| 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 | 3,427,695 | 816 | 1,044 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.008 | 0.792 | 1 |
| 1 | True | 2,353,375 | 897,490 | 73 | 2,333 | -0.014 | 0.001 | 0.001 | 0.014 | 0.007 | 0.007 | 0.208 | 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 | 4,071,249 | 816 | 1,051 | -0.029 | -0.004 | -0.016 | 0.029 | 0.021 | 0.021 | 0.857 | 2 |
| 1 | True | 2,944,513 | 677,769 | 72 | 2,505 | -0.028 | -0.001 | -0.015 | 0.029 | 0.022 | 0.022 | 0.143 | 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 | 2,773,039 | 790 | 953 | -0.045 | -0.009 | -0.032 | 0.045 | 0.037 | 0.036 | 0.813 | 3 |
| 1 | True | 3,733,848 | 638,468 | 98 | 2,298 | -0.045 | 0.000 | -0.000 | 0.045 | 0.037 | 0.036 | 0.187 | 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 | 3,030,734 | 792 | 813 | -0.061 | -0.019 | -0.049 | 0.061 | 0.053 | 0.053 | 0.835 | 4 |
| 1 | True | 3,968,186 | 598,077 | 96 | 2,221 | -0.061 | -0.002 | -0.046 | 0.060 | 0.053 | 0.054 | 0.165 | 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 | 2,262,314 | 797 | 814 | -0.079 | -0.027 | -0.067 | 0.079 | 0.070 | 0.070 | 0.584 | 5 |
| 1 | True | 4,944,008 | 1,609,938 | 91 | 2,464 | -0.079 | 0.011 | 0.064 | 0.079 | 0.069 | 0.068 | 0.416 | 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 | 2,607,410 | 793 | 768 | -0.099 | -0.037 | -0.084 | 0.099 | 0.089 | 0.088 | 0.805 | 6 |
| 1 | True | 5,016,718 | 630,994 | 95 | 1,593 | -0.099 | 0.004 | 0.080 | 0.099 | 0.088 | 0.089 | 0.195 | 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 | 1,743,516 | 817 | 749 | -0.123 | -0.044 | -0.106 | 0.123 | 0.111 | 0.111 | 0.730 | 7 |
| 1 | True | 3,487,705 | 644,283 | 71 | 2,138 | -0.123 | 0.036 | 0.105 | 0.123 | 0.111 | 0.110 | 0.270 | 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 | 1,749,323 | 816 | 748 | -0.152 | -0.053 | -0.131 | 0.152 | 0.137 | 0.138 | 0.667 | 8 |
| 1 | True | 2,792,412 | 873,054 | 72 | 1,883 | -0.151 | 0.022 | 0.126 | 0.151 | 0.138 | 0.139 | 0.333 | 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 | 1,993,302 | 779 | 719 | -0.197 | -0.050 | -0.161 | 0.197 | 0.174 | 0.173 | 0.746 | 9 |
| 1 | True | 5,679,223 | 678,436 | 109 | 2,154 | -0.194 | 0.070 | 0.164 | 0.196 | 0.172 | 0.172 | 0.254 | 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 | 1,188,808 | 719 | 556 | -0.510 | -0.074 | -0.211 | 0.404 | 0.247 | 0.235 | 0.194 | 10 |
| 1 | True | 6,988,182 | 4,944,414 | 169 | 1,914 | -0.426 | 0.054 | 0.213 | 0.440 | 0.262 | 0.247 | 0.806 | 10 |