| 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 | 3,557,683 | 808 | 987 | -0.015 | -0.001 | -0.002 | 0.015 | 0.007 | 0.007 | 0.919 | 1 |
| 1 | True | 2,565,284 | 311,544 | 81 | 2,012 | -0.014 | 0.001 | 0.002 | 0.015 | 0.008 | 0.008 | 0.081 | 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 | 3,924,125 | 809 | 907 | -0.030 | -0.005 | -0.018 | 0.030 | 0.023 | 0.022 | 0.727 | 2 |
| 1 | True | 3,540,729 | 1,475,581 | 80 | 2,565 | -0.030 | 0.000 | -0.015 | 0.030 | 0.021 | 0.022 | 0.273 | 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 | 3,323,500 | 801 | 961 | -0.045 | -0.010 | -0.033 | 0.045 | 0.038 | 0.038 | 0.818 | 3 |
| 1 | True | 4,232,019 | 739,467 | 88 | 2,986 | -0.045 | 0.006 | 0.032 | 0.045 | 0.039 | 0.039 | 0.182 | 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 | 2,267,630 | 784 | 843 | -0.062 | -0.021 | -0.050 | 0.061 | 0.053 | 0.053 | 0.738 | 4 |
| 1 | True | 4,555,970 | 804,011 | 105 | 2,649 | -0.062 | -0.001 | -0.046 | 0.062 | 0.053 | 0.053 | 0.262 | 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 | 2,097,016 | 803 | 793 | -0.078 | -0.029 | -0.066 | 0.078 | 0.069 | 0.069 | 0.686 | 5 |
| 1 | True | 3,212,189 | 959,335 | 86 | 1,820 | -0.077 | 0.006 | 0.064 | 0.078 | 0.070 | 0.070 | 0.314 | 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 | 2,493,802 | 801 | 734 | -0.097 | -0.037 | -0.084 | 0.096 | 0.087 | 0.087 | 0.741 | 6 |
| 1 | True | 4,119,070 | 870,047 | 88 | 2,052 | -0.097 | 0.004 | 0.078 | 0.097 | 0.087 | 0.086 | 0.259 | 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 | 1,466,518 | 816 | 690 | -0.120 | -0.045 | -0.103 | 0.120 | 0.108 | 0.108 | 0.784 | 7 |
| 1 | True | 3,847,569 | 403,788 | 73 | 1,956 | -0.120 | -0.013 | -0.099 | 0.119 | 0.108 | 0.107 | 0.216 | 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 | 1,588,279 | 812 | 755 | -0.147 | -0.049 | -0.126 | 0.148 | 0.132 | 0.131 | 0.633 | 8 |
| 1 | True | 3,667,170 | 920,630 | 77 | 2,547 | -0.147 | 0.030 | 0.125 | 0.147 | 0.132 | 0.131 | 0.367 | 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 | 1,837,928 | 783 | 677 | -0.189 | -0.055 | -0.156 | 0.189 | 0.166 | 0.165 | 0.734 | 9 |
| 1 | True | 5,097,577 | 665,472 | 106 | 1,845 | -0.188 | 0.014 | 0.151 | 0.188 | 0.167 | 0.167 | 0.266 | 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 | 1,698,574 | 723 | 562 | -0.429 | -0.053 | -0.198 | 0.388 | 0.233 | 0.223 | 0.259 | 10 |
| 1 | True | 6,950,742 | 4,855,738 | 166 | 2,169 | -0.500 | 0.095 | 0.215 | 0.537 | 0.256 | 0.241 | 0.741 | 10 |