| 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 | 4,018,003 | 824 | 1,230 | -0.014 | -0.000 | -0.000 | 0.014 | 0.007 | 0.007 | 0.864 | 1 |
| 1 | True | 2,040,506 | 633,498 | 66 | 2,622 | -0.014 | -0.001 | -0.000 | 0.013 | 0.007 | 0.007 | 0.136 | 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 | 3,196,159 | 813 | 914 | -0.028 | -0.002 | -0.015 | 0.028 | 0.021 | 0.021 | 0.763 | 2 |
| 1 | True | 2,162,832 | 994,123 | 76 | 1,900 | -0.027 | -0.000 | 0.000 | 0.027 | 0.020 | 0.020 | 0.237 | 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 | 3,286,636 | 801 | 1,008 | -0.042 | -0.007 | -0.030 | 0.042 | 0.035 | 0.035 | 0.807 | 3 |
| 1 | True | 3,567,885 | 785,627 | 88 | 2,312 | -0.042 | -0.001 | -0.028 | 0.042 | 0.036 | 0.036 | 0.193 | 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 | 2,902,781 | 779 | 884 | -0.058 | -0.011 | -0.045 | 0.058 | 0.050 | 0.050 | 0.742 | 4 |
| 1 | True | 4,795,090 | 1,009,648 | 110 | 2,316 | -0.058 | -0.010 | -0.044 | 0.057 | 0.050 | 0.050 | 0.258 | 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 | 2,541,505 | 794 | 810 | -0.075 | -0.018 | -0.062 | 0.075 | 0.067 | 0.067 | 0.730 | 5 |
| 1 | True | 4,563,542 | 937,709 | 95 | 2,420 | -0.075 | 0.007 | 0.060 | 0.074 | 0.066 | 0.066 | 0.270 | 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 | 2,089,313 | 806 | 825 | -0.096 | -0.032 | -0.081 | 0.095 | 0.086 | 0.086 | 0.787 | 6 |
| 1 | True | 4,252,664 | 565,037 | 83 | 2,154 | -0.095 | 0.015 | 0.078 | 0.094 | 0.085 | 0.085 | 0.213 | 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 | 1,686,689 | 803 | 678 | -0.119 | -0.044 | -0.102 | 0.119 | 0.107 | 0.107 | 0.747 | 7 |
| 1 | True | 4,614,559 | 571,879 | 86 | 1,708 | -0.119 | 0.010 | 0.099 | 0.118 | 0.108 | 0.108 | 0.253 | 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 | 1,454,554 | 820 | 697 | -0.150 | -0.054 | -0.127 | 0.149 | 0.134 | 0.134 | 0.637 | 8 |
| 1 | True | 3,362,078 | 830,310 | 69 | 2,321 | -0.149 | 0.033 | 0.123 | 0.149 | 0.134 | 0.137 | 0.363 | 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 | 1,610,577 | 787 | 652 | -0.193 | -0.061 | -0.158 | 0.193 | 0.170 | 0.170 | 0.716 | 9 |
| 1 | True | 4,665,656 | 638,560 | 102 | 2,144 | -0.192 | 0.055 | 0.161 | 0.193 | 0.171 | 0.170 | 0.284 | 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 | 1,692,267 | 718 | 586 | -0.446 | -0.091 | -0.211 | 0.351 | 0.241 | 0.229 | 0.260 | 10 |
| 1 | True | 7,901,846 | 4,824,444 | 172 | 1,769 | -0.430 | 0.086 | 0.214 | 0.437 | 0.254 | 0.243 | 0.740 | 10 |