| 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 | 4,057,835 | 824 | 1,177 | -0.014 | 0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.824 | 1 |
| 1 | True | 1,900,801 | 864,414 | 62 | 1,896 | -0.013 | -0.002 | -0.003 | 0.013 | 0.007 | 0.006 | 0.176 | 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 | 3,907,128 | 811 | 1,062 | -0.028 | -0.003 | -0.016 | 0.028 | 0.021 | 0.021 | 0.841 | 2 |
| 1 | True | 2,674,556 | 740,942 | 75 | 2,241 | -0.028 | -0.002 | -0.016 | 0.028 | 0.021 | 0.020 | 0.159 | 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 | 3,211,177 | 799 | 927 | -0.043 | -0.009 | -0.031 | 0.043 | 0.036 | 0.036 | 0.809 | 3 |
| 1 | True | 2,803,286 | 756,391 | 87 | 2,369 | -0.043 | -0.000 | 0.029 | 0.042 | 0.036 | 0.036 | 0.191 | 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 | 2,601,606 | 780 | 909 | -0.060 | -0.017 | -0.047 | 0.060 | 0.051 | 0.051 | 0.654 | 4 |
| 1 | True | 4,898,646 | 1,379,088 | 106 | 2,690 | -0.059 | -0.002 | -0.043 | 0.060 | 0.052 | 0.052 | 0.346 | 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 | 1,915,715 | 778 | 794 | -0.077 | -0.018 | -0.064 | 0.077 | 0.068 | 0.068 | 0.754 | 5 |
| 1 | True | 4,765,982 | 624,573 | 108 | 2,024 | -0.077 | -0.002 | -0.060 | 0.077 | 0.069 | 0.070 | 0.246 | 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 | 1,849,187 | 791 | 757 | -0.098 | -0.033 | -0.083 | 0.098 | 0.088 | 0.088 | 0.646 | 6 |
| 1 | True | 4,369,954 | 1,012,925 | 94 | 2,358 | -0.098 | -0.001 | -0.000 | 0.097 | 0.088 | 0.088 | 0.354 | 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 | 1,838,723 | 818 | 727 | -0.122 | -0.049 | -0.105 | 0.122 | 0.110 | 0.109 | 0.842 | 7 |
| 1 | True | 3,588,663 | 345,132 | 68 | 1,709 | -0.120 | 0.006 | 0.099 | 0.121 | 0.110 | 0.110 | 0.158 | 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 | 1,358,340 | 799 | 679 | -0.151 | -0.048 | -0.129 | 0.151 | 0.135 | 0.135 | 0.644 | 8 |
| 1 | True | 4,886,139 | 752,392 | 87 | 1,852 | -0.150 | 0.015 | 0.126 | 0.151 | 0.137 | 0.138 | 0.356 | 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 | 1,559,885 | 795 | 669 | -0.194 | -0.049 | -0.159 | 0.194 | 0.171 | 0.170 | 0.731 | 9 |
| 1 | True | 3,626,811 | 572,738 | 91 | 2,267 | -0.191 | 0.070 | 0.163 | 0.195 | 0.173 | 0.173 | 0.269 | 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 | 1,710,334 | 710 | 559 | -0.456 | -0.084 | -0.212 | 0.352 | 0.245 | 0.233 | 0.255 | 10 |
| 1 | True | 8,269,772 | 4,992,102 | 176 | 1,767 | -0.416 | 0.089 | 0.214 | 0.426 | 0.255 | 0.241 | 0.745 | 10 |