| 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 | 3,673,420 | 815 | 1,130 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.859 | 1 |
| 1 | True | 2,469,222 | 602,611 | 74 | 2,612 | -0.014 | 0.000 | 0.002 | 0.014 | 0.008 | 0.007 | 0.141 | 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 | 3,343,957 | 809 | 1,007 | -0.029 | -0.003 | -0.016 | 0.029 | 0.021 | 0.021 | 0.836 | 2 |
| 1 | True | 2,741,186 | 657,783 | 79 | 2,344 | -0.028 | -0.002 | -0.016 | 0.028 | 0.022 | 0.023 | 0.164 | 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 | 3,093,112 | 794 | 885 | -0.044 | -0.007 | -0.031 | 0.044 | 0.036 | 0.036 | 0.787 | 3 |
| 1 | True | 4,261,036 | 834,713 | 94 | 2,266 | -0.043 | 0.001 | 0.029 | 0.043 | 0.036 | 0.036 | 0.213 | 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 | 2,756,152 | 780 | 879 | -0.060 | -0.015 | -0.047 | 0.060 | 0.051 | 0.051 | 0.802 | 4 |
| 1 | True | 4,209,720 | 678,529 | 108 | 1,970 | -0.059 | 0.008 | 0.047 | 0.059 | 0.052 | 0.052 | 0.198 | 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 | 2,954,230 | 793 | 841 | -0.079 | -0.029 | -0.066 | 0.079 | 0.069 | 0.069 | 0.703 | 5 |
| 1 | True | 4,862,279 | 1,247,733 | 95 | 2,801 | -0.077 | 0.006 | 0.063 | 0.079 | 0.070 | 0.070 | 0.297 | 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 | 2,220,391 | 800 | 786 | -0.100 | -0.033 | -0.084 | 0.100 | 0.089 | 0.089 | 0.656 | 6 |
| 1 | True | 4,908,658 | 1,166,670 | 88 | 1,700 | -0.099 | 0.013 | 0.082 | 0.099 | 0.088 | 0.087 | 0.344 | 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 | 1,765,863 | 825 | 764 | -0.123 | -0.045 | -0.106 | 0.123 | 0.111 | 0.111 | 0.805 | 7 |
| 1 | True | 3,134,634 | 427,606 | 63 | 2,508 | -0.123 | 0.014 | 0.103 | 0.123 | 0.112 | 0.113 | 0.195 | 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 | 1,815,303 | 812 | 789 | -0.152 | -0.050 | -0.130 | 0.152 | 0.138 | 0.137 | 0.635 | 8 |
| 1 | True | 2,882,926 | 1,045,378 | 76 | 2,058 | -0.150 | 0.049 | 0.129 | 0.152 | 0.136 | 0.137 | 0.365 | 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 | 2,077,877 | 789 | 658 | -0.196 | -0.045 | -0.160 | 0.196 | 0.172 | 0.171 | 0.766 | 9 |
| 1 | True | 4,899,466 | 635,423 | 99 | 1,737 | -0.194 | 0.069 | 0.161 | 0.195 | 0.172 | 0.173 | 0.234 | 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 | 1,162,503 | 733 | 560 | -0.495 | -0.067 | -0.209 | 0.391 | 0.244 | 0.233 | 0.195 | 10 |
| 1 | True | 7,551,593 | 4,802,616 | 155 | 2,104 | -0.461 | 0.082 | 0.223 | 0.424 | 0.257 | 0.241 | 0.805 | 10 |