| 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 | 3,702,141 | 814 | 1,107 | -0.015 | -0.000 | -0.001 | 0.014 | 0.007 | 0.007 | 0.843 | 1 |
| 1 | True | 2,583,244 | 689,247 | 73 | 2,626 | -0.014 | 0.001 | 0.001 | 0.015 | 0.007 | 0.007 | 0.157 | 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 | 4,459,055 | 801 | 993 | -0.030 | -0.004 | -0.017 | 0.030 | 0.022 | 0.022 | 0.806 | 2 |
| 1 | True | 2,767,903 | 1,074,342 | 85 | 2,375 | -0.030 | -0.001 | -0.015 | 0.030 | 0.021 | 0.021 | 0.194 | 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 | 2,965,196 | 806 | 945 | -0.046 | -0.010 | -0.034 | 0.046 | 0.038 | 0.038 | 0.748 | 3 |
| 1 | True | 3,648,045 | 1,000,595 | 80 | 2,333 | -0.046 | 0.006 | 0.032 | 0.046 | 0.037 | 0.037 | 0.252 | 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 | 2,646,763 | 806 | 935 | -0.062 | -0.022 | -0.050 | 0.062 | 0.054 | 0.054 | 0.744 | 4 |
| 1 | True | 3,585,510 | 909,631 | 81 | 2,341 | -0.062 | -0.013 | -0.049 | 0.062 | 0.054 | 0.054 | 0.256 | 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 | 2,006,742 | 794 | 789 | -0.080 | -0.029 | -0.067 | 0.080 | 0.071 | 0.071 | 0.702 | 5 |
| 1 | True | 4,522,704 | 851,988 | 92 | 2,447 | -0.080 | -0.004 | -0.063 | 0.080 | 0.070 | 0.070 | 0.298 | 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 | 2,294,173 | 801 | 769 | -0.099 | -0.041 | -0.085 | 0.099 | 0.089 | 0.089 | 0.804 | 6 |
| 1 | True | 3,831,522 | 557,596 | 85 | 1,800 | -0.099 | -0.005 | -0.080 | 0.098 | 0.089 | 0.091 | 0.196 | 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 | 1,712,756 | 805 | 693 | -0.122 | -0.043 | -0.105 | 0.122 | 0.110 | 0.110 | 0.698 | 7 |
| 1 | True | 3,950,253 | 741,849 | 82 | 2,466 | -0.122 | 0.012 | 0.102 | 0.121 | 0.110 | 0.111 | 0.302 | 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 | 1,404,397 | 804 | 698 | -0.152 | -0.055 | -0.130 | 0.152 | 0.136 | 0.136 | 0.701 | 8 |
| 1 | True | 3,549,444 | 599,518 | 82 | 2,243 | -0.152 | 0.016 | 0.125 | 0.151 | 0.137 | 0.136 | 0.299 | 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 | 1,795,237 | 781 | 666 | -0.196 | -0.037 | -0.158 | 0.196 | 0.172 | 0.170 | 0.660 | 9 |
| 1 | True | 5,836,273 | 924,464 | 105 | 2,143 | -0.195 | 0.036 | 0.161 | 0.195 | 0.173 | 0.172 | 0.340 | 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 | 1,452,169 | 707 | 555 | -0.496 | -0.076 | -0.210 | 0.397 | 0.246 | 0.231 | 0.229 | 10 |
| 1 | True | 7,697,344 | 4,883,617 | 180 | 1,837 | -0.458 | 0.088 | 0.219 | 0.445 | 0.254 | 0.237 | 0.771 | 10 |