| 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 | 3,697,402 | 809 | 888 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.764 | 1 |
| 1 | True | 2,500,715 | 1,142,612 | 80 | 2,212 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.008 | 0.236 | 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 | 3,685,655 | 822 | 986 | -0.030 | -0.005 | -0.017 | 0.030 | 0.022 | 0.023 | 0.867 | 2 |
| 1 | True | 2,667,095 | 563,371 | 67 | 2,618 | -0.030 | 0.003 | 0.017 | 0.030 | 0.023 | 0.023 | 0.133 | 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 | 3,109,425 | 795 | 981 | -0.044 | -0.010 | -0.033 | 0.044 | 0.037 | 0.037 | 0.832 | 3 |
| 1 | True | 3,855,073 | 625,859 | 94 | 2,558 | -0.044 | 0.005 | 0.031 | 0.044 | 0.037 | 0.036 | 0.168 | 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 | 2,427,051 | 772 | 807 | -0.059 | -0.018 | -0.048 | 0.059 | 0.052 | 0.051 | 0.690 | 4 |
| 1 | True | 5,346,844 | 1,090,890 | 117 | 2,123 | -0.059 | 0.006 | 0.046 | 0.059 | 0.052 | 0.052 | 0.310 | 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 | 2,839,241 | 813 | 797 | -0.077 | -0.027 | -0.064 | 0.077 | 0.068 | 0.068 | 0.812 | 5 |
| 1 | True | 3,834,617 | 658,605 | 76 | 2,254 | -0.076 | 0.003 | 0.061 | 0.077 | 0.068 | 0.068 | 0.188 | 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 | 1,869,290 | 803 | 742 | -0.095 | -0.035 | -0.082 | 0.095 | 0.086 | 0.085 | 0.755 | 6 |
| 1 | True | 3,928,838 | 608,116 | 86 | 2,087 | -0.095 | -0.003 | -0.077 | 0.093 | 0.085 | 0.084 | 0.245 | 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 | 1,711,101 | 805 | 722 | -0.117 | -0.048 | -0.102 | 0.117 | 0.106 | 0.106 | 0.696 | 7 |
| 1 | True | 4,069,658 | 747,166 | 84 | 2,248 | -0.116 | 0.010 | 0.097 | 0.117 | 0.106 | 0.105 | 0.304 | 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 | 1,505,856 | 816 | 703 | -0.146 | -0.046 | -0.124 | 0.146 | 0.131 | 0.131 | 0.638 | 8 |
| 1 | True | 3,484,547 | 855,433 | 73 | 2,670 | -0.145 | 0.024 | 0.123 | 0.146 | 0.131 | 0.130 | 0.362 | 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 | 1,728,032 | 791 | 708 | -0.186 | -0.052 | -0.155 | 0.185 | 0.165 | 0.164 | 0.673 | 9 |
| 1 | True | 4,426,686 | 838,790 | 98 | 2,457 | -0.184 | 0.035 | 0.153 | 0.186 | 0.165 | 0.162 | 0.327 | 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 | 1,845,788 | 708 | 579 | -0.452 | -0.042 | -0.194 | 0.395 | 0.230 | 0.219 | 0.281 | 10 |
| 1 | True | 7,666,431 | 4,725,236 | 181 | 1,803 | -0.466 | 0.058 | 0.204 | 0.557 | 0.253 | 0.241 | 0.719 | 10 |