| 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 | 4,117,276 | 813 | 1,008 | -0.015 | -0.001 | -0.001 | 0.015 | 0.008 | 0.008 | 0.819 | 1 |
| 1 | True | 2,556,424 | 908,549 | 75 | 2,515 | -0.015 | -0.001 | -0.002 | 0.014 | 0.008 | 0.008 | 0.181 | 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 | 3,155,367 | 801 | 962 | -0.030 | -0.004 | -0.018 | 0.030 | 0.023 | 0.023 | 0.805 | 2 |
| 1 | True | 3,469,152 | 764,718 | 87 | 2,180 | -0.030 | 0.000 | 0.015 | 0.030 | 0.023 | 0.023 | 0.195 | 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 | 3,211,045 | 788 | 953 | -0.046 | -0.010 | -0.034 | 0.046 | 0.038 | 0.038 | 0.821 | 3 |
| 1 | True | 4,408,177 | 701,744 | 99 | 2,572 | -0.046 | 0.002 | 0.031 | 0.044 | 0.038 | 0.037 | 0.179 | 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 | 2,372,135 | 796 | 834 | -0.062 | -0.019 | -0.051 | 0.062 | 0.054 | 0.054 | 0.794 | 4 |
| 1 | True | 4,256,009 | 614,483 | 92 | 2,089 | -0.061 | -0.002 | -0.047 | 0.062 | 0.054 | 0.054 | 0.206 | 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 | 2,035,287 | 799 | 743 | -0.079 | -0.028 | -0.067 | 0.079 | 0.070 | 0.070 | 0.637 | 5 |
| 1 | True | 3,800,384 | 1,158,129 | 88 | 2,186 | -0.079 | 0.020 | 0.064 | 0.077 | 0.069 | 0.069 | 0.363 | 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 | 2,322,750 | 798 | 788 | -0.098 | -0.036 | -0.084 | 0.098 | 0.088 | 0.088 | 0.705 | 6 |
| 1 | True | 4,881,958 | 969,636 | 90 | 2,047 | -0.098 | -0.013 | -0.082 | 0.097 | 0.089 | 0.089 | 0.295 | 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 | 2,010,434 | 822 | 734 | -0.121 | -0.048 | -0.104 | 0.121 | 0.109 | 0.109 | 0.791 | 7 |
| 1 | True | 2,651,537 | 530,126 | 65 | 2,138 | -0.119 | 0.029 | 0.103 | 0.121 | 0.109 | 0.108 | 0.209 | 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 | 1,749,169 | 812 | 802 | -0.150 | -0.051 | -0.128 | 0.150 | 0.135 | 0.135 | 0.673 | 8 |
| 1 | True | 3,746,449 | 848,268 | 76 | 2,829 | -0.150 | 0.031 | 0.125 | 0.150 | 0.134 | 0.134 | 0.327 | 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 | 1,692,403 | 776 | 659 | -0.193 | -0.055 | -0.158 | 0.193 | 0.169 | 0.167 | 0.701 | 9 |
| 1 | True | 5,023,174 | 721,563 | 111 | 1,944 | -0.192 | 0.048 | 0.159 | 0.192 | 0.171 | 0.171 | 0.299 | 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 | 1,833,887 | 727 | 567 | -0.401 | -0.058 | -0.203 | 0.400 | 0.236 | 0.226 | 0.272 | 10 |
| 1 | True | 7,084,210 | 4,902,065 | 161 | 2,109 | -0.480 | 0.086 | 0.217 | 0.457 | 0.256 | 0.243 | 0.728 | 10 |