| 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 | 4,343,688 | 805 | 1,191 | -0.015 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.823 | 1 |
| 1 | True | 2,634,668 | 931,560 | 82 | 2,240 | -0.014 | -0.000 | -0.001 | 0.014 | 0.007 | 0.006 | 0.177 | 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 | 3,340,145 | 820 | 1,038 | -0.029 | -0.004 | -0.017 | 0.030 | 0.022 | 0.022 | 0.772 | 2 |
| 1 | True | 2,251,325 | 984,414 | 66 | 2,181 | -0.029 | 0.005 | 0.017 | 0.029 | 0.021 | 0.021 | 0.228 | 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 | 3,419,131 | 808 | 977 | -0.045 | -0.011 | -0.033 | 0.045 | 0.037 | 0.037 | 0.757 | 3 |
| 1 | True | 3,627,523 | 1,099,908 | 78 | 2,385 | -0.045 | -0.001 | -0.031 | 0.044 | 0.037 | 0.036 | 0.243 | 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 | 2,684,552 | 801 | 918 | -0.061 | -0.021 | -0.050 | 0.061 | 0.053 | 0.053 | 0.789 | 4 |
| 1 | True | 4,181,823 | 716,135 | 85 | 2,470 | -0.061 | 0.001 | 0.045 | 0.060 | 0.053 | 0.053 | 0.211 | 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 | 2,540,033 | 805 | 795 | -0.079 | -0.027 | -0.065 | 0.079 | 0.069 | 0.069 | 0.773 | 5 |
| 1 | True | 4,058,863 | 745,926 | 82 | 2,217 | -0.078 | -0.013 | -0.065 | 0.079 | 0.071 | 0.070 | 0.227 | 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 | 1,863,041 | 800 | 715 | -0.099 | -0.038 | -0.085 | 0.099 | 0.089 | 0.089 | 0.760 | 6 |
| 1 | True | 4,339,792 | 587,825 | 86 | 2,145 | -0.099 | -0.019 | -0.083 | 0.098 | 0.089 | 0.089 | 0.240 | 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 | 1,382,642 | 804 | 733 | -0.122 | -0.046 | -0.106 | 0.122 | 0.111 | 0.110 | 0.699 | 7 |
| 1 | True | 4,104,403 | 595,397 | 82 | 2,479 | -0.122 | 0.000 | -0.001 | 0.122 | 0.112 | 0.113 | 0.301 | 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 | 1,452,217 | 815 | 645 | -0.151 | -0.055 | -0.130 | 0.151 | 0.136 | 0.135 | 0.759 | 8 |
| 1 | True | 3,401,692 | 459,959 | 71 | 1,884 | -0.150 | -0.005 | -0.124 | 0.149 | 0.136 | 0.136 | 0.241 | 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 | 1,840,996 | 779 | 673 | -0.196 | -0.046 | -0.159 | 0.196 | 0.172 | 0.171 | 0.647 | 9 |
| 1 | True | 5,163,983 | 1,005,583 | 107 | 2,117 | -0.196 | 0.059 | 0.160 | 0.196 | 0.173 | 0.174 | 0.353 | 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 | 1,443,421 | 707 | 533 | -0.444 | -0.087 | -0.212 | 0.381 | 0.243 | 0.230 | 0.230 | 10 |
| 1 | True | 8,180,648 | 4,819,238 | 180 | 1,763 | -0.444 | 0.088 | 0.217 | 0.455 | 0.255 | 0.237 | 0.770 | 10 |