| 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 | 4,182,031 | 815 | 1,052 | -0.015 | -0.000 | -0.001 | 0.015 | 0.007 | 0.007 | 0.870 | 1 |
| 1 | True | 2,598,994 | 626,780 | 74 | 2,526 | -0.014 | 0.000 | -0.001 | 0.014 | 0.007 | 0.008 | 0.130 | 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 | 3,311,786 | 790 | 1,077 | -0.029 | -0.004 | -0.017 | 0.029 | 0.022 | 0.022 | 0.722 | 2 |
| 1 | True | 3,558,725 | 1,272,783 | 98 | 2,490 | -0.029 | 0.005 | 0.018 | 0.029 | 0.022 | 0.023 | 0.278 | 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 | 3,088,695 | 813 | 894 | -0.045 | -0.013 | -0.034 | 0.045 | 0.037 | 0.037 | 0.851 | 3 |
| 1 | True | 3,040,579 | 540,723 | 75 | 1,951 | -0.045 | -0.002 | -0.031 | 0.045 | 0.037 | 0.037 | 0.149 | 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 | 2,714,245 | 799 | 946 | -0.061 | -0.018 | -0.049 | 0.061 | 0.053 | 0.053 | 0.791 | 4 |
| 1 | True | 3,754,374 | 716,902 | 89 | 2,445 | -0.060 | -0.008 | -0.046 | 0.060 | 0.053 | 0.053 | 0.209 | 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 | 2,132,741 | 795 | 812 | -0.079 | -0.031 | -0.067 | 0.079 | 0.070 | 0.070 | 0.612 | 5 |
| 1 | True | 4,735,227 | 1,350,283 | 93 | 1,738 | -0.078 | -0.005 | -0.062 | 0.079 | 0.071 | 0.071 | 0.388 | 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 | 2,511,521 | 797 | 782 | -0.099 | -0.036 | -0.084 | 0.099 | 0.089 | 0.088 | 0.773 | 6 |
| 1 | True | 4,621,797 | 739,242 | 91 | 2,068 | -0.099 | -0.005 | -0.081 | 0.099 | 0.089 | 0.090 | 0.227 | 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 | 1,550,999 | 813 | 691 | -0.123 | -0.048 | -0.106 | 0.123 | 0.111 | 0.111 | 0.731 | 7 |
| 1 | True | 3,413,456 | 570,877 | 75 | 2,233 | -0.123 | 0.007 | 0.100 | 0.123 | 0.111 | 0.111 | 0.269 | 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 | 1,514,519 | 799 | 701 | -0.152 | -0.054 | -0.131 | 0.152 | 0.137 | 0.137 | 0.593 | 8 |
| 1 | True | 3,717,592 | 1,040,151 | 89 | 2,382 | -0.152 | 0.023 | 0.126 | 0.152 | 0.139 | 0.141 | 0.407 | 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 | 1,702,279 | 798 | 677 | -0.197 | -0.047 | -0.161 | 0.197 | 0.173 | 0.171 | 0.756 | 9 |
| 1 | True | 5,052,028 | 550,612 | 90 | 2,011 | -0.194 | 0.048 | 0.164 | 0.197 | 0.175 | 0.175 | 0.244 | 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 | 1,465,640 | 708 | 530 | -0.479 | -0.057 | -0.209 | 0.404 | 0.247 | 0.234 | 0.227 | 10 |
| 1 | True | 7,444,279 | 4,984,165 | 180 | 1,877 | -0.441 | 0.077 | 0.216 | 0.449 | 0.256 | 0.240 | 0.773 | 10 |