| 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 | 3,944,483 | 812 | 1,163 | -0.014 | -0.001 | -0.001 | 0.014 | 0.007 | 0.007 | 0.793 | 1 |
| 1 | True | 2,380,420 | 1,030,893 | 78 | 2,731 | -0.014 | 0.001 | 0.001 | 0.013 | 0.007 | 0.007 | 0.207 | 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 | 3,070,760 | 819 | 1,026 | -0.028 | -0.003 | -0.016 | 0.028 | 0.021 | 0.021 | 0.818 | 2 |
| 1 | True | 1,942,864 | 682,515 | 70 | 1,840 | -0.028 | -0.003 | -0.015 | 0.027 | 0.021 | 0.021 | 0.182 | 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 | 3,659,201 | 804 | 975 | -0.043 | -0.006 | -0.030 | 0.043 | 0.035 | 0.035 | 0.850 | 3 |
| 1 | True | 3,312,692 | 646,204 | 85 | 2,264 | -0.042 | -0.003 | -0.028 | 0.042 | 0.035 | 0.035 | 0.150 | 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 | 2,904,015 | 787 | 890 | -0.059 | -0.012 | -0.046 | 0.059 | 0.051 | 0.051 | 0.803 | 4 |
| 1 | True | 5,371,914 | 714,555 | 102 | 1,929 | -0.059 | -0.009 | -0.045 | 0.059 | 0.051 | 0.051 | 0.197 | 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 | 2,110,720 | 798 | 810 | -0.077 | -0.022 | -0.063 | 0.077 | 0.068 | 0.068 | 0.731 | 5 |
| 1 | True | 4,392,476 | 778,494 | 91 | 2,343 | -0.076 | 0.012 | 0.062 | 0.077 | 0.067 | 0.067 | 0.269 | 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 | 2,394,611 | 810 | 734 | -0.096 | -0.034 | -0.082 | 0.096 | 0.086 | 0.086 | 0.709 | 6 |
| 1 | True | 3,711,500 | 985,129 | 79 | 2,743 | -0.096 | 0.009 | 0.081 | 0.096 | 0.087 | 0.087 | 0.291 | 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 | 1,772,297 | 816 | 721 | -0.120 | -0.040 | -0.102 | 0.119 | 0.108 | 0.108 | 0.836 | 7 |
| 1 | True | 3,242,109 | 347,966 | 73 | 1,838 | -0.119 | 0.010 | 0.097 | 0.120 | 0.107 | 0.107 | 0.164 | 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 | 1,657,045 | 805 | 664 | -0.150 | -0.056 | -0.128 | 0.150 | 0.134 | 0.135 | 0.636 | 8 |
| 1 | True | 4,686,253 | 949,982 | 84 | 3,195 | -0.149 | 0.020 | 0.124 | 0.150 | 0.134 | 0.134 | 0.364 | 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 | 1,463,067 | 787 | 668 | -0.192 | -0.066 | -0.159 | 0.192 | 0.168 | 0.168 | 0.691 | 9 |
| 1 | True | 4,670,824 | 653,224 | 102 | 1,817 | -0.190 | 0.043 | 0.157 | 0.192 | 0.170 | 0.168 | 0.309 | 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 | 1,720,852 | 715 | 607 | -0.447 | -0.093 | -0.208 | 0.372 | 0.240 | 0.227 | 0.262 | 10 |
| 1 | True | 8,012,447 | 4,853,146 | 174 | 1,673 | -0.422 | 0.084 | 0.215 | 0.467 | 0.256 | 0.244 | 0.738 | 10 |