| 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 | 3,682,906 | 815 | 1,105 | -0.015 | -0.000 | -0.001 | 0.015 | 0.008 | 0.008 | 0.802 | 1 |
| 1 | True | 2,528,956 | 909,272 | 74 | 2,340 | -0.015 | 0.001 | 0.002 | 0.015 | 0.008 | 0.008 | 0.198 | 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 | 3,565,012 | 807 | 976 | -0.030 | -0.003 | -0.016 | 0.030 | 0.022 | 0.022 | 0.867 | 2 |
| 1 | True | 3,298,080 | 545,760 | 81 | 2,130 | -0.029 | -0.002 | -0.016 | 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 | 2,794,896 | 786 | 935 | -0.044 | -0.007 | -0.032 | 0.044 | 0.037 | 0.037 | 0.811 | 3 |
| 1 | True | 4,381,664 | 651,637 | 102 | 2,224 | -0.044 | -0.001 | -0.030 | 0.044 | 0.037 | 0.037 | 0.189 | 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 | 2,579,248 | 793 | 849 | -0.061 | -0.016 | -0.048 | 0.061 | 0.052 | 0.052 | 0.795 | 4 |
| 1 | True | 3,989,677 | 664,132 | 95 | 2,199 | -0.061 | 0.002 | 0.045 | 0.061 | 0.053 | 0.053 | 0.205 | 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 | 2,648,330 | 794 | 857 | -0.079 | -0.025 | -0.065 | 0.079 | 0.069 | 0.069 | 0.769 | 5 |
| 1 | True | 4,664,777 | 795,606 | 94 | 2,492 | -0.078 | 0.010 | 0.064 | 0.078 | 0.069 | 0.069 | 0.231 | 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 | 2,108,448 | 804 | 787 | -0.098 | -0.035 | -0.084 | 0.098 | 0.088 | 0.088 | 0.610 | 6 |
| 1 | True | 4,158,975 | 1,348,421 | 84 | 1,860 | -0.098 | 0.018 | 0.081 | 0.098 | 0.086 | 0.085 | 0.390 | 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 | 2,317,575 | 822 | 744 | -0.122 | -0.043 | -0.105 | 0.122 | 0.110 | 0.110 | 0.800 | 7 |
| 1 | True | 3,351,871 | 578,808 | 66 | 2,577 | -0.121 | 0.031 | 0.106 | 0.122 | 0.111 | 0.111 | 0.200 | 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 | 1,560,476 | 802 | 766 | -0.151 | -0.052 | -0.129 | 0.151 | 0.136 | 0.136 | 0.563 | 8 |
| 1 | True | 3,736,650 | 1,211,608 | 86 | 3,157 | -0.150 | 0.040 | 0.126 | 0.149 | 0.135 | 0.136 | 0.437 | 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 | 1,952,777 | 800 | 686 | -0.194 | -0.052 | -0.159 | 0.194 | 0.171 | 0.170 | 0.755 | 9 |
| 1 | True | 4,124,274 | 635,017 | 88 | 2,149 | -0.194 | 0.050 | 0.161 | 0.193 | 0.171 | 0.170 | 0.245 | 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 | 1,556,945 | 723 | 582 | -0.484 | -0.063 | -0.205 | 0.366 | 0.240 | 0.229 | 0.246 | 10 |
| 1 | True | 7,673,468 | 4,784,034 | 165 | 1,872 | -0.478 | 0.090 | 0.213 | 0.441 | 0.257 | 0.241 | 0.754 | 10 |