | 0.188 | 0.166 | 0.166 | 0.271 | 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 | 1,750,306 | 717 | 556 | -0.448 | -0.054 | -0.198 | 0.366 | 0.231 | 0.219 | 0.270 | 10 |
| 1 | True | 6,685,913 | 4,741,496 | 172 | 1,851 | -0.460 | 0.066 | 0.211 | 0.439 | 0.258 | 0.246 | 0.730 | 10 |